Related papers: Deep Calibration With Artificial Neural Network: A…

Hardware reliability is adversely affected by the downscaling of semiconductor devices and the scale-out of systems necessitated by modern applications. Apart from crashes, this unreliability often manifests as silent data corruptions…

Mixed precision quantization has become an important technique for optimizing the execution of deep neural networks (DNNs). Certified robustness, which provides provable guarantees about a model's ability to withstand different adversarial…

We present a novel yet simple deep learning approach, called input gradient annealing neural network (IGANN), for solving stationary Fokker-Planck equations. Traditional methods, such as finite difference and finite elements, suffer from…

Automated planning is one of the foundational areas of AI. Since no single planner can work well for all tasks and domains, portfolio-based techniques have become increasingly popular in recent years. In particular, deep learning emerges as…

While deep learning in the form of recurrent neural networks (RNNs) has caused a significant improvement in neural language modeling, the fact that they are extremely prone to overfitting is still a mainly unresolved issue. In this paper we…

GANS are powerful generative models that are able to model the manifold of natural images. We leverage this property to perform manifold regularization by approximating the Laplacian norm using a Monte Carlo approximation that is easily…

We propose a second order gradient based method with ADAM and RMSprop for the training of generative adversarial networks. The proposed method is fastest to obtain similar accuracy when compared to prominent second order methods. Unlike…

Artificial Neural Networks (ANNs) have demonstrated remarkable utility in various challenging machine learning applications. While formally verified properties of their behaviors are highly desired, they have proven notoriously difficult to…

We propose a deep Recurrent neural network (RNN) framework for computing prices and deltas of American options in high dimensions. Our proposed framework uses two deep RNNs, where one network learns the price and the other learns the delta…

Feed-forward, fully-connected Artificial Neural Networks (ANNs) or the so-called Multi-Layer Perceptrons (MLPs) are well-known universal approximators. However, their learning performance varies significantly depending on the function or…

In this study, we rediscovered the framework of generative adversarial networks (GANs) as a solver for calibration problems without data correspondence. When data correspondence is not present or loosely established, the calibration problem…

This paper presents an implementation of multilayer feed forward neural networks (NN) to optimize CMOS analog circuits. For modeling and design recently neural network computational modules have got acceptance as an unorthodox and useful…

With the continued innovations of deep neural networks, spiking neural networks (SNNs) that more closely resemble biological brain synapses have attracted attention owing to their low power consumption.However, for continuous data values,…

We propose a deep learning method for solving the American options model with a free boundary feature. To extract the free boundary known as the early exercise boundary from our proposed method, we introduce the Landau transformation. For…

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

In this research, we explore neural network-based methods for pricing multidimensional American put options under the BlackScholes and Heston model, extending up to five dimensions. We focus on two approaches: the Time Deep Gradient Flow…

SVR-GARCH model tends to "backward eavesdrop" when forecasting the financial time series volatility in which case it tends to simply produce the prediction by deviating the previous volatility. Though the SVR-GARCH model has achieved good…

This paper aims to develop a supervised deep-learning scheme to compute call option prices for the Barndorff-Nielsen and Shephard model with a non-martingale asset price process having infinite active jumps. In our deep learning scheme,…

In the present paper a newer application of Artificial Neural Network (ANN) has been developed i.e., predicting response-function results of electrical-mechanical system through ANN. This method is specially useful to complex systems for…

Deep neural networks (DNNs) have become integral to a wide range of scientific and practical applications due to their flexibility and strong predictive performance. Despite their accuracy, however, DNNs frequently exhibit poor calibration,…