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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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1223 · Jun 202219922001200920172026
44 results for MCC

A new weighted MCC measure improves classifier performance evaluation.

problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.

Correntropy is a local similarity measure defined in kernel space and the maximum correntropy criterion (MCC) has been successfully applied in many areas of signal processing and machine learning in recent years. The kernel function in correntropy is usually restricted to the Gaussian function with center located at ze…

2019-04-13abs ↗pdf ↗

The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to improve the robustness with respect to outliers (or impulsive noises). Considerab…

2017-03-23abs ↗pdf ↗

Given two maps f_1, f_2 : M^m \longrightarrow N^n between manifolds of the indicated arbitrary dimensions, when can they be deformed away from one another? More generally: what is the minimum number MCC (f_1, f_2) of pathcomponents of the coincidence space of maps f'_1, f'_2 where f'_i is homotopic to f_i, i = 1, 2? Ap…

2004-08-03abs ↗pdf ↗

Derivative traders are usually required to scan through hundreds, even thousands of possible trades on a daily basis. Up to now, not a single solution is available to aid in their job. Hence, this work aims to develop a trading recommendation system, and apply this system to the so-called Mid-Curve Calendar Spread (MCC…

2018-10-04abs ↗pdf ↗

Enhanced metrics for multiclass classification improve on existing methods.

problem Lack of decisive poor classification results in existing multiclass metrics.
method Introduces three new metrics derived from multivariate Pearson correlation coefficients.
result New metrics decisively indicate poor classification results.

Extracts geometric information from point-clouds for multiclass classification.

problem Multiclass Classification with labeled point-clouds.
method Stochastic partial orderings and label embedding trees.
result Computes multiscale geometries for explainable prediction and error-free labeling.

Study uses machine learning to predict potato clones suitable for processing.

problem Efficiently identifying high-yield, disease-resistant potato varieties.
method Leveraged machine learning algorithms on Russet potato clones data from Oregon.
result Non-linear models like SVM and HGBC outperform traditional linear models in agricultural trials.

As an effective and efficient discriminative learning method, Broad Learning System (BLS) has received increasing attention due to its outstanding performance in various regression and classification problems. However, the standard BLS is derived under the minimum mean square error (MMSE) criterion, which is, of course…

2019-12-24abs ↗pdf ↗

Computational identification of promoters is notoriously difficult as human genes often have unique promoter sequences that provide regulation of transcription and interaction with transcription initiation complex. While there are many attempts to develop computational promoter identification methods, we have no reliab…

2018-10-02abs ↗pdf ↗

SAEs struggle with feature consistency across runs, hindering MI reliability.

problem Inconsistency of learned SAE features across different training runs.
method Propose using the Pairwise Dictionary Mean Correlation Coefficient (PW-MCC) to measure feature consistency.
result High levels of feature consistency (0.80 for TopK SAEs on LLM activations) are achievable with appropriate architectural choices.

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under mean square error (…

2016-10-06abs ↗pdf ↗

Heart disease is the leading cause of death, and experts estimate that approximately half of all heart attacks and strokes occur in people who have not been flagged as "at risk." Thus, there is an urgent need to improve the accuracy of heart disease diagnosis. To this end, we investigate the potential of using data ana…

2018-08-22abs ↗pdf ↗

Graph-based ML improves defect prediction in software development.

problem Challenges in predicting defect-prone changes in complex software development.
method Building contribution graphs from developers and source files, using graph-based ML for defect prediction.
result Graph-based ML leads to significantly better defect prediction (F1 score up to 77.55%, MCC up to 53.16%).

As a robust nonlinear similarity measure in kernel space, correntropy has received increasing attention in domains of machine learning and signal processing. In particular, the maximum correntropy criterion (MCC) has recently been successfully applied in robust regression and filtering. The default kernel function in c…

2015-04-12abs ↗pdf ↗

Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by some heavy-tailed impulsive noises, the performance of KF will deteriorate serious…

2015-09-15abs ↗pdf ↗

In classical fixed point and coincidence theory the notion of Nielsen numbers has proved to be extremely fruitful. Here we extend it to pairs (f_1, f_2) of maps between manifolds of arbitrary dimensions. This leads to estimates of the minimum numbers MCC(f_1, f_2) (and MC(f_1, f_2), resp.) of pathcomponents (and of poi…

2006-06-01abs ↗pdf ↗

The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than approximating a non-linear function. Applying the UT to a Kalman filter type estimat…

2016-08-26abs ↗pdf ↗

Develops RES metrics for stable rare-event forecasting evaluation.

problem Challenges in evaluating forecasts of rare events.
method Rare-event-stable (RES) metrics designed to maintain stable thresholds under extreme rarity.
result RES metrics maintain stable thresholds, consistent model rankings, and near-complete prevalence invariance.

QA-Token improves tokenization for noisy data, boosting model performance.

problem Tokenization ignores data quality, limiting model effectiveness on noisy corpora.
method QA-Token combines signal quality with vocabulary construction through bilevel optimization and reinforcement learning.
result QA-Token achieves state-of-the-art performance on genomic and financial datasets.

As a novel similarity measure that is defined as the expectation of a kernel function between two random variables, correntropy has been successfully applied in robust machine learning and signal processing to combat large outliers. The kernel function in correntropy is usually a zero-mean Gaussian kernel. In a recent …

2019-05-24abs ↗pdf ↗

Framework learns to transform majority to minority samples for balanced classification.

problem Imbalanced classification leading to biased predictions.
method Minimizes MMD and uses triplet loss for global alignment and boundary awareness.
result Consistent improvements over classical and generative baselines in AUROC, G-mean, F1-score, and MCC.

This paper visualizes uncertainty in classifier performance metrics.

problem Overemphasis on model performance metrics risks overlooking uncertainty.
method Developed visualizations of confusion matrix metric distributions.
result Uncertainty in performance metrics can overshadow model differences.

GCNET predicts stock price movements using graph convolutional networks.

problem Predicting stock price movements using interrelated stocks data.
method GCNET models stock relations as an influence network, uses graph convolutional networks for prediction.
result GCNET significantly improves prediction accuracy and MCC measures.

Benchmark evaluates AI-generated financial QA hallucinations, highlighting system vulnerabilities.

problem Ensuring factual accuracy of AI-generated financial QA outputs.
method Developed a benchmark dataset and evaluated six detection methods under clean and noisy conditions.
result LLM-based judges and embedding methods perform best, but degrade under noisy conditions.

There are a variety of Domain Adaptation (DA) scenarios subject to label sets and domain configurations, including closed-set and partial-set DA, as well as multi-source and multi-target DA. It is notable that existing DA methods are generally designed only for a specific scenario, and may underperform for scenarios th…

2019-12-08abs ↗pdf ↗

The paper discusses thresholds and bounds for accuracy in binary classification systems.

problem The accuracy of binary classification systems and its dependence on prevalence.
method Analyzing the precision-prevalence curve and negative predictive value-prevalence curve to find thresholds and bounds.
result Thresholds (φeφ_e and φnφ_n) bound various accuracy metrics (Fβ, F1, FM, MCC) and the ratio of maximum accuracy to prevalence.