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We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Deep Neural Networks (DNNs) often rely on very large datasets for training. Given the large size of such datasets, it is conceivable that they contain certain samples that either do not contribute or negatively impact the DNN's…

Machine Learning · Computer Science 2020-11-10 Kashyap Chitta , Jose M. Alvarez , Elmar Haussmann , Clement Farabet

We study the problem of estimating high dimensional models with underlying sparse structures while preserving the privacy of each training example. We develop a differentially private high-dimensional sparse learning framework using the…

Machine Learning · Statistics 2019-09-16 Lingxiao Wang , Quanquan Gu

Deep learning has yielded extraordinary results in vision and natural language processing, but this achievement comes at a cost. Most models require enormous resources during training, both in terms of computation and in human labeling…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Srikumar Ramalingam , Daniel Glasner , Kaushal Patel , Raviteja Vemulapalli , Sadeep Jayasumana , Sanjiv Kumar

Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning…

Machine Learning · Computer Science 2018-12-05 Yilong Yang , Zhuyifan Ye , Yan Su , Qianqian Zhao , Xiaoshan Li , Defang Ouyang

Financial forensics has an important role in the field of finance to detect and investigate the occurrence of finance related crimes like money laundering. However, as with other forms of criminal activities, the forensics analysis of such…

Cryptography and Security · Computer Science 2023-03-10 Jonathan Pan

Even though deep neural models have achieved superhuman performance on many popular benchmarks, they have failed to generalize to OOD or adversarial datasets. Conventional approaches aimed at increasing robustness include developing…

Machine Learning · Computer Science 2022-03-15 Swaroop Mishra , Anjana Arunkumar

Distributed learning is an effective way to analyze big data. In distributed regression, a typical approach is to divide the big data into multiple blocks, apply a base regression algorithm on each of them, and then simply average the…

Machine Learning · Computer Science 2017-08-08 Zhengchu Guo , Lei Shi , Qiang Wu

In recent years, quantum kernel methods have shown promising applications on near-term quantum devices. However, selecting an appropriate encoding circuit for a given dataset requires costly evaluation of multiple candidates, formulated as…

Quantum Physics · Physics 2026-04-22 Dao Duy Tung , Nguyen Quoc Chuong , Vu Tuan Hai , Le Bin Ho , Lan Nguyen Tran

Feature selection aims to identify the most pattern-discriminative feature subset. In prior literature, filter (e.g., backward elimination) and embedded (e.g., Lasso) methods have hyperparameters (e.g., top-K, score thresholding) and tie to…

Machine Learning · Computer Science 2024-03-07 Wangyang Ying , Dongjie Wang , Haifeng Chen , Yanjie Fu

International audit standards require the direct assessment of a financial statement's underlying accounting journal entries. Driven by advances in artificial intelligence, deep-learning inspired audit techniques emerged to examine vast…

Machine Learning · Computer Science 2022-04-01 Hamed Hemati , Marco Schreyer , Damian Borth

The area of constrained clustering has been extensively explored by researchers and used by practitioners. Constrained clustering formulations exist for popular algorithms such as k-means, mixture models, and spectral clustering but have…

Machine Learning · Computer Science 2021-01-11 Hongjing Zhang , Tianyang Zhan , Sugato Basu , Ian Davidson

Deep Neural Networks (DNNs), with its promising performance, are being increasingly used in safety critical applications such as autonomous driving, cancer detection, and secure authentication. With growing importance in deep learning,…

Machine Learning · Computer Science 2019-11-19 Senthil Mani , Anush Sankaran , Srikanth Tamilselvam , Akshay Sethi

The area of constrained clustering has been extensively explored by researchers and used by practitioners. Constrained clustering formulations exist for popular algorithms such as k-means, mixture models, and spectral clustering but have…

Machine Learning · Computer Science 2019-12-20 Hongjing Zhang , Sugato Basu , Ian Davidson

Deep learning (DL) has been widely adopted those last years but they are computing-intensive method. Therefore, scientists proposed diverse optimization to accelerate their predictions for end-user applications. However, no single inference…

Machine Learning · Computer Science 2022-10-11 Pierrick Pochelu

Deep neural networks are typically trained by uniformly sampling large datasets across epochs, despite evidence that not all samples contribute equally throughout learning. Recent work shows that progressively reducing the amount of…

Machine Learning · Computer Science 2026-04-15 Amar Gahir , Varshil Patel , Shreyank N Gowda

As data grows in size and complexity, finding frameworks which aid in interpretation and analysis has become critical. This is particularly true when data comes from complex systems where extensive structure is available, but must be drawn…

Machine Learning · Computer Science 2021-05-24 Henry Kvinge , Brett Jefferson , Cliff Joslyn , Emilie Purvine

Many important problems in the real world don't have unique solutions. It is thus important for machine learning models to be capable of proposing different plausible solutions with meaningful probability measures. In this work we introduce…

Machine Learning · Computer Science 2020-07-28 Di Qiu , Lok Ming Lui

The deployment of large-scale models, such as large language models (LLMs), incurs substantial costs due to their computational demands. To mitigate these costs and address challenges related to scalability and data security, there is a…

The quality of underlying training data is very crucial for building performant machine learning models with wider generalizabilty. However, current machine learning (ML) tools lack streamlined processes for improving the data quality. So,…

Machine Learning · Computer Science 2021-12-16 Atindriyo Sanyal , Vikram Chatterji , Nidhi Vyas , Ben Epstein , Nikita Demir , Anthony Corletti