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Training deep neural networks (DNNs) can be difficult due to the occurrence of vanishing/exploding gradients during weight optimization. To avoid this problem, we propose a class of DNNs stemming from the time discretization of Hamiltonian…

Machine Learning · Computer Science 2021-04-28 Clara L. Galimberti , Liang Xu , Giancarlo Ferrari Trecate

Deep Neural Networks (DNNs) are a revolutionary force in the ongoing information revolution, and yet their intrinsic properties remain a mystery. In particular, it is widely known that DNNs are highly sensitive to noise, whether adversarial…

Machine Learning · Computer Science 2020-05-01 Netanel Raviv , Siddharth Jain , Pulakesh Upadhyaya , Jehoshua Bruck , Anxiao Jiang

In recent years, deep learning has been connected with optimal control as a way to define a notion of a continuous underlying learning problem. In this view, neural networks can be interpreted as a discretization of a parametric Ordinary…

Optimization and Control · Mathematics 2020-07-07 Joubine Aghili , Olga Mula

Deep Neural Networks (DNNs) are increasingly deployed in highly energy-constrained environments such as autonomous drones and wearable devices while at the same time must operate in real-time. Therefore, reducing the energy consumption has…

Machine Learning · Computer Science 2019-06-04 Haichuan Yang , Yuhao Zhu , Ji Liu

The deployment of deep neural networks on resource-constrained devices necessitates effective model com- pression strategies that judiciously balance the reduction of model size with the preservation of performance. This study introduces a…

Machine Learning · Computer Science 2025-05-02 Mohammad Zbeeb , Mariam Salman , Mohammad Bazzi , Ammar Mohanna

Portfolio management issues have been extensively studied in the field of artificial intelligence in recent years, but existing deep learning-based quantitative trading methods have some areas where they could be improved. First of all, the…

Computational Finance · Quantitative Finance 2024-02-27 Qishuo Cheng , Le Yang , Jiajian Zheng , Miao Tian , Duan Xin

Modern software systems rely on Deep Neural Networks (DNN) when processing complex, unstructured inputs, such as images, videos, natural language texts or audio signals. Provided the intractably large size of such input spaces, the…

Software Engineering · Computer Science 2021-02-03 Michael Weiss , Paolo Tonella

Optical machine learning offers advantages in terms of power efficiency, scalability and computation speed. Recently, an optical machine learning method based on Diffractive Deep Neural Networks (D2NNs) has been introduced to execute a…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Deniz Mengu , Yi Luo , Yair Rivenson , Aydogan Ozcan

Our proposed deeply-supervised nets (DSN) method simultaneously minimizes classification error while making the learning process of hidden layers direct and transparent. We make an attempt to boost the classification performance by studying…

Machine Learning · Statistics 2017-04-26 Chen-Yu Lee , Saining Xie , Patrick Gallagher , Zhengyou Zhang , Zhuowen Tu

Deep Neural Network (DNN) frameworks use distributed training to enable faster time to convergence and alleviate memory capacity limitations when training large models and/or using high dimension inputs. With the steady increase in datasets…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-20 Albert Njoroge Kahira , Truong Thao Nguyen , Leonardo Bautista Gomez , Ryousei Takano , Rosa M Badia , Mohamed Wahib

Currently, Machine Learning (ML) is becoming ubiquitous in everyday life. Deep Learning (DL) is already present in many applications ranging from computer vision for medicine to autonomous driving of modern cars as well as other sectors in…

Hardware Architecture · Computer Science 2020-12-22 Maurizio Capra , Beatrice Bussolino , Alberto Marchisio , Guido Masera , Maurizio Martina , Muhammad Shafique

Recent advances in deep learning have spurred the development of end-to-end frameworks for portfolio optimization that utilize implicit layers. However, many such implementations are highly sensitive to neural network initialization,…

Portfolio Management · Quantitative Finance 2025-04-29 Manuel Parra-Diaz , Carlos Castro-Iragorri

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Deep Learning (DL) is considered the state-of-the-art in computer vision, speech recognition and natural language processing. Until recently, it was also widely accepted that DL is irrelevant for learning tasks on tabular data, especially…

Machine Learning · Computer Science 2021-06-30 Karim Lounici , Katia Meziani , Benjamin Riu

Deep neural network (DNN) based approaches hold significant potential for reinforcement learning (RL) and have already shown remarkable gains over state-of-art methods in a number of applications. The effectiveness of DNN methods can be…

Machine Learning · Statistics 2017-06-01 Henghui Zhu , Feng Nan , Ioannis Paschalidis , Venkatesh Saligrama

With the rapid development of Deep Learning, more and more applications on the cloud and edge tend to utilize large DNN (Deep Neural Network) models for improved task execution efficiency as well as decision-making quality. Due to memory…

Machine Learning · Computer Science 2024-07-02 Jingran Shen , Nikos Tziritas , Georgios Theodoropoulos

On account of its many successes in inference tasks and denoising applications, Dictionary Learning (DL) and its related sparse optimization problems have garnered a lot of research interest. While most solutions have focused on single…

Machine Learning · Computer Science 2020-10-22 Wen Tang , Emilie Chouzenoux , Jean-Christophe Pesquet , Hamid Krim

The increase in network attacks has necessitated the development of robust and efficient intrusion detection systems (IDS) capable of identifying malicious activities in real-time. In the last five years, deep learning algorithms have…

Cryptography and Security · Computer Science 2024-02-28 Richard Kimanzi , Peter Kimanga , Dedan Cherori , Patrick K. Gikunda

This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by showing the difference between using delta hedging and…

Computational Finance · Quantitative Finance 2021-03-31 Jay Cao , Jacky Chen , John Hull , Zissis Poulos
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