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Various neural network architectures are used in many of the state-of-the-art approaches for real-time nonlinear state estimation in dynamical systems. With the ever-increasing incorporation of these data-driven models into the estimation…
Approaches to machine intelligence based on brain models have stressed the use of neural networks for generalization. Here we propose the use of a hybrid neural network architecture that uses two kind of neural networks simultaneously: (i)…
This paper considers the pricing of equity-linked life insurance contracts with death and survival benefits in a general model with multiple stochastic risk factors: interest rate, equity, volatility, unsystematic and systematic mortality.…
Penalized linear regression is of fundamental importance in high-dimensional statistics and has been routinely used to regress a response on a high-dimensional set of predictors. In many scientific applications, there exists external…
Artificial neural networks have advanced due to scaling dimensions, but conventional computing faces inefficiency due to the von Neumann bottleneck. In-memory computation architectures, like memristors, offer promise but face challenges due…
State estimation of nonlinear dynamical systems has long aimed to balance accuracy, computational efficiency, robustness, and reliability. The rapid evolution of various industries has amplified the demand for estimation frameworks that…
In the context of time-series forecasting, we propose a LSTM-based recurrent neural network architecture and loss function that enhance the stability of the predictions. In particular, the loss function penalizes the model, not only on the…
Neural NLP models are often miscalibrated and overconfident, assigning high confidence to incorrect predictions and failing to express uncertainty during internal evidence aggregation. This undermines selective prediction and high-stakes…
This paper introduces a neural network approach for fitting the Lee-Carter and the Poisson Lee-Carter model on multiple populations. We develop some neural networks that replicate the structure of the individual LC models and allow their…
Chest X-ray classification suffers from severe class imbalance where gradient updates bias toward majority classes, causing feature drift and poor performance on rare but critical pathologies. We propose a Momentum-Anchored Multi-Scale…
Remaining useful life prediction plays a crucial role in the health management of industrial systems. Given the increasing complexity of systems, data-driven predictive models have attracted significant research interest. Upon reviewing the…
In this work we propose lifted regression/reconstruction networks (LRRNs), which combine lifted neural networks with a guaranteed Lipschitz continuity property for the output layer. Lifted neural networks explicitly optimize an energy model…
While Hybrid Supervised Fine-Tuning (SFT) followed by Reinforcement Learning (RL) has become the standard paradigm for training LLM agents, effective mechanisms for data allocation between these stages remain largely underexplored. Current…
Anticipating the future actions of a human is a widely studied problem in robotics that requires spatio-temporal reasoning. In this work we propose a deep learning approach for anticipation in sensory-rich robotics applications. We…
Learning a transition model via Maximum Likelihood Estimation (MLE) followed by planning inside the learned model is perhaps the most standard and simplest Model-based Reinforcement Learning (RL) framework. In this work, we show that such a…
Numerical simulation of time-dependent partial differential equations (PDEs) is central to scientific and engineering applications, but high-fidelity solvers are often prohibitively expensive for long-horizon or time-critical settings.…
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 paper, we discuss a handover management scheme for Next Generation Self-Organized Networks. We propose to extract experience from full protocol stack data, to make smart handover decisions in a multi-cell scenario, where users move…
Over the last two decades, the Latent Position Model (LPM) has become a prominent tool to obtain model-based visualizations of networks. However, the geometric structure of the LPM is inherently symmetric, in the sense that outgoing and…
Large Language Models (LLMs) possess a theoretical capability to model information density far beyond the limits of classical statistical methods (e.g., Lempel-Ziv). However, utilizing this capability for lossless compression involves…