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Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some measure of quadratic hedging error by calculating pathwise…

数理金融 · 定量金融 2025-10-21 Alok Das , Kiseop Lee

The topological (or graph) structures of real-world networks are known to be predictive of multiple dynamic properties of the networks. Conventionally, a graph structure is represented using an adjacency matrix or a set of hand-crafted…

社会与信息网络 · 计算机科学 2016-10-21 Cheng Li , Xiaoxiao Guo , Qiaozhu Mei

Traditionally power distribution networks are either not observable or only partially observable. This complicates development and implementation of new smart grid technologies, such as those related to demand response, outage detection and…

最优化与控制 · 数学 2015-03-02 Deepjyoti Deka , Scott Backhaus , Michael Chertkov

We consider a crucial aspect of self-organization of a sensor network consisting of a large set of simple sensor nodes with no location hardware and only very limited communication range. After having been distributed randomly in a given…

数据结构与算法 · 计算机科学 2007-05-23 Sandor P. Fekete , Alexander Kroeller , Dennis Pfisterer , Stefan Fischer , Carsten Buschmann

Recent genomic and bioinformatic advances have motivated the development of numerous random network models purporting to describe graphs of biological, technological, and sociological origin. The success of a model has been evaluated by how…

One major open problem in network coding is to characterize the capacity region of a general multi-source multi-demand network. There are some existing computational tools for bounding the capacity of general networks, but their…

信息论 · 计算机科学 2015-03-17 Michelle Effros , Tracey Ho , Shirin Jalali

Inference of the network structure (e.g., routing topology) and dynamics (e.g., link performance) is an essential component in many network design and management tasks. In this paper we propose a new, general framework for analyzing and…

网络与互联网体系结构 · 计算机科学 2019-11-13 Jian Ni , Sekhar Tatikonda

Mapping is an essential task for mobile robots and topological representation often works as a basis for the various applications. In this paper, a novel framework that can build topological maps incrementally is proposed. The algorithm is…

机器人学 · 计算机科学 2019-06-07 Yijun Yuan , Sören Schwertfeger

In recent years, many techniques have been developed to improve the performance and efficiency of data center networks. While these techniques provide high accuracy, they are often designed using heuristics that leverage domain-specific…

网络与互联网体系结构 · 计算机科学 2017-12-13 Christopher Streiffer , Huan Chen , Theophilus Benson , Asim Kadav

Random networks are increasingly used to analyse complex transportation networks, such as airline routes, roads and rail networks. So far, this research has been focused on describing the properties of the networks with the help of random…

物理与社会 · 物理学 2017-09-19 Jürgen Hackl , Bryan T. Adey

Existing performance measures rank delineation algorithms inconsistently, which makes it difficult to decide which one is best in any given situation. We show that these inconsistencies stem from design flaws that make the metrics…

计算机视觉与模式识别 · 计算机科学 2019-12-02 Leonardo Citraro , Mateusz Koziński , Pascal Fua

The question of how methods from the field of artificial intelligence can help improve the conventional frameworks for topology optimisation has received increasing attention over the last few years. Motivated by the capabilities of neural…

计算工程、金融与科学 · 计算机科学 2022-10-14 Rebekka V. Woldseth , Niels Aage , J. Andreas Bærentzen , Ole Sigmund

For power grid operations, a large body of research focuses on using generation redispatching, load shedding or demand side management flexibilities. However, a less costly and potentially more flexible option would be grid topology…

信号处理 · 电气工程与系统科学 2019-12-10 Antoine Marot , Benjamin Donnot , Camilo Romero , Luca Veyrin-Forrer , Marvin Lerousseau , Balthazar Donon , Isabelle Guyon

Network architecture design is very important for the optimization of industrial networks. The type of network architecture can be divided into small-scale network and large-scale network according to its scale. Graph theory is an efficient…

社会与信息网络 · 计算机科学 2022-09-20 Chao Dong , Xiaoxiong Xiong , Qiulin Xue , Zhengzhen Zhang , Kai Niu , Ping Zhang

We propose a method of constructing a network, in which its time structure is directly incorporated, based on a deterministic model from a time series. To construct such a network, we transform a linear model containing terms with different…

其他统计学 · 统计学 2015-06-05 Tomomichi Nakamura , Toshihiro Tanizawa

This article provides a taxonomy of current and past network modeling efforts. In all these efforts over the last few years we see a trend towards not only describing the network, but connected devices as well. This is especially current…

网络与互联网体系结构 · 计算机科学 2014-03-06 Jeroen van der Ham , Mattijs Ghijsen , Paola Grosso , Cees de Laat

We study the problem of inferring network topology from information cascades, in which the amount of time taken for information to diffuse across an edge in the network follows an unknown distribution. Unlike previous studies, which assume…

社会与信息网络 · 计算机科学 2019-03-05 Feng Ji , Wenchang Tang , Wee Peng Tay , Edwin K. P. Chong

Processes on networks consist of two interdependent parts: the network topology, consisting of the links between nodes, and the dynamics, specified by some governing equations. This work considers the prediction of the future dynamics on an…

物理与社会 · 物理学 2022-11-08 Bastian Prasse , Piet Van Mieghem

Although neural networks are capable of reaching astonishing performances on a wide variety of contexts, properly training networks on complicated tasks requires expertise and can be expensive from a computational perspective. In industrial…

机器学习 · 统计学 2021-05-11 Théo Lacombe , Yuichi Ike , Mathieu Carriere , Frédéric Chazal , Marc Glisse , Yuhei Umeda

In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, their generation is still problematic. The…

数据分析、统计与概率 · 物理学 2014-01-14 Tiziano Squartini , Diego Garlaschelli