English
Related papers

Related papers: Volatility Surface Reconstruction using Deep Learn…

200 papers

Learning-based 3D reconstruction using implicit neural representations has shown promising progress not only at the object level but also in more complicated scenes. In this paper, we propose Dynamic Plane Convolutional Occupancy Networks,…

Computer Vision and Pattern Recognition · Computer Science 2020-11-12 Stefan Lionar , Daniil Emtsev , Dusan Svilarkovic , Songyou Peng

Recently, implicit neural representations have gained popularity for learning-based 3D reconstruction. While demonstrating promising results, most implicit approaches are limited to comparably simple geometry of single objects and do not…

Computer Vision and Pattern Recognition · Computer Science 2020-08-04 Songyou Peng , Michael Niemeyer , Lars Mescheder , Marc Pollefeys , Andreas Geiger

Predicting volatility is important for asset predicting, option pricing and hedging strategies because it cannot be directly observed in the financial market. The Black-Scholes option pricing model is one of the most widely used models by…

Computational Finance · Quantitative Finance 2023-12-01 Soohan Kim , Seok-Bae Yun , Hyeong-Ohk Bae , Muhyun Lee , Youngjoon Hong

Sparse neural networks are often hypothesized to be more interpretable than dense models, motivated by findings that weight sparsity can produce compact circuits in language models. However, it remains unclear whether structural sparsity…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Siyu Zhang

The explicit regularization and optimality of deep neural networks estimators from independent data have made considerable progress recently. The study of such properties on dependent data is still a challenge. In this paper, we carry out…

Machine Learning · Statistics 2025-07-09 William Kengne , Modou Wade

Option prices encode the market's collective outlook through implied density and implied volatility. An explicit link between implied density and implied volatility translates the risk-neutrality of the former into conditions on the latter…

Computational Finance · Quantitative Finance 2026-03-19 Jimin Lin

Despite their impressive performance, contemporary neural networks often lack structural safeguards that promote stable learning and interpretable behavior. In this work, we introduce a reformulation of layer-level transformations that…

Machine Learning · Computer Science 2025-08-04 Saleh Nikooroo , Thomas Engel

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

Deep learning surrogate models are being increasingly used in accelerating scientific simulations as a replacement for costly conventional numerical techniques. However, their use remains a significant challenge when dealing with real-world…

Machine Learning · Computer Science 2023-03-27 Saurabh Deshpande , Raúl I. Sosa , Stéphane P. A. Bordas , Jakub Lengiewicz

In this paper, we introduce a Unet model of deep learning algorithms for reconstructions of the 3D peculiar velocity field, which simplifies the reconstruction process with enhanced precision. We test the adaptability of the Unet model with…

Instrumentation and Methods for Astrophysics · Physics 2024-06-21 Yuyu Wang , Xiaohu Yang

In recent years, deep architectures have been used for transfer learning with state-of-the-art performance in many datasets. The properties of their features remain, however, largely unstudied under the transfer perspective. In this work,…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Micael Carvalho , Matthieu Cord , Sandra Avila , Nicolas Thome , Eduardo Valle

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Choosing a deep neural network architecture is a fundamental problem in applications that require balancing performance and parameter efficiency. Standard approaches rely on ad-hoc engineering or computationally expensive validation on a…

Machine Learning · Computer Science 2020-04-01 Calvin Murdock , Simon Lucey

The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…

Machine Learning · Computer Science 2016-05-11 Bo Xin , Yizhou Wang , Wen Gao , David Wipf

We investigate the robustness of sparse artificial neural networks trained with adaptive topology. We focus on a simple yet effective architecture consisting of three sparse layers with 99% sparsity followed by a dense layer, applied to…

Machine Learning · Computer Science 2026-02-26 Bendegúz Sulyok , Gergely Palla , Filippo Radicchi , Santo Fortunato

Deep Convolutional Neural Networks (CNNs) have long been the architecture of choice for computer vision tasks. Recently, Transformer-based architectures like Vision Transformer (ViT) have matched or even surpassed ResNets for image…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Srinadh Bhojanapalli , Ayan Chakrabarti , Daniel Glasner , Daliang Li , Thomas Unterthiner , Andreas Veit

We consider a deep structured linear network under sparsity constraints. We study sharp conditions guaranteeing the stability of the optimal parameters defining the network. More precisely, we provide sharp conditions on the network…

Optimization and Control · Mathematics 2023-02-03 Francois Malgouyres

In recent years, large convolutional neural networks have been widely used as tools for image deblurring, because of their ability in restoring images very precisely. It is well known that image deblurring is mathematically modeled as an…

Computer Vision and Pattern Recognition · Computer Science 2023-06-01 Davide Evangelista , Elena Morotti , Elena Loli Piccolomini , James Nagy

Mobile robots operating indoors must be prepared to navigate challenging scenes that contain transparent surfaces. This paper proposes a novel method for the fusion of acoustic and visual sensing modalities through implicit neural…

Computer Vision and Pattern Recognition · Computer Science 2024-11-08 Advaith V. Sethuraman , Onur Bagoren , Harikrishnan Seetharaman , Dalton Richardson , Joseph Taylor , Katherine A. Skinner