Related papers: From Deep Filtering to Deep Econometrics
This study proposes a novel memory-efficient recurrent neural network (RNN) architecture specified to solve the object localization problem. This problem is to recover the object states along with its movement in a noisy environment. We…
The remarkable performance of modern deep neural networks (DNNs) is largely driven by their massive scale, often comprising tens to hundreds of millions-or even billions-of parameters. However, such a scale incurs substantial storage and…
A neurochip is a device that reproduces the signal processing mechanisms of brain neurons and calculates Spiking Neural Networks (SNNs) with low power consumption and at high speed. Thus, neurochips are attracting attention from edge robot…
We propose a systematic analysis of deep neural networks (DNNs) based on a signal processing technique for network parameter removal, in the form of synaptic filters that identifies the fragility, robustness and antifragility…
Modern portfolio optimization is centered around creating a low-risk portfolio with extensive asset diversification. Following the seminal work of Markowitz, optimal asset allocation can be computed using a constrained optimization model…
Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have developed two distinct approaches for financial volatility…
Convolutional neural networks (CNNs) are typically over-parameterized, bringing considerable computational overhead and memory footprint in inference. Pruning a proportion of unimportant filters is an efficient way to mitigate the inference…
This paper proposes a new learning paradigm called filter grafting, which aims to improve the representation capability of Deep Neural Networks (DNNs). The motivation is that DNNs have unimportant (invalid) filters (e.g., l1 norm close to…
This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…
A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…
We propose a \emph{hybrid} real- and complex-valued \emph{neural network} (HNN) architecture, designed to combine the computational efficiency of real-valued processing with the ability to effectively handle complex-valued data. We…
This paper addresses the challenging problem of parameter estimation in bilinear systems under colored noise. A novel approach, termed B-PF-RLS, is proposed, combining a particle filter (PF) with a recursive least squares (RLS) estimator.…
Objective: To propose novel SSVEP classification methodologies using deep neural networks (DNNs) and improve performances in single-channel and user-independent brain-computer interfaces (BCIs) with small data lengths. Approach: We propose…
This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being…
The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their set of optimal solutions. Motivated by the recent advances…
The importance of inference in Machine Learning (ML) has led to an explosive number of different proposals in ML, and particularly in Deep Learning. In an attempt to reduce the complexity of Convolutional Neural Networks, we propose a…
We propose a new framework for processing Fringe Patterns (FP). Our novel approach builds upon the hypothesis that the denoising and normalisation of FPs can be learned by a deep neural network if enough pairs of corrupted and ideal FPs are…
Nonlinear filtering with standard PF methods requires mitigative techniques to quell weight degeneracy, such as resampling. This is especially true in high-dimensional systems with sparse observations. Unfortunately, such techniques are…
This paper proposes a deep neural network (DNN)-driven framework to address the longstanding generalization challenge in adaptive filtering (AF). In contrast to traditional AF frameworks that emphasize explicit cost function design, the…
Deep neural networks (NNs) encounter scalability limitations when confronted with a vast array of neurons, thereby constraining their achievable network depth. To address this challenge, we propose an integration of tensor networks (TN)…