Publications related to The Virtue of Complexity in Return Prediction

Related publications (27)

Towards Robust Monitoring of the Laser Powder Bed Fusion Process based on Acoustic Emission combined with Machine Learning Solutions

Laser Powder Bed Fusion (LPBF) is an Additive Manufacturing (AM) process consolidating parts layer by layer, from a metallic powder bed. It allows no limitation in terms of geometry and is therefore of particular interest to various industries. Metallic LP ...

EPFL2023

Aiming beyond slight increases in accuracy

Daniel Probst

Owing to the diminishing returns of deep learning and the focus on model accuracy, machine learning for chemistry might become an endeavour exclusive to well-funded institutions and industry. Extending the focus to model efficiency and interpretability wil ...

NATURE PORTFOLIO2023

Uncertainty quantification in machine learning for engineering design and health prognostics: A tutorial

Olga Fink, Luca Biggio

On top of machine learning (ML) models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and reliability impr ...

2023

Improving algal bloom detection using spectroscopic analysis and machine learning: A case study in a large artificial reservoir, South Korea

Thanh Trung Huynh

The prediction of algal blooms using traditional water quality indicators is expensive, labor-intensive, and timeconsuming, making it challenging to meet the critical requirement of timely monitoring for prompt management. Using optical measures for foreca ...

ELSEVIER2023

Machine Learning Methods for Robust Uncertainty Quantification and Controller Approximation

Emilio Maddalena

This thesis is situated at the crossroads between machine learning and control engineering. Our contributions are both theoretical, through proposing a new uncertainty quantification methodology in a kernelized context; and experimental, through investigat ...

EPFL2023

Optimizing in-situ monitoring for laser powder bed fusion process: Deciphering acoustic emission and sensor sensitivity with explainable machine learning

Christian Leinenbach, Sergey Shevchik

Metal-based Laser Powder Bed Fusion (LPBF) has made fabricating intricate components easier. Yet, assessing part quality is inefficient, relying on costly Computed Tomography (CT) scans or time-consuming destructive tests. Also, intermittent inspection of ...

Elsevier Science Sa2023

Using Machine Learning to Predict Mortality for COVID-19 Patients on Day 0 in the ICU

Nahal Mansouri, Sahand Jamal Rahi

Rationale: Given the expanding number of COVID-19 cases and the potential for new waves of infection, there is an urgent need for early prediction of the severity of the disease in intensive care unit (ICU) patients to optimize treatment strategies.Objecti ...

FRONTIERS MEDIA SA2022

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

Nine recommendations for the governance of AI systems

Marie-Valentine Renée Agnès Florin

Some governance functions traditionally performed by humans are increasingly informed and sometimes automatically executed by machine learning algorithms (governance by machine learning) to benefit society. Therefore, it is necessary to think also about th ...

EPFL2022

HDTorch: Accelerating Hyperdimensional Computing with GP-GPUs for Design Space Exploration

David Atienza Alonso, Tomas Teijeiro Campo, William Andrew Simon, Una Pale

The HyperDimensional Computing (HDC) Machine Learning (ML) paradigm is highly interesting for applications involving continuous, semi-supervised learning for long-term monitoring. However, its accuracy is not yet on par with other ML approaches, necessitat ...

Association for Computing MachineryNew YorkNYUnited States2022

Impact of quantum-chemical metrics on the machine learning prediction of electron density

Anne-Clémence Corminboeuf, Alberto Fabrizio, Ksenia Briling

Machine learning (ML) algorithms have undergone an explosive development impacting every aspect of computational chemistry. To obtain reliable predictions, one needs to maintain a proper balance between the black-box nature of ML frameworks and the physics ...

AMER INST PHYSICS2021

Loss landscape and symmetries in Neural Networks

Mario Geiger

Neural networks (NNs) have been very successful in a variety of tasks ranging from machine translation to image classification. Despite their success, the reasons for their performance are still not well-understood. This thesis explores two main themes: lo ...

EPFL2021

Population pharmacokinetic model selection assisted by machine learning

Jan Sickmann Hesthaven

A fit-for-purpose structural and statistical model is the first major requirement in population pharmacometric model development. In this manuscript we discuss how this complex and computationally intensive task could benefit from supervised machine learni ...

SPRINGER/PLENUM PUBLISHERS2022

Partitioning soil organic carbon into its centennially stable and active fractions with machine-learning models based on Rock-Eval (R) thermal analysis (PARTY(SOC)v2.0 and PARTY(SOC)v2.0 (EU))

Juan Carlos Quezada Rivera

Partitioning soil organic carbon (SOC) into two kinetically different fractions that are stable or active on a century scale is key for an improved monitoring of soil health and for more accurate models of the carbon cycle. However, all existing SOC fracti ...

COPERNICUS GESELLSCHAFT MBH2021

Machine learning based detection of digital documents maliciously recaptured from displays

Touradj Ebrahimi, Evgeniy Upenik

We used to say “seeing is believing": this is no longer true. The digitization is changing all aspects of life and business. One of the more noticeable impacts is in how business documents are being authored, exchanged and processed. Many documents such as ...

2020

Weight Erosion: An Update Aggregation Scheme for Personalized Collaborative Machine Learning

Martin Jaggi, Sai Praneeth Reddy Karimireddy, Mary-Anne Hartley, Felix Hans Michel Grimberg

Background. In medicine and other applications, the copying and sharing of data is impractical for a range of well-considered reasons. With federated learning (FL) techniques, machine learning models can be trained on data spread across several locations w ...

Springer, Cham2020

Multitask Learning Over Graphs: An Approach for Distributed, Streaming Machine Learning

Ali H. Sayed, Stefan Vlaski, Roula Nassif

The problem of simultaneously learning several related tasks has received considerable attention in several domains, especially in machine learning, with the so-called multitask learning (MTL) problem, or learning to learn problem [1], [2]. MTL is an appro ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Machine learning for metallurgy II. A neural-network potential for magnesium

William Curtin, Binglun Yin, Eleanor Yi Kei Mak, Markus Anthony Stricker

Interatomic potentials are essential for studying fundamental mechanisms of deformation and failure in metals and alloys because the relevant defects (dislocations, cracks, etc.) are far above the scales accessible to first-principles studies. Existing pot ...

2020

ResOT: Resource-Efficient Oblique Trees for Neural Signal Classification

Mahsa Shoaran, Bingzhao Zhu

Classifiers that can be implemented on chip with minimal computational and memory resources are essential for edge computing in emerging applications such as medical and IoT devices. This paper introduces a machine learning model based on oblique decision ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2020

Learning and leveraging shared domain semantics to counteract visual domain shifts

Róger Bermúdez Chacón

One of the main limitations of artificial intelligence today is its inability to adapt to unforeseen circumstances. Machine Learning (ML), due to its data-driven nature, is particularly susceptible to this. ML relies on observations in order to learn impli ...

EPFL2020