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We introduce a neural network approach for assessing the risk of a portfolio of assets and liabilities over a given time period. This requires a conditional valuation of the portfolio given the state of the world at a later time, a problem…

Risk Management · Quantitative Finance 2021-05-27 Patrick Cheridito , John Ery , Mario V. Wüthrich

Deep neural networks have become widely used, obtaining remarkable results in domains such as computer vision, speech recognition, natural language processing, audio recognition, social network filtering, machine translation, and…

Neural and Evolutionary Computing · Computer Science 2020-02-03 Divya Gopinath , Guy Katz , Corina S. Pasareanu , Clark Barrett

Deep Neural Networks (DNNs) have made significant improvements to reach the desired accuracy to be employed in a wide variety of Machine Learning (ML) applications. Recently the Google Brain's team demonstrated the ability of Capsule…

Machine Learning · Computer Science 2021-01-26 Alberto Marchisio , Andrea Massa , Vojtech Mrazek , Beatrice Bussolino , Maurizio Martina , Muhammad Shafique

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Several websites improve their security and avoid dangerous Internet attacks by implementing CAPTCHAs (Completely Automated Public Turing test to tell Computers and Humans Apart), a type of verification to identify whether the end-user is…

Cryptography and Security · Computer Science 2024-03-21 Jaskaran Singh Walia , Aryan Odugoudar

Complex risk is a critical factor for both intelligent systems and risk management. In this paper, we consider a special class of risk statistics, named complex risk statistics. Our result provides a new approach for addressing complex…

Risk Management · Quantitative Finance 2020-12-01 Fei Sun , Yichuan Dong

Despite the power of deep neural networks for a wide range of tasks, an overconfident prediction issue has limited their practical use in many safety-critical applications. Many recent works have been proposed to mitigate this issue, but…

Machine Learning · Computer Science 2020-08-14 Jooyoung Moon , Jihyo Kim , Younghak Shin , Sangheum Hwang

The rapid advance of deep reinforcement learning techniques enables the oversight of safety-critical systems through the utilization of Deep Neural Networks (DNNs). This underscores the pressing need to promptly establish certified safety…

Machine Learning · Computer Science 2024-04-03 Dapeng Zhi , Peixin Wang , Si Liu , Luke Ong , Min Zhang

CAPTCHA is a human-centred test to distinguish a human operator from bots, attacking programs, or other computerised agents that tries to imitate human intelligence. In this research, we investigate a way to crack visual CAPTCHA tests by an…

Computer Vision and Pattern Recognition · Computer Science 2020-06-26 Zahra Noury , Mahdi Rezaei

In the context of survival analysis, data-driven neural network-based methods have been developed to model complex covariate effects. While these methods may provide better predictive performance than regression-based approaches, not all…

Machine Learning · Statistics 2024-04-23 Jesse Islam , Maxime Turgeon , Robert Sladek , Sahir Bhatnagar

Process capability indices such as $C_{pk}$ are widely used for manufacturing decisions, yet are typically applied via deterministic thresholding of finite-sample estimates, ignoring uncertainty and leading to unstable outcomes near the…

Applications · Statistics 2026-04-16 Fei Jiang , Lei Yang

As deep neural networks (DNNs) get adopted in an ever-increasing number of applications, explainability has emerged as a crucial desideratum for these models. In many real-world tasks, one of the principal reasons for requiring…

Artificial Intelligence · Computer Science 2020-07-03 Vedant Nanda , Till Speicher , John P. Dickerson , Krishna P. Gummadi , Muhammad Bilal Zafar

We introduce a unified theoretical framework for the rigorous analysis and systematic construction of deep neural networks (DNNs). This framework addresses a gap in existing theory by explicitly modeling the structure of tensor operations…

Recent research has highlighted the vulnerability of Deep Neural Networks (DNNs) against data poisoning attacks. These attacks aim to inject poisoning samples into the models' training dataset such that the trained models have inference…

Cryptography and Security · Computer Science 2025-06-03 Pengfei He , Han Xu , Jie Ren , Yingqian Cui , Hui Liu , Charu C. Aggarwal , Jiliang Tang

The great performance of machine learning algorithms and deep neural networks in several perception and control tasks is pushing the industry to adopt such technologies in safety-critical applications, as autonomous robots and self-driving…

Machine Learning · Computer Science 2025-09-10 Giulio Rossolini , Alessandro Biondi , Giorgio Buttazzo

Neural network models have become the leading solution for a large variety of tasks, such as classification, language processing, protein folding, and others. However, their reliability is heavily plagued by adversarial inputs: small input…

Machine Learning · Computer Science 2022-10-04 Natan Levy , Guy Katz

Capsule Networks (CapsNets), recently proposed by the Google Brain team, have superior learning capabilities in machine learning tasks, like image classification, compared to the traditional CNNs. However, CapsNets require extremely intense…

Machine Learning · Computer Science 2021-01-26 Alberto Marchisio , Beatrice Bussolino , Alessio Colucci , Maurizio Martina , Guido Masera , Muhammad Shafique

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Deep Neural Networks (DNN) have improved the quality of several non-safety related products in the past years. However, before DNNs should be deployed to safety-critical applications, their robustness needs to be systematically analyzed. A…

Deep neural networks (DNNs) have achieved tremendous success in computer vision, natural language processing, and scientific and engineering domains. However, DNNs can make unexpected, incorrect, yet overconfident predictions, leading to…

Machine Learning · Computer Science 2025-12-16 Wenchong He , Zhe Jiang , Tingsong Xiao , Zelin Xu , Yukun Li