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.
A new network-based method for high-level data classification without normalization.
This paper critiques flawed MVTS anomaly detection evaluation methods and proposes a simple baseline.
The study addresses biases in evaluating molecular optimization methods and proposes methods to reduce these biases.
Research develops a generic method for evaluating trading platform components.
Proposes a method to choose thresholds for LLM evaluation metrics.
We introduce a methodology for efficient monitoring of processes running on hosts in a corporate network. The methodology is based on collecting streams of system calls produced by all or selected processes on the hosts, and sending them over the network to a monitoring server, where machine learning algorithms are use…
This paper compares and evaluates methods for evaluating statistical models using benchmarking data and simulations.
The development of molecular signatures for the prediction of time-to-event outcomes is a methodologically challenging task in bioinformatics and biostatistics. Although there are numerous approaches for the derivation of marker combinations and their evaluation, the underlying methodology often suffers from the proble…
Incremental learning from non-stationary data poses special challenges to the field of machine learning. Although new algorithms have been developed for this, assessment of results and comparison of behaviors are still open problems, mainly because evaluation metrics, adapted from more traditional tasks, can be ineffec…
We focus our attention on the link prediction problem for knowledge graphs, which is treated herein as a binary classification task on neural embeddings of the entities. By comparing, combining and extending different methodologies for link prediction on graph-based data coming from different domains, we formalize a un…
Novel method for multiclass ROC curves using multidimensional Gini index.
A new test evaluates risk estimation accuracy using probability integral transform.
Proposes a new method to rank risky investments based on Omega measure.
Study benchmarks 26 clustering validity measures.
Two new methods score stress test scenarios for risk managers.
Activation functions influence behavior and performance of DNNs. Nonlinear activation functions, like Rectified Linear Units (ReLU), Exponential Linear Units (ELU) and Scaled Exponential Linear Units (SELU), outperform the linear counterparts. However, selecting an appropriate activation function is a challenging probl…
This work compares OmniAnomaly with PCA for MTSAD, finding PCA can match or outperform OmniAnomaly.
New method builds complex networks from attribute interactions without normalization.
Bitcoin price prediction models fail to outperform a simple 'today's price' baseline, especially at longer horizons.
Graph representations offer powerful and intuitive ways to describe data in a multitude of application domains. Here, we consider stochastic processes generating graphs and propose a methodology for detecting changes in stationarity of such processes. The methodology is general and considers a process generating attrib…
In this paper, we propose a design methodology for one-class classifiers using an ensemble-of-classifiers approach. The objective is to select the best structures created during the training phase using an ensemble of spanning trees. It takes the best classifier, partitioning the area near a pattern into sub-…
The authors advocate for more rigorous unsupervised cross-lingual learning methods.
We define a methodology to quantify market activity on a 24 hour basis by defining a scale, the so-called scale of market quakes (SMQ). The SMQ is designed within a framework where we analyse the dynamics of excess price moves from one directional change of price to the next. We use the SMQ to quantify the FX market an…
Study categorizes time series anomaly detection metrics based on evaluation challenges.
A new causal deepset framework improves off-policy evaluation under complex interference.
New method improves consistency of reinforcement learning performance evaluations.
Correctly evaluating defenses against adversarial examples has proven to be extremely difficult. Despite the significant amount of recent work attempting to design defenses that withstand adaptive attacks, few have succeeded; most papers that propose defenses are quickly shown to be incorrect. We believe a large contri…
Data-driven method for option pricing using historical asset prices.
ChatGPT's medical response accuracy is 56%, but studies vary widely.
In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial crisis has highlighted the necessity of understanding and quantifying interdependencies among the world's economies, developing new effective …
The increasing availability of individual-level data has led to numerous applications of individualized (or personalized) treatment rules (ITRs). Policy makers often wish to empirically evaluate ITRs and compare their relative performance before implementing them in a target population. We propose a new evaluation metr…
Survey on deep learning robust training methods for noisy labels.
Paper proposes efficient method for evaluating Bayesian models in imaging.
Study reveals gaps between simulated and real-world treatment effect evaluation metrics.
Developing state-of-the-art approaches for specific tasks is a major driving force in our research community. Depending on the prestige of the task, publishing it can come along with a lot of visibility. The question arises how reliable are our evaluation methodologies to compare approaches? One common methodology to i…
The paper evaluates index-based allocation policies using data from randomized control trials.
We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: \emph{leverage scores-based} and \emph{norm-based} feature selection. Experimenta…
Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …
Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. In particular, the similarity measure is the most essential ingredient of time series clustering and classification systems. Because of this importance, countless approaches to estimate time series similar…
Information extracted from electrohysterography recordings could potentially prove to be an interesting additional source of information to estimate the risk on preterm birth. Recently, a large number of studies have reported near-perfect results to distinguish between recordings of patients that will deliver term or p…
The ability to accurately forecast power generation from renewable sources is nowadays recognised as a fundamental skill to improve the operation of power systems. Despite the general interest of the power community in this topic, it is not always simple to compare different forecasting methodologies, and infer the imp…
Study evaluates two-sample tests for validating generative models in high dimensions.
Recent advancements in radio frequency machine learning (RFML) have demonstrated the use of raw in-phase and quadrature (IQ) samples for multiple spectrum sensing tasks. Yet, deep learning techniques have been shown, in other applications, to be vulnerable to adversarial machine learning (ML) techniques, which seek to …
We evaluate the robustness of Adversarial Logit Pairing, a recently proposed defense against adversarial examples. We find that a network trained with Adversarial Logit Pairing achieves 0.6% accuracy in the threat model in which the defense is considered. We provide a brief overview of the defense and the threat models…
Ranking recommendation algorithms across datasets using Bradley-Terry model
New method evaluates AI stock prediction systems based on decision-making processes.
In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what extent metric distances affect relationships (link's weights) in a spatially embedde…
This work describes and discusses an algorithm submitted to the Sound Event Localization and Detection Task of DCASE2019 Challenge. The proposed methodology relies on parametric spatial audio analysis for source localization and detection, combined with a deep learning-based monophonic event classifier. The evaluation …