Federated Learning aims to train distributed deep models without sharing the raw data with the centralized server. Similarly, in distributed inference of neural networks, by partitioning the network and distributing it across several physical nodes, activations and gradients are exchanged between physical nodes, rather…
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.
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Improved deep neural network generalization through noise resilience.
Firms' collaboration networks can decline but remain resilient.
New framework boosts neural network performance and resilience.
This paper uses robust optimization to analyze supply chain resilience.
Our knowledge about the evolution of guarantee network in downturn period is limited due to the lack of comprehensive data of the whole credit system. Here we analyze the dynamic Chinese guarantee network constructed from a comprehensive bank loan dataset that accounts for nearly 80% total loans in China, during 01/200…
One of the most defining features of the global financial network is its inherent complex and intertwined structure. From the perspective of systemic risk it is important to understand the influence of this network structure on default contagion. Using sparse random graphs to model the financial network, asymptotic met…
Predictive Q-learning algorithm for IoT networks with human operators.
Paper tackles Byzantine resilience in distributed multi-task learning.
Ranger improves DNNs' fault resilience without re-computation.
Deep Neural Networks (DNNs) are widely being adopted for safety-critical applications, e.g., healthcare and autonomous driving. Inherently, they are considered to be highly error-tolerant. However, recent studies have shown that hardware faults that impact the parameters of a DNN (e.g., weights) can have drastic impact…
Supply chains are the backbone of the global economy. Disruptions to them can be costly. Centrally managed supply chains invest in ensuring their resilience. Decentralized supply chains, however, must rely upon the self-interest of their individual components to maintain the resilience of the entire chain. We examine t…
Recent advances in Capsule Networks (CapsNets) have shown their superior learning capability, compared to the traditional Convolutional Neural Networks (CNNs). However, the extremely high complexity of CapsNets limits their fast deployment in real-world applications. Moreover, while the resilience of CNNs have been ext…
Applying deep neural networks (DNNs) in mobile and safety-critical systems, such as autonomous vehicles, demands a reliable and efficient execution on hardware. Optimized dedicated hardware accelerators are being developed to achieve this. However, the design of efficient and reliable hardware has become increasingly d…
Framework for managing cyber risks in networks.
Paper introduces a new index to measure financial and workplace resilience of firms.
With a large number of sensors and control units in networked systems, distributed support vector machines (DSVMs) play a fundamental role in scalable and efficient multi-sensor classification and prediction tasks. However, DSVMs are vulnerable to adversaries who can modify and generate data to deceive the system to mi…
We provide a methodology, resilient feature engineering, for creating adversarially resilient classifiers. According to existing work, adversarial attacks identify weakly correlated or non-predictive features learned by the classifier during training and design the adversarial noise to utilize these features. Therefore…
Measures financial resilience using BSDEs and their properties.
The study assesses how financial networks resist simultaneous price shocks and calculates the worst-case loss.
The Resilient Propagation (Rprop) algorithm has been very popular for backpropagation training of multilayer feed-forward neural networks in various applications. The standard Rprop however encounters difficulties in the context of deep neural networks as typically happens with gradient-based learning algorithms. In th…
New method creates powerful, transferable adversarial attacks for deep learning networks.
Distributed Support Vector Machines (DSVM) have been developed to solve large-scale classification problems in networked systems with a large number of sensors and control units. However, the systems become more vulnerable as detection and defense are increasingly difficult and expensive. This work aims to develop secu…
This paper optimizes cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.
This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the creation of the network, several interbank networks are built, in which …
Python tool assesses European agricultural production resilience.
This paper measures financial market resilience in China and identifies key uncertainties.
Machine Learning (ML) solutions are nowadays distributed and are prone to various types of component failures, which can be encompassed in so-called Byzantine behavior. This paper introduces LiuBei, a Byzantine-resilient ML algorithm that does not trust any individual component in the network (neither workers nor serve…
In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect investors by avoiding sharp price fluctuation, is blamed for feeding market panic in times of crash.The relationship between the critical market…
The resilience of low-degree Rademacher chaos is studied, providing probabilistic lower bounds.
New model shows negative resilience can improve trading efficiency.
RESIST improves decentralized learning resilience against MITM attacks.
Proposes resilience metrics for large blackout costs with logarithmic resilience.
The intrinsic error tolerance of neural network (NN) makes approximate computing a promising technique to improve the energy efficiency of NN inference. Conventional approximate computing focuses on balancing the efficiency-accuracy trade-off for existing pre-trained networks, which can lead to suboptimal solutions. In…
Secure federated learning framework resists adversarial users.
There has been a surge of interest in using machine learning (ML) to automatically detect malware through their dynamic behaviors. These approaches have achieved significant improvement in detection rates and lower false positive rates at large scale compared with traditional malware analysis methods. ML in threat dete…
Stocks of more resilient firms outperformed during the pandemic, reflecting disaster risk.
Propagation of balance-sheet or cash-flow insolvency across financial institutions may be modeled as a cascade process on a network representing their mutual exposures. We derive rigorous asymptotic results for the magnitude of contagion in a large financial network and give an analytical expression for the asymptotic …
Graph neural networks detect structural perturbations from time series data.
Deep Neural Networks are built to generalize outside of training set in mind by using techniques such as regularization, early stopping and dropout. But considerations to make them more resilient to adversarial examples are rarely taken. As deep neural networks become more prevalent in mission-critical and real-time sy…
We propose a new algorithm for training neural networks with binary activations and multi-level weights, which enables efficient processing-in-memory circuits with embedded nonvolatile memories (eNVM). Binary activations obviate costly DACs and ADCs. Multi-level weights leverage multi-level eNVM cells. Compared to exis…
Financial markets can be seen as complex systems that are constantly evolving and sensitive to external disturbance, such as systemic risks and economic instabilities. Analysis of resilient market performance, therefore, becomes useful for investors. From a systems perspective, this paper proposes a novel function-base…
We trained three Binarized Convolutional Neural Network architectures (LeNet-4, Network-In-Network, AlexNet) on a variety of datasets (MNIST, CIFAR-10, CIFAR-100, extended SVHN, ImageNet) using error-prone activations and tested them without errors to study the resilience of the training process. With the exception of …
New method quantifies resilience of electric distribution systems from historical data.
New distributed clustering algorithms show resilience to initialization issues.
The aim of this paper is to quantify and manage systemic risk caused by default contagion in the interbank market. We model the market as a random directed network, where the vertices represent financial institutions and the weighted edges monetary exposures between them. Our model captures the strong degree of heterog…
Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.
New framework for resilient bi-criteria optimization under noisy feedback.