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In this paper, we propose a model-driven deep learning network for multiple-input multiple-output (MIMO) detection. The structure of the network is specially designed by unfolding the iterative algorithm. Some trainable parameters are…

Information Theory · Computer Science 2018-09-26 Hengtao He , Chao-Kai Wen , Shi Jin , Geoffrey Ye Li

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but…

Neural and Evolutionary Computing · Computer Science 2019-09-09 Stefano Massaroli , Michael Poli , Federico Califano , Angela Faragasso , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing…

Machine Learning · Computer Science 2019-08-09 Yifan Sun , Linan Zhang , Hayden Schaeffer

Negotiation, as an essential and complicated aspect of online shopping, is still challenging for an intelligent agent. To that end, we propose the Price Negotiator, a modular deep neural network that addresses the unsolved problems in…

Computer Vision and Pattern Recognition · Computer Science 2021-03-15 Amin Parvaneh , Ehsan Abbasnejad , Qi Wu , Javen Qinfeng Shi , Anton van den Hengel

We propose a neural network approach to price EU call options that significantly outperforms some existing pricing models and comes with guarantees that its predictions are economically reasonable. To achieve this, we introduce a class of…

Computational Finance · Quantitative Finance 2020-03-30 Yongxin Yang , Yu Zheng , Timothy M. Hospedales

Deep hedging is a framework for hedging derivatives in the presence of market frictions. In this study, we focus on the problem of hedging a given target option by using multiple options. To extend the deep hedging framework to this…

Computational Finance · Quantitative Finance 2023-05-23 Masanori Hirano , Kentaro Imajo , Kentaro Minami , Takuya Shimada

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

In this paper, we propose a neural network learning algorithm for solving eigenvalue problems and boundary value problems (BVPs) for elliptic operators and initial BVPs (IBVPs) of quasi-linear parabolic equations in high dimensions as well…

Numerical Analysis · Mathematics 2023-08-25 Wei Cai

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Artificial neural networks have become important tools to harness the complexity of disordered or random photonic systems. Recent applications include the recovery of information from light that has been scrambled during propagation through…

In this paper, we provide a novel Model-free approach based on Deep Neural Network (DNN) to accomplish point prediction and prediction interval under a general regression setting. Usually, people rely on parametric or non-parametric models…

Machine Learning · Statistics 2024-09-13 Kejin Wu , Dimitris N. Politis

A new deep-learning neural network architecture based on high-order weak approximation algorithms for stochastic differential equations (SDEs) is proposed. The architecture enables the efficient learning of martingales by deep learning…

Machine Learning · Computer Science 2025-06-06 Syoiti Ninomiya , Yuming Ma

We reinterpret and propose a framework for pricing path-dependent financial derivatives by estimating the full distribution of payoffs using Distributional Reinforcement Learning (DistRL). Unlike traditional methods that focus on expected…

Mathematical Finance · Quantitative Finance 2025-07-18 Ahmet Umur Özsoy

We develop an unsupervised deep learning method to solve the barrier options under the Bergomi model. The neural networks serve as the approximate option surfaces and are trained to satisfy the PDE as well as the boundary conditions. Two…

Computational Finance · Quantitative Finance 2022-07-04 Weilong Fu , Ali Hirsa

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…

Machine Learning · Computer Science 2024-05-24 Qian Shao , Pradeep Varakantham , Shih-Fen Cheng

Neural networks with sufficiently smooth activation functions can approximate values and derivatives of any smooth function, and they are differentiable themselves. We improve the approximation capability of neural networks by utilizing the…

Computational Engineering, Finance, and Science · Computer Science 2020-07-03 Sang-Mun Chi

We consider an offline learning problem for an agent who first estimates an unknown price impact kernel from a static dataset, and then designs strategies to liquidate a risky asset while creating transient price impact. We propose a novel…

Optimization and Control · Mathematics 2023-09-07 Eyal Neuman , Wolfgang Stockinger , Yufei Zhang

Effective training of deep neural networks can be challenging, and there remain many open questions on how to best learn these models. Recently developed methods to improve neural network training examine teaching: providing learned…

Machine Learning · Computer Science 2021-03-15 Aniruddh Raghu , Maithra Raghu , Simon Kornblith , David Duvenaud , Geoffrey Hinton