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Recent research has highlighted the vulnerability of Deep Neural Networks (DNNs) against data poisoning attacks. These attacks aim to inject poisoning samples into the models' training dataset such that the trained models have inference…

Cryptography and Security · Computer Science 2025-06-03 Pengfei He , Han Xu , Jie Ren , Yingqian Cui , Hui Liu , Charu C. Aggarwal , Jiliang Tang

Modern large-scale recommendation systems rely heavily on user interaction history sequences to enhance the model performance. The advent of large language models and sequential modeling techniques, particularly transformer-like…

Information Retrieval · Computer Science 2026-03-27 Zhimin Chen , Chenyu Zhao , Ka Chun Mo , Yunjiang Jiang , Jane H. Lee , Khushhall Chandra Mahajan , Ning Jiang , Kai Ren , Jinhui Li , Wen-Yun Yang

Optimism about the poorly understood states and actions is the main driving force of exploration for many provably-efficient reinforcement learning algorithms. We propose optimism in the face of sensible value functions (OFVF)- a novel…

Machine Learning · Computer Science 2019-04-19 Reazul H. Russel , Tianyi Gu , Marek Petrik

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional…

Portfolio Management · Quantitative Finance 2025-02-24 Gang Huang , Xiaohua Zhou , Qingyang Song

Federated recommendation (FedRec) preserves user privacy by enabling decentralized training of personalized models, but this architecture is inherently vulnerable to adversarial attacks. Significant research has been conducted on targeted…

Cryptography and Security · Computer Science 2024-12-31 Qitao Qin , Yucong Luo , Mingyue Cheng , Qingyang Mao , Chenyi Lei

Semi-supervised learning (SSL) has witnessed great progress with various improvements in the self-training framework with pseudo labeling. The main challenge is how to distinguish high-quality pseudo labels against the confirmation bias.…

Machine Learning · Computer Science 2024-02-21 Siyuan Li , Weiyang Jin , Zedong Wang , Fang Wu , Zicheng Liu , Cheng Tan , Stan Z. Li

Asynchronous trading in high-frequency financial markets introduces significant biases into econometric analysis, distorting risk estimates and leading to suboptimal portfolio decisions. Existing synchronization methods, such as the…

Econometrics · Economics 2025-07-17 Xinbing Kong , Cheng Liu , Bin Wu

Recent works for time-series forecasting more and more leverage the high predictive power of Deep Learning models. With this increase in model complexity, however, comes a lack in understanding of the underlying model decision process,…

Machine Learning · Computer Science 2025-01-17 Matthias Jakobs , Thomas Liebig

Advanced computing and data acquisition technologies have made possible the collection of high-dimensional data streams in many fields. Efficient online monitoring tools which can correctly identify any abnormal data stream for such data…

Methodology · Statistics 2017-12-15 Jun Li

The rapid expansion of large-scale electronic health record (EHR) data offers unique opportunities to improve the accuracy and efficiency of clinical risk estimation. Yet, because clinical events may occur outside the recording health…

Methodology · Statistics 2026-05-11 Jie Zhou , Enhao Wang , Xuan Wang

The complexity of financial data, characterized by its variability and low signal-to-noise ratio, necessitates advanced methods in quantitative investment that prioritize both performance and interpretability.Transitioning from early manual…

Computational Finance · Quantitative Finance 2024-12-13 Hao Shi , Weili Song , Xinting Zhang , Jiahe Shi , Cuicui Luo , Xiang Ao , Hamid Arian , Luis Seco

We present an online approach to portfolio selection. The motivation is within the context of algorithmic trading, which demands fast and recursive updates of portfolio allocations, as new data arrives. In particular, we look at two online…

Portfolio Management · Quantitative Finance 2010-05-20 Theodoros Tsagaris , Ajay Jasra , Niall Adams

This study proposes a safe and sample-efficient reinforcement learning (RL) framework to address two major challenges in developing applicable RL algorithms: satisfying safety constraints and efficiently learning with limited samples. To…

Machine Learning · Computer Science 2023-03-28 Hongyi Chen , Changliu Liu

The Artificial Fish Swarm Algorithm (AFSA) is inspired by the ecological behaviors of fish schooling in nature, viz., the preying, swarming and following behaviors. Owing to a number of salient properties, which include flexibility, fast…

Neural and Evolutionary Computing · Computer Science 2022-06-22 Farhad Pourpanah , Ran Wang , Chee Peng Lim , Xi-Zhao Wang , Danial Yazdani

We present the Neural Simplex Architecture (NSA), a new approach to runtime assurance that provides safety guarantees for neural controllers (obtained e.g. using reinforcement learning) of autonomous and other complex systems without unduly…

Artificial Intelligence · Computer Science 2020-03-26 Dung T. Phan , Radu Grosu , Nils Jansen , Nicola Paoletti , Scott A. Smolka , Scott D. Stoller

Network log data analysis plays a critical role in detecting security threats and operational anomalies. Traditional log analysis methods for anomaly detection and root cause analysis rely heavily on expert knowledge or fully supervised…

Networking and Internet Architecture · Computer Science 2025-09-09 Xuanhao Luo , Shivesh Madan Nath Jha , Akruti Sinha , Zhizhen Li , Yuchen Liu

Federated learning has been identified as an efficient decentralized training paradigm for scaling the machine learning model training on a large number of devices while guaranteeing the data privacy of the trainers. FedAvg has become a…

Machine Learning · Computer Science 2024-04-23 Haotian Xu , Zhaorui Zhang , Sheng Di , Benben Liu , Khalid Ayed Alharthi , Jiannong Cao

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

It is a challenging task to predict financial markets. The complexity of this task is mainly due to the interaction between financial markets and market participants, who are not able to keep rational all the time, and often affected by…

Statistical Finance · Quantitative Finance 2022-02-09 Jia Wang , Hongwei Zhu , Jiancheng Shen , Yu Cao , Benyuan Liu