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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for Deep Models

Probabilistic deep learning uses neural networks and models to handle uncertainty.

problem Handling uncertainty in deep learning models.
method Two approaches: probabilistic neural networks and deep probabilistic models.
result TensorFlow Probability library supports both approaches.

Bayesian methods enhance deep learning models by improving reliability and uncertainty.

problem Improving reliability and uncertainty awareness in deep learning models.
method Approximate Bayesian inference techniques, including SG-MCMC and VI, applied to deep learning models.
result Enhanced posterior inference for deep learning models, particularly in neural networks and generative models.

Proposes model-based robust deep learning to handle natural variation in data.

problem Deep learning's fragility to natural variation in data.
method Develops model-based robust training algorithms using deep generative models to learn natural variation.
result Deep neural networks trained with model-based algorithms outperform standard and norm-bounded robust algorithms.

Yes, they do. This paper provides the first empirical demonstration that deep convolutional models really need to be both deep and convolutional, even when trained with methods such as distillation that allow small or shallow models of high accuracy to be trained. Although previous research showed that shallow feed-for…

2016-03-17abs ↗pdf ↗

Adversarial deep hedging learns to hedge without specifying asset price models.

problem Lack of effective underlying asset models for deep hedging.
method Adversarial learning framework where a hedger and a generator compete to improve hedging performance.
result Adversarial deep hedging achieves competitive performance without explicit asset process modeling.

Deep learning is very effective at jointly learning feature representations and classification models, especially when dealing with high dimensional input patterns. Probabilistic logic reasoning, on the other hand, is capable to take consistent and robust decisions in complex environments. The integration of deep learn…

2019-01-14abs ↗pdf ↗

DF2M uses deep neural networks within a factor model for high-dimensional functional time series forecasting.

problem Forecasting high-dimensional functional time series with explainability and accuracy.
method Bayesian nonparametric model based on Indian Buffet Process and multi-task Gaussian Process, incorporating a deep kernel function.
result DF2M provides better explainability and superior predictive accuracy compared to conventional deep learning models.

Paper tackles interpretability issues in deep learning models.

problem Lack of understanding of deep learning models' decision-making processes.
method Integrates concepts from machine learning, quantum computation, and quantum field theory.
result Demonstrates a many valued quantum logic system in Convolutional Deep Belief Networks.

Proposes a new agent-based model for deep hedging that outperforms existing models.

problem Improving effectiveness of deep hedging strategies.
method Agent-based model with momentum, fundamental, and volatility traders following Heston volatility signal.
result Deep hedging agent trained with Chiarella-Heston model data outperforms baseline models in various transaction cost levels.

Paper reviews deep structural causal models for answering counterfactual queries.

problem Answering counterfactual queries using observational data with known causal structures.
method Deep generative models integrated with structural causal models.
result Provides insights into the capabilities and limitations of DSCMs.

Quantile deep learning improves time series prediction accuracy and uncertainty quantification.

problem Uncertainty in multi-step time series prediction.
method Developed a novel quantile regression deep learning framework for multi-step time series prediction.
result Integrating quantile loss function with deep learning provides additional predictions for selected quantiles without loss in accuracy.

Deep learning models improve financial price forecasting accuracy.

problem Accurately predicting financial time series prices.
method Review of recent advancements in deep learning models for price forecasting.
result Deep learning models outperform traditional methods in financial price forecasting.

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep Gaussian Mixture model (DGMM) is a network of multiple layers of latent variables, wh…

2017-11-18abs ↗pdf ↗

A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.

problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.

New deep learning model interprets tabular data with variable selection and explainability.

problem Deep learning models lack interpretability and variable selection.
method Proposes a new network architecture that combines deep learning with generalized linear models.
result The model provides superior predictive power and interpretable results.

In this paper we introduce ZhuSuan, a python probabilistic programming library for Bayesian deep learning, which conjoins the complimentary advantages of Bayesian methods and deep learning. ZhuSuan is built upon Tensorflow. Unlike existing deep learning libraries, which are mainly designed for deterministic neural netw…

2017-09-18abs ↗pdf ↗

Study compares random and learned features in deep Bayesian linear models.

problem Understanding how feature learning affects generalization in deep learning.
method Comparing deep random feature models to deep networks with trained layers.
result Random feature models can display double-descent behavior, while deep networks do not.

Gradient amplification boosts deep learning model performance without increasing training time.

problem Vanishing gradients in deep neural networks.
method Gradient amplification approach to prevent vanishing gradients and training strategy to enable/disable across epochs.
result Improves performance of deep learning models with reduced training time.

Bayesian sparsification reduces deep neural network complexity.

problem Complexity of deep neural networks limits their performance.
method Combines Bayesian shrinkage priors with stochastic variational inference.
result Bayesian model reduction (BMR) is a more efficient alternative for pruning model weights.

RevDEQs improve performance on tasks with exact gradients and fewer function evaluations.

problem Inexact gradient calculation in DEQs leads to unstable training and requires regularisation or many function evaluations.
method Introduce Reversible Deep Equilibrium Models (RevDEQs) that allow for exact gradient calculation, no regularisation, and far fewer function evaluations.
result RevDEQs significantly improve performance on language modelling and image classification tasks.

Deep learning improves option pricing for a non-martingale asset model.

problem Computing call option prices for the Barndorff-Nielsen and Shephard model with infinite jumps.
method Developed a supervised deep-learning scheme using Monte Carlo teaching data and a Black-Scholes-derived variable.
result Significant improvement in accuracy of option pricing.

Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, archite…

2018-07-13abs ↗pdf ↗

Current deep learning models are mostly build upon neural networks, i.e., multiple layers of parameterized differentiable nonlinear modules that can be trained by backpropagation. In this paper, we explore the possibility of building deep models based on non-differentiable modules. We conjecture that the mystery behind…

2017-02-28abs ↗pdf ↗

Deep random feature models are analyzed for their performance with exact asymptotic expressions.

problem Understanding the performance of deep random feature models.
method Established a novel universality result and used the convex Gaussian Min-Max theorem.
result Exact asymptotic expressions for the performance of deep random feature models are derived.

We propose to represent a return model and risk model in a unified manner with deep learning, which is a representative model that can express a nonlinear relationship. Although deep learning performs quite well, it has significant disadvantages such as a lack of transparency and limitations to the interpretability of …

2018-10-01abs ↗pdf ↗

The study compares econometric and deep learning models for forecasting COMEX copper futures volatility.

problem Forecasting volatility of COMEX copper futures across different time intervals.
method Econometric models (GARCH, HAR) and deep learning models (RNN, LSTM, GRU) applied to daily and hourly data.
result Deep learning models outperform econometric models in hourly data, but HAR remains the best overall for daily data.

Deep Discrete Encoders (DDEs) tackle interpretable generative models for rich data with discrete latent layers.

problem Overparametrized, non-identifiable, and uninterpretable deep generative models in high-stakes applications.
method Directed graphical model with multiple binary latent layers, transparent identifiability conditions, scalable estimation pipeline.
result Transparent identifiability conditions and scalable estimation pipeline for interpretable DDEs.

Model-based machine learning improves communication systems.

problem Improving symbol detection in communication receivers.
method Review and comparison of model-based and deep learning approaches, focusing on deep unfolding and DNN-aided hybrid algorithms.
result Different strategies of conventional deep architectures and hybrid algorithms show advantages and drawbacks.