Related papers: DeRisk: An Effective Deep Learning Framework for C…
In the Data-Centric Artificial Intelligence (AI) paradigm, improving data quality is essential for robust machine learning. However, many denoising methods rely on rigid statistical assumptions or require clean reference data, which limits…
Over the past decade, deep learning models have exhibited considerable advancements, reaching or even exceeding human-level performance in a range of visual perception tasks. This remarkable progress has sparked interest in applying deep…
Limited datasets and complex nonlinear relationships are among the challenges that may emerge when applying econometrics to macroeconomic problems. This research proposes deep learning as an approach to transfer learning in the former case…
The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…
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…
Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…
Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…
Deep learning models have been widely used during the last decade due to their outstanding learning and abstraction capacities. However, one of the main challenges any scientist has to face using deep learning models is to establish the…
Seasonal forecasting remains challenging due to the inherent chaotic nature of atmospheric dynamics. This paper introduces DeepSeasons, a novel deep learning approach designed to enhance the accuracy and reliability of seasonal forecasts.…
Deep learning with neural networks is applied by an increasing number of people outside of classic research environments, due to the vast success of the methodology on a wide range of machine perception tasks. While this interest is fueled…
State-of-the-art Deep Neural Networks can be easily fooled into providing incorrect high-confidence predictions for images with small amounts of adversarial noise. Does this expose a flaw with deep neural networks, or do we simply need a…
Financial forecasting is an example of a signal processing problem which is challenging due to Small sample sizes, high noise, non-stationarity, and non-linearity,but fast forecasting of stock market price is very important for strategic…
Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. Statistics of strong explanative power, called "factor" have…
This paper proposes a paradigm of uncertainty injection for training deep learning model to solve robust optimization problems. The majority of existing studies on deep learning focus on the model learning capability, while assuming the…
Over the past few years, we have seen fundamental breakthroughs in core problems in machine learning, largely driven by advances in deep neural networks. At the same time, the amount of data collected in a wide array of scientific domains…
There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…
Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this…
Insider threats, as one type of the most challenging threats in cyberspace, usually cause significant loss to organizations. While the problem of insider threat detection has been studied for a long time in both security and data mining…
Machine learning models are increasingly used in a wide variety of financial settings. The difficulty of understanding the inner workings of these systems, combined with their wide applicability, has the potential to lead to significant new…
Deep learning is an emerging technology that is considered one of the most promising directions for reaching higher levels of artificial intelligence. Among the other achievements, building computers that understand speech represents a…