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In supervised learning one wishes to identify a pattern present in a joint distribution $P$, of instances, label pairs, by providing a function $f$ from instances to labels that has low risk $\mathbb{E}_{P}\ell(y,f(x))$. To do so, the…

机器学习 · 统计学 2015-07-07 Brendan van Rooyen , Robert C. Williamson

LLMs have shown strong performance across diverse financial tasks, yet portfolio management (PM), a critical financial decision-making task, remains poorly benchmarked. Existing benchmarks exhibit two main gaps: they ignore cross-asset…

人工智能 · 计算机科学 2026-05-28 Yuxuan Zhao , Sijia Chen , Ningxin Su

We introduce When Alpha Disappears, a paired evaluation benchmark for diagnosing decision-time leakage in financial machine-learning backtests. Rather than treating leakage as a binary property, the benchmark estimates protocol-induced…

风险管理 · 定量金融 2026-05-26 Fan Zhang , Zhen Li , Sijia Peng , Yu Chen

Machine-learning-based entity resolution has been widely studied. However, some entity pairs may be mislabeled by machine learning models and existing studies do not study the risk analysis problem -- predicting and interpreting which…

数据库 · 计算机科学 2019-12-09 Zhaoqiang Chen , Qun Chen , Boyi Hou , Tianyi Duan , Zhanhuai Li , Guoliang Li

While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this…

机器学习 · 计算机科学 2013-10-31 Boyu Wang , Joelle Pineau

Stakeholders make various types of decisions with respect to requirements, design, management, and so on during the software development life cycle. Nevertheless, these decisions are typically not well documented and classified due to…

软件工程 · 计算机科学 2021-05-05 Liming Fu , Peng Liang , Xueying Li , Chen Yang

AI inference at the edge is becoming increasingly common for low-latency services. However, edge environments are power- and resource-constrained, and susceptible to failures. Conventional failure resilience approaches, such as cloud…

Complex industrial systems are continuously monitored by a large number of heterogeneous sensors. The diversity of their operating conditions and the possible fault types make it impossible to collect enough data for learning all the…

人工智能 · 计算机科学 2019-08-27 Gabriel Michau , Yang Hu , Thomas Palmé , Olga Fink

Automated detection of software vulnerabilities is critical for enhancing security, yet existing methods often struggle with the complexity and diversity of modern codebases. In this paper, we introduce EnStack, a novel ensemble stacking…

软件工程 · 计算机科学 2024-11-26 Shahriyar Zaman Ridoy , Md. Shazzad Hossain Shaon , Alfredo Cuzzocrea , Mst Shapna Akter

We present EARCP (Ensemble Auto-R\'egul\'e par Coh\'erence et Performance), a novel ensemble architecture that dynamically weights heterogeneous expert models based on both their individual performance and inter-model coherence. Unlike…

机器学习 · 计算机科学 2026-03-17 Mike Amega

In the face of global economic uncertainty, financial auditing has become essential for regulatory compliance and risk mitigation. Traditional manual auditing methods are increasingly limited by large data volumes, complex business…

风险管理 · 定量金融 2026-01-09 Tingyu Yuan , Xi Zhang , Xuanjing Chen

Deep learning models, particularly Long Short-Term Memory (LSTM) networks, are widely used in time series forecasting due to their ability to capture complex temporal dependencies. However, evaluation integrity is often compromised by data…

机器学习 · 计算机科学 2025-12-09 Salma Albelali , Moataz Ahmed

Risk disclosures in SEC filings describe potential adverse events but rarely quantify their likelihood, limiting their usefulness for probabilistic analysis. A central obstacle is the absence of large-scale, risk-level supervision linking…

机器学习 · 计算机科学 2026-01-28 Benjamin Turtel , Paul Wilczewski , Danny Franklin , Kris Skotheim

The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of…

综合金融 · 定量金融 2014-12-30 Jozsef Mezei , Peter Sarlin

Risk assessment tools in healthcare commonly employ point-based scoring systems that map patients to ordinal risk categories via thresholds. While electronic health record (EHR) data presents opportunities for data-driven optimization of…

机器学习 · 计算机科学 2026-04-20 Fardin Ganjkhanloo , Emmett Springer , Erik H. Hoyer , Daniel L. Young , Kimia Ghobadi

Automated cyber threat detection in computer networks is a major challenge in cybersecurity. The cyber domain has inherent challenges that make traditional machine learning techniques problematic, specifically the need to learn continually…

密码学与安全 · 计算机科学 2021-04-29 Frank W. Bentrem , Michael A. Corsello , Joshua J. Palm

In the face of increasing financial uncertainty and market complexity, this study presents a novel risk-aware financial forecasting framework that integrates advanced machine learning techniques with intuitionistic fuzzy multi-criteria…

In machine learning (ML), ensemble methods such as bagging, boosting, and stacking are widely-established approaches that regularly achieve top-notch predictive performance. Stacking (also called "stacked generalization") is an ensemble…

机器学习 · 计算机科学 2024-04-19 Angelos Chatzimparmpas , Rafael M. Martins , Kostiantyn Kucher , Andreas Kerren

Driven by Large Language Models, the single-agent, multi-tool architecture has become a popular paradigm for autonomous agents. However, this architecture introduces a severe privacy risk, which we term Tools Orchestration Privacy Risk…

密码学与安全 · 计算机科学 2026-03-09 Yuxuan Qiao , Dongqin Liu , Hongchang Yang , Wei Zhou , Songlin Hu

Multi-agent systems achieve state-of-the-art outcomes through peer collaboration. However, when an agent in the pipeline silently drops a constraint, the system's final output may look correct even though the reasoning chain was quietly…