Related papers: DeRisk: An Effective Deep Learning Framework for C…
Big data, both in its structured and unstructured formats, have brought in unforeseen challenges in economics and business. How to organize, classify, and then analyze such data to obtain meaningful insights are the ever-going research…
Credit scoring is vital in the financial industry, assessing the risk of lending to credit card applicants. Traditional credit scoring methods face challenges with large datasets and data imbalance between creditworthy and non-creditworthy…
Deep learning is pervasive in our daily life, including self-driving cars, virtual assistants, social network services, healthcare services, face recognition, etc. However, deep neural networks demand substantial compute resources during…
Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…
This extended abstract introduces the initial steps taken to develop a system for Rapid Internal Simulation of Knowledge (RISK). RISK aims to enable more transparency in artificial intelligence systems, especially those created by deep…
Despite achieving excellent performance on benchmarks, deep neural networks often underperform in real-world deployment due to sensitivity to minor, often imperceptible shifts in input data, known as distributional shifts. These shifts are…
The growing instability of both global and domestic economic environments has increased the risk of financial distress at the household level. However, traditional econometric models often rely on delayed and aggregated data, limiting their…
While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation and the vision of the Internet-of-Things fuel the interest in resource efficient approaches. These approaches require a carefully…
Deep learning models have gained great success in many real-world applications. However, most existing networks are typically designed in heuristic manners, thus lack of rigorous mathematical principles and derivations. Several recent…
Derivative hedging and pricing are important and continuously studied topics in financial markets. Recently, deep hedging has been proposed as a promising approach that uses deep learning to approximate the optimal hedging strategy and can…
Predicting business process behaviour is an important aspect of business process management. Motivated by research in natural language processing, this paper describes an application of deep learning with recurrent neural networks to the…
Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…
Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…
Due to the powerful learning ability on high-rank and non-linear features, deep neural networks (DNNs) are being applied to data mining and machine learning in various fields, and exhibit higher discrimination performance than conventional…
Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…
Spurious correlations in training data significantly hinder the generalization capability of machine learning models when faced with distribution shifts, leading to the proposition of numberous debiasing methods. However, it remains to be…
We propose a novel deep symbolic regression approach to enhance the robustness and interpretability of data-driven mathematical expression discovery. Our work is aligned with the popular DSR framework which focuses on learning a…
While deep neural networks have succeeded in several visual applications, such as object recognition, detection, and localization, by reaching very high classification accuracies, it is important to note that many real-world applications…
Recent advances in deep learning have spurred the development of end-to-end frameworks for portfolio optimization that utilize implicit layers. However, many such implementations are highly sensitive to neural network initialization,…
Deep learning is a topic of considerable current interest. The availability of massive data collections and powerful software resources has led to an impressive amount of results in many application areas that reveal essential but hidden…