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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.

169,051 papers · 148 categories

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48 results for KDD competition

We describe our language-independent unsupervised word sense induction system. This system only uses topic features to cluster different word senses in their global context topic space. Using unlabeled data, this system trains a latent Dirichlet allocation (LDA) topic model then uses it to infer the topics distribution…

2013-02-28abs ↗pdf ↗

Hybrid approach combines Markowitz's theory with reinforcement learning for optimal portfolio management.

problem Optimizing investment portfolios while balancing returns and risks.
method Knowledge distillation for training reinforcement learning agents.
result Achieves highest yield and Sharpe ratio of 2.03, ensuring top profitability with low risk.

In this paper, we study the Nystr{ö}m type subsampling for large scale kernel methods to reduce the computational complexities of big data. We discuss the multi-penalty regularization scheme based on Nystr{ö}m type subsampling which is motivated from well-studied manifold regularization schemes. We develop a theoretica…

2017-10-13abs ↗pdf ↗

Two novel dataset optimization strategies improve malware traffic detection accuracy.

problem Redundant and irrelevant information in network traffic datasets increases computational cost and noise.
method Feature selection and dimensional reduction techniques using mutual information and autoencoders.
result Optimized dataset leads to improved accuracy of Multi Layer Perceptron for malware detection.

Measuring the impact of scientific articles is important for evaluating the research output of individual scientists, academic institutions and journals. While citations are raw data for constructing impact measures, there exist biases and potential issues if factors affecting citation patterns are not properly account…

2015-02-25abs ↗pdf ↗

This paper studies adversarial examples in NIDS, revealing their vulnerability.

problem Vulnerability of machine learning-based NIDS to adversarial examples.
method Used evolutionary computation and deep learning to generate adversarial examples.
result Adversarial examples cause high misclassification rates in various machine learning models.

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

Kaggle competitions offer valuable insights for business forecasting.

problem Lack of attention to Kaggle competitions in academic forecasting studies.
method Review of results from six Kaggle competitions featuring real-life business forecasting tasks.
result Global ensemble models outperform local single models in Kaggle competitions.

Calibrated models can lead to miscalibrated aggregations in strategic interactions.

problem Miscalibration in aggregated predictions from multiple calibrated models.
method Analysis of strategic interactions between calibrated predictors, proving conditions for miscalibration and comparing VCG and Brier-score aggregation methods.
result VCG aggregation method outperforms Brier-score in strategic settings, providing robustness and comparable accuracy.

The origin of economic crises is a key problem for economics. We present a model of long-run competitive markets to show that the multiplicity of behaviors in an economic system, over a long time scale, emerge as statistical regularities (perfectly competitive markets obey Bose-Einstein statistics and purely monopolist…

2010-10-07abs ↗pdf ↗

New framework promotes reproducible, domain-agnostic reinforcement learning algorithms.

problem Domain-specific, compute-resource-maximizing, and non-reproducible participant solutions in reinforcement learning competitions.
method Submission retraining, domain randomization, desemantization through domain obfuscation, and compute/environment-sample budget limitation.
result Participant submissions are reproducible, non-specific to the competition environment, and sample/resource efficient.

First ABAW 2020 Competition analyzes affective behavior tasks.

problem Automatic analysis of valence-arousal, basic expressions, and action units in real-world scenarios.
method Provided Aff-Wild2 database, described Challenges, evaluation metrics, and top-performing systems.
result Demonstrated the feasibility of automatic affective behavior analysis in real-world settings.

Study examines machine learning competitions' impact on AI development.

problem Fostering innovation and skill development in AI.
method Analysis of major competition platforms, workflows, and participant demographics.
result MLCs promote collaboration, reproducibility, and continuous innovation in AI.

Bayesian rating system for large competitions improves prediction and efficiency.

problem Rating systems for large, competitive events like online programming contests.
method Developed a Bayesian rating system for many participants, proving robustness and runtime.
result The system outperforms existing systems in accuracy and computation speed.

MineRL Competition reduced reinforcement learning sample needs.

problem Sample inefficiency in reinforcement learning.
method Human demonstrations and imitation learning integrated into reinforcement learning algorithms.
result Top solutions used deep reinforcement learning and imitation learning.

This paper evaluates financial competitiveness of Indian real estate companies using entropy method.

problem Improving financial competitiveness of Indian real estate companies in a competitive market.
method Financial competitiveness evaluation index system using key financial ratios and a scoring system.
result Companies with high scores have strong profitability and operational capacity, while those with lower scores struggle with solvency and working capital.

In this paper, the optimal pricing strategy in Avellande-Stoikov's for a monopolistic dealer is extended to a general situation where multiple dealers are present in a competitive market. The dealers' trading intensities, their optimal bid and ask prices and therefore their spreads are derived when the dealers are info…

2015-12-30abs ↗pdf ↗

Study competitive agents' optimal consumption and investment strategies with relative performance criteria.

problem Optimizing consumption and investment strategies for multiple agents with relative performance considerations.
method Derived a closed-form solution for an nn-player game and mean field game, analyzing the impact of risk tolerance and competitiveness parameters.
result Unique equilibria found, showing nonlinear and non-monotone dependence on agents' risk tolerance and competitiveness parameters.

The NIPS 2018 Adversarial Vision Challenge is a competition to facilitate measurable progress towards robust machine vision models and more generally applicable adversarial attacks. This document is an updated version of our competition proposal that was accepted in the competition track of 32nd Conference on Neural In…

2018-08-06abs ↗pdf ↗

We show that for the problem of testing if a matrix AFn×nA \in F^{n \times n} has rank at most dd, or requires changing an εε-fraction of entries to have rank at most dd, there is a non-adaptive query algorithm making O~(d2/ε)\widetilde{O}(d^2/ε) queries. Our algorithm works for any field FF. This improves upon the previous…

2018-10-18abs ↗pdf ↗

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank within a decade follows an exponential distribution with decay constant λ=0.12λ= 0.12. We use the Corruption Perceptions Index (CPI) and the Global …

2012-09-13abs ↗pdf ↗

We introduce an irreversible discrete multiplicative process that undergoes Bose-Einstein condensation as a generic model of competition. New players with different abilities successively join the game and compete for limited resources. A player's future gain is proportional to its ability and its current gain. The the…

2003-03-16abs ↗pdf ↗