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Related papers: Automatic Financial Feature Construction

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The generative adversarial network (GAN) exhibits great superiority in the face attribute synthesis task. However, existing methods have very limited effects on the expansion of new attributes. To overcome the limitations of a single…

Computer Vision and Pattern Recognition · Computer Science 2020-04-16 Xin Ning , Shaohui Xu , Xiaoli Dong , Weijun Li , Fangzhe Nan , Yuanzhou Yao

Financial assets exhibit complex dependency structures, which are crucial for investors to create diversified portfolios to mitigate risk in volatile financial markets. To explore the financial asset dependencies dynamics, we propose a…

Machine Learning · Computer Science 2024-06-19 Haoren Zhu , Pengfei Zhao , Wilfred Siu Hung NG , Dik Lun Lee

Recently, the application of advanced machine learning methods for asset management has become one of the most intriguing topics. Unfortunately, the application of these methods, such as deep neural networks, is difficult due to the data…

Computational Finance · Quantitative Finance 2022-07-05 Jinho Lee , Sungwoo Park , Jungyu Ahn , Jonghun Kwak

Deep Neural networks are efficient and flexible models that perform well for a variety of tasks such as image, speech recognition and natural language understanding. In particular, convolutional neural networks (CNN) generate a keen…

Machine Learning · Computer Science 2018-12-20 Yesmina Jaafra , Jean Luc Laurent , Aline Deruyver , Mohamed Saber Naceur

In the past decades, many graph drawing techniques have been proposed for generating aesthetically pleasing graph layouts. However, it remains a challenging task since different layout methods tend to highlight different characteristics of…

Machine Learning · Computer Science 2021-06-30 Xiaoqi Wang , Kevin Yen , Yifan Hu , Han-Wei Shen

This paper describes an efficient rule generation algorithm, called rule generation from artificial neural networks (RGANN) to generate symbolic rules from ANNs. Classification rules are sought in many areas from automatic knowledge…

Neural and Evolutionary Computing · Computer Science 2010-09-28 S. M. Kamruzzaman

The particle-flow (PF) algorithm is used in general-purpose particle detectors to reconstruct a comprehensive particle-level view of the collision by combining information from different subdetectors. A graph neural network (GNN) model,…

Data Analysis, Statistics and Probability · Physics 2021-11-29 Farouk Mokhtar , Raghav Kansal , Daniel Diaz , Javier Duarte , Joosep Pata , Maurizio Pierini , Jean-Roch Vlimant

Deep neural networks have demonstrated high accuracy in image classification tasks. However, they were shown to be weak against adversarial examples: a small perturbation in the image which changes the classification output dramatically. In…

Machine Learning · Computer Science 2018-11-06 David Vigouroux , Sylvain Picard

Despite tremendous progress, machine learning and deep learning still suffer from incomprehensible predictions. Incomprehensibility, however, is not an option for the use of (deep) reinforcement learning in the real world, as unpredictable…

Artificial Intelligence · Computer Science 2024-07-23 Manuel Eberhardinger , Florian Rupp , Johannes Maucher , Setareh Maghsudi

This paper explores the applications and challenges of graph neural networks (GNNs) in processing complex graph data brought about by the rapid development of the Internet. Given the heterogeneity and redundancy problems that graph data…

Machine Learning · Computer Science 2024-10-24 Jianjun Wei , Yue Liu , Xin Huang , Xin Zhang , Wenyi Liu , Xu Yan

Owing to the remarkable capability of extracting effective graph embeddings, graph convolutional network (GCN) and its variants have been successfully applied to a broad range of tasks, such as node classification, link prediction, and…

Machine Learning · Computer Science 2021-07-13 Ronghang Zhu , Zhiqiang Tao , Yaliang Li , Sheng Li

Recent research efforts have shown the possibility to discover anticancer drug-like molecules in food from their effect on protein-protein interaction networks, opening a potential pathway to disease-beating diet design. We formulate this…

Machine Learning · Computer Science 2020-01-17 Guadalupe Gonzalez , Shunwang Gong , Ivan Laponogov , Kirill Veselkov , Michael Bronstein

Self-explaining models are models that reveal decision making parameters in an interpretable manner so that the model reasoning process can be directly understood by human beings. General Linear Models (GLMs) are self-explaining because the…

Machine Learning · Computer Science 2019-05-31 Yingjing Lu , Runde Yang

Graph Neural Networks (GNNs) have enjoyed wide spread applications in graph-structured data. However, existing graph based applications commonly lack annotated data. GNNs are required to learn latent patterns from a limited amount of…

Machine Learning · Computer Science 2023-03-22 Wenqi Wei , Mu Qiao , Divyesh Jadav

Existing defects in software components is unavoidable and leads to not only a waste of time and money but also many serious consequences. To build predictive models, previous studies focus on manually extracting features or using tree…

Software Engineering · Computer Science 2018-02-15 Anh Viet Phan , Minh Le Nguyen , Lam Thu Bui

Graph neural network (GNN) is a deep model for graph representation learning. One advantage of graph neural network is its ability to incorporate node features into the learning process. However, this prevents graph neural network from…

Machine Learning · Computer Science 2019-11-21 Chi Thang Duong , Thanh Dat Hoang , Ha The Hien Dang , Quoc Viet Hung Nguyen , Karl Aberer

Building footprint information is an essential ingredient for 3-D reconstruction of urban models. The automatic generation of building footprints from satellite images presents a considerable challenge due to the complexity of building…

Computer Vision and Pattern Recognition · Computer Science 2023-05-09 Yilei Shi , Qinyu Li , Xiaoxiang Zhu

Understanding the mechanism of how convolutional neural networks learn features from image data is a fundamental problem in machine learning and computer vision. In this work, we identify such a mechanism. We posit the Convolutional Neural…

Machine Learning · Statistics 2023-09-04 Daniel Beaglehole , Adityanarayanan Radhakrishnan , Parthe Pandit , Mikhail Belkin

We introduce a new class of non-linear models for functional data based on neural networks. Deep learning has been very successful in non-linear modeling, but there has been little work done in the functional data setting. We propose two…

Machine Learning · Computer Science 2023-05-11 Aniruddha Rajendra Rao , Matthew Reimherr

Many scientific and engineering processes produce spatially unstructured data. However, most data-driven models require a feature matrix that enforces both a set number and order of features for each sample. They thus cannot be easily…

Machine Learning · Computer Science 2021-09-30 Francis Ogoke , Kazem Meidani , Amirreza Hashemi , Amir Barati Farimani
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