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Related papers: SigFormer: Signature Transformers for Deep Hedging

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The augmented usage of deep learning-based models for various AI related problems are as a result of modern architectures of deeper length and the availability of voluminous interpreted datasets. The models based on these architectures…

Computer Vision and Pattern Recognition · Computer Science 2019-07-10 Chandra Sekhar V. , Anoushka Doctor , Prerana Mukherjee , Viswanath Pulabaigiri

Depth completion aims to predict dense depth maps with sparse depth measurements from a depth sensor. Currently, Convolutional Neural Network (CNN) based models are the most popular methods applied to depth completion tasks. However,…

Computer Vision and Pattern Recognition · Computer Science 2024-09-13 Jian Qian , Miao Sun , Ashley Lee , Jie Li , Shenglong Zhuo , Patrick Yin Chiang

Recently, deep learning methods have been widely used for tumor segmentation of multimodal medical images with promising results. However, most existing methods are limited by insufficient representational ability, specific modality number…

Image and Video Processing · Electrical Eng. & Systems 2023-07-06 Jun Shi , Hongyu Kan , Shulan Ruan , Ziqi Zhu , Minfan Zhao , Liang Qiao , Zhaohui Wang , Hong An , Xudong Xue

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Signatures provide a succinct description of certain features of paths in a reparametrization invariant way. We propose a method for classifying shapes based on signatures, and compare it to current approaches based on the SRV transform and…

Differential Geometry · Mathematics 2020-01-15 Elena Celledoni , Pål Erik Lystad , Nikolas Tapia

Using techniques from deep learning (cf. [B\"uh+19]), we show that neural networks can be trained successfully to replicate the modified payoff functions that were first derived in the context of partial hedging by [FL00]. Not only does…

Mathematical Finance · Quantitative Finance 2021-12-15 Songyan Hou , Thomas Krabichler , Marcus Wunsch

This paper proposes DeepMarks, a novel end-to-end framework for systematic fingerprinting in the context of Deep Learning (DL). Remarkable progress has been made in the area of deep learning. Sharing the trained DL models has become a trend…

Cryptography and Security · Computer Science 2018-04-11 Huili Chen , Bita Darvish Rohani , Farinaz Koushanfar

Deep learning techniques have achieved remarkable success in the semantic segmentation of remote sensing images and in land-use change detection. Nevertheless, their real-time deployment on edge platforms remains constrained by decoder…

Computer Vision and Pattern Recognition · Computer Science 2026-01-12 Sihang Chen , Lijun Yun , Ze Liu , JianFeng Zhu , Jie Chen , Hui Wang , Yueping Nie

The growth of global consumption has motivated important applications of deep learning to smart manufacturing and machine health monitoring. In particular, analyzing vibration data offers great potential to extract meaningful insights into…

Machine Learning · Computer Science 2024-05-30 Anthony Zhou , Amir Barati Farimani

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

Machine Learning · Computer Science 2023-11-28 Namid R. Stillman , Rory Baggott , Justin Lyon , Jianfei Zhang , Dingqiu Zhu , Tao Chen , Perukrishnen Vytelingum

We introduce a new method of nowcasting using regression on path signatures. Path signatures capture the geometric properties of sequential data. Because signatures embed observations in continuous time, they naturally handle mixed…

Econometrics · Economics 2025-12-17 Samuel N. Cohen , Giulia Mantoan , Lars Nesheim , Áureo de Paula , Arthur Turrell , Lingyi Yang

Most applications of machine learning for finance are related to forecasting tasks for investment decisions. Instead, we aim to promote a better understanding of financial markets with machine learning techniques. Leveraging the tremendous…

Statistical Finance · Quantitative Finance 2022-04-13 Francois Mercier , Makesh Narsimhan

A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…

Fluid Dynamics · Physics 2023-03-31 Aakash Patil , Jonathan Viquerat , Elie Hachem

In modern collider experiments, the quest to explore fundamental interactions between elementary particles has reached unparalleled levels of precision. Signatures from particle physics detectors are low-level objects (such as energy…

Instrumentation and Detectors · Physics 2024-07-16 Baran Hashemi , Claudius Krause

Automated signature verification is a critical biometric technique used in banking, identity authentication, and legal documentation. Despite the notable progress achieved by deep learning methods, most approaches in offline signature…

Computer Vision and Pattern Recognition · Computer Science 2025-10-21 Matheus Ramos Parracho

Event camera-based pattern recognition is a newly arising research topic in recent years. Current researchers usually transform the event streams into images, graphs, or voxels, and adopt deep neural networks for event-based classification.…

Computer Vision and Pattern Recognition · Computer Science 2025-05-06 Xiao Wang , Yao Rong , Zongzhen Wu , Lin Zhu , Bo Jiang , Jin Tang , Yonghong Tian

This work proposes a supervised multi-channel time-series learning framework for financial stock trading. Although many deep learning models have recently been proposed in this domain, most of them treat the stock trading time-series data…

Computational Finance · Quantitative Finance 2020-11-10 Pooja Gupta , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…

Risk Management · Quantitative Finance 2019-11-19 Yaodong Yang , Alisa Kolesnikova , Stefan Lessmann , Tiejun Ma , Ming-Chien Sung , Johnnie E. V. Johnson

Recent algorithms for image manipulation detection almost exclusively use deep network models. These approaches require either dense pixelwise groundtruth masks, camera ids, or image metadata to train the networks. On one hand, constructing…

Computer Vision and Pattern Recognition · Computer Science 2022-03-16 Susmit Agrawal , Prabhat Kumar , Siddharth Seth , Toufiq Parag , Maneesh Singh , Venkatesh Babu

We introduce the Graded Transformer framework, a new class of sequence models that embeds algebraic inductive biases through grading transformations on vector spaces. Extending Graded Neural Networks (GNNs), we propose two architectures:…

Machine Learning · Computer Science 2025-09-03 Tony Shaska