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We propose a novel optimization framework to predict clinical severity from resting state fMRI (rs-fMRI) data. Our model consists of two coupled terms. The first term decomposes the correlation matrices into a sparse set of representative…

Neurons and Cognition · Quantitative Biology 2024-11-25 Niharika Shimona D'Souza , Mary Beth Nebel , Nicholas Wymbs , Stewart H. Mostofsky , Archana Venkataraman

Using an extended version of the credit risk model CreditRisk+, we develop a flexible framework with numerous applications amongst which we find stochastic mortality modelling, forecasting of death causes as well as profit and loss…

Risk Management · Quantitative Finance 2016-11-28 Jonas Hirz , Uwe Schmock , Pavel V. Shevchenko

This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to…

Risk Management · Quantitative Finance 2019-10-18 Gábor Petneházi , József Gáll

We develop a unified model in which AI adoption in financial markets generates systemic risk through three mutually reinforcing channels: performative prediction, algorithmic herding, and cognitive dependency. Within an extended rational…

Computational Finance · Quantitative Finance 2026-04-07 Shuchen Meng , Xupeng Chen

Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the…

Applications · Statistics 2021-07-09 Liangyuan Hu , Jiayi Ji , Fan Li

Recurrent neural networks (RNNs), such as long short-term memory networks (LSTMs), serve as a fundamental building block for many sequence learning tasks, including machine translation, language modeling, and question answering. In this…

Computation and Language · Computer Science 2017-08-09 Stephen Merity , Nitish Shirish Keskar , Richard Socher

LLMs have made impressive progress, but their growing capabilities also expose them to highly flexible jailbreaking attacks designed to bypass safety alignment. While many existing defenses focus on known types of attacks, it is more…

Cryptography and Security · Computer Science 2025-05-27 Haoyu Wang , Zeyu Qin , Yifei Zhao , Chao Du , Min Lin , Xueqian Wang , Tianyu Pang

Motion planning is the soul of robot decision making. Classical planning algorithms like graph search and reaction-based algorithms face challenges in cases of dense and dynamic obstacles. Deep learning algorithms generate suboptimal…

Robotics · Computer Science 2023-09-08 Chengmin Zhou , Xin Lu , Jiapeng Dai , Bingding Huang , Xiaoxu Liu , Pasi Fränti

Hierarchical structures exist in both linguistics and Natural Language Processing (NLP) tasks. How to design RNNs to learn hierarchical representations of natural languages remains a long-standing challenge. In this paper, we define two…

Computation and Language · Computer Science 2021-06-07 Zhaoxin Luo , Michael Zhu

Recurrent binary outcomes within individuals, such as hospital readmissions, often reflect latent risk processes that evolve over time. Conventional methods like generalized linear mixed models and generalized estimating equations estimate…

Methodology · Statistics 2026-02-24 Niloofar Ramezani , Lori P. Selby , Pascal Nitiema , Jeffrey R. Wilson

Artificial Neural Networks has struggled to devise a way to incorporate working memory into neural networks. While the ``long term'' memory can be seen as the learned weights, the working memory consists likely more of dynamical activity,…

Neural and Evolutionary Computing · Computer Science 2024-08-30 Matthew Evanusa , Cornelia Fermüller , Yiannis Aloimonos

Sample-level rankings are increasingly used in data-centric NLP for analysis, filtering, debugging, and curation, yet existing pipelines typically score training examples pointwise and rank them as if they were independent. This assumption…

Information Retrieval · Computer Science 2026-05-05 Xu Zheng , Feiyu Wu , Linhong Wu , Zhuocheng Wang , Hui Li

Although individual neurons and neural populations exhibit the phenomenon of representational drift, perceptual and behavioral outputs of many neural circuits can remain stable across time scales over which representational drift is…

Neuromorphic architectures, which incorporate parallel and in-memory processing, are crucial for accelerating artificial neural network (ANN) computations. This work presents a novel memristor-based multi-layer neural network (memristive…

Emerging Technologies · Computer Science 2025-07-29 Santlal Prajapat , Manobendra Nath Mondal , Susmita Sur-Kolay

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

Machine Learning · Computer Science 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

Large language models (LLMs) are increasingly used in social science simulations. While their performance on reasoning and optimization tasks has been extensively evaluated, less attention has been paid to their ability to simulate human…

Computational Engineering, Finance, and Science · Computer Science 2025-08-25 Yuanjun Feng , Vivek Choudhary , Yash Raj Shrestha

The advancement of artificial intelligence toward agentic science is currently bottlenecked by the challenge of ultra-long-horizon autonomy, the ability to sustain strategic coherence and iterative correction over experimental cycles…

Artificial Intelligence · Computer Science 2026-03-26 Xinyu Zhu , Yuzhu Cai , Zexi Liu , Bingyang Zheng , Cheng Wang , Rui Ye , Yuzhi Zhang , Linfeng Zhang , Weinan E , Siheng Chen , Yanfeng Wang

An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their investments or funding operations such as banks, pension funds…

Risk Management · Quantitative Finance 2020-08-19 E. Ramos-Pérez , P. J. Alonso-González , J. J. Núñez-Velázquez

Recurrent Neural Networks have achieved state-of-the-art results for many problems in NLP and two most popular RNN architectures are Tail Model and Pooling Model. In this paper, a hybrid architecture is proposed and we present the first…

Computation and Language · Computer Science 2016-10-11 Lei Shen , Junlin Zhang

The financial domain presents a complex environment for stock market prediction, characterized by volatile patterns and the influence of multifaceted data sources. Traditional models have leveraged either Convolutional Neural Networks (CNN)…

Statistical Finance · Quantitative Finance 2025-04-08 Arya Chakraborty , Auhona Basu