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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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15 results for Florida

In this paper we consider three types of embedded options in pension benefit design. The first is the Florida second election (FSE) option, offered to public employees in the state of Florida in 2002. Employees were given the option to convert from a defined contribution (DC) plan to a defined benefit (DB) plan at a ti…

2017-08-14abs ↗pdf ↗

GenFormer uses deep learning to generate complex stochastic data.

problem Creating synthetic stochastic data that matches real-world statistical properties.
method Transformer-based deep learning model that maps Markov state sequences to time series values.
result GenFormer preserves target marginal distributions and other statistical properties in multivariate spatio-temporal data.

We present the design and implementation of a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm produces rule lists with optimal training performance, according to the regularized empirical risk, with a certificate of optimality. By leveraging algorithmic bou…

2017-04-06abs ↗pdf ↗

Models assess how USDA orange production forecasts impact FCOJ market decisions.

problem High volatility in FCOJ futures due to limited U.S. orange production.
method Developed models to assess the impact of USDA October orange production forecasts on FCOJ market participants.
result Probabilistic forecasts of USDA production forecast error can reduce FCOJ price volatility.

Narrative disclosures in 10-K filings improve bankruptcy prediction beyond accounting ratios.

problem Traditional bankruptcy prediction models rely on accounting ratios, which may not capture early warning signals.
method Developed a PB Stress Score based on distress-specific language in 10-K narratives, evaluated against accounting and dictionary benchmarks.
result Adding the PB Stress Score increases AUC from 0.8323 to 0.9019 and improves top-decile bankruptcy capture from 44.12% to 64.71%.

The study uses Hidden Markov Models to analyze student enrollment patterns and academic performance.

problem Limited understanding of how enrollment patterns affect academic performance.
method Applied Hidden Markov Models to categorize enrollment strategies and compare academic outcomes.
result Mixed enrollment strategies lead to better academic performance, especially during part-time semesters.

Develops a two-stage conformal prediction method for Parkinson's disease medication needs.

problem Heterogeneous disease progression and treatment response in Parkinson's Disease.
method Two-stage conformal prediction framework with statistical guarantees.
result Quantifies uncertainty in medication needs predictions, improving clinical trust and quality of life.

Interpretable ML models predict recidivism as well as non-interpretable methods and are more fair.

problem Improving recidivism prediction models for fairness and interpretability.
method Trained interpretable ML models on two recidivism datasets, compared to existing methods, and analyzed fairness.
result Interpretable ML models can predict recidivism as well as non-interpretable methods and are more fair.

Study develops electronic phenotypes of ICU patient acuity.

problem Limited time for patient acuity assessments and imprecise clinical trajectory prediction.
method Developed electronic phenotypes using automated variable retrieval in electronic health records.
result Identified three phenotypes: persistently stable, persistently unstable, and transitioning from unstable to stable.