Related papers: Visualizing Machine Learning Models for Enhanced F…
The widespread use of machine learning in credit scoring has brought significant advancements in risk assessment and decision-making. However, it has also raised concerns about potential biases, discrimination, and lack of transparency in…
Banks are important for the development of economies in any financial ecosystem through consumer and business loans. Lending, however, presents risks; thus, banks have to determine the applicant's financial position to reduce the…
Making a good graphic that accurately and efficiently conveys the desired message to the audience is both an art and a science, typically not taught in the data science curriculum. Visualisation makeovers are exercises where the community…
Propose a deep learning driven multi factor investment model optimization method for risk control. By constructing a deep learning model based on Long Short Term Memory (LSTM) and combining it with a multi factor investment model, we…
The discrepancy between realized volatility and the market's view of volatility has been known to predict individual equity options at the monthly horizon. It is not clear how this predictability depends on a forecast's ability to predict…
Sampling complex free energy surfaces is one of the main challenges of modern atomistic simulation methods. The presence of kinetic bottlenecks in such surfaces often renders a direct approach useless. A popular strategy is to identify a…
In e-commerce, content quality of the product catalog plays a key role in delivering a satisfactory experience to the customers. In particular, visual content such as product images influences customers' engagement and purchase decisions.…
We examine whether and how granular, real-time predictive models should be integrated into central banks' macroprudential toolkit. First, we develop a tractable framework that formalizes the tradeoff regulators face when choosing between…
We examine machine learning and factor-based portfolio optimization. We find that factors based on autoencoder neural networks exhibit a weaker relationship with commonly used characteristic-sorted portfolios than popular dimensionality…
This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in…
Recent advances in visual-language machine learning models have demonstrated exceptional ability to use natural language and understand visual scenes by training on large, unstructured datasets. However, this training paradigm cannot…
In the context of optimization, visualization techniques can be useful for understanding the behaviour of optimization algorithms and can even provide a means to facilitate human interaction with an optimizer. Towards this goal, an…
Literature highlighted that financial time series data pose significant challenges for accurate stock price prediction, because these data are characterized by noise and susceptibility to news; traditional statistical methodologies made…
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…
Malware, a persistent cybersecurity threat, increasingly targets interconnected digital systems such as desktop, mobile, and IoT platforms through sophisticated attack vectors. By exploiting these vulnerabilities, attackers compromise the…
Machine learning is a field of computer science that builds algorithms that learn. In many cases, machine learning algorithms are used to recreate a human ability like adding a caption to a photo, driving a car, or playing a game. While the…
Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…
This paper presents a novel machine learning approach to GDP prediction that incorporates volatility as a model weight. The proposed method is specifically designed to identify and select the most relevant macroeconomic variables for…
The field of visual representation learning has seen explosive growth in the past years, but its benefits in robotics have been surprisingly limited so far. Prior work uses generic visual representations as a basis to learn (task-specific)…
Reinforcement Learning (RL) is a rapidly growing area of machine learning that finds its application in a broad range of domains, from finance and healthcare to robotics and gaming. Compared to other machine learning techniques, RL agents…