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In this paper we formulate a regression problem to predict realized volatility by using option price data and enhance VIX-styled volatility indices' predictability and liquidity. We test algorithms including regularized regression and…

Mathematical Finance · Quantitative Finance 2019-09-24 Peter Carr , Liuren Wu , Zhibai Zhang

The earth system is exceedingly complex and often chaotic in nature, making prediction incredibly challenging: we cannot expect to make perfect predictions all of the time. Instead, we look for specific states of the system that lead to…

Machine Learning · Computer Science 2022-01-05 Elizabeth A. Barnes , Randal J. Barnes

We present results for long term and intermediate term prediction algorithms applied to a simple mechanical model of a fault. We use long term prediction methods based, for example, on the distribution of repeat times between large events…

chao-dyn · Physics 2015-06-24 S. L. Pepke , J. M. Carlson , B. E. Shaw

Our work revisits the design of mechanisms via the learning-augmented framework. In this model, the algorithm is enhanced with imperfect (machine-learned) information concerning the input, usually referred to as prediction. The goal is to…

Computer Science and Game Theory · Computer Science 2024-10-29 George Christodoulou , Alkmini Sgouritsa , Ioannis Vlachos

Biased human decisions have consequential impacts across various domains, yielding unfair treatment of individuals and resulting in suboptimal outcomes for organizations and society. In recognition of this fact, organizations regularly…

Machine Learning · Computer Science 2024-12-11 Wanxue Dong , Maria De-Arteaga , Maytal Saar-Tsechansky

Judgments about personality based on facial appearance are strong effectors in social decision making, and are known to have impact on areas from presidential elections to jury decisions. Recent work has shown that it is possible to predict…

Computer Vision and Pattern Recognition · Computer Science 2016-12-28 Edward Grant , Stephan Sahm , Mariam Zabihi , Marcel van Gerven

This paper attempts to address the issues of machine learning in its current implementation. It is known that machine learning algorithms require a significant amount of data for training purposes, whereas recent developments in deep…

Machine Learning · Computer Science 2018-11-16 Georgios Mastorakis

With the availability of large databases and recent improvements in deep learning methodology, the performance of AI systems is reaching or even exceeding the human level on an increasing number of complex tasks. Impressive examples of this…

Artificial Intelligence · Computer Science 2017-08-29 Wojciech Samek , Thomas Wiegand , Klaus-Robert Müller

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Machine learning models always make a prediction, even when it is likely to be inaccurate. This behavior should be avoided in many decision support applications, where mistakes can have severe consequences. Albeit already studied in 1970,…

Machine Learning · Computer Science 2024-02-22 Kilian Hendrickx , Lorenzo Perini , Dries Van der Plas , Wannes Meert , Jesse Davis

Artificial neural networks have proven to be extremely useful models that have allowed for multiple recent breakthroughs in the field of Artificial Intelligence and many others. However, they are typically regarded as black boxes, given how…

Artificial Intelligence · Computer Science 2023-03-07 Manuel de Sousa Ribeiro , João Leite

Fallacies are used as seemingly valid arguments to support a position and persuade the audience about its validity. Recognizing fallacies is an intrinsically difficult task both for humans and machines. Moreover, a big challenge for…

Computation and Language · Computer Science 2023-01-25 Tariq Alhindi , Tuhin Chakrabarty , Elena Musi , Smaranda Muresan

Financing high-tech projects always entails a great deal of risk. The lack of a systematic method to pinpoint the risk of such projects has been recognized as one of the most salient barriers for evaluating them. So, in order to develop a…

Neural and Evolutionary Computing · Computer Science 2018-09-17 Hossein Sabzian , Ehsan Kamrani , Seyyed Mostafa Seyyed Hashemi

In this paper, we propose to utilize Automated Machine Learning to adaptively search a neural architecture for deepfake detection. This is the first time to employ automated machine learning for deepfake detection. Based on our explored…

Computer Vision and Pattern Recognition · Computer Science 2021-08-13 Ping Liu , Yuewei Lin , Yang He , Yunchao Wei , Liangli Zhen , Joey Tianyi Zhou , Rick Siow Mong Goh , Jingen Liu

Assessing an AI system's behavior-particularly in Explainable AI Systems-is sometimes done empirically, by measuring people's abilities to predict the agent's next move-but how to perform such measurements? In empirical studies with humans,…

As algorithms are increasingly used to make important decisions that affect human lives, ranging from social benefit assignment to predicting risk of criminal recidivism, concerns have been raised about the fairness of algorithmic decision…

Machine Learning · Statistics 2018-02-28 Nina Grgić-Hlača , Elissa M. Redmiles , Krishna P. Gummadi , Adrian Weller

We propose a structured prediction approach for robot imitation learning from demonstrations. Among various tools for robot imitation learning, supervised learning has been observed to have a prominent role. Structured prediction is a form…

In a world where Machine Learning (ML) is increasingly deployed to support decision-making in critical domains, providing decision-makers with explainable, stable, and relevant inputs becomes fundamental. Understanding how machine learning…

Machine Learning · Computer Science 2024-08-07 Karol Capała , Paulina Tworek , Jose Sousa

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

Crowd predictions have demonstrated powerful performance in predicting future events. We aim to understand crowd prediction efficacy in ascertaining the veracity of human emotional expressions. We discover that collective discernment can…

Human-Computer Interaction · Computer Science 2018-08-17 Zhenyue Qin , Tom Gedeon , Sabrina Caldwell