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 lightweight model predicts IT system KPIs from historical data.
A PID-based feedback-control system improves multiple KPIs in RTB display advertising.
Proposes ATH for KPI anomaly detection based on local data properties.
QBSD optimizes KPI forecasting for RAN networks with fast runtime and accuracy.
To ensure undisrupted business, large Internet companies need to closely monitor various KPIs (e.g., Page Views, number of online users, and number of orders) of its Web applications, to accurately detect anomalies and trigger timely troubleshooting/mitigation. However, anomaly detection for these seasonal KPIs with va…
PS-DME evaluates model performance and reliability after data-dependent selection.
The biggest problem with the methods of machine learning used today in business analytics is that they do not generalize well and often fail when applied to new data. One of the possible approaches to this problem is to enrich these methods (which are almost exclusively based on statistical algorithms) with some intrin…
Time series anomaly detection is usually formulated as finding outlier data points relative to some usual data, which is also an important problem in industry and academia. To ensure systems working stably, internet companies, banks and other companies need to monitor time series, which is called KPI (Key Performance I…
The paper adds explanation to predictive process monitoring.
Proposes a Big Data framework for SC forecasting, including data preprocessing and machine learning.
Hydropower plants are one of the most convenient option for power generation, as they generate energy exploiting a renewable source, they have relatively low operating and maintenance costs, and they may be used to provide ancillary services, exploiting the large reservoirs of available water. The recent advances in In…
Operating envelope is an important concept in industrial operations. Accurate identification for operating envelope can be extremely beneficial to stakeholders as it provides a set of operational parameters that optimizes some key performance indicators (KPI) such as product quality, operational safety, equipment effic…
We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and …
Study proposes new methods to calculate probabilistic benchmarks in noisy data.
In financial field, a robust software system is of vital importance to ensure the smooth operation of financial transactions. However, many financial corporations still depend on operators to identify and eliminate the system failures when financial software systems break down. This traditional operation method is time…
With a new era of cloud and big data, Database Management Systems (DBMSs) have become more crucial in numerous enterprise business applications in all the industries. Accordingly, the importance of their proactive and preventive maintenance has also increased. However, detecting problems by predefined rules or stochast…
This paper reviews and compares deep generative models for financial time series and VaR.
In this paper, we propose an offline counterfactual policy estimation framework called Genie to optimize Sponsored Search Marketplace. Genie employs an open box simulation engine with click calibration model to compute the KPI impact of any modification to the system. From the experimental results on Bing traffic, we s…
The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions -- throughout the day for buying ad-inventory with the aim of maximizing one or severa…
Paper proposes transparent insurance models for PBMs.
Survival strategy for crypto firms in bear markets using BTC-to-sats payments rail.
Enabling cellular connectivity for drones introduces a wide set of challenges and opportunities. Communication of cellular-connected drones is influenced by 3-dimensional mobility and line-of-sight channel characteristics which results in higher number of handovers with increasing altitude. Our cell planning simulation…
YC Bench forecasts startup success in Y Combinator batches with a short-term metric.
CJE calibrates cheap LLM judges against an oracle, achieving high accuracy at a fraction of the cost.
Optimizes antenna tilt for better QoS in cellular networks.
Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.
Self-calibrating conformal prediction improves interval efficiency and offers a practical alternative.
Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.
The paper emphasizes the importance of joint predictions over marginal predictions for decision-making.
Behavior modification improves prediction accuracy by nudging user behavior.
Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by conformal predictive systems may be useful, e.g., in decision making problems. Conf…
Predictions can shape outcomes, study helps predict these effects.
Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive multiplicity as the ability of a prediction problem to admit competing models with confl…
Proposes feature conformal prediction for broader application in semantic feature spaces.
Acute kidney injury (AKI) commonly occurs in hospitalized patients and can lead to serious medical complications. In order to optimally predict AKI before it develops at any time during a hospital stay, we present a novel framework in which AKI is continually predicted automatically from EHR data over the entire hospit…
AutoCP automates the construction of accurate prediction intervals.
Proposes a method to apply conformal prediction to probabilistic time series forecasting models.
ICP improves prediction intervals for continuous outcomes at lower computational cost.
Optimizes predictions for specific tasks using parametrized decision analysis.
This paper discusses a counterpart of conformal prediction for e-values, conformal e-prediction. Conformal e-prediction is conceptually simpler and had been developed in the 1990s as a precursor of conformal prediction. When conformal prediction emerged as result of replacing e-values by p-values, it seemed to have imp…
RFpredInterval package builds prediction intervals for random forests and boosted forests.
FPPI selectively uses predictions to improve inference efficiency.
COP improves online conformal prediction by incorporating data patterns, leading to tighter prediction sets.
Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems tha…
This paper studies trade-offs in private prediction methods.
Conformal prediction helps quantify uncertainty but its use by humans is unclear.
New tree splitting criteria improve probabilistic predictions.
Prediction is arguably one of the most basic functions of an intelligent system. In general, the problem of predicting events in the future or between two waypoints is exceedingly difficult. However, most phenomena naturally pass through relatively predictable bottlenecks---while we cannot predict the precise trajector…