Financial distress prediction using the hybrid associative memory with translation

This paper presents an alternative technique for financial distress prediction systems. The method is based on a type of neural network, which is called hybrid associative memory with translation. While many different neural network architectures have successfully been used to predict credit risk and corporate failure, the power of associative memories for financial decision-making has not been explored in any depth as yet. The performance of the hybrid associative memory with translation is compared to four traditional neural networks, a support vector machine and a logistic regression model in terms of their prediction capabilities. The experimental results over nine real-life data sets show that the associative memory here proposed constitutes an appropriate solution for bankruptcy and credit risk prediction, performing significantly better than the rest of models under class imbalance and data overlapping conditions in terms of the true positive rate and the geometric mean of true positive and true negative rates.This work has partially been supported by the Mexican CONACYT through the Postdoctoral Fellowship Program [232167], the Spanish Ministry of Economy [TIN2013-46522-P], the Generalitat Valenciana [PROMETEOII/2014/062] and the Mexican PRODEP [DSA/103.5/15/7004]. We would like to thank the Reviewers for their valuable comments and suggestions, which have helped to improve the quality of this paper substantially

Advances in quantum machine learning

Here we discuss advances in the field of quantum machine learning. The following document offers a hybrid discussion; both reviewing the field as it is currently, and suggesting directions for further research. We include both algorithms and experimental implementations in the discussion. The field's outlook is generally positive, showing significant promise. However, we believe there are appreciable hurdles to overcome before one can claim that it is a primary application of quantum computation.Comment: 38 pages, 17 Figure

Méthodes géométriques pour la mémoire et l'apprentissage

This thesis is devoted to geometric methods in optimization, learning and neural networks. In many problems of (supervised and unsupervised) learning, pattern recognition, and clustering there is a need to take into account the internal (intrinsic) structure of the underlying space, which is not necessary Euclidean. For Riemannian manifolds we construct computational algorithms for Newton method, conjugate-gradient methods, and some non-smooth optimization methods like the r-algorithm. For this purpose we develop methods for geodesic calculation in submanifolds based on Hamilton equations and symplectic integration. Then we construct a new type of neural associative memory capable of unsupervised learning and clustering. Its learning is based on generalized averaging over Grassmann manifolds. Further extension of this memory involves implicit space transformation and kernel machines. Also we consider geometric algorithms for signal processing and adaptive filtering. Proposed methods are tested for academic examples as well as real-life problems of image recognition and signal processing. Application of proposed neural networks is demonstrated for a complete real-life project of chemical image recognition (electronic nose).Cette these est consacree aux methodes geometriques dans l'optimisation, l'apprentissage et les reseaux neuronaux. Dans beaucoup de problemes de l'apprentissage (supervises et non supervises), de la reconnaissance des formes, et du groupage, il y a un besoin de tenir en compte de la structure interne (intrinseque) de l'espace fondamental, qui n'est pas toujours euclidien. Pour les varietes Riemanniennes nous construisons des algorithmes pour la methode de Newton, les methodes de gradients conjugues, et certaines methodes non-lisses d'optimisation comme r-algorithme. A cette fin nous developpons des methodes pour le calcul des geodesiques dans les sous-varietes bases sur des equations de Hamilton et l'integration symplectique. Apres nous construisons un nouveau type avec de la memoire associative neuronale capable de l'apprentissage non supervise et du groupage (clustering). Son apprentissage est base sur moyennage generalise dans les varietes de Grassmann. Future extension de cette memoire implique les machines a noyaux et transformations de l'espace implicites. Aussi nous considerons des algorithmes geometriques pour le traitement des signaux et le filtrage adaptatif. Les methodes proposees sont testees avec des exemples standard et avec des problemes reels de reconnaissance des images et du traitement des signaux. L'application des reseaux neurologiques proposes est demontree pour un projet reel complet de la reconnaissance des images chimiques (nez electronique)