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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.

168,657 papers · 148 categories

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2795588371,116 · Jun 202019922001200920172026
48 results for Data Repair

Proposes a method to repair arbitrage in option prices data.

problem Arbitrage in option price data can lead to poor performance or failure of financial applications.
method Formulates data repair as a linear programming (LP) problem to minimise price changes within bid and ask price bounds.
result The proposed method gives sparse perturbations on data and improves model calibration with enhanced robustness and reduced calibration error.

CLSVAE repairs systematic errors in images with minimal labeled data.

problem Repairing systematic errors in data, especially in images.
method CLSVAE models inliers as a smaller latent space representation, separating inlier and outlier patterns.
result CLSVAE achieves superior repairs with less than 2% labeled data, outperforming other methods.

New method to recover over-parameterized models corrupted during estimation.

problem Recovering statistical models corrupted after initial estimation.
method Robust estimation using over-parameterized models and redundancy.
result Stochastic gradient descent is well-suited for model repair, but sparsity is generally not repairable.

In this study we model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free repair warranties. We assume that the repair time for rectifying the claims is non-zero and the repair cost is a function of the length of the repair time. To accommodate the ageing of the p…

2018-03-02abs ↗pdf ↗

Graph-based approach repairs programs from diagnostic feedback.

problem Learning to repair programs from limited labeled data and compiler error messages.
method Introduces program-feedback graph and graph neural network for reasoning, and self-supervised learning with unlabeled programs.
result DrRepair significantly outperforms prior work, achieving high repair rates.

MACER accelerates error repair by modularly identifying and applying fixes.

problem Automated compilation error repair for novice programmers.
method Modular segregation of repair process into identification and application, using discriminative learning techniques.
result MACER outperforms existing methods by 20% on popular errors and is competitive on all error types.

Due to its potential to improve programmer productivity and software quality, automated program repair has been an active topic of research. Newer techniques harness neural networks to learn directly from examples of buggy programs and their fixes. In this work, we consider a recently identified class of bugs called va…

2019-04-03abs ↗pdf ↗

This paper presents a novel end-to-end approach to program repair based on sequence-to-sequence learning. We devise, implement, and evaluate a system, called SequenceR, for fixing bugs based on sequence-to-sequence learning on source code. This approach uses the copy mechanism to overcome the unlimited vocabulary probl…

2018-12-24abs ↗pdf ↗

CASP improves portfolio optimization by considering asset covariance.

problem Infeasibility in cardinality-constrained portfolio optimization.
method CASP uses volatility-normalized selection and covariance-aware projection.
result CASP-Basic delivers lower portfolio variance than standard Euclidean repair.

REPAIR mitigates variance collapse to enable linear interpolation between SGD solutions.

problem Linear interpolation between SGD solutions is difficult due to variance collapse in permuted activations.
method REPAIR rescales preactivations of interpolated networks to mitigate variance collapse.
result 60%-100% relative barrier reduction across various architectures and tasks.

Many modern data-intensive computational problems either require, or benefit from distance or similarity data that adhere to a metric. The algorithms run faster or have better performance guarantees. Unfortunately, in real applications, the data are messy and values are noisy. The distances between the data points are …

2017-10-29abs ↗pdf ↗

SnareNet adds repair layers to neural networks to ensure outputs meet physical constraints.

problem Unconstrained neural network predictions violate physical or safety requirements.
method SnareNet appends a differentiable repair layer that navigates constraints to produce feasible outputs.
result SnareNet consistently improves objective quality while satisfying constraints more reliably.

CROP verifies clean prefixes in reasoning traces, improving downstream repair accuracy.

problem Uncertainty in reasoning traces prevents full certification of entire responses.
method CROP selects a calibrated threshold to certify the longest prefix with low risk proxies.
result CROP improves downstream repair accuracy by preserving valid reasoning and discarding misleading suffixes.

We present a new application and covering number bound for the framework of "Machine Learning with Operational Costs (MLOC)," which is an exploratory form of decision theory. The MLOC framework incorporates knowledge about how a predictive model will be used for a subsequent task, thus combining machine learning with t…

2011-04-27abs ↗pdf ↗

The above named paper has been withdrawn. A colleague has observed a gap in the proof of isotopy invariance, which can be repaired by reducing the coefficients (which lie in (1/6)Z) of the antisymmetric kanji with chords incident with more than one component modulo 8Z. An analogous issue arises in considering the effec…

2005-10-20abs ↗pdf ↗

Automatic program repair holds the potential of dramatically improving the productivity of programmers during the software development process and correctness of software in general. Recent advances in machine learning, deep learning, and NLP have rekindled the hope to eventually fully automate the process of repairing…

2019-06-24abs ↗pdf ↗

Algorithms learned from data are increasingly used for deciding many aspects in our life: from movies we see, to prices we pay, or medicine we get. Yet there is growing evidence that decision making by inappropriately trained algorithms may unintentionally discriminate people. For example, in automated matching of cand…

2017-08-02abs ↗pdf ↗

Optimal pre-processing reduces disparate impact by minimizing total variation distance.

problem Achieving fairness in data outputs based on protected attributes.
method Using pre-processing to enforce fairness, minimizing total variation distance between pre-processed and original data distributions.
result The problem of fairness can be formulated as a linear program, efficiently solvable.

