3 papers
cs.SI2026
Interpretable Role-Based Clustering in Multi-Layer Financial Networks
Christian Franssen, Thao Le, Iman van Lelyveld +1
Understanding the functional roles of financial institutions within interconnected markets is critical for effective supervision, systemic risk assessment, and resolution planning.…
cs.LG2025
Stochastic Approximation Methods for Distortion Risk Measure Optimization
Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu +1
Distortion Risk Measures (DRMs) capture risk preferences in decision-making and serve as general criteria for managing uncertainty. This paper proposes gradient descent algorithms…
cs.LG2025
CoNNect: Connectivity-Based Regularization for Structural Pruning
Christian Franssen, Jinyang Jiang, Yijie Peng +1
Pruning encompasses a range of techniques aimed at increasing the sparsity of neural networks (NNs). These techniques can generally be framed as minimizing a loss function subject…