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We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing…

Statistical Finance · Quantitative Finance 2025-05-27 Dominik Stempień , Janusz Gajda

The rapid growth of deep learning research, including within the field of computational mechanics, has resulted in an extensive and diverse body of literature. To help researchers identify key concepts and promising methodologies within…

Machine Learning · Computer Science 2023-09-28 Leon Herrmann , Stefan Kollmannsberger

We develop several deep learning algorithms for approximating families of parametric PDE solutions. The proposed algorithms approximate solutions together with their gradients, which in the context of mathematical finance means that the…

Computational Finance · Quantitative Finance 2022-01-19 Marc Sabate Vidales , David Siska , Lukasz Szpruch

Embedded distributed inference of Neural Networks has emerged as a promising approach for deploying machine-learning models on resource-constrained devices in an efficient and scalable manner. The inference task is distributed across a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-07 Federico Nicolás Peccia , Oliver Bringmann

The trade-off between accuracy and interpretability has long been a challenge in machine learning (ML). This tension is particularly significant for emerging interpretable-by-design methods, which aim to redesign ML algorithms for…

Machine Learning · Computer Science 2025-05-28 Geyu Liang , Senne Michielssen , Salar Fattahi

We consider state of the art applications of artificial intelligence (AI) in modelling human financial expectations and explore the potential of quantum logic to drive future advancements in this field. This analysis highlights the…

Computational Finance · Quantitative Finance 2025-10-08 Fabio Bagarello , Francesco Gargano , Polina Khrennikova

This paper investigates the application of Transformer-based neural networks to stock price forecasting, with a special focus on the intersection of machine learning techniques and financial market analysis. The evolution of Transformer…

Computational Engineering, Finance, and Science · Computer Science 2024-12-31 Kamil Ł. Szydłowski , Jarosław A. Chudziak

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

The rise of algorithmic decision-making has spawned much research on fair machine learning (ML). Financial institutions use ML for building risk scorecards that support a range of credit-related decisions. Yet, the literature on fair ML in…

Machine Learning · Statistics 2022-06-20 Nikita Kozodoi , Johannes Jacob , Stefan Lessmann

Differentiation is a cornerstone of computing and data analysis in every discipline of science and engineering. Indeed, most fundamental physics laws are expressed as relationships between derivatives in space and time. However, derivatives…

Numerical Analysis · Mathematics 2026-03-10 Pavel Komarov , Floris van Breugel , J. Nathan Kutz

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

Accurate representations of unknown and sub-grid physical processes through parameterizations (or closure) in numerical simulations with quantified uncertainty are critical for resolving the coarse-grained partial differential equations…

Machine Learning · Computer Science 2024-05-08 Yongquan Qu , Mohamed Aziz Bhouri , Pierre Gentine

Recent times are witnessing rapid development in machine learning algorithm systems, especially in reinforcement learning, natural language processing, computer and robot vision, image processing, speech, and emotional processing and…

Process mining enables the reconstruction and evaluation of business processes based on digital traces in IT systems. An increasingly important technique in this context is process prediction. Given a sequence of events of an ongoing trace,…

Machine Learning · Computer Science 2021-06-09 Dominic A. Neu , Johannes Lahann , Peter Fettke

Deep learning has become a pivotal technology in fields such as computer vision, scientific computing, and dynamical systems, significantly advancing these disciplines. However, neural Networks persistently face challenges related to…

Machine Learning · Computer Science 2025-10-14 Yongshuai Liu , Lianfang Wang , Kuilin Qin , Qinghua Zhang , Faqiang Wang , Li Cui , Jun Liu , Yuping Duan , Tieyong Zeng

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

Deep learning is transforming many areas in science, and it has great potential in modeling molecular systems. However, unlike the mature deployment of deep learning in computer vision and natural language processing, its development in…

Computational Physics · Physics 2021-03-19 Jun Zhang , Yao-Kun Lei , Zhen Zhang , Junhan Chang , Maodong Li , Xu Han , Lijiang Yang , Yi Isaac Yang , Yi Qin Gao

Current pharmaceutical formulation development still strongly relies on the traditional trial-and-error approach by individual experiences of pharmaceutical scientists, which is laborious, time-consuming and costly. Recently, deep learning…

Machine Learning · Computer Science 2018-12-05 Yilong Yang , Zhuyifan Ye , Yan Su , Qianqian Zhao , Xiaoshan Li , Defang Ouyang

Optimization methods play a central role in signal processing, serving as the mathematical foundation for inference, estimation, and control. While classical iterative optimization algorithms provide interpretability and theoretical…

Machine Learning · Computer Science 2026-04-01 Nir Shlezinger , Santiago Segarra , Yi Zhang , Dvir Avrahami , Zohar Davidov , Tirza Routtenberg , Yonina C. Eldar

With the deepening of the digitization degree of financial business, financial fraud presents more complex and hidden characteristics, which poses a severe challenge to the risk prevention and control ability of financial institutions. At…

Computational Engineering, Finance, and Science · Computer Science 2024-05-08 Xinye Sha