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This paper paper develops a theory-based, explainable deep learning convolutional neural network (CNN) classifier to predict the time-varying emotional response to music. We design novel CNN filters that leverage the frequency harmonics…

Sound · Computer Science 2024-08-15 Hortense Fong , Vineet Kumar , K. Sudhir

We use a deep neural network to generate controllers for optimal trading on high frequency data. For the first time, a neural network learns the mapping between the preferences of the trader, i.e. risk aversion parameters, and the optimal…

Optimization and Control · Mathematics 2021-02-15 Laura Leal , Mathieu Laurière , Charles-Albert Lehalle

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

Recent advancements in signal processing and machine learning domains have resulted in an extensive surge of interest in deep learning models due to their unprecedented performance and high accuracy for different and challenging problems of…

Computer Vision and Pattern Recognition · Computer Science 2018-03-01 Atefeh Shahroudnejad , Arash Mohammadi , Konstantinos N. Plataniotis

Deep learning is a topic of considerable current interest. The availability of massive data collections and powerful software resources has led to an impressive amount of results in many application areas that reveal essential but hidden…

Machine Learning · Computer Science 2023-01-31 Gianluigi Pillonetto , Aleksandr Aravkin , Daniel Gedon , Lennart Ljung , Antônio H. Ribeiro , Thomas B. Schön

Deep neural networks (DNNs) can be useful within the marine robotics field, but their utility value is restricted by their black-box nature. Explainable artificial intelligence methods attempt to understand how such black-boxes make their…

Robotics · Computer Science 2022-03-02 Vilde B. Gjærum , Inga Strümke , Ole Andreas Alsos , Anastasios M. Lekkas

Predictive modeling is invaded by elastic, yet complex methods such as neural networks or ensembles (model stacking, boosting or bagging). Such methods are usually described by a large number of parameters or hyper parameters - a price that…

Machine Learning · Statistics 2019-03-01 Przemyslaw Biecek

Deep neural networks are vulnerable to adversarial attacks, which can fool them by adding minuscule perturbations to the input images. The robustness of existing defenses suffers greatly under white-box attack settings, where an adversary…

Computer Vision and Pattern Recognition · Computer Science 2019-07-30 Aamir Mustafa , Salman Khan , Munawar Hayat , Roland Goecke , Jianbing Shen , Ling Shao

Deep neural networks (DNNs) have been shown to outperform traditional machine learning algorithms in a broad variety of application domains due to their effectiveness in modeling complex problems and handling high-dimensional datasets. Many…

Graph neural networks (GNNs) have been extensively developed for graph representation learning in various application domains. However, similar to all other neural networks models, GNNs suffer from the black-box problem as people cannot…

Machine Learning · Computer Science 2022-03-18 Peibo Li , Yixing Yang , Maurice Pagnucco , Yang Song

This paper uses deep learning to value derivatives. The approach is broadly applicable, and we use a call option on a basket of stocks as an example. We show that the deep learning model is accurate and very fast, capable of producing…

Computational Finance · Quantitative Finance 2018-10-19 Ryan Ferguson , Andrew Green

Machine learning has become a key tool in cybersecurity, improving both attack strategies and defense mechanisms. Deep learning models, particularly Convolutional Neural Networks (CNNs), have demonstrated high accuracy in detecting malware…

Cryptography and Security · Computer Science 2025-03-04 Matteo Brosolo , Vinod Puthuvath , Mauro Conti

This paper presents a deep learning based model predictive control algorithm for control affine nonlinear discrete time systems with matched and bounded state-dependent uncertainties of unknown structure. Since the structure of…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Prabhat K. Mishra , Mateus V. Gasparino , Andres E. B. Velasquez , Girish Chowdhary

We present an approach to explain the decisions of black box models for image classification. While using the black box to label images, our explanation method exploits the latent feature space learned through an adversarial autoencoder.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-11 Riccardo Guidotti , Anna Monreale , Stan Matwin , Dino Pedreschi

This paper addresses the trade-off between Accuracy and Transparency for deep learning applied to sports analytics. Neural nets achieve great predictive accuracy through deep learning, and are popular in sports analytics. But it is hard to…

Machine Learning · Computer Science 2020-07-01 Xiangyu Sun , Jack Davis , Oliver Schulte , Guiliang Liu

We present results demonstrating that an appropriately configured deep learning neural network (DLNN) can automatically learn to be a high-performing algorithmic trading system, operating purely from training-data inputs generated by…

Trading and Market Microstructure · Quantitative Finance 2020-12-03 Aaron Wray , Matthew Meades , Dave Cliff

Deep neural networks perform exceptionally well on various learning tasks with state-of-the-art results. While these models are highly expressive and achieve impressively accurate solutions with excellent generalization abilities, they are…

Machine Learning · Computer Science 2022-06-10 Oriel BenShmuel

Deep Learning models are vulnerable to adversarial examples, i.e.\ images obtained via deliberate imperceptible perturbations, such that the model misclassifies them with high confidence. However, class confidence by itself is an incomplete…

Machine Learning · Statistics 2017-11-23 Ambrish Rawat , Martin Wistuba , Maria-Irina Nicolae

We study the problem of explaining a rich class of behavioral properties of deep neural networks. Distinctively, our influence-directed explanations approach this problem by peering inside the network to identify neurons with high influence…

Machine Learning · Computer Science 2018-11-14 Klas Leino , Shayak Sen , Anupam Datta , Matt Fredrikson , Linyi Li

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu