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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 Benchmark Analysis

Paper proposes FinAR-Bench to evaluate LLMs in financial analysis tasks.

problem Inaccurate financial analysis by LLMs leading to investment and regulatory issues.
method Proposes FinAR-Bench, a benchmark dataset with three steps: key info extraction, financial indicator calculation, and logical reasoning.
result LLMs perform better in key info extraction and indicator calculation but struggle with logical reasoning.

Deep learning benchmarks ECG analysis with strong performance.

problem Lack of appropriate datasets and evaluation procedures for ECG interpretation.
method Benchmarking on PTB-XL and ICBEB2018 datasets using convolutional neural networks.
result Convolutional neural networks, especially resnet- and inception-based architectures, outperform feature-based algorithms.

A Python tool generates synthetic data for cluster analysis from high-level descriptions.

problem Creating synthetic data for cluster analysis is laborious and requires detailed geometric parameters.
method Proposes natural language-based synthetic data generation and implements it in a Python package.
result Makes it easy to set up interpretable and reproducible benchmarks for cluster analysis.

Paper establishes a comprehensive benchmark for ECG time-series analysis.

problem Incomplete understanding of ECG signal properties and limitations in evaluation metrics.
method Categorization of downstream applications, identification of limitations, introduction of a novel metric, benchmarking of time-series models.
result Validation of the effectiveness of the proposed metric and model architecture.

SurvHTE-Bench benchmarks HTE estimation in survival analysis with diverse datasets.

problem Challenges in estimating HTEs from right-censored survival data.
method Modular synthetic datasets, semi-synthetic datasets, and real-world datasets.
result First rigorous comparison of survival HTE methods under diverse conditions.

We present a formulation of the transaction cost analysis (TCA) in the Bayesian framework for the primary purpose of comparing broker algorithms using standardized benchmarks. Our formulation allows effective calculation of the expected value of trading benchmarks with only a finite sample of data relevant to practical…

2019-04-02abs ↗pdf ↗

GIFT-Eval benchmarks time series forecasting models across diverse datasets.

problem Lack of comprehensive benchmarks for evaluating time series foundation models.
method Developed GIFT-Eval, a benchmark with 23 datasets, 177 million data points, and 144,000 time series.
result Promotes evaluation of foundation models across various domains and frequencies.

Randomly guessing weights helps analyze RL benchmarks objectively.

problem Understanding the complexity of reinforcement learning benchmarks.
method Generate policy networks by randomly guessing their parameters, evaluate on benchmarks, and analyze results.
result Small untrained networks can provide a robust baseline for various RL tasks.

Sensitivity analysis for individualized effects in OTRs with binary risk factors.

problem Addressing omitted confounding in individualized effects of OTRs.
method Simulation-based sensitivity analysis to simulate unmeasured confounders.
result Benchmarking the strength of omitted confounding for binary risk factors.

The study initiates a theoretical analysis of dynamic benchmarking models.

problem Lack of theoretical foundation and empirical studies in dynamic benchmarks.
method Examined two realizations of dynamic benchmarking: sequential and hierarchical dependency models.
result Sequential dynamic benchmarks show initial performance improvement but can stall after three rounds due to label noise.

PerturBench benchmarks ML models for cellular perturbation analysis.

problem Standardizing benchmarking in modeling single cell transcriptomic responses to perturbations.
method Modular platform, diverse datasets, metrics, extensive evaluation, rank metrics.
result Simpler models are competitive and scale well with larger datasets.

Machine learning (ML) needs industry-standard performance benchmarks to support design and competitive evaluation of the many emerging software and hardware solutions for ML. But ML training presents three unique benchmarking challenges absent from other domains: optimizations that improve training throughput can incre…

2019-10-02abs ↗pdf ↗

GeMA learns latent manifolds to benchmark complex systems.

problem Benchmarking complex systems like rail networks and economies with classical methods.
method Geometric Manifold Analysis (GeMA) using a productivity-manifold variational autoencoder (ProMan-VAE).
result GeMA provides more nuanced efficiency evaluations in complex systems.

This study evaluates subgroup analysis methods for time-to-event outcomes in randomized controlled trials.

problem Identifying subgroups of good responders in non-significant randomized controlled trials.
method Evaluation of several subgroup analysis algorithms for time-to-event outcomes using synthetic and semi-synthetic data.
result Provides a new synthetic and semi-synthetic data generation process and an open-source Python package for benchmarking.

FinTMMBench benchmarks RAG systems for finance tasks across multiple data types and time periods.

problem Evaluating temporal-aware multi-modal retrieval augmented generation in finance.
method TMMHybridRAG method that converts and integrates data from various modalities and temporal information.
result Demonstrated effectiveness of TMMHybridRAG in diverse financial analysis tasks.

