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A model of infrequent rebalancing can explain specific predictability patterns in the time series and cross-section of stock returns. First, infrequent rebalancing produces return autocorrelations that are consistent with empirical evidence from intraday r ...
We report on the use of deep learning algorithms to perform depth recovery in multiview imaging. We show that if enough training data are provided, a neural network such as multilayer perceptron can be trained to recover the depth in multiview imaging as a ...
Neural networks and machine learning algorithms in general require a flexible environment where new algorithm prototypes and experiments can be set up as quickly as possible with best possible computational performance. To that end, we provide a new framew ...
Machine learning (ML) models may be deemed confidential due to their sensitive training data, commercial value, or use in security applications. Increasingly often, confidential ML models are being deployed with publicly accessible query interfaces. ML-as- ...
This dissertation consists of three chapters. The first chapter empirically investigates how the intensity of product market competition affects the cost of debt. Using a large sample of loans to publicly traded US manufacturing firms, the chapter provides ...
The problem of neural network association is to retrieve a previously memorized pattern from its noisy version using a network of neurons. An ideal neural network should include three components simultaneously: a learning algorithm, a large pattern retriev ...
Mobility is a central aspect of our life; the locations we visit reflect our tastes and lifestyle and shape our social relationships. The ability to foresee the places a user will visit is therefore beneficial to numerous applications, ranging from forecas ...
Discrete-time mobile adaptive networks have been successfully used to model self-organization in biological networks. We recently introduced a continuous-time adaptive diffusion strategy with the goal of better modeling physical phenomena governed by conti ...
A recent internet based survey of over 35'000 samples has shown that when different human observers are asked to assign labels to static human facial expressions, different individuals categorize differently the same image. This fact results in a lack of a ...
When investors have incomplete information, expected returns, as measured by an econometrician, deviate from those predicted by standard asset pricing models by including a term that is the product of the stock's idiosyncratic volatility and the investors' ...