Related papers: A Two-Step Framework for Arbitrage-Free Prediction…
This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are complements in empirical…
Recently, methods have been developed to accurately predict the testing performance of a Deep Neural Network (DNN) on a particular task, given statistics of its underlying topological structure. However, further leveraging this newly found…
Robust feature extraction is an integral part of scientific visualization. In unsteady vector field analysis, researchers recently directed their attention towards the computation of near-steady reference frames for vortex extraction, which…
Deep neural network (DNN) based salient object detection in images based on high-quality labels is expensive. Alternative unsupervised approaches rely on careful selection of multiple handcrafted saliency methods to generate noisy…
Neural implicit representations, which encode a surface as the level set of a neural network applied to spatial coordinates, have proven to be remarkably effective for optimizing, compressing, and generating 3D geometry. Although these…
3D scene reconstruction from 2D images has been a long-standing task. Instead of estimating per-frame depth maps and fusing them in 3D, recent research leverages the neural implicit surface as a unified representation for 3D reconstruction.…
Learning symbolic turbulence models from indirect observation data is of significant interest as it not only improves the accuracy of posterior prediction but also provides explicit model formulations with good interpretability. However, it…
Deep neural networks (DNN) have been used successfully in many scientific problems for their high prediction accuracy, but their application to genetic studies remains challenging due to their poor interpretability. In this paper, we…
Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…
We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…
This paper gives an arbitrage-free prediction for future prices of an arbitrary co-terminal set of options with a given maturity, based on the observed time series of these option prices. The statistical analysis of such a multi-dimensional…
We study the applicability of a Deep Neural Network (DNN) approach to simulate one-dimensional non-relativistic fluid dynamics. Numerical fluid dynamical calculations are used to generate training data-sets corresponding to a broad range of…
We present a novel neural surface reconstruction method, called NeuS, for reconstructing objects and scenes with high fidelity from 2D image inputs. Existing neural surface reconstruction approaches, such as DVR and IDR, require foreground…
This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being…
Accurate volatility forecasting is essential in banking, investment, and risk management, because expectations about future market movements directly influence current decisions. This study proposes a hybrid modelling framework that…
We propose a deep neural network (DNN) as a fast surrogate model for local stress (and in principle strain) calculation in inhomogeneous non-linear material systems. We show that the DNN predicts the local stresses with about 3.8% mean…
We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…
We present a simple yet effective method for structure prediction of two-dimensional structures. The method is based on a combination of neural networks and evolutionary techniques. It allows finding pristine 2D structures as well as…
This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…
We propose a novel camera-based DNN method for 3D lane detection with uncertainty estimation. Our method is based on a semi-local, BEV, tile representation that breaks down lanes into simple lane segments. It combines learning a parametric…