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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.

168,982 papers · 148 categories

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48 results for Choquet fuzzy integral

Paper proposes a new classifier for gender detection in mobile telematics.

problem Detecting gender through mobile telematics data.
method Choquet fuzzy integral vertical bagging classifier combining random forest and rough set theory.
result Choquet fuzzy integral vertical bagging classifier outperforms other classifiers.

Study on risk measures using distorted Choquet integrals with random distortions.

problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.

Choquet regularization improves exploration in RL.

problem Improving exploration in reinforcement learning.
method Introducing Choquet regularizers to measure and manage exploration, reformulating RL problems and deriving explicit solutions.
result Explicit optimal distributions and Choquet regularizers for various exploratory samplers.

The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of financial supervisors. We decompose systemic risk into a number of interconnected seg…

2014-12-17abs ↗pdf ↗

Paper optimizes TSK fuzzy systems for large datasets with MBGD and novel regularization.

problem Optimizing TSK fuzzy systems for large datasets with high dimensionality.
method Proposes MBGD with UR and BN for TSK fuzzy classifiers.
result UR and BN improve classification performance on various UCI datasets.

Expands learning paradigm to stochastic orders using Choquet-Toland distance and Variational Dominance Criterion.

problem Learning high-dimensional distributions with stochastic orders.
method Introduces Choquet-Toland distance and Variational Dominance Criterion, uses input convex maxout networks (ICMNs).
result Proposes surrogates for Choquet-Toland distance and Variational Dominance Criterion with parametric rates.

SESSC clusters fuzzy rules for TSK classifiers, improving performance with label info.

problem Lack of supervised clustering for TSK fuzzy classifiers.
method SESSC integrates within-cluster compactness, between-cluster separation, and label information.
result SESSC initialization outperforms other clustering methods, especially for small rule numbers.

A method for concise fuzzy system modeling using ESSC-SL-CTSK-FS.

problem Complex nonlinear systems with high-dimensional data and large numbers of rules.
method Integrating ESSC for antecedents and SL for consequent parameters optimization.
result Effective reduction in the number of fuzzy rules for clearer and more interpretable models.

New principles for collapsing law-invariant functionals to means, extending beyond convexity.

problem Conditions for law-invariant functionals to reduce to means.
method Establishing collapse to the mean principles for non-convex functionals.
result General principles apply beyond convexity, including quasiconvex and Choquet integrals.

The paper introduces risk consistency properties for credit ratings.

problem Promoting prudent investment decisions in credit ratings.
method Introducing and studying risk consistency properties in the framework of Choquet rating criteria.
result Characterization of Choquet risk measures and rating criteria satisfying risk consistency properties.

The paper bounds solutions to complex optimization problems with uncertain data.

problem Distributionally robust optimization problems with multivariate uncertainty sets.
method Conditions and bounds derived for multivariate and univariate Wasserstein distances, Bregman-Wasserstein divergences, and signed Choquet integrals.
result Computable lower and upper bounds for DRO problems, derived from scalar-valued aggregation functions and Wasserstein distances.

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

KEEL improves causal discovery with fuzzy knowledge and complex data.

problem Challenges in causal discovery due to prior knowledge, domain inconsistencies, and small sample sizes.
method Weakly-supervised fuzzy knowledge and data co-driven causal discovery method (KEEL).
result KEEL outperforms state-of-the-art methods in accuracy, robustness, and computational efficiency.

Study enhances financial forecasting with machine learning and fuzzy MCDM.

problem Increasing financial uncertainty and market complexity.
method Integrates machine learning (XGBoost, LSTM, GNN) and intuitionistic fuzzy MCDM.
result High forecasting accuracy with low MAPE and narrow confidence intervals.

Proposes a new gauge theory for fuzzy geometries using finite-dimensional algebras.

problem Modeling fuzzy geometries in noncommutative geometry.
method Introduces a Yang-Mills-Higgs matrix model based on gauge matrix spectral triples.
result States Yang-Mills-Higgs theory as an explicit random multimatrix model.