The recent use of `Big Code' with state-of-the-art deep learning methods offers promising avenues to ease program source code writing and correction. As a first step towards automatic code repair, we implemented a graph neural network model that predicts token types for Javascript programs. The predictions achieve an a…

2019-05-16abs ↗pdf ↗

Many software analysis methods have come to rely on machine learning approaches. Code segmentation - the process of decomposing source code into meaningful blocks - can augment these methods by featurizing code, reducing noise, and limiting the problem space. Traditionally, code segmentation has been done using syntact…

2019-07-18abs ↗pdf ↗

Machine learning (ML) can automate decision-making by learning to predict decisions from historical data. However, these predictors may inherit discriminatory policies from past decisions and reproduce unfair decisions. In this paper, we propose two algorithms that adjust fitted ML predictors to make them fair. We focu…

2019-05-26abs ↗pdf ↗

This paper addresses the problem of predicting duration of unplanned power outages, using historical outage records to train a series of neural network predictors. The initial duration prediction is made based on environmental factors, and it is updated based on incoming field reports using natural language processing …

2018-04-03abs ↗pdf ↗

New AI method improves anomaly detection across different IIoT sensors.

problem Poor performance of anomaly detection models when applied to different machines.
method Robust AI method using pre-processing and multiple models on different pumps.
result Models perform well across different environments and types of pumps.

The theory of quantum computation can be constructed from the abstract study of anyonic systems. In mathematical terms, these are unitary topological modular functors. They underlie the Jones polynomial and arise in Witten-Chern-Simons theory. The braiding and fusion of anyonic excitations in quantum Hall electron liqu…

2001-01-04abs ↗pdf ↗

New methods for equity fund selection and portfolio construction using mutual fund top holdings.

problem Classic equity fund selection and portfolio construction problems.
method Propose an easy-to-implement framework to produce a long-short portfolio from mutual fund top holdings.
result Generate impressive results and show statistical evidence.

The complement of an arrangement A of a finite number of affine hyperplanes in complex n-space has the structure of a poset of spaces indexed by the intersection poset, L(A). The space corresponding to G in L(A) is homotopy equivalent to the complement of the hyperplanes in the central arrangement A_G normal to G. This…

2015-02-12abs ↗pdf ↗

The paper uses causal machine learning to optimize rework decisions in manufacturing.

problem Optimizing rework policies in manufacturing systems to balance yield improvement and rework costs.
method Proposes a causal model using double/debiased machine learning (DML) techniques to estimate conditional treatment effects and derive rework policies.
result Achieved a yield improvement of 2-3% during the color-conversion process of white LEDs.

The Pearson distance between a pair of random variables X,YX,Y with correlation ρxyρ_{xy}, namely, 1-ρxyρ_{xy}, has gained widespread use, particularly for clustering, in areas such as gene expression analysis, brain imaging and cyber security. In all these applications it is implicitly assumed/required that the distance …

2019-08-15abs ↗pdf ↗

We define a class of representations of the fundamental group of a closed surface of genus 22 to PSL2(C)\mathrm{PSL}_2 (\mathbb C): the pentagon representations. We show that they are exactly the non-elementary PSL2(C)\mathrm{PSL}_2 (\mathbb C)-representations of surface groups that do not admit a Schottky decomposition, i.e. a…

2019-11-11abs ↗pdf ↗

Study uses machine learning to optimize seismic design parameters.

problem Optimizing seismic design parameters for performance-based design.
method Implementing explainable machine learning models to map design variables and performance metrics, integrated into a genetic optimization algorithm.
result Highly accurate surrogate models (R2> 90%) across diverse building types and hazards, identifying optimal member properties.

Improved covariance matrix estimation for portfolio optimization with guaranteed PSD and controlled conditioning.

problem Guaranteeing positive semidefinite ness and controlling spectral conditioning in IQ estimators.
method Introducing squeezing identity and atomic-IQ parameterization to construct structured channel matrices with PSD guarantees and analytic eigen floor for conditioning control.
result Atomic-IQ improves Sharpe ratios and delivers a more stable risk profile compared to standard estimators.