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This paper explores the implications of using machine learning models in the pricing of catastrophe (CAT) bonds. By integrating advanced machine learning techniques, our approach uncovers nonlinear relationships and complex interactions…

计算金融 · 定量金融 2024-08-27 Xiaowei Chen , Hong Li , Yufan Lu , Rui Zhou

Trust prediction provides valuable support for decision-making, risk mitigation, and system security enhancement. Recently, Graph Neural Networks (GNNs) have emerged as a promising approach for trust prediction, owing to their ability to…

机器学习 · 计算机科学 2025-12-15 Jie Wang , Zheng Yan , Jiahe Lan , Xuyan Li , Elisa Bertino

In this paper, we propose an alternative valuation approach for CAT bonds where a pricing formula is learned by deep neural networks. Once trained, these networks can be used to price CAT bonds as a function of inputs that reflect both the…

证券定价 · 定量金融 2025-10-01 Julian Sester , Huansang Xu

The importance of considering related stocks data for the prediction of stock price movement has been shown in many studies, however, advanced graphical techniques for modeling, embedding and analyzing the behavior of interrelated stocks…

交易与市场微观结构 · 定量金融 2022-09-01 Alireza Jafari , Saman Haratizadeh

Nowadays, it is broadly recognized in the power system community that to meet the ever expanding energy sector's needs, it is no longer possible to rely solely on physics-based models and that reliable, timely and sustainable operation of…

机器学习 · 计算机科学 2022-11-16 Yuzhou Chen , Tian Jiang , Miguel Heleno , Alexandre Moreira , Yulia R. Gel

Surface-based geodesic topology provides strong cues for object semantic analysis and geometric modeling. However, such connectivity information is lost in point clouds. Thus we introduce GeoNet, the first deep learning architecture trained…

计算机视觉与模式识别 · 计算机科学 2019-01-04 Tong He , Haibin Huang , Li Yi , Yuqian Zhou , Chihao Wu , Jue Wang , Stefano Soatto

Efficient prediction of default risk for bond-issuing enterprises is pivotal for maintaining stability and fostering growth in the bond market. Conventional methods usually rely solely on an enterprise's internal data for risk assessment.…

机器学习 · 计算机科学 2025-01-08 Xurui Li , Xin Shan , Wenhao Yin , Haijiao Wang

Machine learning models that can exploit the inherent structure in data have gained prominence. In particular, there is a surge in deep learning solutions for graph-structured data, due to its wide-spread applicability in several fields.…

机器学习 · 计算机科学 2020-02-12 Uday Shankar Shanthamallu , Jayaraman J. Thiagarajan , Andreas Spanias

Motivation: Real-world data often contain measurements with both continuous and discrete values. Despite the availability of many libraries, data sets with mixed data types require intensive pre-processing steps, and it remains a challenge…

机器学习 · 计算机科学 2020-05-12 Erdogan Taskesen

In recent years, the growing frequency and severity of natural disasters have increased the need for effective tools to manage catastrophe risk. Catastrophe (CAT) bonds allow the transfer of part of this risk to investors, offering an…

证券定价 · 定量金融 2025-12-30 Julia Kończal , Michał Balcerek , Krzysztof Burnecki

Market prediction plays a major role in supporting financial decisions. An emerging approach in this domain is to use graphical modeling and analysis to for prediction of next market index fluctuations. One important question in this domain…

统计金融 · 定量金融 2022-12-13 Alireza Jafari , Saman Haratizadeh

The advent of the web has led to a paradigm shift in the financial relations, with the real-time dissemination of news, social discourse, and financial filings contributing significantly to the reshaping of financial forecasting. The…

机器学习 · 计算机科学 2026-02-03 Yingjie Niu , Lanxin Lu , Changhong Jin , Ruihai Dong

Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

统计金融 · 定量金融 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Admittedly, Graph Convolution Network (GCN) has achieved excellent results on graph datasets such as social networks, citation networks, etc. However, softmax used as the decision layer in these frameworks is generally optimized with…

机器学习 · 计算机科学 2022-07-19 Xuelong Li , Ziheng Jiao , Hongyuan Zhang , Rui Zhang

Stock selection is important for investors to construct profitable portfolios. Graph neural networks (GNNs) are increasingly attracting researchers for stock prediction due to their strong ability of relation modelling and generalisation.…

统计金融 · 定量金融 2023-06-28 Yang Qiao , Yiping Xia , Xiang Li , Zheng Li , Yan Ge

Existing Graph Neural Networks (GNNs) compute the message exchange between nodes by either aggregating uniformly (convolving) the features of all the neighboring nodes, or by applying a non-uniform score (attending) to the features. Recent…

机器学习 · 计算机科学 2023-03-02 Adrián Javaloy , Pablo Sanchez-Martin , Amit Levi , Isabel Valera

This paper presents a novel graph-based deep learning model for tasks involving relations between two nodes (edge-centric tasks), where the focus lies on predicting relationships and interactions between pairs of nodes rather than node…

机器学习 · 计算机科学 2025-07-08 Eugenio Borzone , Leandro Di Persia , Matias Gerard

Stock price movement prediction is commonly accepted as a very challenging task due to the volatile nature of financial markets. Previous works typically predict the stock price mainly based on its own information, neglecting the cross…

统计金融 · 定量金融 2021-06-16 Jiexia Ye , Juanjuan Zhao , Kejiang Ye , Chengzhong Xu

We propose Graph Tree Networks (GTNets), a deep graph learning architecture with a new general message passing scheme that originates from the tree representation of graphs. In the tree representation, messages propagate upward from the…

机器学习 · 计算机科学 2022-04-28 Nan Wu , Chaofan Wang

Shape deviation modeling and compensation in additive manufacturing are pivotal for achieving high geometric accuracy and enabling industrial-scale production. Critical challenges persist, including generalizability across complex…

计算机视觉与模式识别 · 计算机科学 2025-12-22 Juheon Lee , Lei , Chen , Juan Carlos Catana , Hui Wang , Jun Zeng
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