3 papers
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.SI2025
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
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…