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Learning rate scheduling plays a critical role in the optimization of deep neural networks, directly influencing convergence speed, stability, and generalization. While existing schedulers such as cosine annealing, cyclical learning rates,…

Machine Learning · Computer Science 2026-03-05 Ayush K. Varshney , Šarūnas Girdzijauskas , Konstantinos Vandikas , Aneta Vulgarakis Feljan

The vector autoregression (VAR) has been widely used in system identification, econometrics, natural science, and many other areas. However, when the state dimension becomes large the parameter dimension explodes. So rank reduced modelling…

Methodology · Statistics 2024-10-04 Xinhui Rong , Victor Solo

Attenuation correction (AC) is necessary for accurate activity quantification in positron emission tomography (PET). Conventional reconstruction methods typically rely on attenuation maps derived from a co-registered computed tomography…

Industrial anomaly detection is a challenging open-set task that aims to identify unknown anomalous patterns deviating from normal data distribution. To avoid the significant memory consumption and limited generalizability brought by…

Computer Vision and Pattern Recognition · Computer Science 2025-12-15 Qishan Wang , Haofeng Wang , Shuyong Gao , Jia Guo , Li Xiong , Jiaqi Li , Dengxuan Bai , Wenqiang Zhang

Data augmentation has become a de facto component for training high-performance deep image classifiers, but its potential is under-explored for object detection. Noting that most state-of-the-art object detectors benefit from fine-tuning a…

Computer Vision and Pattern Recognition · Computer Science 2021-03-30 Xiangning Chen , Cihang Xie , Mingxing Tan , Li Zhang , Cho-Jui Hsieh , Boqing Gong

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

Portfolio Management · Quantitative Finance 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

Automated change detection in remote sensing imagery is critical for urban management, environmental monitoring, and disaster assessment. While deep learning models have advanced this field, they often struggle with challenges like low…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Emad Gholibeigi , Abbas Koochari , Azadeh ZamaniFar

Recent advances in computer vision have made training object detectors more efficient and effective; however, assessing their performance in real-world applications still relies on costly manual annotation. To address this limitation, we…

Computer Vision and Pattern Recognition · Computer Science 2025-10-03 Seungju Yoo , Hyuk Kwon , Joong-Won Hwang , Kibok Lee

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

Risk Management · Quantitative Finance 2025-02-14 Fu Lei , Ge Shi

Cyber-physical systems (CPSs) use learning-enabled components (LECs) extensively to cope with various complex tasks under high-uncertainty environments. However, the dataset shifts between the training and testing phase may lead the LECs to…

Machine Learning · Computer Science 2021-04-15 Feiyang Cai , Ali I. Ozdagli , Xenofon Koutsoukos

We consider a mean-reverting stochastic volatility model which satisfies some relevant stylized facts of financial markets. We introduce an algorithm for the detection of peaks in the volatility profile, that we apply to the time series of…

Statistical Finance · Quantitative Finance 2016-12-05 Mario Bonino , Matteo Camelia , Paolo Pigato

Understanding the state of changed areas requires that precise information be given about the changes. Thus, detecting different kinds of changes is important for land surface monitoring. SAR sensors are ideal to fulfil this task, because…

Computer Vision and Pattern Recognition · Computer Science 2023-07-18 Weiying Zhao , Charles-Alban Deledalle , Loïc Denis , Henri Maître , Jean-Marie Nicolas , Florence Tupin

We empirically test predictability on asset price by using stock selection rules based on maximum drawdown and its consecutive recovery. In various equity markets, monthly momentum- and weekly contrarian-style portfolios constructed from…

General Finance · Quantitative Finance 2024-05-24 Jaehyung Choi

Previous attempts for data augmentation are designed manually, and the augmentation policies are dataset-specific. Recently, an automatic data augmentation approach, named AutoAugment, is proposed using reinforcement learning. AutoAugment…

Machine Learning · Computer Science 2018-11-13 Mingyang Geng , Kele Xu , Bo Ding , Huaimin Wang , Lei Zhang

Reliable detection of various objects and road users in the surrounding environment is crucial for the safe operation of automated driving systems (ADS). Despite recent progresses in developing highly accurate object detectors based on Deep…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Hakan Yekta Yatbaz , Mehrdad Dianati , Konstantinos Koufos , Roger Woodman

This paper introduces a hybrid attention and autoencoder (AE) model for unsupervised online anomaly detection in time series. The autoencoder captures local structural patterns in short embeddings, while the attention model learns long-term…

Machine Learning · Computer Science 2024-01-09 Seyed Amirhossein Najafi , Mohammad Hassan Asemani , Peyman Setoodeh

Representation learning has emerged as a powerful paradigm for extracting valuable latent features from complex, high-dimensional data. In financial domains, learning informative representations for assets can be used for tasks like sector…

Machine Learning · Computer Science 2024-07-29 Rian Dolphin , Barry Smyth , Ruihai Dong

For both investors and policymakers, forecasting the stock market is essential as it serves as an indicator of economic well-being. To this end, we harness the power of social media data, a rich source of public sentiment, to enhance the…

Machine Learning · Computer Science 2023-10-31 Shengkun Wang , YangXiao Bai , Kaiqun Fu , Linhan Wang , Chang-Tien Lu , Taoran Ji

Accurately predicting stock repurchases is crucial for quantitative investment and risk management, yet traditional static models fail to capture the complex temporal dependencies of corporate financial conditions. This paper proposes a…

Statistical Finance · Quantitative Finance 2026-04-14 Xiang Ao , Jingxuan Zhang , Xinyu Zhao

In the past utilities relied on in-field inspections to identify asset defects. Recently, utilities have started using drone-based inspections to enhance the field-inspection process. We consider a vast repository of drone images, providing…