Related papers: Fast Learning in Quantitative Finance with Extreme…
Although extreme learning machine (ELM) has been successfully applied to a number of pattern recognition problems, it fails to pro-vide sufficient good results in hyperspectral image (HSI) classification due to two main drawbacks. The first…
The task of lane detection involves identifying the boundaries of driving areas in real-time. Recognizing lanes with variable and complex geometric structures remains a challenge. In this paper, we explore a novel and flexible way of…
The inverse Stefan problem, as a typical phase-change problem with moving boundaries, finds extensive applications in science and engineering. Recent years have seen the applications of physics-informed neural networks (PINNs) to solving…
We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…
One of the major advantages in using Deep Learning for Finance is to embed a large collection of information into investment decisions. A way to do that is by means of compression, that lead us to consider a smaller feature space. Several…
Quantum Extreme Learning Machine (QELM) is an emerging hybrid quantum machine learning framework that leverages quantum system dynamics to enhance classical models. However, QELM can suffer from the exponential concentration problem, where…
Mixture of experts method is a neural network based ensemble learning that has great ability to improve the overall classification accuracy. This method is based on the divide and conquer principle, in which the problem space is divided…
This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…
Large Language Models (LLMs) have driven significant progress, yet their growing parameter counts and context windows incur prohibitive compute, energy, and monetary costs. We introduce EfficientLLM, a novel benchmark and the first…
For any financial organization, computing accurate quarterly forecasts for various products is one of the most critical operations. As the granularity at which forecasts are needed increases, traditional statistical time series models may…
In the rapidly advancing field of deep learning, optimising deep neural networks is paramount. This paper introduces a novel method, Enhanced Velocity Estimation (EVE), which innovatively applies different learning rates to distinct…
Ensemble approaches introduced in the Extreme Learning Machine (ELM) literature mainly come from methods that relies on data sampling procedures, under the assumption that the training data are heterogeneously enough to set up diverse base…
This paper presents a general framework for exploiting the representational capacity of neural networks to approximate complex, nonlinear reward functions in the context of solving the inverse reinforcement learning (IRL) problem. We show…
The success of modern deep learning is attributed to two key elements: huge amounts of training data and large model sizes. Where a vast amount of data allows the model to learn more features, the large model architecture boosts the…
Quantum Machine Learning (QML) offers a new paradigm for addressing complex financial problems intractable for classical methods. This work specifically tackles the challenge of few-shot credit risk assessment, a critical issue in inclusive…
This paper presents an online learning with regularized kernel based one-class extreme learning machine (ELM) classifier and is referred as online RK-OC-ELM. The baseline kernel hyperplane model considers whole data in a single chunk with…
The potential of neural networks (NN) in engineering is rooted in their capacity to understand intricate patterns and complex systems, leveraging their universal nonlinear approximation capabilities and high expressivity. Meanwhile,…
Evidential Deep Learning (EDL) is an emerging method for uncertainty estimation that provides reliable predictive uncertainty in a single forward pass, attracting significant attention. Grounded in subjective logic, EDL derives Dirichlet…
Large Language Models (LLMs) herald a transformative era in artificial intelligence (AI). However, the expansive scale of data and parameters of LLMs requires high-demand computational and memory resources, restricting their accessibility…
Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…