Related papers: Detecting Toxic Flow
Deep learning is a form of machine learning for nonlinear high dimensional pattern matching and prediction. By taking a Bayesian probabilistic perspective, we provide a number of insights into more efficient algorithms for optimisation and…
Traffic forecasting based network operation optimization and management offers enormous promise but also presents significant challenges from traffic forecasting perspective. While deep learning models have proven to be relatively more…
Recommender systems have become an integral part of online services to help users locate specific information in a sea of data. However, existing studies show that some recommender systems are vulnerable to poisoning attacks, particularly…
This paper presents novel results generated from a new simulation model of a contemporary financial market, that cast serious doubt on the previously widely accepted view of the relative performance of various well-known public-domain…
Sustainable financial markets play an important role in the functioning of human society. Still, the detection and prediction of risk in financial markets remain challenging and draw much attention from the scientific community. Here we…
Obtaining continuously updated predictions is a major challenge for personalised medicine. Leveraging combinations of parametric regressions and machine learning approaches, the personalised online super learner (POSL) can achieve such…
Static malware analysis is well-suited to endpoint anti-virus systems as it can be conducted quickly by examining the features of an executable piece of code and matching it to previously observed malicious code. However, static code…
Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…
Financial order flow exhibits a remarkable level of persistence, wherein buy (sell) trades are often followed by subsequent buy (sell) trades over extended periods. This persistence can be attributed to the division and gradual execution of…
Dynamic treatment regimes (DTRs) provide a principled framework for optimizing sequential decision-making in domains where decisions must adapt over time in response to individual trajectories, such as healthcare, education, and digital…
Crash prediction is a critical component of road safety analyses. A widely adopted approach to crash prediction is application of regression based techniques. The underlying calibration process is often time-consuming, requiring significant…
Reduced order models based on the transport of a lower dimensional manifold representation of the thermochemical state, such as Principal Component (PC) transport and Machine Learning (ML) techniques, have been developed to reduce the…
The constant growth in the number of malware - software or code fragment potentially harmful for computers and information networks - and the use of sophisticated evasion and obfuscation techniques have seriously hindered classic…
Increasing the success rate of a process, i.e. the percentage of cases that end in a positive outcome, is a recurrent process improvement goal. At runtime, there are often certain actions (a.k.a. treatments) that workers may execute to lift…
Explainable ML for molecular toxicity prediction is a promising approach for efficient drug development and chemical safety. A predictive ML model of toxicity can reduce experimental cost and time while mitigating ethical concerns by…
Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…
In the faceless world of the Internet,online fraud is one of the greatest reasons of loss for web merchants.Advanced solutions are needed to protect e businesses from the constant problems of fraud.Many popular fraud detection algorithms…
We propose a Bayesian approach for recursively estimating the classifier weights in online learning of a classifier ensemble. In contrast with past methods, such as stochastic gradient descent or online boosting, our approach estimates the…
This paper introduces a high frequency trade execution model to evaluate the economic impact of supervised machine learners. Extending the concept of a confusion matrix, we present a 'trade information matrix' to attribute the expected…
This paper reveals a data bias issue that can severely affect the performance while conducting a machine learning model for malicious URL detection. We describe how such bias can be identified using interpretable machine learning…