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In the last decade, deep learning (DL) has outperformed model-based and statistical approaches in predicting the remaining useful life (RUL) of machinery in the context of condition-based maintenance. One of the major drawbacks of DL is…

机器学习 · 计算机科学 2020-01-10 Luca Della Libera

Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…

机器学习 · 统计学 2022-01-02 Ansgar Steland , Bart E. Pieters

Convolutional neural networks (CNNs) work well on large datasets. But labelled data is hard to collect, and in some applications larger amounts of data are not available. The problem then is how to use CNNs with small data -- as CNNs…

机器学习 · 统计学 2016-01-19 Yarin Gal , Zoubin Ghahramani

Due to its causal semantics, Bayesian networks (BN) have been widely employed to discover the underlying data relationship in exploratory studies, such as brain research. Despite its success in modeling the probability distribution of…

计算机视觉与模式识别 · 计算机科学 2015-06-24 Luping Zhou , Lei Wang , Lingqiao Liu , Philip Ogunbona , Dinggang Shen

In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In this work, we propose a Risk-Averse Certification framework…

机器学习 · 计算机科学 2024-12-02 Xiyue Zhang , Zifan Wang , Yulong Gao , Licio Romao , Alessandro Abate , Marta Kwiatkowska

As autonomous systems increasingly rely on Deep Neural Networks (DNN) to implement the navigation pipeline functions, uncertainty estimation methods have become paramount for estimating confidence in DNN predictions. Bayesian Deep Learning…

机器人学 · 计算机科学 2023-01-16 Fabio Arnez , Huascar Espinoza , Ansgar Radermacher , François Terrier

A long memory and non-linear realized volatility model class is proposed for direct Value at Risk (VaR) forecasting. This model, referred to as RNN-HAR, extends the heterogeneous autoregressive (HAR) model, a framework known for efficiently…

风险管理 · 定量金融 2024-08-27 Rangika Peiris , Minh-Ngoc Tran , Chao Wang , Richard Gerlach

The objective of this paper is to develop an Artificial Neural Network (ANN) model to estimate simultaneously, parameters and state of a brushed DC machine. The proposed ANN estimator is novel in the sense that his estimates simultaneously…

系统与控制 · 电气工程与系统科学 2024-12-20 Hacene Mellah , Kamel Eddine Hemsas , Rachid Taleb

Bayesian Networks (BN) provide robust probabilistic methods of reasoning under uncertainty, but despite their formal grounds are strictly based on the notion of conditional dependence, not much attention has been paid so far to their use in…

人工智能 · 计算机科学 2013-01-30 Luigi Portinale , Andrea Bobbio

Social financial technology focuses on trust, sustainability, and social responsibility, which require advanced technologies to address complex financial tasks in the digital era. With the rapid growth in online transactions, automating…

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

机器学习 · 计算机科学 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

The forecasting of credit default risk has been an active research field for several decades. Historically, logistic regression has been used as a major tool due to its compliance with regulatory requirements: transparency, explainability,…

机器学习 · 计算机科学 2022-09-22 Dangxing Chen , Weicheng Ye

Credit ratings are one of the primary keys that reflect the level of riskiness and reliability of corporations to meet their financial obligations. Rating agencies tend to take extended periods of time to provide new ratings and update…

风险管理 · 定量金融 2020-07-15 Parisa Golbayani , Ionuţ Florescu , Rupak Chatterjee

The marketing departments of financial institutions strive to craft products and services that cater to the diverse needs of businesses of all sizes. However, it is evident upon analysis that larger corporations often receive a more…

风险管理 · 定量金融 2025-02-25 Luiz Tavares , Jose Mazzon , Francisco Paletta , Fabio Barros

Recent literature implements machine learning techniques to assess corporate credit rating based on financial statement reports. In this work, we analyze the performance of four neural network architectures (MLP, CNN, CNN2D, LSTM) in…

风险管理 · 定量金融 2020-03-06 Parisa Golbayani , Dan Wang , Ionut Florescu

Small and Medium-sized Enterprises (SMEs) are vital to the modern economy, yet their credit risk analysis often struggles with scarce data, especially for online lenders lacking direct credit records. This paper introduces a Graph Neural…

机器学习 · 计算机科学 2025-07-22 Zizhou Zhang , Qinyan Shen , Zhuohuan Hu , Qianying Liu , Huijie Shen

User financial default prediction plays a critical role in credit risk forecasting and management. It aims at predicting the probability that the user will fail to make the repayments in the future. Previous methods mainly extract a set of…

风险管理 · 定量金融 2024-03-12 Daixin Wang , Zhiqiang Zhang , Yeyu Zhao , Kai Huang , Yulin Kang , Jun Zhou

Fault detection in electric motors is a critical challenge in various industries, where failures can result in significant operational disruptions. This study investigates the use of Recurrent Neural Networks (RNNs) and Bayesian Neural…

机器学习 · 计算机科学 2025-02-17 Waldemar Bauer , Jerzy Baranowski

In this paper, we propose a Computer Assisted Diagnosis (CAD) system based on a deep Convolutional Neural Network (CNN) model, to build an end-to-end learning process that classifies breast mass lesions. We investigate the impact that has…

计算机视觉与模式识别 · 计算机科学 2017-11-30 Hiba Chougrad , Hamid Zouaki , Omar Alheyane