Rapidly growing product lines and services require a finer-granularity forecast that considers geographic locales. However the open question remains, how to assess the quality of a spatio-temporal forecast? In this manuscript we introduce a metric to evaluate spatio-temporal forecasts. This metric is based on an Opti- …
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.
168,695 papers · 148 categories
Trend · papers per month
48 results for “Gini regularization”
Improving Molecular Graph Neural Network Explainability with Orthonormalization and Induced Sparsitystat.ML
Two regularization techniques improve GCNN explainability and preference from chemists.
problem Difficulty in rationalizing molecular graph neural network predictions.
method Batch Representation Orthonormalization (BRO) and Gini regularization applied during GCNN training.
result Regularization improves GCNN attribution methods and preference from chemists.
Gini index needs auto-calibration for consistent decision-making.
problem Gini index's inconsistency in decision-making.
method Restrict Gini index to auto-calibrated regression models.
result Gini index becomes strictly consistent with auto-calibration.
New Gini indices capture more nuanced income inequality.
problem Measuring joint dispersion across multiple observations.
method Axiomatic approach to define and characterize n-th order Gini deviations.
result Higher-order Gini coefficients reveal more extreme income disparities.
Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using generalized Gini distance, an energy distance in reproducing kernel Hilbert spaces (RK…
Paper discusses extending Gini score for tied rankings and case weights.
problem Extending Gini score for tied rankings and case weights.
method Discuss and adapt Gini score for ties and case weights.
result Gini score can be used for tied rankings and case weights.
A Multiclass ROC Curvestat.ME
Novel method for multiclass ROC curves using multidimensional Gini index.
problem Multiclass performance evaluation, especially for imbalanced datasets.
method Extends ROC curve methodology to multiclass settings using multidimensional Gini index.
result Validated through case studies in health care and finance.
The paper examines the stability of binary choice models using Gini index and scoring indicators.
problem Stability and discriminatory power of binary choice models.
method Derives the real Gini index and incorporates PSI and KS statistics into the model.
result The real Gini index should be less than the calculated Gini index when the population distribution changes.
Proposes a simple solution to Gini importance bias in random forests.
problem Gini importance measure in random forests is biased and unreliable.
method Computes loss reduction on out-of-bag samples instead of in-bag.
result Solves the misleading/untrustworthy Gini importance issue.
Fluctuations in time intervals of financial data from the view point of the Gini indexphysics.data-an
We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution which is a good candidate to describe the first passage time of foreign exchange rate. The analytical expression of the…
Paper proves convergence of Gini index to equilibrium in Wasserstein distance.
problem Proving convergence of Gini index to equilibrium in Wasserstein distance.
method Analyzes Gini index as Lyapunov functional and proves convergence in Wasserstein distance.
result Proves convergence of Gini index to equilibrium in Wasserstein distance.
Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005q-fin.GN
The evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005 is analyzed and modeled. There are several versions of personal income distribution (PID) provided by the US Census Bureau (US CB) for this period with various levels of resolution. Effectively, these PIDs result in different Gini c…
Bounding the approach to oligarchy in a variant of the yard-sale modelcond-mat.stat-mech
Analytical results bound the approach to oligarchy in a modified asset exchange model.
problem Analyzing economic inequality in a modified asset exchange model.
method Analytical results using Gini coefficient and differential inequalities.
result The Gini coefficient is bounded by a first-order differential inequality.
In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks. It is shown that several conditions on dispersion matrices and the components of dispersion matrices of multivariate normal risks for the m…
The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.
problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.
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…
Gintropy: Gini index based generalization of Entropyphysics.soc-ph
Paper introduces a new measure combining entropy and Gini index.
problem Quantifying complexity in socio- and econo-physics.
method Generalizes entropy using Gini index and Lorenz curve transformation.
result Supports quantifying complexity in socio- and econo-physics.
Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons between units of different size, and intertemporal analyses are vitiated by the popu…
We study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index ). We show that, in such a case, the Gini coefficient cannot be reliably estimated usin…
The standard deviation and Gini mean difference order based on tail behavior.
problem Ordering between standard deviation and Gini mean difference for real-valued risks.
method Analysis of the mean excess function of the pairwise difference .
result Dominance regimes of SD and GMD are determined by tail behavior of the distribution.
Punctuated Equilibrium (PE) states that after long periods of evolutionary quiescence, species evolution can take place in short time intervals, where sudden differentiation makes new species emerge and some species extinct. In this paper, we introduce and study the effect of punctuated equilibrium on two different ass…
This paper fills in local bounds for Spearman's footrule and Gini's gamma measures of association.
problem Local bounds for bivariate copulas with respect to Spearman's footrule and Gini's gamma measures.
method Computing quasi-copulas that are not copulas for certain values of the measures.
result Presented local bounds for Spearman's footrule and Gini's gamma measures.
The argument that the alarming level of Gini coefficient is 0.4 is very popular, especially in the media industry, all around the world for a long time. Although the 0.4 standard is widely accepted, the derivation of the value lacks rigid theoretical foundations. In fact, to the best of our knowledge, it is not based o…
The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc. The model ensures the graduation of Gini index values by polynomial degree of wa…
From Gravity to Confinement: Wealth Redistribution as Optimal Drift Design in the Fokker-Planck Frameworkphysics.soc-ph
Wealth redistribution through Fokker-Planck equation controls preserves Gini coefficient.
problem Preserving Gini coefficient through proportional wealth tax.
method Formulating optimal redistribution as a control problem for Fokker-Planck equation.
result Progressive taxes redistribute within policy-relevant timescales.
