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Marker code is an effective coding scheme to protect data from insertions and deletions. It has potential applications in future storage systems, such as DNA storage and racetrack memory. When decoding marker codes, perfect channel state…

Information Theory · Computer Science 2025-02-11 Guochen Ma , Xiaopeng Jiao , Jianjun Mu , Hui Han , Yaming Yang

Linear concept vectors effectively steer LLMs, but existing methods suffer from noisy features in diverse datasets that undermine steering robustness. We propose Sparse Autoencoder-Denoised Concept Vectors (SDCV), which selectively keep the…

Computation and Language · Computer Science 2025-07-31 Haiyan Zhao , Xuansheng Wu , Fan Yang , Bo Shen , Ninghao Liu , Mengnan Du

We develop deep learning models to learn the hedge ratio for S&P500 index options directly from options data. We compare different combinations of features and show that a feedforward neural network model with time to maturity,…

Statistical Finance · Quantitative Finance 2021-11-08 Jie Chen , Lingfei Li

AI led chess systems to a superhuman level, yet these systems heavily rely on black-box algorithms. This is unsustainable in ensuring transparency to the end-user, particularly when these systems are responsible for sensitive…

Artificial Intelligence · Computer Science 2024-06-12 Yoann Poupart

This research evaluates the performance of an Artificial Neural Network based prediction system that was employed on the Shanghai Stock Exchange for the period 21-Sep-2016 to 11-Oct-2016. It is a follow-up to a previous paper in which the…

Statistical Finance · Quantitative Finance 2016-12-09 Barack Wamkaya Wanjawa

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

We explore the use of deep learning hierarchical models for problems in financial prediction and classification. Financial prediction problems -- such as those presented in designing and pricing securities, constructing portfolios, and risk…

Machine Learning · Computer Science 2018-01-16 J. B. Heaton , N. G. Polson , J. H. Witte

Sparse events, such as malign attacks in real-time network traffic, have caused big organisations an immense hike in revenue loss. This is due to the excessive growth of the network and its exposure to a plethora of people. The standard…

Cryptography and Security · Computer Science 2021-12-08 Nasreen Fathima , Akshara Pramod , Yash Srivastava , Anusha Maria Thomas , Syed Ibrahim S P , Chandran K R

Stochastic gradient descent (SGD) has achieved great success in training deep neural network, where the gradient is computed through back-propagation. However, the back-propagated values of different layers vary dramatically. This…

Machine Learning · Statistics 2018-02-28 Huishuai Zhang , Wei Chen , Tie-Yan Liu

Motor imagery (MI) based brain-computer interfaces (BCIs) hold significant potential for assistive technologies and neurorehabilitation. However, the precise and efficient decoding of MI remains challenging due to their non-stationary…

Human-Computer Interaction · Computer Science 2025-09-09 Yi Wang , Haodong Zhang , Hongqi Li

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a…

Machine Learning · Computer Science 2025-06-25 Senwei Liang , Chunmei Wang , Xingjian Xu

We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input, for making global stock market predictions. Our model not only yields profit in the stock market of the country…

General Finance · Quantitative Finance 2019-11-27 Jinho Lee , Raehyun Kim , Yookyung Koh , Jaewoo Kang

In recent years, deep neural networks have yielded state-of-the-art performance on several tasks. Although some recent works have focused on combining deep learning with recommendation, we highlight three issues of existing models. First,…

Machine Learning · Computer Science 2018-12-20 Qibing Li , Xiaolin Zheng , Xinyue Wu

This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon. Based on the…

Mathematical Finance · Quantitative Finance 2022-12-29 Xiaofei Shi , Daran Xu , Zhanhao Zhang

This paper presents a novel, fast and privacy preserving implementation of deep autoencoders. DAEF (Deep Autoencoder for Federated learning), unlike traditional neural networks, trains a deep autoencoder network in a non-iterative way,…

Machine Learning · Computer Science 2023-07-19 David Novoa-Paradela , Oscar Romero-Fontenla , Bertha Guijarro-Berdiñas

This article aims to propose and apply a machine learning method to analyze the direction of returns from Exchange Traded Funds (ETFs) using the historical return data of its components, helping to make investment strategy decisions through…

Computational Finance · Quantitative Finance 2022-06-14 Raphael P. B. Piovezan , Pedro Paulo de Andrade Junior

Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with…

Machine Learning · Computer Science 2026-02-03 Kasymkhan Khubiev , Mikhail Semenov , Irina Podlipnova , Dinara Khubieva

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Chinese characters carry a wealth of morphological and semantic information; therefore, the semantic enhancement of the morphology of Chinese characters has drawn significant attention. The previous methods were intended to directly extract…

Computer Vision and Pattern Recognition · Computer Science 2022-07-19 Zongze Chen , Wenxia Yang , Xin Li

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià