Yield Curve Forecasting using Machine Learning and Econometrics: A Comparative Analysis

While machine learning has revolutionized many fields such as natural language processing (NLP) and computer vision, its impact on time-series forecasting is still widely disputed, especially in the finance domain. This paper compares forecasting performance on U.S. Treasury yield curve data across econometrics/time-series analysis, classical machine learning, and deep learning methods, using daily data over 47 years. The Treasury yield curve is important because it is widely used by every participant in the bond markets, which are larger than equity markets. We examine a variety of methods that have not been tested on yield curve forecasting, especially deep learning algorithms. The algorithms include the Autoregressive Integrated Moving Average (ARIMA) model and its extensions, naive benchmarks, ensemble methods, Recurrent Neural Networks (RNNs), and multiple transformers built for forecasting. ARIMA and naive econometric models outperform other models overall, except in one time block. Of the machine learning methods, TimeGPT, LGBM and RNNs perform the best. Furthermore, the paper explores whether stationary or nonstationary data are more appropriate as input to deep learning models.

Balancing Efficiency and Fairness in Traffic Light Control through Deep Reinforcement Learning

Urban traffic congestion presents a significant challenge for modern cities, which impacts mobility and sustainability. Traditional traffic light control systems often fail to adapt to dynamic conditions, leading to inefficiencies. This paper proposes a novel deep reinforcement learning agent for traffic light control that addresses this limitation by explicitly integrating fairness considerations for both vehicular and pedestrian traffic. Unlike prior work, our approach dynamically balances these flows based on real-time demand, moving beyond systems focused solely on vehicles. Experimental results demonstrate that our agent effectively reduces congestion while ensuring equitable service for both the categories of road users. This research contributes to a practical and adaptable solution for intelligent traffic management within the framework of smart cities, paving the way for more efficient and inclusive urban mobility.

Deep Arguing

Deep learning has become the dominant approach for creating high capacity, scalable models across diverse data modalities. However, because these models rely on a large number of learned parameters, tightly couple feature extraction with task objectives, and often lack explicit reasoning mechanisms, it is difficult for humans to understand how they arrive at their predictions. Understanding what representations emerge and why they arise from the training data remains an open challenge. We introduce Deep Arguing, a novel neurosymbolic approach that integrates deep learning with argumentation construction and reasoning for interpretable classification with different data modalities. In our approach deep neural networks construct an argumentation structure wherein data points support their assigned label and attack different ones. Using differentiable argumentation semantics for reasoning, the model is trained end-to-end to jointly learn feature representation and argumentative interactions. This results in argumentation structures providing faithful case-based explanations for predictions. Structure constraints over the argumentation graph guide learning, improving both interpretability and predictive performance. Experiments with tabular and imaging datasets show that Deep Arguing achieves performance competitive with standard baselines whilst offering interpretable argumentative reasoning.

DynGhost: Temporally-Modelled Transformer for Dynamic Ghost Imaging with Quantum Detectors

Ghost imaging reconstructs spatial information from a single-pixel bucket detector by correlating structured illumination patterns with scalar intensity measurements. While deep learning approaches have achieved promising results on static scenes, two critical limitations remain unaddressed: existing architectures fail to exploit temporal coherence across frames, leaving dynamic ghost imaging largely unsolved, and they assume additive Gaussian noise models that do not reflect the true Poissonian statistics of real single-photon hardware. We present DynGhost (Dynamic Ghost Imaging Transformer), a transformer architecture that addresses both limitations through alternating spatial and temporal attention blocks. Our quantum-aware training framework, based on physically accurate detector simulations (SNSPDs, SPADs, SiPMs) and Anscombe variance-stabilizing normalization, resolves the distribution shift that causes classical models to fail under realistic hardware constraints. Experiments across multiple benchmarks demonstrate that DynGhost outperforms both traditional reconstruction methods and existing deep learning architectures, with particular gains in dynamic and photon-starved settings.

Voice Biomarkers for Depression and Anxiety

Current approaches to detecting depression and anxiety from speech primarily rely on machine learning techniques that utilize hand-engineered paralinguistic features and related acoustic descriptors derived from time- and frequency-domain representations of speech signals. Applying deep learning methods directly to raw speech signals has the potential to produce biomarker representations with substantially greater predictive power. However, these approaches typically require large volumes of carefully annotated data to learn robust and clinically meaningful representations of the underlying biomarkers. In this paper, we describe our efforts toward developing a deep learning model trained on a large-scale proprietary dataset comprising ~65,000 utterances collected from more than 23,000 subjects representative of relevant United States demographics. We present the techniques employed and analyze their impact on model performance. Our results demonstrate that the proposed models can extract content-agnostic biomarker information, which, when combined with lexical features extracted from audio, yields improved predictive performance in production settings. Our models are evaluated on ~5000 unique subjects and achieve performance of 71% in terms of sensitivity and specificity. To foster further research in mental health assessment from speech, we release the best-performing model described in this paper on HuggingFace.