New method ranks European countries' innovation performance considering criterion interactions.

problem Lack of consensus on weighting composite innovation indicators.
method Hierarchical-SMAA-Choquet integral approach to rank and benchmark innovation performance.
result Robust measurement of innovation performances in Europe with a hierarchy of interacting composite indicators.

The aim of this paper is to introduce a risk measure that extends the Gini-type measures of risk and variability, the Extended Gini Shortfall, by taking risk aversion into consideration. Our risk measure is coherent and catches variability, an important concept for risk management. The analysis is made under the Choque…

2017-07-23abs ↗pdf ↗

The paper explores optimal insurance contracts using various deviation measures.

problem Optimal insurance contracts with mean-deviation measures.
method Study of convex signed Choquet integrals and standard deviation as deviation measures, analyzing premium principles like expected value, Value-at-Risk, and Expected Shortfall.
result Characterization of optimal indemnities and deductibles under different premium principles.

Multi-task learning uses auxiliary data or knowledge from relevant tasks to facilitate the learning in a new task. Multi-task optimization applies multi-task learning to optimization to study how to effectively and efficiently tackle multiple optimization problems simultaneously. Evolutionary multi-tasking, or multi-fa…

2018-12-15abs ↗pdf ↗

In this paper, we have tried to apply the concepts of fuzzy sets to Lie groups and its relative concepts. First, we define a C1{\cal C}^1 fuzzy submanifold after reviewing C1{\cal C}^1-fuzzy manifold definition. In main section, we defined the Lie group and some its relative concepts such as fuzzy transformation group,…

2009-08-03abs ↗pdf ↗

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

problem Binary prediction sets are limited; fuzzy prediction sets offer richer guarantees.
method Generalize prediction sets to fuzzy sets, showing they are e-values with merging properties.
result Optimal e-values lead to optimal fuzzy prediction sets, including optimal conformal prediction.

Study transverse measures on infinite type hyperbolic surfaces.

problem Characterize the cone of transverse measures on infinite type hyperbolic surfaces.
method Use inverse limits and geodesic laminations to describe and construct cones of transverse measures.
result Explicit descriptions and bases of cones of transverse measures exist for many laminations.

MBGD-RDA trains TSK fuzzy systems efficiently on big datasets.

problem Training TSK fuzzy systems efficiently on big datasets.
method MBGD-RDA combines mini-batch gradient descent, regularization, AdaBound, and novel techniques for TSK fuzzy systems.
result MBGD-RDA achieves fast convergence and superior generalization on big datasets.

Enhanced fuzzy system predicts chaotic time series with improved accuracy.

problem Forecasting chaotic time series with high uncertainty.
method Combines evolving fuzzy systems, participatory learning, KRLS, and type-2 fuzzy sets.
result Proposed model outperforms other methods in accuracy and complexity.

Paper investigates differentiable fuzzy implications and their suitability for learning.

problem Analyzing differentiable fuzzy implications and their suitability for learning.
method Investigates the properties of fuzzy implications in a differentiable setting and introduces a new family of fuzzy implications.
result Various fuzzy implications are unsuitable for differentiable learning, and a new family of fuzzy implications is introduced.

This paper reviews incompatibilities of comonotonic risk measures.

problem Incompatibilities of comonotonic risk measures with central properties.
method Literature review and Choquet representation of comonotonic additive risk measures.
result Comonotonic additive risk measures cannot be surplus invariant.

This paper explores fuzzy systems' equivalence to neural networks and other machine learning methods.

problem Designing optimal fuzzy systems and overcoming challenges.
method Comparative analysis of Takagi-Sugeno-Kang fuzzy systems with neural networks, mixture of experts, CART, and stacking ensemble regression.
result Functional equivalence between fuzzy systems and machine learning methods.

A new fuzzy clustering method using hyperbolic smoothing for large datasets.

problem Building fuzzy clusters for large data sets efficiently.
method A novel smoothing numerical approach to relax the sum-of-squares criterion, converting the problem into a differentiable optimization problem.
result The method produces better fuzzy partitions compared to traditional fuzzy CC-means.