Publications associées à Financial Risk Management with Machine Learning

Machine Learning for Modeling Stock Returns

Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...

EPFL2024

Random matrix methods for high-dimensional machine learning models

Antoine Philippe Michel Bodin

In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...

EPFL2024

Topics in statistical physics of high-dimensional machine learning

Hugo Chao Cui

In the past few years, Machine Learning (ML) techniques have ushered in a paradigm shift, allowing the harnessing of ever more abundant sources of data to automate complex tasks. The technical workhorse behind these important breakthroughs arguably lies in ...

EPFL2024

Safe Deep Neural Networks

Kyle Michael Matoba

The capabilities of deep learning systems have advanced much faster than our ability to understand them. Whilst the gains from deep neural networks (DNNs) are significant, they are accompanied by a growing risk and gravity of a bad outcome. This is troubli ...

EPFL2024

Statistical Inference for Inverse Problems: From Sparsity-Based Methods to Neural Networks

Pakshal Narendra Bohra

In inverse problems, the task is to reconstruct an unknown signal from its possibly noise-corrupted measurements. Penalized-likelihood-based estimation and Bayesian estimation are two powerful statistical paradigms for the resolution of such problems. They ...

EPFL2024

Deep learning approach for identification of H II regions during reionization in 21-cm observations - II. Foreground contamination

Michele Bianco, Jean-Paul Richard Kneib, Emma Elizabeth Tolley, Tianyue Chen

The upcoming Square Kilometre Array Observatory will produce images of neutral hydrogen distribution during the epoch of reionization by observing the corresponding 21-cm signal. However, the 21-cm signal will be subject to instrumental limitations such as ...

Oxford Univ Press2024

Performing and Detecting Backdoor Attacks on Face Recognition Algorithms

Alexander Carl Unnervik

The field of biometrics, and especially face recognition, has seen a wide-spread adoption the last few years, from access control on personal devices such as phones and laptops, to automated border controls such as in airports. The stakes are increasingly ...

EPFL2024

Infusing structured knowledge priors in neural models for sample-efficient symbolic reasoning

Mattia Atzeni

The ability to reason, plan and solve highly abstract problems is a hallmark of human intelligence. Recent advancements in artificial intelligence, propelled by deep neural networks, have revolutionized disciplines like computer vision and natural language ...

EPFL2024

Reduced Training Data for Laser Ultrasound Signal Interpretation by Neural Networks

Romain Christophe Rémy Fleury, Janez Rus

The performance of machine learning algorithms is conditioned by the availability of training datasets, which is especially true for the field of nondestructive evaluation. Here we propose one reconfigurable specimen instead of numerous reference specimens ...

2024

Deep Learning Theory Through the Lens of Diagonal Linear Networks

Scott William Pesme

In this PhD manuscript, we explore optimisation phenomena which occur in complex neural networks through the lens of

2

-layer diagonal linear networks. This rudimentary architecture, which consists of a two layer feedforward linear network with a diagonal ...

EPFL2024

Task-driven neural network models predict neural dynamics of proprioception: Experimental data, activations and predictions of neural network models

Axel Bisi, Alberto Silvio Chiappa, Alexander Mathis, Alessandro Marin Vargas

Here we provide the neural data, activation and predictions for the best models and result dataframes of our article "Task-driven neural network models predict neural dynamics of proprioception". It contains the behavioral and neural experimental data (cu ...

EPFL Infoscience2024

Robust machine learning for neuroscientific inference

Steffen Schneider

Modern neuroscience research is generating increasingly large datasets, from recording thousands of neurons over long timescales to behavioral recordings of animals spanning weeks, months, or even years. Despite a great variety in recording setups and expe ...

EPFL2024

A graph convolutional autoencoder approach to model order reduction for parametrized PDEs

Jan Sickmann Hesthaven, Federico Pichi

The present work proposes a framework for nonlinear model order reduction based on a Graph Convolutional Autoencoder (GCA-ROM). In the reduced order modeling (ROM) context, one is interested in obtaining real -time and many-query evaluations of parametric ...

Academic Press Inc Elsevier Science2024

Generalization of Scaled Deep ResNets in the Mean-Field Regime

Volkan Cevher, Grigorios Chrysos, Fanghui Liu

Despite the widespread empirical success of ResNet, the generalization properties of deep ResNet are rarely explored beyond the lazy training regime. In this work, we investigate scaled ResNet in the limit of infinitely deep and wide neural networks, of wh ...

2024

Coupling a recurrent neural network to SPAD TCSPC systems for real-time fluorescence lifetime imaging

Claudio Bruschini, Edoardo Charbon, Andrei Ardelean, Paul Mos, Yang Lin

Fluorescence lifetime imaging (FLI) has been receiving increased attention in recent years as a powerful diagnostic technique in biological and medical research. However, existing FLI systems often suffer from a tradeoff between processing speed, accuracy, ...

Nature Portfolio2024

Partial discharge localization in power transformer tanks using machine learning methods

Farhad Rachidi-Haeri, Marcos Rubinstein, Hamidreza Karami

This paper presents a comparison of machine learning (ML) methods used for three-dimensional localization of partial discharges (PD) in a power transformer tank. The study examines ML and deep learning (DL) methods, ranging from support vector machines (SV ...

Nature Publishing Group2024

Incorporating Projective Geometry into Deep Learning

Michal Jan Tyszkiewicz

In this thesis we explore the applications of projective geometry, a mathematical theory of the relation between 3D scenes and their 2D images, in modern learning-based computer vision systems. This is an interesting research question which contradicts the ...

EPFL2024

Gibbs sampling the posterior of neural networks

Giovanni Piccioli, Lenka Zdeborová, Emanuele Troiani

In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be sampled using an ...

Iop Publishing Ltd2024

Task-driven neural network models predict neural dynamics of proprioception: Neural network model weights

Axel Bisi, Alberto Silvio Chiappa, Alexander Mathis, Alessandro Marin Vargas

Proprioception tells the brain the state of the body based on distributed sensors in the body. However, the principles that govern proprioceptive processing from those distributed sensors are poorly understood. Here, we employ a task-driven neural network ...

Zenodo2024

Mitigating Object Dependencies: Improving Point Cloud Self-Supervised Learning through Object Exchange

Mathieu Salzmann, Sabine Süsstrunk, Tong Zhang, Yi Wu

In the realm of point cloud scene understanding, particularly in indoor scenes, objects are arranged following human habits, resulting in objects of certain semantics being closely positioned and displaying notable inter-object correlations. This can creat ...

2024