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Extracting implied information, like volatility and/or dividend, from observed option prices is a challenging task when dealing with American options, because of the computational costs needed to solve the corresponding mathematical problem…

Computational Finance · Quantitative Finance 2020-02-05 Shuaiqiang Liu , Álvaro Leitao , Anastasia Borovykh , Cornelis W. Oosterlee

This invention addresses fixed-point representations of convolutional neural networks (CNN) in integrated circuits. When quantizing a CNN for a practical implementation there is a trade-off between the precision used for operations between…

Neural and Evolutionary Computing · Computer Science 2018-07-27 Mo'taz Al-Hami , Marcin Pietron , Rishi Kumar , Raul A. Casas , Samer L. Hijazi , Chris Rowen

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

Our objective is to estimate the unknown compositional input from its output response through an unknown system after estimating the inverse of the original system with a training set. The proposed methods using artificial neural networks…

Machine Learning · Computer Science 2020-01-27 Se Un Park

Nonlinear eigenvalue problems (NEPs) present significant challenges due to their inherent complexity and the limitations of traditional linear eigenvalue theory. This paper addresses these challenges by introducing a nonlinear…

Numerical Analysis · Mathematics 2024-09-18 Ronald Katende

Diffusion models have emerged from various theoretical and methodological perspectives, each offering unique insights into their underlying principles. In this work, we provide an overview of the most prominent approaches, drawing attention…

Machine Learning · Computer Science 2024-09-04 Solveig Klepper

Deep learning (DL) has shown great potential in medical image enhancement problems, such as super-resolution or image synthesis. However, to date, little consideration has been given to uncertainty quantification over the output image. Here…

Quantization neural networks (QNNs) are very attractive to the industry because their extremely cheap calculation and storage overhead, but their performance is still worse than that of networks with full-precision parameters. Most of…

Computer Vision and Pattern Recognition · Computer Science 2020-02-13 Chuanjian Liu , Kai Han , Yunhe Wang , Hanting Chen , Qi Tian , Chunjing Xu

Nonlocal neural networks have been proposed and shown to be effective in several computer vision tasks, where the nonlocal operations can directly capture long-range dependencies in the feature space. In this paper, we study the nature of…

Machine Learning · Computer Science 2019-01-28 Yunzhe Tao , Qi Sun , Qiang Du , Wei Liu

Recovering the geometry and materials of objects from a single image is challenging due to its under-constrained nature. In this paper, we present Neural LightRig, a novel framework that boosts intrinsic estimation by leveraging auxiliary…

Computer Vision and Pattern Recognition · Computer Science 2024-12-13 Zexin He , Tengfei Wang , Xin Huang , Xingang Pan , Ziwei Liu

Combining additive models and neural networks allows to broaden the scope of statistical regression and extend deep learning-based approaches by interpretable structured additive predictors at the same time. Existing attempts uniting the…

Machine Learning · Statistics 2022-07-12 David Rügamer , Chris Kolb , Nadja Klein

Recent observations have advanced our understanding of the neural network optimization landscape, revealing the existence of (1) paths of high accuracy containing diverse solutions and (2) wider minima offering improved performance.…

Machine Learning · Computer Science 2021-09-14 Mitchell Wortsman , Maxwell Horton , Carlos Guestrin , Ali Farhadi , Mohammad Rastegari

We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes…

Optimization and Control · Mathematics 2016-05-10 Angelia Nedić , Alex Olshevsky , César Uribe

This study enhances option pricing by presenting unique pricing model fractional order Black-Scholes-Merton (FOBSM) which is based on the Black-Scholes-Merton (BSM) model. The main goal is to improve the precision and authenticity of option…

Computational Finance · Quantitative Finance 2024-01-02 Sarit Maitra , Vivek Mishra , Goutam Kr. Kundu , Kapil Arora

Deep learning has excelled in image recognition tasks through neural networks inspired by the human brain. However, the necessity for large models to improve prediction accuracy introduces significant computational demands and extended…

Computer Vision and Pattern Recognition · Computer Science 2024-08-27 Taigo Sakai , Kazuhiro Hotta

We introduce a data-based approach to estimating key quantities which arise in the study of nonlinear control systems and random nonlinear dynamical systems. Our approach hinges on the observation that much of the existing linear theory may…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

This review provides an introduction to - and overview of - the current state of the art in neural-network based regularization methods for inverse problems in imaging. It aims to introduce readers with a solid knowledge in applied…

Optimization and Control · Mathematics 2023-12-25 Andreas Habring , Martin Holler

As deep learning applications continue to deploy increasingly large artificial neural networks, the associated high energy demands are creating a need for alternative neuromorphic approaches. Optics and photonics are particularly compelling…

Optics · Physics 2025-08-19 Nicola Dal Cin , Florian Marquardt , Clara C. Wanjura

Purpose: We propose a novel method for continual learning based on the increasing depth of neural networks. This work explores whether extending neural network depth may be beneficial in a life-long learning setting. Methods: We propose a…

Machine Learning · Computer Science 2023-05-09 Jędrzej Kozal , Michał Woźniak

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regressions remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more…

Statistics Theory · Mathematics 2021-06-14 Qixian Zhong , Jane-Ling Wang