Related papers: KAN based Autoencoders for Factor Models

The emergence of Kolmogorov-Arnold Networks (KANs) has sparked significant interest and debate within the scientific community. This paper explores the application of KANs in the domain of computer vision (CV). We examine the convolutional…

Kolmogorov-Arnold Network (KAN) is a network structure recently proposed by Liu et al. (2024) that offers improved interpretability and a more parsimonious design in many science-oriented tasks compared to multi-layer perceptrons. This work…

The development of Kolmogorov-Arnold networks (KANs) marks a significant shift from traditional multi-layer perceptrons in deep learning. Initially, KANs employed B-spline curves as their primary basis function, but their inherent…

Kolmogorov-Arnold Networks (KANs) offer a promising path toward interpretable machine learning: their learnable activations can be studied individually, while collectively fitting complex data accurately. In practice, however, trained…

This paper introduces a consistent estimator and rate of convergence for the precision matrix of asset returns in large portfolios using a non-linear factor model within the deep learning framework. Our estimator remains valid even in low…

We propose a new non-linear single-factor asset pricing model $r_{it}=h(f_{t}\lambda_{i})+\epsilon_{it}$. Despite its parsimony, this model represents exactly any non-linear model with an arbitrary number of factors and loadings -- a…

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…

Accurate prediction of flow delay is essential for optimizing and managing modern communication networks. We investigate three levels of modeling for this task. First, we implement a heterogeneous GNN with attention-based message passing,…

Powerful generative models, particularly in Natural Language Modelling, are commonly trained by maximizing a variational lower bound on the data log likelihood. These models often suffer from poor use of their latent variable, with ad-hoc…

Non-Terrestrial Networks (NTNs) are becoming a critical component of modern communication infrastructures, especially with the advent of Low Earth Orbit (LEO) satellite systems. Traditional centralized learning approaches face major…

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

In this paper, we investigate the usage of autoencoders in modeling textual data. Traditional autoencoders suffer from at least two aspects: scalability with the high dimensionality of vocabulary size and dealing with task-irrelevant words.…

While most modern machine learning methods offer speed and accuracy, few promise interpretability or explainability -- two key features necessary for highly sensitive industries, like medicine, finance, and engineering. Using eight datasets…

Top-N recommendation is a challenging problem because complex and sparse user-item interactions should be adequately addressed to achieve high-quality recommendation results. The local latent factor approach has been successfully used with…

We present a framework for learning disentangled and interpretable jointly continuous and discrete representations in an unsupervised manner. By augmenting the continuous latent distribution of variational autoencoders with a relaxed…

Kolmogorov-Arnold Networks (KANs) have emerged as a promising alternative to traditional Multi-Layer Perceptrons (MLPs), offering enhanced interpretability and a solid mathematical foundation. However, their parameter efficiency remains a…

In this study, we introduce a novel asset pricing model leveraging the Large Language Model (LLM) agents, which integrates qualitative discretionary investment evaluations from LLM agents with quantitative financial economic factors…

In this study, we present a sophisticated hybrid machine-learning framework that significantly improves the accuracy of predicting hydrogen storage capacities in metal hydrides. This is a critical challenge due to the scarcity of…

Symbolic discovery of governing equations is a long-standing goal in scientific machine learning, yet a fundamental trade-off persists between interpretability and scalable learning. Classical symbolic regression methods yield explicit…

Kolmogorov-Arnold Networks (KANs) have recently emerged as a compelling alternative to multilayer perceptrons, offering enhanced interpretability via functional decomposition. However, existing KAN architectures, including spline-,…