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Deep neural networks have demonstrated remarkable performance in many data-driven and prediction-oriented applications, and sometimes even perform better than humans. However, their most significant drawback is the lack of interpretability,…

Machine Learning · Computer Science 2023-02-22 Jiahui Li , Kun Kuang , Lin Li , Long Chen , Songyang Zhang , Jian Shao , Jun Xiao

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…

Computational Finance · Quantitative Finance 2020-04-22 Ben Moews , Gbenga Ibikunle

The Hessian of a neural network captures parameter interactions through second-order derivatives of the loss. It is a fundamental object of study, closely tied to various problems in deep learning, including model design, optimization, and…

Machine Learning · Computer Science 2021-07-02 Sidak Pal Singh , Gregor Bachmann , Thomas Hofmann

Deep learning continues to play as a powerful state-of-art technique that has achieved extraordinary accuracy levels in various domains of regression and classification tasks, including images, video, signal, and natural language data. The…

Neural and Evolutionary Computing · Computer Science 2022-06-03 Anna Zou , Zhiyuan Li

This systematic review examines how machine learning (ML) and deep learning (DL) have transformed forecasting, decision-making, and financial modelling, promoting innovation and efficiency in financial systems. Following PRISMA 2020…

General Mathematics · Mathematics 2026-01-26 Soufiane El Amine El Alami , Abderazzak Mouiha , Abdelatif Hafid , Ahmed El Hilali Alaoui

Deep learning models are widely used for various industrial and scientific applications. Even though these models have achieved considerable success in recent years, there exists a lack of understanding of the rationale behind decisions…

Machine Learning · Computer Science 2020-07-08 Swapnil Nitin Shah

Deep learning adoption in the financial services industry has been limited due to a lack of model interpretability. However, several techniques have been proposed to explain predictions made by a neural network. We provide an initial…

Machine Learning · Computer Science 2018-12-04 Ceena Modarres , Mark Ibrahim , Melissa Louie , John Paisley

Stochastic differential equation (SDE) models are the foundation for pricing and hedging financial derivatives. The drift and volatility functions in SDE models are typically chosen to be algebraic functions with a small number (less than…

Computational Finance · Quantitative Finance 2024-06-04 Lei Fan , Justin Sirignano

Deep learning as represented by the artificial deep neural networks (DNNs) has achieved great success in many important areas that deal with text, images, videos, graphs, and so on. However, the black-box nature of DNNs has become one of…

Machine Learning · Computer Science 2021-09-29 Fenglei Fan , Jinjun Xiong , Mengzhou Li , Ge Wang

Learning deep representations to solve complex machine learning tasks has become the prominent trend in the past few years. Indeed, Deep Neural Networks are now the golden standard in domains as various as computer vision, natural language…

Machine Learning · Computer Science 2020-12-04 Vincent Gripon , Carlos Lassance , Ghouthi Boukli Hacene

Deep learning is becoming increasingly adopted in business and industry due to its ability to transform large quantities of data into high-performing models. These models, however, are generally regarded as black boxes, which, in spite of…

Machine Learning · Computer Science 2023-02-21 Stefan Druc , Peter Wooldridge , Adarsh Krishnamurthy , Soumik Sarkar , Aditya Balu

This paper presents an algorithm for a complete and efficient calibration of the Heston stochastic volatility model. We express the calibration as a nonlinear least squares problem. We exploit a suitable representation of the Heston…

Computational Finance · Quantitative Finance 2016-05-27 Yiran Cui , Sebastian del Baño Rollin , Guido Germano

We present a neural network based calibration method that performs the calibration task within a few milliseconds for the full implied volatility surface. The framework is consistently applicable throughout a range of volatility models…

Mathematical Finance · Quantitative Finance 2019-08-26 Blanka Horvath , Aitor Muguruza , Mehdi Tomas

The widespread use of deep neural networks has achieved substantial success in many tasks. However, there still exists a huge gap between the operating mechanism of deep learning models and human-understandable decision making, so that…

Artificial Intelligence · Computer Science 2021-03-08 Xiaowei Zhou , Jie Yin , Ivor Tsang , Chen Wang

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

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Statistical Finance · Quantitative Finance 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

This study investigates the application of machine learning techniques, specifically Neural Networks, Random Forests, and CatBoost for option pricing, in comparison to traditional models such as Black-Scholes and Heston Model. Using both…

Computational Finance · Quantitative Finance 2025-10-03 Georgy Milyushkov

To reduce the heavy computational burden of reactive power optimization of distribution networks, machine learning models are receiving increasing attention. However, most machine learning models (e.g., neural networks) are usually…

Systems and Control · Electrical Eng. & Systems 2023-11-08 Wenlong Liao , Benjamin Schäfer , Dalin Qin , Gonghao Zhang , Zhixian Wang , Zhe Yang

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

Deep neural networks are widely used for classification. These deep models often suffer from a lack of interpretability -- they are particularly difficult to understand because of their non-linear nature. As a result, neural networks are…

Artificial Intelligence · Computer Science 2017-11-22 Oscar Li , Hao Liu , Chaofan Chen , Cynthia Rudin