Related papers: Machine Learning and Deep Learning in Computationa…
Deep learning adoption in the financial services industry has been limited due to a lack of model interpretability. However, several techniques have been proposed to explain predictions made by a neural network. We provide an initial…
In this article, we discuss some of the recent developments in applying machine learning (ML) techniques to nonlinear dynamical systems. In particular, we demonstrate how to build a suitable ML framework for addressing two specific…
The remarkable achievements of Artificial Intelligence (AI) algorithms, particularly in Machine Learning (ML) and Deep Learning (DL), have fueled their extensive deployment across multiple sectors, including Software Engineering (SE).…
Financial institutions are required by regulation to report suspicious financial transactions related to money laundering. Therefore, they need to constantly monitor vast amounts of incoming and outgoing transactions. A particular challenge…
Deep learning models are favored in many research and industry areas and have reached the accuracy of approximating or even surpassing human level. However they've long been considered by researchers as black-box models for their…
This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…
Recent efforts in Machine Learning (ML) interpretability have focused on creating methods for explaining black-box ML models. However, these methods rely on the assumption that simple approximations, such as linear models or decision-trees,…
Social financial technology focuses on trust, sustainability, and social responsibility, which require advanced technologies to address complex financial tasks in the digital era. With the rapid growth in online transactions, automating…
In the era of deep learning (DL), convolutional neural networks (CNNs), and large language models (LLMs), machine learning (ML) models are becoming increasingly complex, demanding significant computational resources for both inference and…
Deep Learning (DL) , a variant of the neural network algorithms originally proposed in the 1980s, has made surprising progress in Artificial Intelligence (AI), ranging from language translation, protein folding, autonomous cars, and more…
We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by…
In the last years machine learning (ML) has moved from a academic endeavor to a pervasive technology adopted in almost every aspect of computing. ML-powered products are now embedded in our digital lives: from recommendations of what to…
Digital Signal Processing (DSP) and Digital Image Processing (DIP) with Machine Learning (ML) and Deep Learning (DL) are popular research areas in Computer Vision and related fields. We highlight transformative applications in image…
We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…
In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…
Deep learning has revolutionized biomedical research by providing sophisticated methods to handle complex, high-dimensional data. Multimodal deep learning (MDL) further enhances this capability by integrating diverse data types such as…
Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…
In recent years, the question of the reliability of Machine Learning (ML) methods has acquired significant importance, and the analysis of the associated uncertainties has motivated a growing amount of research. However, most of these…
Algorithmic trading relies on extracting meaningful signals from diverse financial data sources, including candlestick charts, order statistics on put and canceled orders, traded volume data, limit order books, and news flow. While deep…
Recent years have witnessed a surge in deep learning research, marked by the introduction of expansive generative models like OpenAI's SORA and GPT, Meta AI's LLAMA series, and Google's FLAN, BART, and Gemini models. However, the rapid…