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With the rise in the wholesale adoption of Deep Learning (DL) models in nearly all aspects of society, a unique set of challenges is imposed. Primarily centered around the architectures of these models, these risks pose a significant…
Traditional simulations on High-Performance Computing (HPC) systems typically involve modeling very large domains and/or very complex equations. HPC systems allow running large models, but limits in performance increase that have become…
Insider threats, as one type of the most challenging threats in cyberspace, usually cause significant loss to organizations. While the problem of insider threat detection has been studied for a long time in both security and data mining…
Despite extensive research spanning several decades, class imbalance is still considered a profound difficulty for both machine learning and deep learning models. While data oversampling is the foremost technique to address this issue,…
Financial distress prediction remains a significant challenge in enterprise risk analysis due to the highly imbalanced nature of real-world financial datasets, where bankrupt or distressed firms typically constitute only a small minority of…
This paper presents a simulation free framework for solving reliability analysis problems. The method proposed is rooted in a recently developed deep learning approach, referred to as the physics-informed neural network. The primary idea is…
Many natural language processing (NLP) tasks are naturally imbalanced, as some target categories occur much more frequently than others in the real world. In such scenarios, current NLP models still tend to perform poorly on less frequent…
Probabilistic security assessment and real-time dynamic security assessments (DSA) are promising to better handle the risks of system operations. The current methodologies of security assessments may require many time-domain simulations for…
In the case of an imbalance between positive and negative samples, hard negative mining strategies have been shown to help models learn more subtle differences between positive and negative samples, thus improving recognition performance.…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
The integration of Quantum Deep Learning (QDL) techniques into the landscape of financial risk analysis presents a promising avenue for innovation. This study introduces a framework for credit risk assessment in the banking sector,…
With the growing popularity of wearable devices, the ability to utilize physiological data collected from these devices to predict the wearer's mental state such as mood and stress suggests great clinical applications, yet such a task is…
Meta-learning (ML) has emerged as a promising learning method under resource constraints such as few-shot learning. ML approaches typically propose a methodology to learn generalizable models. In this work-in-progress paper, we put the…
As an important tool in financial risk management, stress testing aims to evaluate the stability of financial portfolios under some potential large shocks from extreme yet plausible scenarios of risk factors. The effectiveness of a stress…
Credit scoring is vital in the financial industry, assessing the risk of lending to credit card applicants. Traditional credit scoring methods face challenges with large datasets and data imbalance between creditworthy and non-creditworthy…
Following several episodes of financial market turmoil in recent decades, changes in systemic risk have drawn growing attention. Therefore, we propose surveillance schemes for systemic risk, which allow to detect misspecified systemic risk…
Blood glucose simulation allows the effectiveness of type 1 diabetes (T1D) management strategies to be evaluated without patient harm. Deep learning algorithms provide a promising avenue for extending simulator capabilities; however, these…
In the last years, increasing efforts have been put into the development of effective stress tests to quantify the resilience of financial institutions. Here we propose a stress test methodology for central counterparties based on a network…
Financial portfolio management describes the task of distributing funds and conducting trading operations on a set of financial assets, such as stocks, index funds, foreign exchange or cryptocurrencies, aiming to maximize the profit while…
Analyzing and evaluating students' progress in any learning environment is stressful and time consuming if done using traditional analysis methods. This is further exasperated by the increasing number of students due to the shift of focus…