Related papers: Visualizing Machine Learning Models for Enhanced F…
The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…
Model visualization (ModelVis) has emerged as a major research direction, yet existing taxonomies are largely organized by data or tasks, making it difficult to treat models as first-class analysis objects. We present a model-centric…
Understanding and improving business processes have become important success factors for organizations. Process mining has proven very successful with a variety of methods and techniques, including discovering process models based on event…
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem…
We consider the problem of forecasting debt recovery from large portfolios of non-performing unsecured consumer loans under management. The state of the art in industry is to use stochastic processes to approximately model payment behaviour…
Recent advances at the intersection of reinforcement learning (RL) and visual intelligence have enabled agents that not only perceive complex visual scenes but also reason, generate, and act within them. This survey offers a critical and…
As machine learning (ML) systems become increasingly widespread, it is necessary to audit these systems for biases prior to their deployment. Recent research has developed algorithms for effectively identifying intersectional bias in the…
With the ongoing emergence of smart and distributed grids, it becomes increasingly important to understand as well as improve legacy infrastructure while operating a much more interconnected and fragile architecture. To support this…
A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…
After completing the design and training phases, deploying a deep learning model onto specific hardware is essential before practical implementation. Targeted optimizations are necessary to enhance the model's performance by reducing…
How do classification models "see" our data? Based on their success in delineating behaviors, there must be some lens through which it is easy to see the boundary between classes; however, our current set of visualization techniques makes…
Currently statistical and artificial neural network methods dominate in financial data mining. Alternative relational (symbolic) data mining methods have shown their effectiveness in robotics, drug design and other applications.…
Stacking (or stacked generalization) is an ensemble learning method with one main distinctiveness from the rest: even though several base models are trained on the original data set, their predictions are further used as input data for one…
In recent years, machine learning has demonstrated impressive results in various fields, including software vulnerability detection. Nonetheless, using machine learning to identify software vulnerabilities presents new challenges,…
Conformance checking is a major function of process mining, which allows organizations to identify and alleviate potential deviations from the intended process behavior. To fully leverage its benefits, it is important that conformance…
The growing use of automated decision-making in critical applications, such as crime prediction and college admission, has raised questions about fairness in machine learning. How can we decide whether different treatments are reasonable or…
We present a unified framework for computing CVA sensitivities, hedging the CVA, and assessing CVA risk, using probabilistic machine learning meant as refined regression tools on simulated data, validatable by low-cost companion Monte Carlo…
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…
Emerging techniques in computer science make it possible to "brain scan" large language models (LLMs), identify the plain-English concepts that guide their reasoning, and steer them while holding other factors constant. We show that this…
Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…