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Neural population models, which predict the joint firing of many simultaneously recorded neurons forward in time, are typically evaluated by a single aggregate Pearson correlation $r$ between predicted and actual spike counts, a number that…

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

Machine Learning · Statistics 2023-10-25 Jimmy Hickey , Ricardo Henao , Daniel Wojdyla , Michael Pencina , Matthew M. Engelhard

Using a comprehensive sample of 2,585 bankruptcies from 1990 to 2019, we benchmark the performance of various machine learning models in predicting financial distress of publicly traded U.S. firms. We find that gradient boosted trees…

Computational Finance · Quantitative Finance 2022-12-26 Emmanuel Alanis , Sudheer Chava , Agam Shah

We introduce a new private regression setting we call Private Regression in Multiple Outcomes (PRIMO), inspired by the common situation where a data analyst wants to perform a set of $l$ regressions while preserving privacy, where the…

Machine Learning · Computer Science 2025-01-16 Seth Neel

This paper introduces a novel non-parametric deep model for estimating time-to-event (survival analysis) in presence of censored data and competing risks. The model is designed based on the sequence-to-sequence (Seq2Seq) architecture,…

We consider the design of private prediction markets, financial markets designed to elicit predictions about uncertain events without revealing too much information about market participants' actions or beliefs. Our goal is to design market…

Computer Science and Game Theory · Computer Science 2016-02-25 Rachel Cummings , David M. Pennock , Jennifer Wortman Vaughan

We introduce an end-to-end private deep learning framework, applied to the task of predicting 30-day readmission from electronic health records. By using differential privacy during training and homomorphic encryption during inference, we…

Cryptography and Security · Computer Science 2018-11-27 Edward Chou , Thao Nguyen , Josh Beal , Albert Haque , Li Fei-Fei

Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus…

Machine Learning · Computer Science 2021-06-14 Nhuong V. Nguyen , Sybille Legitime

In this work we use Recurrent Neural Networks and Multilayer Perceptrons to predict NYSE, NASDAQ and AMEX stock prices from historical data. We experiment with different architectures and compare data normalization techniques. Then, we…

Statistical Finance · Quantitative Finance 2019-08-30 Kerda Varaku

In several settings of practical interest, two parties seek to collaboratively perform inference on their private data using a public machine learning model. For instance, several hospitals might wish to share patient medical records for…

Cryptography and Security · Computer Science 2018-12-05 Siddharth Garg , Zahra Ghodsi , Carmit Hazay , Yuval Ishai , Antonio Marcedone , Muthuramakrishnan Venkitasubramaniam

We propose and experimentally demonstrate an innovative stock index prediction method using a weighted optical reservoir computing system. We construct fundamental market data combined with macroeconomic data and technical indicators to…

Machine Learning · Computer Science 2024-08-02 Fang Wang , Ting Bu , Yuping Huang

A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Igor B. Konovalov

Today, the use of social networking data has attracted a lot of academic and commercial attention in predicting the stock market. In most studies in this area, the sentiment analysis of the content of user posts on social networks is used…

Machine Learning · Computer Science 2021-02-16 Ramin Mousa , Sara Nazari , Ali Karhe Abadi , Reza Shoukhcheshm , Mohammad Niknam Pirzadeh , Leila Safari

Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge…

Machine Learning · Statistics 2025-10-27 Yuta Shikuri , Hironori Fujisawa

The stock market, as a cornerstone of the financial markets, places forecasting stock price movements at the forefront of challenges in quantitative finance. Emerging learning-based approaches have made significant progress in capturing the…

Machine Learning · Computer Science 2025-04-01 Sida Lin , Yankai Chen , Yiyan Qi , Chenhao Ma , Bokai Cao , Yifei Zhang , Xue Liu , Jian Guo

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

Machine Learning · Statistics 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao

In this article, we review a class of neuro-mimetic computational models that we place under the label of spiking predictive coding. Specifically, we review the general framework of predictive processing in the context of neurons that emit…

Neurons and Cognition · Quantitative Biology 2024-09-10 Antony W. N'dri , William Gebhardt , Céline Teulière , Fleur Zeldenrust , Rajesh P. N. Rao , Jochen Triesch , Alexander Ororbia

We consider the problem of predictive monitoring (PM), i.e., predicting at runtime future violations of a system from the current state. We work under the most realistic settings where only partial and noisy observations of the state are…

Machine Learning · Computer Science 2021-08-18 Francesca Cairoli , Luca Bortolussi , Nicola Paoletti

Predictive models for clinical outcomes that are accurate on average in a patient population may underperform drastically for some subpopulations, potentially introducing or reinforcing inequities in care access and quality. Model training…

Machine Learning · Statistics 2022-02-03 Stephen R. Pfohl , Haoran Zhang , Yizhe Xu , Agata Foryciarz , Marzyeh Ghassemi , Nigam H. Shah

Early exiting is an effective paradigm for improving the inference efficiency of deep networks. By constructing classifiers with varying resource demands (the exits), such networks allow easy samples to be output at early exits, removing…

Computer Vision and Pattern Recognition · Computer Science 2022-09-20 Yizeng Han , Yifan Pu , Zihang Lai , Chaofei Wang , Shiji Song , Junfen Cao , Wenhui Huang , Chao Deng , Gao Huang