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The prominence of deep learning, large amount of annotated data and increasingly powerful hardware made it possible to reach remarkable performance for supervised classification tasks, in many cases saturating the training sets. However the…

Computer Vision and Pattern Recognition · Computer Science 2019-11-25 Adrian Bulat , Jean Kossaifi , Georgios Tzimiropoulos , Maja Pantic

In this work, we firstly apply the Train-Tensor (TT) networks to construct a compact representation of the classical Multilayer Perceptron, representing a reduction of up to 95% of the coefficients. A comparative analysis between tensor…

Machine Learning · Computer Science 2021-03-31 M. Nazareth da Costa , R. Attux , A. Cichocki , J. M. T. Romano

Some networked systems can be better modelled by multilayer structure where the individual nodes develop relationships in multiple layers. Multilayer networks with similar nodes across layers are also known as multiplex networks. This…

Social and Information Networks · Computer Science 2020-01-08 Shaghayegh Najari , Mostafa Salehi , Vahid Ranjbar , Mahdi Jalili

Deep networks trained on large-scale data can learn transferable features to promote learning multiple tasks. Since deep features eventually transition from general to specific along deep networks, a fundamental problem of multi-task…

Machine Learning · Computer Science 2017-11-07 Mingsheng Long , Zhangjie Cao , Jianmin Wang , Philip S. Yu

Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…

Physics and Society · Physics 2018-11-27 Jingfang Fan , Keren Cohen , Louis M. Shekhtman , Sibo Liu , Jun Meng , Yoram Louzoun , Shlomo Havlin

Large-scale neuroimaging studies have been collecting brain images of study individuals, which take the form of two-dimensional, three-dimensional, or higher dimensional arrays, also known as tensors. Addressing scientific questions arising…

Methodology · Statistics 2013-04-23 Xiaoshan Li , Hua Zhou , Lexin Li

Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…

Machine Learning · Computer Science 2020-01-07 Yuya Jeremy Ong , Mu Qiao , Divyesh Jadav

Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater…

Methodology · Statistics 2024-03-20 Yuefeng Si , Yingying Zhang , Yuxi Cai , Chunling Liu , Guodong Li

The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges capture the dependence structure of the system. Three…

Portfolio Management · Quantitative Finance 2019-01-15 Gian Paolo Clemente , Rosanna Grassi , Asmerilda Hitaj

Recent developments in deep learning techniques have motivated intensive research in machine learning-aided stock trading strategies. However, since the financial market has a highly non-stationary nature hindering the application of…

Portfolio Management · Quantitative Finance 2020-12-15 Kentaro Imajo , Kentaro Minami , Katsuya Ito , Kei Nakagawa

Link prediction infers potential links from observed networks, and is one of the essential problems in network analyses. In contrast to traditional graph representation modeling which only predicts two-way pairwise relations, we propose a…

Social and Information Networks · Computer Science 2021-11-10 Yubai Yuan , Annie Qu

In the analysis of complex networks, centrality measures and community structures play pivotal roles. For multilayer networks, a critical challenge lies in effectively integrating information across diverse layers while accounting for the…

Methodology · Statistics 2025-03-28 Zhuoye Han , Tiandong Wang , Zhiliang Ying

We present a multilayer network model for credit risk assessment. Our model accounts for multiple connections between borrowers (such as their geographic location and their economic activity) and allows for explicitly modelling the…

Social and Information Networks · Computer Science 2021-07-27 María Óskarsdóttir , Cristián Bravo

Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…

Numerical Analysis · Computer Science 2017-09-12 A. Cichocki , N. Lee , I. V. Oseledets , A. -H. Phan , Q. Zhao , D. Mandic

Many real-world complex systems are well represented as multilayer networks; predicting interactions in those systems is one of the most pressing problems in predictive network science. To address this challenge, we introduce two stochastic…

Physics and Society · Physics 2019-04-03 Marc Tarres-Deulofeu , Antonia Godoy-Lorite , Roger Guimera , Marta Sales-Pardo

Tensor Networks (TN) offer a powerful framework to efficiently represent very high-dimensional objects. TN have recently shown their potential for machine learning applications and offer a unifying view of common tensor decomposition models…

Machine Learning · Computer Science 2021-06-24 Meraj Hashemizadeh , Michelle Liu , Jacob Miller , Guillaume Rabusseau

Regression analysis is a key area of interest in the field of data analysis and machine learning which is devoted to exploring the dependencies between variables, often using vectors. The emergence of high dimensional data in technologies…

Machine Learning · Statistics 2023-08-23 Jiani Liu , Ce Zhu , Zhen Long , Yipeng Liu

The characterization of various properties of real-world systems requires the knowledge of the underlying network of connections among the system's components. Unfortunately, in many situations the complete topology of this network is…

Physics and Society · Physics 2026-04-20 Valerio Gemmetto , Diego Garlaschelli

The fundamental concept of applying the system methodology to network analysis declares that network architecture should take into account services and applications which this network provides and supports. This work introduces a formal…

Networking and Internet Architecture · Computer Science 2015-09-03 Andrey A. Shchurov

Risk assessment and in particular derivatives pricing is one of the core areas in computational finance and accounts for a sizeable fraction of the global computing resources of the financial industry. We outline a quantum-inspired…

Quantum Physics · Physics 2022-03-08 Michael Kastoryano , Nicola Pancotti