On-device research index

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.

168,742 papers · 148 categories

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6 results for “ECI”

Error-quantified Conformal Inference for Time Seriesstat.ML

ECI improves time series prediction uncertainty quantification by smoothing miscoverage error.

problem Challenges in uncertainty quantification for time series prediction due to temporal dependence and distribution shift.

method Error-quantified Conformal Inference (ECI) by smoothing quantile loss function and introducing adaptive feedback scale.

result ECI achieves valid miscoverage control and tighter prediction sets than existing methods.

time series prediction uncertainty quantification conformal inference error quantification online gradient descent

2025-02-02abs ↗pdf ↗

Expected Coordinate Improvement for High-Dimensional Bayesian Optimizationcs.LG

A new method for high-dimensional Bayesian optimization.

problem Challenges in extending BO to high dimensions.

method Expected Coordinate Improvement (ECI) criterion for high-dimensional Bayesian optimization.

result Significantly better results than standard BO and competitive results with state-of-the-art methods.

Bayesian optimization high-dimensional optimization expected coordinate improvement infill selection one-dimensional problem

2024-04-18abs ↗pdf ↗

Measuring risk contagion in financial networks with CoVaRq-fin.RM

Measures risk contagion in financial networks using CoVaR.

problem Assessing stability of complex financial systems.

method Financial network model with bipartite graph of institutions and assets, heavy-tailed distributions, copula models, CoVaR and ECI.

result Proposes the Extreme CoVaR Index (ECI) for capturing risk contagion strength.

financial networks risk contagion CoVaR ECI bipartite graph

2023-09-27abs ↗pdf ↗

A Simple Measure of Economic Complexityq-fin.ST

Contrary to conventional economic growth theory, which reduces a country's output to one aggregate variable (GDP), product diversity is central to economic development, as recent 'economic complexity' research suggests. A country's product diversity reflects its diversity of knowhow or 'capabilities'. Researchers propo…

2016-01-19abs ↗pdf ↗

A Constrained Multi-Fidelity Bayesian Optimization Methodmath.NA

New method tackles constrained optimization in multi-fidelity Bayesian optimization.

problem Efficiently identifying feasible regions in constrained optimization problems.

method Proposes CMFBO method with novel acquisition functions.

result Demonstrates effectiveness on synthetic problems and real-world ICF and joint design problems.

Bayesian optimization multi-fidelity constrained optimization acquisition functions feasible region

2025-10-13abs ↗pdf ↗

Classifier Calibration at Scale: An Empirical Study of Model-Agnostic Post-Hoc Methodscs.LG

Study compares various calibration methods for binary classification tasks.

problem Improving probabilistic predictions in binary classification models.

method Benchmarked 21 classifiers using 5 calibration methods on real data.

result Venn-Abers predictors and Beta calibration show the largest log-loss reductions.

classifier calibration post-hoc methods binary classification tabular data model-agnostic

2026-01-19abs ↗pdf ↗