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The increasing use of deep learning across various domains highlights the importance of understanding the decision-making processes of these black-box models. Recent research focusing on the decision boundaries of deep classifiers, relies…

Machine Learning · Computer Science 2024-08-13 Inês Gomes , Luís F. Teixeira , Jan N. van Rijn , Carlos Soares , André Restivo , Luís Cunha , Moisés Santos

First-principles atomistic simulations are essential for understanding complex material phenomena but are fundamentally limited by their computational cost. While Machine Learning Interatomic Potentials (MLIPs) have drastically improved…

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…

Portfolio Management · Quantitative Finance 2011-10-18 Evan Hurwitz , Tshilidzi Marwala

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply…

Trading and Market Microstructure · Quantitative Finance 2017-11-27 Mikhail Goykhman , Ali Teimouri

This review paper examines state-of-the-art algorithms and techniques in quantum machine learning with potential applications in finance. We discuss QML techniques in supervised learning tasks, such as Quantum Variational Classifiers,…

Stress can increase the possibility of cognitive impairment and decrease the quality of life in older adults. Smart healthcare can deploy quantum machine learning to enable preventive and diagnostic support. This work introduces a unique…

Quantum Physics · Physics 2025-01-10 Md Saif Hassan Onim , Travis S. Humble , Himanshu Thapliyal

This paper investigates how similarity in the informational representation of market states among Artificial Intelligence (AI) trading agents can generate systemic instability in financial markets. We construct a structural multi-agent…

Trading and Market Microstructure · Quantitative Finance 2026-04-28 Yimeng Qiu , Qiwei Han

The use of machine learning systems in clinical routine is still hampered by the necessity of a medical device certification and/or by difficulty to implement these systems in a clinic's quality management system. In this context, the key…

Medical Physics · Physics 2022-10-18 Lorenzo Mercolli , Axel Rominger , Kuangyu Shi

Estimating the health state of turbofan engines is a challenging ill-posed inverse problem, hindered by sparse sensing and complex nonlinear thermodynamics. Research in this area remains fragmented, with comparisons limited by the use of…

Machine Learning · Computer Science 2026-04-10 Milad Leyli-Abadi , Lucas Thil , Sebastien Razakarivony , Guillaume Doquet , Jesse Read

In this work we build a stack of machine learning models aimed at composing a state-of-the-art credit rating and default prediction system, obtaining excellent out-of-sample performances. Our approach is an excursion through the most recent…

Statistical Finance · Quantitative Finance 2020-08-05 A. R. Provenzano , D. Trifirò , A. Datteo , L. Giada , N. Jean , A. Riciputi , G. Le Pera , M. Spadaccino , L. Massaron , C. Nordio

We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

In the practical business of asset management by investment trusts and the like, the general practice is to manage over the medium to long term owing to the burden of operations and increase in transaction costs with the increase in…

Computational Finance · Quantitative Finance 2023-01-31 Kazuki Amagai , Tomoya Suzuki

This work introduces a new framework for modeling financial markets through an interpretable probabilistic state machine. By clustering historical returns based on momentum and risk features across multiple time horizons, we identify…

Computational Engineering, Finance, and Science · Computer Science 2025-10-02 Christian Oliva , Silviu Gabriel Tinjala

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Accurate stock market prediction provides great opportunities for informed decision-making, yet existing methods struggle with financial data's non-linear, high-dimensional, and volatile characteristics. Advanced predictive models are…

Statistical Finance · Quantitative Finance 2025-01-20 Yuxi Hong

Hemodynamic parameters such as pressure and wall shear stress play an important role in diagnosis, prognosis, and treatment planning in cardiovascular diseases. These parameters can be accurately computed using computational fluid dynamics…

Computer Vision and Pattern Recognition · Computer Science 2025-08-28 Patryk Rygiel , Julian Suk , Kak Khee Yeung , Christoph Brune , Jelmer M. Wolterink

Traditional stochastic control methods in finance struggle in real world markets due to their reliance on simplifying assumptions and stylized frameworks. Such methods typically perform well in specific, well defined environments but yield…

Computational Finance · Quantitative Finance 2025-10-21 Yang Li , Zhi Chen

Stress is known as one of the major factors threatening human health. A large number of studies have been performed in order to either assess or relieve stress by analyzing the brain and heart-related signals. In this study, signals…

Signal Processing · Electrical Eng. & Systems 2020-02-18 Mahya Mirbagheri , Ata Jodeiri , Naser Hakimi , Vahid Zakeri , Seyed Kamaledin Setarehdan

This work proposes an augmented variant of DebtRank with uncertainty intervals as a method to investigate and assess systemic risk in financial networks, in a context of incomplete data. The algorithm is tested against a default contagion…

Risk Management · Quantitative Finance 2014-12-05 Stefano Gurciullo

Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…

Machine Learning · Computer Science 2026-04-29 Matthew Marsh , Benoît Chachuat , Antonio del Rio Chanona
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