Related papers: Financial Bond Similarity Search Using Representat…
Graph-level representations are crucial tools for characterising structural differences between graphs. However, comparing graphs with different cardinalities, even when sampled from the same underlying distribution, remains challenging.…
Covered bonds are a specific example of senior secured debt. If the issuer of the bonds defaults the proceeds of the assets in the cover pool are used for their debt service. If in this situation the cover pool proceeds do not suffice for…
In low-resource settings, model transfer can help to overcome a lack of labeled data for many tasks and domains. However, predicting useful transfer sources is a challenging problem, as even the most similar sources might lead to unexpected…
Deep neural networks are behind many of the recent successes in machine learning applications. However, these models can produce overconfident decisions while encountering out-of-distribution (OOD) examples or making a wrong prediction.…
Node similarity scores are a foundation for machine learning in graphs for clustering, node classification, anomaly detection, and link prediction with applications in biological systems, information networks, and recommender systems.…
Representation learning on graphs, also called graph embedding, has demonstrated its significant impact on a series of machine learning applications such as classification, prediction and recommendation. However, existing work has largely…
Numeric tabular datasets are the dominant data format in scientific practice, yet large language models lack native mechanisms for representing numeric datasets in a meaningful way across heterogeneous feature spaces. Existing approaches…
Interpretable rationales for model predictions play a critical role in practical applications. In this study, we develop models possessing interpretable inference process for structured prediction. Specifically, we present a method of…
Financial transactions can be considered edges in a heterogeneous graph between entities sending money and entities receiving money. For financial institutions, such a graph is likely large (with millions or billions of edges) while also…
Representation learning plays a central role in structuring internal embeddings to capture the statistical properties of language, influencing the coherence and contextual consistency of generated text. Statistical Coherence Alignment is…
Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…
As AI systems develop in complexity it is becoming increasingly hard to ensure non-discrimination on the basis of protected attributes such as gender, age, and race. Many recent methods have been developed for dealing with this issue as…
Multi-task learning has shown to significantly enhance the performance of multiple related learning tasks in a variety of situations. We present the fused logistic regression, a sparse multi-task learning approach for binary classification.…
Structural equation modeling (SEM) is a statistical method widely used in educational research to investigate relationships between variables. SEM models are typically constructed based on theoretical foundations and assessed through fit…
We consider the problem of embedding character-entity relationships from the reduced semantic space of narratives, proposing and evaluating the assumption that these relationships hold under a reflection operation. We analyze this…
Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations, changing data distributions, and a low…
Identity is one of the most commonly studied constructs in social science. However, despite extensive theoretical work on identity, there remains a need for additional empirical data to validate and refine existing theories. This paper…
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…
The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…
The hypothesis that committed revolving credit lines with fixed spreads can provide firms with interest rate insurance is a standard feature of models on these credit facilities' interest rate structure. Nevertheless, this hypothesis has…