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We apply supervised deep neural networks (DNNs) for pricing and calibration of both vanilla and exotic options under both diffusion and pure jump processes with and without stochastic volatility. We train our neural network models under…

Pricing of Securities · Quantitative Finance 2019-02-18 Ali Hirsa , Tugce Karatas , Amir Oskoui

We introduce and analyze a novel quantum machine learning model motivated by convolutional neural networks. Our quantum convolutional neural network (QCNN) makes use of only $O(\log(N))$ variational parameters for input sizes of $N$ qubits,…

Quantum Physics · Physics 2019-10-23 Iris Cong , Soonwon Choi , Mikhail D. Lukin

We introduce a class of convolutional neural networks (CNNs) that utilize recurrent neural networks (RNNs) as convolution filters. A convolution filter is typically implemented as a linear affine transformation followed by a non-linear…

Computation and Language · Computer Science 2018-08-29 Yi Yang

In recent years, convolutional neural networks (CNN) have played an important role in the field of deep learning. Variants of CNN's have proven to be very successful in classification tasks across different domains. However, there are two…

Machine Learning · Statistics 2017-12-12 Edgar Xi , Selina Bing , Yang Jin

Deep Neural Networks (DNNs) are universal function approximators providing state-of- the-art solutions on wide range of applications. Common perceptual tasks such as speech recognition, image classification, and object tracking are now…

Machine Learning · Statistics 2017-11-08 Randall Balestriero , Richard Baraniuk

Graph Neural Networks (GNNs) have achieved remarkable success across diverse applications, yet they remain limited by oversmoothing and poor performance on heterophilic graphs. To address these challenges, we introduce a novel framework…

Machine Learning · Computer Science 2025-11-19 Cristina López Amado , Tassilo Schwarz , Yu Tian , Renaud Lambiotte

We show the existence of a deep neural network capable of approximating a wide class of high-dimensional approximations. The construction of the proposed neural network is based on a quasi-optimal polynomial approximation. We show that this…

Numerical Analysis · Mathematics 2019-12-09 Joseph Daws , Clayton Webster

Graph Neural Networks (GNNs) extend basic Neural Networks (NNs) by additionally making use of graph structure based on the relational inductive bias (edge bias), rather than treating the nodes as collections of independent and identically…

Machine Learning · Computer Science 2023-11-07 Sitao Luan , Chenqing Hua , Qincheng Lu , Jiaqi Zhu , Xiao-Wen Chang , Doina Precup

Convolutional neural networks (CNNs) have been used in many machine learning fields. In practical applications, the computational cost of convolutional neural networks is often high with the deepening of the network and the growth of data…

Computer Vision and Pattern Recognition · Computer Science 2021-07-08 Shiqing Fan , Liu Liying , Ye Luo

This paper proposes a deep Convolutional Neural Network(CNN) with strong generalization ability for structural topology optimization. The architecture of the neural network is made up of encoding and decoding parts, which provide down- and…

Machine Learning · Computer Science 2020-04-01 Yiquan Zhang , Bo Peng , Xiaoyi Zhou , Cheng Xiang , Dalei Wang

This paper proposes a preference neural network (PNN) to address the problem of indifference preferences orders with new activation function. PNN also solves the Multi-label ranking problem, where labels may have indifference preference…

Machine Learning · Computer Science 2023-09-29 Ayman Elgharabawy , Mukesh Prasad , Chin-Teng Lin

Deep learning has excelled in image recognition tasks through neural networks inspired by the human brain. However, the necessity for large models to improve prediction accuracy introduces significant computational demands and extended…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Taigo Sakai , Kazuhiro Hotta

Despite their advantages in terms of computational resources, latency, and power consumption, event-based implementations of neural networks have not been able to achieve the same performance figures as their equivalent state-of-the-art…

Neural and Evolutionary Computing · Computer Science 2016-11-03 Jonathan Binas , Giacomo Indiveri , Michael Pfeiffer

Deep neural networks (DNNs) achieve impressive results for complicated tasks like object detection on images and speech recognition. Motivated by this practical success, there is now a strong interest in showing good theoretical properties…

Machine Learning · Statistics 2020-06-16 Michael Kohler , Adam Krzyzak , Sophie Langer

Existing image recognition techniques based on convolutional neural networks (CNNs) basically assume that the training and test datasets are sampled from i.i.d distributions. However, this assumption is easily broken in the real world…

Computer Vision and Pattern Recognition · Computer Science 2025-12-03 Kazuki Adachi , Shin'ya Yamaguchi

Universality of neural networks describes the ability to approximate arbitrary function, and is a key ingredient to keep the method effective. The established models for universal quantum neural networks(QNN), however, require the…

Quantum Physics · Physics 2021-10-22 Xiaokai Hou , Guanyu Zhou , Qingyu Li , Shan Jin , Xiaoting Wang

Convolutional Neural Networks (CNNs) are the state-of-the-art algorithms for the processing of images. However the configuration and training of these networks is a complex task requiring deep domain knowledge, experience and much trial and…

Computer Vision and Pattern Recognition · Computer Science 2021-02-11 Yaron Strauch , Jo Grundy

Deep Neural Networks (DNN) achieve human level performance in many image analytics tasks but DNNs are mostly deployed to GPU platforms that consume a considerable amount of power. New hardware platforms using lower precision arithmetic…

Neural and Evolutionary Computing · Computer Science 2017-05-23 Antonio Jimeno Yepes , Jianbin Tang , Benjamin Scott Mashford

The mean field algorithm is a widely used approximate inference algorithm for graphical models whose exact inference is intractable. In each iteration of mean field, the approximate marginals for each variable are updated by getting…

Machine Learning · Computer Science 2014-10-23 Yujia Li , Richard Zemel

Uniform-precision neural network quantization has gained popularity since it simplifies densely packed arithmetic unit for high computing capability. However, it ignores heterogeneous sensitivity to the impact of quantization errors across…

Computer Vision and Pattern Recognition · Computer Science 2023-03-30 Seongmin Park , Beomseok Kwon , Jieun Lim , Kyuyoung Sim , Tae-Ho Kim , Jungwook Choi