A Resilient Solution for Sewer Overflow Monitoring across Cloud and Edge

Aging combined sewer systems in many historical cities are increasingly stressed by extreme rainfall events, which can trigger combined sewer overflows (CSO) with significant environmental and public health impacts. Forecasting the filling dynamics of overflow basins is critical for anticipating capacity exceedance and enabling timely preventive actions for CSO. We present a web-based demonstrator (https://riwwer.demo.calgo-lab.de) that integrates Deep Learning forecasting methods in both cloud and edge settings into an interactive monitoring dashboard for overflow monitoring, resilient to network outages. A video showcase is available online (https://cloud.bht-berlin.de/index.php/s/b9xt4T3SdiLBiFZ).

DeepLog: A Software Framework for Modular Neurosymbolic AI

DeepLog is an operational neurosymbolic framework that unifies logic and deep learning within standard PyTorch workflows. While existing neurosymbolic systems focus on a particular paradigm and semantics, DeepLog serves as a universal backend that can emulate many systems in the neurosymbolic alphabet soup. By treating diverse neurosymbolic languages as high-level specifications, the DeepLog software automatically compiles them into optimized arithmetic circuits. This design lowers the barrier for machine learning practitioners by treating logic as composable modules, while providing neurosymbolic developers with a shared, high-performance basis for prototyping new integration strategies. The code is available here: https://github.com/ML-KULeuven/deeplog

Higher Resolution, Better Generalization: Unlocking Visual Scaling in Deep Reinforcement Learning

Pixel-based deep reinforcement learning agents are typically trained on heavily downsampled visual observations, a convention inherited from early benchmarks rather than grounded in principled design. In this work, we show that observation resolution is a critical yet overlooked variable for policy learning: higher-resolution inputs can substantially improve both performance and generalization, provided the network architecture can process them effectively. We find that the widely used Impala encoder, which flattens spatial features into a vector, suffers from quadratic parameter growth as resolution increases and fails to leverage the additional visual detail. Replacing this operation with global average pooling, as in the Impoola architecture, decouples parameter count from resolution and yields consistent improvements across resolutions and network widths - at their respective best conditions, visual scaling unlocks a 28 % performance gain for Impoola over Impala. These gains are strongest in environments that require precise perception of small or distant objects, and gradient saliency analysis confirms that the underlying mechanism is a more spatially localized visual attention of the policy at higher resolutions. Our results challenge the prevailing practice of aggressive input downsampling and position resolution-independent architectures as a simple, effective path toward scalable visual deep RL. To facilitate future research on resolution scaling in deep RL, we publicly release the open-source code for the Procgen-HD benchmark: https://github.com/raphajaner/procgen-hd.

Deep Learning under Fractional-Order Differential Privacy

Differentially private stochastic gradient descent (DP-SGD) is a standard approach to privacy-preserving learning based on per-example clipping, subsampling, Gaussian perturbation, and privacy accounting. Classical DP-SGD releases a noisy version of the current clipped subsampled gradient sum. We propose Fractional-Order Differentially Private Stochastic Gradient Descent (\textbf{FO-DP-SGD}), a mechanism-level extension that replaces this current-only query, before Gaussian noise is added, with a fractional recursive query combining the current clipped sum with a finite-window, power-law-weighted aggregation of previously released private sum-level outputs. This injects fractional memory into the release mechanism while preserving the standard \emph{sum-then-noise-then-divide} structure. Under add/remove adjacency with Poisson subsampling, the current-step sensitivity analysis shows that the only newly data-dependent term is the scaled current clipped sum. Hence, conditioned on the private history, the effective \(\ell_2\)-sensitivity is at most \(βC\), where \(C\) is the clipping threshold and \(β\in(0,1]\) controls the current-step contribution. Thus, FO-DP-SGD admits standard per-step Rényi differential privacy accounting via a Poisson-subsampled Gaussian mechanism with effective noise-to-sensitivity ratio \(σ/β\), and composes to yield overall \((\varepsilon,δ)\)-differential privacy guarantees. FO-DP-SGD provides a framework for studying long-memory effects in private optimization. The fractional order, memory window, and mixing coefficient govern the trade-off among current-step sensitivity, signal retention, and private-history influence. Experiments on SVHN, CIFAR-10, and CIFAR-100 show improved test accuracy and privacy--utility performance over DP-SGD and private baselines including DP-Adam, DP-IS, SA-DP-SGD, ADP-AdamW, DP-SAT, and DP-Adam-AC.

A Random-Matrix Criterion for Initializing Gated Recurrent Neural Networks

Proper weight initialization prior to training has historically been one of the key factors that helped kick off the deep learning revolution. Initialization is even more crucial in "reservoir computing", where the weights of a readout layer are learned linearly while the reservoir weights are fixed and largely determine the richness, stability and memory of the resulting dynamics. In the infinite-width limit it has been shown that meaningful initializations are those sitting at an effective critical point of the randomly initialized model. The phase transition is controlled by the weight variance $g^2$ and separates an ordered phase from a chaotic one where information progressively degrades. Here we derive a simple criterion to estimate the critical $g_c$ for a broad class of recurrent architectures and we show that it closely tracks the gain at which a gated-RNN reservoir achieves peak performance on a chaotic forecasting task. Finally, we argue that our criterion can serve as a design principle for future initialization schemes.