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.
Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.
MLHO predicts COVID-19 adverse outcomes using past medical records.
Study finds non-adherence to schizophrenia meds leads to earlier adverse events.
Hundreds of millions of surgical procedures take place annually across the world, which generate a prevalent type of electronic health record (EHR) data comprising time series physiological signals. Here, we present a transferable embedding method (i.e., a method to transform time series signals into input features for…
Study shows informed traders harm market makers but price discovery benefits outweigh costs.
Cluster analysis aims at separating patients into phenotypically heterogenous groups and defining therapeutically homogeneous patient subclasses. It is an important approach in data-driven disease classification and subtyping. Acute coronary syndrome (ACS) is a syndrome due to sudden decrease of coronary artery blood f…
Modern treatments for Type 1 diabetes (T1D) use devices known as artificial pancreata (APs), which combine an insulin pump with a continuous glucose monitor (CGM) operating in a closed-loop manner to control blood glucose levels. In practice, poor performance of APs (frequent hyper- or hypoglycemic events) is common en…
With the increased availability of large databases of electronic health records (EHRs) comes the chance of enhancing health risks screening. Most post-marketing detections of adverse drug reaction (ADR) rely on physicians' spontaneous reports, leading to under reporting. To take up this challenge, we develop a scalable…
The paper proposes a method to identify subgroups with different treatment effects in time-to-event data.
Holdout set improves risk score accuracy without biasing predictions.
Fairness measures fail in predictive settings that intentionally shift outcomes.
There is tremendous interest in precision medicine as a means to improve patient outcomes by tailoring treatment to individual characteristics. An individualized treatment rule formalizes precision medicine as a map from patient information to a recommended treatment. A treatment rule is defined to be optimal if it max…
Deep learning clusters patient time-series data for better prognosis.
Risk-aware linear bandits optimize against adverse outcomes.
Robust Bayesian inference improves model performance on discrete data.
The dearth of prescribing guidelines for physicians is one key driver of the current opioid epidemic in the United States. In this work, we analyze medical and pharmaceutical claims data to draw insights on characteristics of patients who are more prone to adverse outcomes after an initial synthetic opioid prescription…
CovidCare uses EMR data to predict patient outcomes in emerging epidemics.
Clinical notes contain a large amount of clinically valuable information that is ignored in many clinical decision support systems due to the difficulty that comes with mining that information. Recent work has found success leveraging deep learning models for the prediction of clinical outcomes using clinical notes. Ho…
Study prenatal PM2.5 exposure and 4th grade reading scores, identifying critical windows of susceptibility.
Actor critic methods with sparse rewards in model-based deep reinforcement learning typically require a deterministic binary reward function that reflects only two possible outcomes: if, for each step, the goal has been achieved or not. Our hypothesis is that we can influence an agent to learn faster by applying an ext…
Machine learning approaches have been effective in predicting adverse outcomes in different clinical settings. These models are often developed and evaluated on datasets with heterogeneous patient populations. However, good predictive performance on the aggregate population does not imply good performance for specific …
Current clinical practice guidelines for managing Coronary Artery Disease (CAD) account for general cardiovascular risk factors. However, they do not present a framework that considers personalized patient-specific characteristics. Using the electronic health records of 21,460 patients, we created data-driven models fo…
auton-survival simplifies survival analysis for healthcare data.
Study liquidity provision in decentralized exchanges considering risk aversion and replication costs.
Study fills and adverse selection effects on trading strategy simulation.
Databases of electronic health records (EHRs) are increasingly used to inform clinical decisions. Machine learning methods can find patterns in EHRs that are predictive of future adverse outcomes. However, statistical models may be built upon patterns of health-seeking behavior that vary across patient subpopulations, …
Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although evidence suggests that HFT increases the efficiency of markets, it is unclear how or why it produces this outcome. Here we create a simple …
Lapse-supported life insurance exacerbates adverse selection risks.
Optimal fees protect passive LPs in AMMs under varying market conditions.
Develops a deep survival model for causal inference in longitudinal studies.
Background. Real-world data show that approximately 50% of psoriasis patients treated with a biologic agent will discontinue the drug because of loss of efficacy. History of previous therapy with another biologic, female sex and obesity were identified as predictors of drug discontinuations, but their individual predic…
ICU readmission is associated with longer hospitalization, mortality and adverse outcomes. An early recognition of ICU re-admission can help prevent patients from worse situation and lower treatment cost. As the abundance of Electronics Health Records (EHR), it is popular to design clinical decision tools with machine …
Recent progress in deep learning is revolutionizing the healthcare domain including providing solutions to medication recommendations, especially recommending medication combination for patients with complex health conditions. Existing approaches either do not customize based on patient health history, or ignore existi…
The paper explains credit decisions using Shapley decomposition for adverse actions.
Developing an Agent-Based Model to Mitigate Adverse Selection in Uniswap v3 Liquidity Providers
Study Nash competition among dealers quoting prices to clients with unknown trading motives.
This paper improves change-point detection for complex data streams using denoising score matching.
This paper is split in three parts: first we use labelled trade data to exhibit how market participants accept or not transactions via limit orders as a function of liquidity imbalance; then we develop a theoretical stochastic control framework to provide details on how one can exploit his knowledge on liquidity imbala…
We study the problem of detecting adverse drug events in electronic healthcare records. The challenge in this work is to aggregate heterogeneous data types involving diagnosis codes, drug codes, as well as lab measurements. An earlier framework proposed for the same problem demonstrated promising predictive performance…
Study tests if deep hedging differs from delta hedging in a GARCH market model.
Detecting real-time price impact in algo trading
AI traders learn to exploit meta-orders from slower traders, increasing their profits.
Algorithmic risk assessments are increasingly used to help humans make decisions in high-stakes settings, such as medicine, criminal justice and education. In each of these cases, the purpose of the risk assessment tool is to inform actions, such as medical treatments or release conditions, often with the aim of reduci…
Study compares deep learning stock trading strategies in adverse market conditions.
Patients who suffer an acute coronary syndrome are at elevated risk for adverse cardiovascular events such as myocardial infarction and cardiovascular death. Accurate assessment of this risk is crucial to their course of care. We focus on estimating a patient's risk of cardiovascular death after an acute coronary syndr…
Sunshine trading theory predicts lower execution costs and liquidity provision through explicit preannouncements, but evidence is scarce in traditional markets.
Current clinical practice to monitor patients' health follows either regular or heuristic-based lab test (e.g. blood test) scheduling. Such practice not only gives rise to redundant measurements accruing cost, but may even lead to unnecessary patient discomfort. From the computational perspective, heuristic-based test …
New method identifies sepsis-related patient features in EMR data.