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.
Paper studies how incomplete data affects machine learning, proposing 'Certain Predictions' for NN classifiers.
In this paper, we study the asymptotic behavior of the colored Jones polynomials evaluated at roots of unity for a special class of knots. We show that certain limit is zero as predicted by the volume conjecture.
Machine learning algorithms for prediction are increasingly being used in critical decisions affecting human lives. Various fairness formalizations, with no firm consensus yet, are employed to prevent such algorithms from systematically discriminating against people based on certain attributes protected by law. The aim…
Most companies utilize demographic information to develop their strategy in a market. However, such information is not available to most retail companies. Several studies have been conducted to predict the demographic attributes of users from their transaction histories, but they have some limitations. First, they focu…
Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating the consequences of possible actions, so that planning, control, and decision-maki…
This papers presents a deep learning-based framework to predict crowdsourced service availability spatially and temporally. A novel two-stage prediction model is introduced based on historical spatio-temporal traces of mobile crowdsourced services. The prediction model first clusters mobile crowdsourced services into r…
Pharmaceutical targeting is one of key inputs for making sales and marketing strategy planning. Targeting list is built on predicting physician's sales potential of certain type of patient. In this paper, we present a time-sensitive targeting framework leveraging time series model to predict patient's disease and treat…
In this paper we use artificial neural networks to predict and help compute the values of certain knot invariants. In particular, we show that neural networks are able to predict when a knot is quasipositive with a high degree of accuracy. Given a knot with unknown quasipositivity we use these predictions to identify b…
GPT model shows promise in financial market predictions.
Standard methods in supervised learning separate training and prediction: the model is fit independently of any test points it may encounter. However, can knowledge of the next test point be exploited to improve prediction accuracy? We address this question in the context of linear prediction, show…
Prediction is arguably one of the most basic functions of an intelligent system. In general, the problem of predicting events in the future or between two waypoints is exceedingly difficult. However, most phenomena naturally pass through relatively predictable bottlenecks---while we cannot predict the precise trajector…
We propose a primitive called PJOIN, for "predictive join," which combines and extends the operations JOIN and LINK, which Valiant proposed as the basis of a computational theory of cortex. We show that PJOIN can be implemented in Valiant's model. We also show that, using PJOIN, certain reasonably complex learning and …
The Analog Ensemble (AnEn) method tries to estimate the probability distribution of the future state of the atmosphere with a set of past observations that correspond to the best analogs of a deterministic Numerical Weather Prediction (NWP). This model post-processing method has been successfully used to improve the fo…
A predictor that is deployed in a live production system may perturb the features it uses to make predictions. Such a feedback loop can occur, for example, when a model that predicts a certain type of behavior ends up causing the behavior it predicts, thus creating a self-fulfilling prophecy. In this paper we analyze p…
A compact oriented 4-manifold is defined to be of ``superconformal simple type'' if certain polynomials in the basic classes (constructed using the Seiberg-Witten invariants) vanish identically. We show that all known 4-manifolds of are of superconformal simple type, and that the numerical invariants of 4-man…
SBI provides more accurate pole positions than chi-squared minimization in model misspecification.
This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view the task of finding better lower and upper bounds on the value of the game (regret…
Study shows HFT benefits large traders under certain conditions.
Work proposes CLAIRE to achieve counterfactual fairness from observational data without causal models.
Study predicts traffic congestion based on population mobility data.
This work reviews and evaluates methods for predicting prediction intervals in regression problems.
Study highlights robustness issues in healthcare diagnostic models due to distribution shifts.
Recidivism prediction scores are used across the USA to determine sentencing and supervision for hundreds of thousands of inmates. One such generator of recidivism prediction scores is Northpointe's Correctional Offender Management Profiling for Alternative Sanctions (COMPAS) score, used in states like California and F…
Classification is one of the widely used analytical techniques in data science domain across different business to associate a pattern which contribute to the occurrence of certain event which is predicted with some likelihood. This Paper address a lacuna of creating some time window before the prediction actually happ…
We revisit the elegant observation of T. Cover '65 which, perhaps, is not as well-known to the broader community as it should be. The first goal of the tutorial is to explain---through the prism of this elementary result---how to solve certain sequence prediction problems by modeling sets of solutions rather than the u…
Certain biological neurons demonstrate a remarkable capability to optimally compress the history of sensory inputs while being maximally informative about the future. In this work, we investigate if the same can be said of artificial neurons in recurrent neural networks (RNNs) trained with maximum likelihood. Empirical…
Randomized predictions ensure fair and accurate individual calibration in machine learning.
Improved set prediction model using multiset-equivariant operations and approximate implicit differentiation.
Validates conformal prediction for network data under non-uniform sampling.
In this announcement, we exhibit the second variation of Perelman's and functionals for the Ricci flow, and investigate the linear stability of examples. We also define the "central density" of a shrinking Ricci soliton and compute its values for certain examples in dimension 4. Using these tools, one can somet…
Machine learning predicts properties of number fields with high accuracy.
Recently, there has been a surge of interest in the use of machine learning to help aid in the accurate predictions of financial markets. Despite the exciting advances in this cross-section of finance and AI, many of the current approaches are limited to using technical analysis to capture historical trends of each sto…
Tail-GNNs improve protein function prediction using relational reinforcement.
Transforms ensemble predictions to maintain interpretability.
LLMs are vulnerable to task-irrelevant data changes, limiting their use for data fitting.
Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and applied directly in the test data. Although such assumption has made traditional machine learning techniques succeed i…
In these notes we describe heuristics to predict computational-to-statistical gaps in certain statistical problems. These are regimes in which the underlying statistical problem is information-theoretically possible although no efficient algorithm exists, rendering the problem essentially unsolvable for large instances…
In the paper, we consider the problem of link prediction in time-evolving graphs. We assume that certain graph features, such as the node degree, follow a vector autoregressive (VAR) model and we propose to use this information to improve the accuracy of prediction. Our strategy involves a joint optimization procedure …
Adaptive prediction timing improves healthcare outcomes by predicting patient events at the right frequency.
The paper proposes a framework for information-theoretic predictive uncertainty measures.
Long-term lane change prediction model predicts maneuvers with 75% accuracy.
There is a growing trend of applying machine learning methods to medical datasets in order to predict patients' future status. Although some of these methods achieve high performance, challenges still exist in comparing and evaluating different models through their interpretable information. Such analytics can help cli…
We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point correlations in the returns of several leading currency exchange rates that could offer so…
Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial problems, with better prediction than machine learning methods. Moreover, many resea…
Behavior modification improves prediction accuracy by nudging user behavior.
Despite its omnipresence in robotics application, the nature of spatial knowledge and the mechanisms that underlie its emergence in autonomous agents are still poorly understood. Recent theoretical work suggests that the concept of space can be grounded by capturing invariants induced by the structure of space in an ag…
A new kernel-based nonconformity score improves multivariate prediction regions.
Despite its omnipresence in robotics application, the nature of spatial knowledge and the mechanisms that underlie its emergence in autonomous agents are still poorly understood. Recent theoretical works suggest that the Euclidean structure of space induces invariants in an agent's raw sensorimotor experience. We hypot…