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In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

Retrieval-Augmented Generation (RAG) shows significant promise in knowledge-intensive tasks by improving domain specificity, enhancing temporal relevance, and reducing hallucinations. However, applying RAG to finance encounters critical…

Machine Learning · Computer Science 2025-11-03 Mohammad Zahangir Alam , Khandoker Ashik Uz Zaman , Mahdi H. Miraz

Optimizing risk measures such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) of a general loss distribution is usually difficult, because 1) the loss function might lack structural properties such as convexity or…

Optimization and Control · Mathematics 2016-08-03 Helin Zhu , Joshua Hale , Enlu Zhou

Applying reinforcement learning to autonomous driving has garnered widespread attention. However, classical reinforcement learning methods optimize policies by maximizing expected rewards but lack sufficient safety considerations, often…

Robotics · Computer Science 2025-03-28 Bo Leng , Ran Yu , Wei Han , Lu Xiong , Zhuoren Li , Hailong Huang

Financial institutions increasingly rely on distributed architectures, open banking APIs, cloud native infrastructures, and high frequency digital transactions. These transformations expand the attack surface and expose limitations in…

Cryptography and Security · Computer Science 2025-12-30 Paulo Fernandes Biao

Motivated by bridging the simulation to reality gap in the context of safety-critical systems, we consider learning adversarially robust stability certificates for unknown nonlinear dynamical systems. In line with approaches from robust…

Machine Learning · Computer Science 2021-12-21 Thomas T. C. K. Zhang , Stephen Tu , Nicholas M. Boffi , Jean-Jacques E. Slotine , Nikolai Matni

Risk-based authentication (RBA) aims to protect end-users against attacks involving stolen or otherwise guessed passwords without requiring a second authentication method all the time. Online services typically set limits on what is still…

Cryptography and Security · Computer Science 2023-08-30 Jan-Phillip Makowski , Daniela Pöhn

The use of machine learning algorithms to model user behavior and drive business decisions has become increasingly commonplace, specifically providing intelligent recommendations to automated decision making. This has led to an increase in…

Cryptography and Security · Computer Science 2021-06-30 Tabish Maniar , Alekhya Akkinepally , Anantha Sharma

Recent advances in Transformer-based large language models (LLMs) have led to significant performance improvements across many tasks. These gains come with a drastic increase in the models' size, potentially leading to slow and costly use…

Computation and Language · Computer Science 2022-10-26 Tal Schuster , Adam Fisch , Jai Gupta , Mostafa Dehghani , Dara Bahri , Vinh Q. Tran , Yi Tay , Donald Metzler

Resistive random-access memory (RRAM) is gaining popularity due to its ability to offer computing within the memory and its non-volatile nature. The unique properties of RRAM, such as binary switching, multi-state switching, and device…

Emerging Technologies · Computer Science 2024-07-08 Simranjeet Singh , Farhad Merchant , Sachin Patkar

Machine learning has automated much of financial fraud detection, notifying firms of, or even blocking, questionable transactions instantly. However, data imbalance starves traditionally trained models of the content necessary to detect…

Machine Learning · Computer Science 2019-09-06 Samuel Showalter , Zhixin Wu

Safety validation is a crucial component in the development and deployment of autonomous systems, such as self-driving vehicles and robotic systems. Ensuring safe operation necessitates extensive testing and verification of control…

Systems and Control · Electrical Eng. & Systems 2023-05-11 Ali Baheri , Mykel J. Kochenderfer

From formal and practical analysis, we identify new challenges that self-adaptive systems pose to the process of quality assurance. When tackling these, the effort spent on various tasks in the process of software engineering is naturally…

Software Engineering · Computer Science 2019-02-14 Thomas Gabor , Marie Kiermeier , Andreas Sedlmeier , Bernhard Kempter , Cornel Klein , Horst Sauer , Reiner Schmid , Jan Wieghardt

Credit risk modeling has permeated our everyday life. Most banks and financial companies use this technique to model their clients' trustworthiness. While machine learning is increasingly used in this field, the resulting large-scale…

Cryptography and Security · Computer Science 2020-10-07 Yuli Zheng , Zhenyu Wu , Ye Yuan , Tianlong Chen , Zhangyang Wang

In recent years, financial fraud detection systems have become very efficient at detecting fraud, which is a major threat faced by e-commerce platforms. Such systems often include machine learning-based algorithms aimed at detecting and…

Cryptography and Security · Computer Science 2023-12-05 Chen Doytshman , Satoru Momiyama , Inderjeet Singh , Yuval Elovici , Asaf Shabtai

As mobile computing becomes central to digital interaction, researchers have turned their attention to adaptive authentication for its real-time, context- and behavior-aware verification capabilities. However, many implementations remain…

Cryptography and Security · Computer Science 2025-07-30 Vyoma Harshitha Podapati , Divyansh Nigam , Sanchari Das

Prior work on trustworthy AI emphasizes model-internal properties such as bias mitigation, adversarial robustness, and interpretability. As AI systems evolve into autonomous agents deployed in open environments and increasingly connected to…

Artificial Intelligence · Computer Science 2026-05-06 Wenyue Hua , Tianyi Peng , Chi Wang , Jiaxin Pei , Ian Kaufman , Bryan Lim , Chandler Fang

Risk-based Authentication (RBA) is an adaptive security measure to strengthen password-based authentication. RBA monitors additional features during login, and when observed feature values differ significantly from previously seen ones,…

Cryptography and Security · Computer Science 2020-10-02 Stephan Wiefling , Markus Dürmuth , Luigi Lo Iacono

We study conditional risk minimization (CRM), i.e. the problem of learning a hypothesis of minimal risk for prediction at the next step of sequentially arriving dependent data. Despite it being a fundamental problem, successful learning in…

Machine Learning · Statistics 2018-11-06 Alexander Zimin , Christoph Lampert

Many research papers have recently focused on behavioral-based driver authentication systems in vehicles. Pushed by Artificial Intelligence (AI) advancements, these works propose powerful models to identify drivers through their unique…

Cryptography and Security · Computer Science 2024-06-11 Emad Efatinasab , Francesco Marchiori , Denis Donadel , Alessandro Brighente , Mauro Conti