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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for Administrative data

Germany's tax admin costs likely exceed 20% of total revenue, requiring system improvement.

problem High tax administrative costs in Germany and other jurisdictions.
method Statistical data, surveys, and a novel approach to measure total administrative cost as a percentage of total tax revenue.
result Germany's 2021 tax administrative costs likely exceeded 20% of total tax revenue.

Study improves risk evaluation timing with right-censored reporting delays.

problem Improving risk evaluation under short observation windows due to administrative censoring.
method Jointly models parametric hazards for event and reporting processes, uses Monte Carlo expectation-maximization algorithm, and proposes transfer-learning procedure.
result Improves accuracy of timely risk evaluation under administrative censoring.

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its original interpretation. It is common practice to estimate the censoring distributio…

2019-12-18abs ↗pdf ↗

Accurate prediction of suicide risk in mental health patients remains an open problem. Existing methods including clinician judgments have acceptable sensitivity, but yield many false positives. Exploiting administrative data has a great potential, but the data has high dimensionality and redundancies in the recording …

2016-05-03abs ↗pdf ↗

Deep learning improves CVD risk prediction from health records.

problem Predicting cardiovascular disease risk from administrative health data.
method Combined survival analysis and deep learning models.
result Deep learning models outperform traditional Cox models in accuracy and explained time-to-event occurrence.

Study uses data to analyze COPD patients' impact on hospital systems.

problem Understanding and quantifying resource requirements for COPD patients.
method Combines segmentation, queuing theory, and data recovery techniques.
result Finding useful operational results from incomplete administrative data.

Paper proposes a method to estimate confidence bands for survival random forests.

problem No statistically valid and computationally feasible approach for estimating confidence bands for survival random forests.
method Extending recent developments in infinite-order incomplete U-statistics, the paper proposes an unbiased confidence band estimation.
result The proposed method accurately estimates the confidence band and achieves desired coverage rate.

Study shows Lula's Zero Hunger program reduced income inequality in Brazil.

problem Income inequality in Brazil during Lula's administration.
method Breakpoint regression analysis using detailed descriptive statistics.
result The Zero Hunger program substantially reduced income inequality and provided income security for the poor.

Policy shifts between Trump and Biden impact ESG investments, creating volatility.

problem Dramatic policy shifts between Trump and Biden administrations affect ESG investments.
method Analyzes contrasting policies of Trump and Biden administrations and their impacts on ESG investments.
result Policy changes significantly influence ESG investments, leading to volatility and portfolio reassessment.

Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.

problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.

The paper learns personalized treatment rules from observational data.

problem Developing effective treatment policies for individual patients.
method Contextual bandit approach to minimize expected risk of treatment policies.
result The proposed method outperforms physicians and baseline approaches in IV and VP administration.

Tax evasion is the illegal evasion of taxes by individuals, corporations, and trusts. The revenue loss from tax avoidance can undermine the effectiveness and equity of the government policies. A standard measure of tax evasion is the tax gap, that can be estimated as the difference between the total amounts of tax theo…

2019-12-08abs ↗pdf ↗

Interpretable neural networks improve economic research by balancing accuracy and transparency.

problem Lack of interpretability in neural networks hinders their use in economic research.
method Proposes interpretable neural network models that balance prediction accuracy and interpretability.
result Achieved 94.5% accuracy in predicting employment status using high-dimensional data.

The biological processes involved in a drug's mechanisms of action are oftentimes dynamic, complex and difficult to discern. Time-course gene expression data is a rich source of information that can be used to unravel these complex processes, identify biomarkers of drug sensitivity and predict the response to a drug. H…

2019-07-27abs ↗pdf ↗

Analyzing multivariate time series data is important to predict future events and changes of complex systems in finance, manufacturing, and administrative decisions. The expressiveness power of Gaussian Process (GP) regression methods has been significantly improved by compositional covariance structures. In this paper…

2017-03-28abs ↗pdf ↗

In the last decade, there has been a great technological advance in the infrastructure of mobile technologies. The increase in the use of wireless local area networks and the use of satellite services are also noticed. The high utilization rate of mobile devices for various purposes makes clear the need to track wirele…

2019-07-22abs ↗pdf ↗

Bayesian models forecast COVID-19 hospitalizations at single sites.

problem Forecasting daily COVID-19 hospitalizations at a single hospital.
method Hierarchical Bayesian models with generalized Poisson likelihood and autoregressive/Gaussian process latent processes.
result Demonstrated superior performance compared to baselines in public datasets.

Understanding large-scale patterns in student course enrollment is a problem of great interest to university administrators and educational researchers. Yet important decisions are often made without a good quantitative framework of the process underlying student choices. We propose a probabilistic approach to modellin…

2019-05-31abs ↗pdf ↗

The study examines how alternative resource adequacy contract designs affect market participants' risk profiles and resource mix.

problem The tension between promoting reliability and competition in liberalized electricity markets.
method Constructs a stochastic equilibrium model of a competitive market with incomplete risk trading and computes investment equilibria under different contracting regimes.
result Alternative contracting regimes can induce different risk profiles and resource mixes, affecting market outcomes.

We present an analysis of oil prices in US$ and in other major currencies that diagnoses unsustainable faster-than-exponential behavior. This supports the hypothesis that the recent oil price run-up has been amplified by speculative behavior of the type found during a bubble-like expansion. We also attempt to unravel t…

2008-06-06abs ↗pdf ↗

The recent wave of AI and automation has been argued to differ from previous General Purpose Technologies (GPTs), in that it may lead to rapid change in occupations' underlying task requirements and persistent technological unemployment. In this paper, we apply a novel methodology of dynamic task shares to a large data…

2020-01-28abs ↗pdf ↗

A2A metric evaluates bias correction methods, reducing ATE estimation errors.

problem Selection biases in non-randomized studies of medical treatments.
method Propensity score matching (PSM) with novel metric A2A.
result Reduces ATE estimation errors by up to 90% across synthetic and real-world datasets.

Several methods exist to infer causal networks from massive volumes of observational data. However, almost all existing methods require a considerable length of time series data to capture cause and effect relationships. In contrast, memory-less transition networks or Markov Chain data, which refers to one-step transit…

2016-08-08abs ↗pdf ↗