Related papers: A Unified Framework for Modeling Heterogeneous Fin…
This study aims to address the challenges of futures price prediction in high-frequency trading (HFT) by proposing a continuous learning factor predictor based on graph neural networks. The model integrates multi-factor pricing theories…
This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the power of big data and artificial intelligence, the proposed…
Forecasting complex system dynamics, particularly for long-term predictions, is persistently hindered by error accumulation and computational burdens. This study presents RefreshNet, a multiscale framework developed to overcome these…
The performance of sensor arrays in sensing and wireless communications improves with more elements, but this comes at the cost of increased energy consumption and hardware expense. This work addresses the challenge of selecting $k$ sensor…
Recently, foundation models have exhibited remarkable advancements in multi-modal learning. These models, equipped with millions (or billions) of parameters, typically require a substantial amount of data for finetuning. However, collecting…
Heterogeneous federated learning (HFL) aims to ensure effective and privacy-preserving collaboration among different entities. As newly joined clients require significant adjustments and additional training to align with the existing…
In Large Language Model (LLM) fine-tuning, parameter and data selection are common strategies for reducing fine-tuning cost, yet they are typically driven by separate scoring mechanisms. When a parameter mask and data subset jointly…
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…
Real-world fraud detection applications benefit from graph learning techniques that jointly exploit node features, often rich in textual data, and graph structural information. Recently, Graph-Enhanced LLMs emerge as a promising graph…
The rising computational and energy demands of deep learning, particularly in large-scale architectures such as foundation models and large language models (LLMs), pose significant challenges to sustainability. Traditional gradient-based…
We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…
This paper presents a novel credit scoring approach using neural networks to address class imbalance and out-of-time prediction challenges. We develop a specific optimizer and loss function inspired by Hamiltonian mechanics that better…
Micro-segmentation of customers in the finance sector is a non-trivial task and has been an atypical omission from recent scientific literature. Where traditional segmentation classifies customers based on coarse features such as…
In this report, I present a deep learning approach to conduct a natural language processing (hereafter NLP) binary classification task for analyzing financial-fraud texts. First, I searched for regulatory announcements and enforcement…
Stress analysis of heterogeneous media, like composite materials, using Finite Element Analysis (FEA) has become commonplace in design and analysis. However, determining stress distributions in heterogeneous media using FEA can be…
Standard Federated Learning (FL) techniques are limited to clients with identical network architectures. This restricts potential use-cases like cross-platform training or inter-organizational collaboration when both data privacy and…
Multimodal Sentiment Analysis (MSA) leverages heterogeneous modalities, such as language, vision, and audio, to enhance the understanding of human sentiment. While existing models often focus on extracting shared information across…
Existing methods often adjust representations adaptively only after aggregating user behavior sequences. This coarse-grained approach to re-weighting the entire user sequence hampers the model's ability to accurately model the user interest…
The core of molecular dynamics simulation fundamentally lies in the interatomic potential. Traditional empirical potentials lack accuracy, while first-principles methods are computationally prohibitive. Machine learning interatomic…
Heterogeneous Federated Learning (HFL) has gained significant attention for its capacity to handle both model and data heterogeneity across clients. Prototype-based HFL methods emerge as a promising solution to address statistical and model…