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C. Nordio

Publications and source records attributed to C. Nordio.

3 recordsLinked to original sources

Learning as a Geometric Phase Transition: Renormalization Group Flow and Anisotropic Symmetry Breaking in Deep Networks

We formulate feature learning as a geometric critical phenomenon of the lifted tensor-product learning metric. The central object is not a scalar overlap, but the target-active geometry of \[ \mathcal N_{0,L}=\frac1N\sum_{r=1}^{L}\Sigma_{r\to L}\otimes T_{0\to r-1}, \] which entangles forward pullback survival with backward push-forward visibility. The neutral phase is target-isotropic: after restriction to endpoint target-active states and trace normalization, the lifted metric is proportional to the identity. Learning corresponds to an instability of this target-isotropic fixed point and to the emergence of traceless target-aligned eigentensors. We derive discrete Dyson expansions for local anisotropic insertions and their continuous Callan--Symanzik flow. Crucially, before constructing the full temporal mean-field theory, we identify the local spatial source of the $\beta$-functions directly from microscopic kinematics: asynchronous gradient updates generate synchronous metric strains, whose target-active symmetric traceless components act as curvature-like defects. The Wilsonian depth RG flow is then governed by the transport, balance, and coarse-grained irrelevance of these defects. Heavy-tailed spectra arise, under a scale-free counting hypothesis, as the spectrum of the target-active lifted geometry, with exponent addition in the matched pullback--push-forward sector. Finally, we relate this depth RG picture to temporal stochastic training dynamics and to the kinematic imprint of the learned channel on empirical weight Gram matrices.

cond-mat.dis-nn

Cross-Domain Behavioral Credit Modeling: transferability from private to central data

This paper introduces a credit risk rating model for credit risk assessment in quantitative finance, aiming to categorize borrowers based on their behavioral data. The model is trained on data from Experian, a widely recognized credit bureau, to effectively identify instances of loan defaults among bank customers. Employing state-of-the-art statistical and machine learning techniques ensures the model's predictive accuracy. Furthermore, we assess the model's transferability by testing it on behavioral data from the Bank of Italy, demonstrating its potential applicability across diverse datasets during prediction. This study highlights the benefits of incorporating external behavioral data to improve credit risk assessment in financial institutions.

q-fin.RM

Machine Learning approach for Credit Scoring

In this work we build a stack of machine learning models aimed at composing a state-of-the-art credit rating and default prediction system, obtaining excellent out-of-sample performances. Our approach is an excursion through the most recent ML / AI concepts, starting from natural language processes (NLP) applied to economic sectors' (textual) descriptions using embedding and autoencoders (AE), going through the classification of defaultable firms on the base of a wide range of economic features using gradient boosting machines (GBM) and calibrating their probabilities paying due attention to the treatment of unbalanced samples. Finally we assign credit ratings through genetic algorithms (differential evolution, DE). Model interpretability is achieved by implementing recent techniques such as SHAP and LIME, which explain predictions locally in features' space.

q-fin.ST