Study characterizes harmful low-fidelity data sources for surrogate models.

problem Identifying which low-fidelity data sources to use in constructing surrogate models.
method Employed benchmark filtering techniques to assess harmful sources using limited data.
result Provided guidelines for using low-fidelity sources in an industrial setting.

This study benchmarks transcriptomics models for perturbation analysis, finding scVI and PCA superior.

problem Limited evaluation of transcriptomics foundation models for perturbation analysis.
method Developed a novel evaluation framework using diverse public datasets from different sequencing techniques and cell lines.
result scVI and PCA identified as superior models for understanding biological perturbations.

This study benchmarks algorithms for automatic segmentation of LGE-MRI images of the left atrium.

problem Challenging segmentation of LGE-MRI images due to low contrast.
method Organized a large-scale benchmarking challenge with 154 3D LGE-MRIs and 27 teams.
result Top method achieved 93.2% dice score and 0.7 mm mean surface to surface distance.

Study benchmarks mutual funds in India using DEA, finding efficiency metrics.

problem Benchmark mutual funds in India based on efficiency metrics.
method Data Envelopment Analysis (DEA) model incorporating risk, cost, return, and information ratio.
result DEA model identifies efficiency frontier and compares results with traditional metrics.

Study benchmarks 19 survival models on 34 datasets, finding Cox model still best.

problem Quantitative comparison of survival models on low-dimensional data.
method Comprehensive benchmarking of 19 models on 34 datasets, tuning and evaluating using 6 metrics.
result Cox Proportional Hazards model remains best overall for low-dimensional, right-censored data.

Paper benchmarks Bengali language classification tasks using MConv-LSTM network.

problem Lack of computational resources for NLP tasks in under-resourced languages like Bengali.
method Built three datasets, BengFastText word embeddings, and MConv-LSTM network for hate speech detection, document classification, and sentiment analysis.
result BengFastText yields up to 92.30%, 82.25%, and 90.45% F1-scores in document classification, sentiment analysis, and hate speech detection respectively.

Language model benchmarks often misrepresent true understanding, revealing vulnerabilities in evaluation methods.

problem Language model benchmarks fail to accurately reflect true language understanding and adaptability.
method Systematic analysis of NLP evaluation frameworks, identifying vulnerabilities in static benchmarks, human evaluation protocols, and LLM-as-judge frameworks.
result Current evaluation methods are unreliable and need improvement to accurately assess LLM performance.

New benchmarks show LLMs struggle with causal discovery.

problem Leveraging LLMs for causal discovery is unreliable due to dataset leakage.
method Developing science-grounded benchmarks and hybrid methods combining LLM predictions with statistical analysis.
result LLMs perform poorly on novel, real-world scientific studies compared to classical methods.

BloombergGPT is a large language model trained on financial data, outperforming existing models on financial tasks.

problem Lack of specialized large language models for finance.
method Trained on a 363 billion token dataset augmented with 345 billion tokens from general datasets, using a 50 billion parameter model.
result BloombergGPT outperforms existing models on financial tasks without sacrificing performance on general LLM benchmarks.

Benchmark for math reasoning models from human proofs.

problem Measuring and accelerating machine learning models in high-level mathematical reasoning.
method Built a non-synthetic dataset from theorem prover proofs, defined a task for model to fill in missing propositions, used hierarchical transformer to improve performance.
result Neural models can capture non-trivial mathematical reasoning, hierarchical transformer outperforms baseline.

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly detection benchmarks that vary in their construction across several dimensions we deem…

2015-03-03abs ↗pdf ↗

Challenge uses unsupervised learning to detect new physics signals at LHC.

problem Detecting new physics signals at the LHC using unsupervised machine learning.
method Developed and evaluated anomaly detection algorithms on a large dataset.
result Benchmark dataset of >1 Billion simulated LHC events for future studies.

Foresight Arena benchmarks AI forecasting on real-world markets, isolating predictive edge.

problem Evaluating AI forecasting ability in real-world markets is challenging due to overfitting, centralized trust, and conflated metrics.
method Permissionless, on-chain benchmark using probabilistic forecasts, commit-reveal protocol, and smart contracts.
result Demonstrates the need for 350 predictions to reliably distinguish agents of different skill levels.

A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.

problem Imputation of single-cell RNA sequencing data to recover latent transcriptional signals.
method Evaluation of 15 imputation methods across 30 datasets and 6 downstream analyses.
result Traditional methods generally outperform DL-based methods in scRNA-seq data analysis.

The recent popularity of deep neural networks (DNNs) has generated a lot of research interest in performing DNN-related computation efficiently. However, the primary focus is usually very narrow and limited to (i) inference -- i.e. how to efficiently execute already trained models and (ii) image classification networks…

2018-03-16abs ↗pdf ↗