Socio-economic inequality is characterized from data using various indices. The Gini () index, giving the overall inequality is the most common one, while the recently introduced Kolkata () index gives a measure of fraction of population who possess top fraction of wealth in the society. Here, we show t…
The CAP slope is Bayes' theorem in cumulative coordinates, unlocking the weight of evidence, Somers' D, and Gini coefficient.
problem Calibration and weight of evidence
method Identifying the CAP slope as Bayes' theorem
result Revealing the CAP slope as Bayes' theorem
The paper calculates bounds for risk metrics and entropies under partial information constraints.
problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.
Evidence for the exponential distribution of income in the USAcond-mat.stat-mech
Using tax and census data, we demonstrate that the distribution of individual income in the USA is exponential. Our calculated Lorenz curve without fitting parameters and Gini coefficient 1/2 agree well with the data. From the individual income distribution, we derive the distribution function of income for families wi…
The article compares predictor importance in classification problems with categorical outcomes.
problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.
Framework monitors insurance pricing models for drift and recalibration.
problem Maintaining predictive performance of pricing models in evolving insurance portfolios.
method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.
result Framework guides decisions on refitting or recalibrating pricing models.
Sparse molecular representations improve interpretability in graph neural networks.
problem Difficulty in understanding which molecular graph aspects drive deep learning predictions.
method Constrain weights in a graph convolutional neural network using the Gini index to maximize representation inequality.
result The Gini-constrained approach does not degrade evaluation metrics and allows for interpretable representation combination.
The paper analyzes ESS metrics and their connections to entropy families.
problem Improving the accuracy of effective sample size approximations.
method Examined Rényi and Tsallis entropy families and their relationship to ESS.
result Proved that ESS functions in the Huggins-Roy family meet theoretical conditions.
We study the effect of the social stratification on the wealth distribution on a system of interacting economic agents that are constrained to interact only within their own economic class. The economical mobility of the agents is related to its success in exchange transactions. Different wealth distributions are obtai…
The Bivariate Normal Copulamath.PR
We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we provide improved bounds and approximations on the diagonal.
We study the effect of altruism in two simple asset exchange models: the yard sale model (winner gets a random fraction of the poorer player's wealth) and the theft and fraud model (winner gets a random fraction of the loser's wealth). We also introduce in these models the concept of bargaining efficiency, which makes …
The construction of efficient and effective decision trees remains a key topic in machine learning because of their simplicity and flexibility. A lot of heuristic algorithms have been proposed to construct near-optimal decision trees. ID3, C4.5 and CART are classical decision tree algorithms and the split criteria they…
Develops RF-GLS for binary geospatial data.
problem Challenges in extending RF to binary geospatial data.
method Proposes RF-GLS for binary data, embedding it in generalized mixed effects models.
result Establishes consistency of RF-GP for mean function and covariate effect estimation.
The study examines how class imbalance impacts logistic regression models in low-default credit portfolios.
problem The impact of class imbalance on logistic regression models in low-default credit portfolios.
method Simulation study with controlled data-generating mechanisms to vary class imbalance and predictor-response association strength.
result Classification accuracy decreases significantly as event rate decreases, and optimal cut-off shifts with imbalance.
Regional Inequality Simulations Based on Asset Exchange Models with Exchange Range and Local Support Biasphysics.soc-ph
To gain insights into the problem of regional inequality, we proposed new regional asset exchange models based on existing kinetic income-exchange models in economic physics. We did this by setting the spatial exchange range and adding bias to asset fraction probability in equivalent exchanges. Simulations of asset dis…
Paper introduces new metrics for evaluating model accuracy.
problem Improving model accuracy and calibration.
method Developed two second-order accuracy metrics with integral and numerical representations.
result Validates model calibration settings and reveals distortions.
Study on decentralization in DAOs and its effect on financial efficiency in DeFi.
problem Understanding the impact of decentralization on financial efficiency in blockchain-based governance.
method Analysis using Gini coefficient as an inequality indicator, comparing ROI of token owners.
result Real decentralization affects financial efficiency positively in DeFi.
A new method selects representative subdata without assuming underlying models.
problem Selecting representative subdata for fast and efficient analysis.
method Uses decision trees to partition data and selects samples from each partition.
result PED subdata results in higher classification accuracy than other methods.
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.
In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found lower and upper bounds for the indices and discuss the efficiencies of the models…
The k-generalized distribution: A new descriptive model for the size distribution of incomesq-fin.GN
This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz curve and the Gini coefficient - are given. A method for parameter estimation is …
We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income that indicates how much the incomes below the u quantile fall short of the…
A new decision tree induction method using MIP for faster optimization.
problem Optimizing decision tree split rules for better classification performance.
method Mixed-integer programming (MIP) for Gini reduction maximization, efficient search algorithm.
result bsnsing trees outperform other tree models in new case discrimination.