New ESGM scores include a 'Missing' pillar to account for unpublished ESG data.
problem Unpublished ESG data affects the reliability of ESG scores.
method Formulated a new 'Missing' pillar and introduced ESGM scores.
result ESGM scores improve risk assessment and avoid exclusion of assets.
Light pillars over rippled water appear parallel due to projection geometry.
problem Light pillars over rippled water appear parallel.
method Developing a geometric optics model
result The phenomenon is explained using the specular reflection rule, projection geometry, and physics of surface slopes.
Image understanding using deep convolutional network has reached human-level performance, yet a closely related problem of video understanding especially, action recognition has not reached the requisite level of maturity. We combine multi-kernels based support-vector-machines (SVM) with a multi-stream deep convolution…
Continuous-time interpolation of volatility surfaces preserving mixtures and arbitrage-free.
problem Interpolation of volatility surfaces
method Constructing a mixture-preserving, arbitrage-free interpolation
result Lifts Brigo-Mercurio to time-varying weights with additive cost
Paper introduces a framework for managing cyber risk with insurance and cybersecurity models.
problem Pervasive challenges in managing cyber risk, especially for capital allocation.
method Combines insurance frequency-severity models with cybersecurity cascade models for comprehensive cyber risk assessment. Facilitates informed capital allocation through a two-pillar framework.
result Demonstrates the necessity of comprehensive cost-benefit analysis for budget-constrained companies.
This paper examines how ESG factors influence sovereign bond yields and credit ratings.
problem The impact of ESG factors on sovereign bond yields and credit ratings is not fully understood.
method The study identifies relevant ESG indicators and compares their importance in bond pricing and credit ratings.
result ESG factors, particularly the G and S pillars, are more important for credit ratings than the E pillar.
Microfluidic devices are utilized to control and direct flow behavior in a wide variety of applications, particularly in medical diagnostics. A particularly popular form of microfluidics -- called inertial microfluidic flow sculpting -- involves placing a sequence of pillars to controllably deform an initial flow field…
PILLAR improves SP learning with less private data.
problem Efficiently learning with semi-private data under privacy constraints.
method Uses pre-trained public data features to reduce private data requirements.
result Significantly lower private labelled sample complexity achieved.
Research shows ESG signals lower exposure to market fragility during stress periods.
problem Market fragility often occurs together, and ESG is associated with reduced exposure.
method Monthly data on S&P 500 constituents from 2014 to 2025, analyzing downside returns, volatility, illiquidity, and cofragility states.
result A one-standard-deviation increase in ESG lowers the probability of severe cofragility by 0.92 percentage points during stress periods.
The European insurance sector will soon be faced with the application of Solvency 2 regulation norms. It will create a real change in risk management practices. The ORSA approach of the second pillar makes the capital allocation an important exercise for all insurers and specially for groups. Considering multi-branches…
Paper proves flexibility of specific relations using convex integration.
problem Holonomic approximation theorem in differential topology.
method Proves the holonomic approximation theorem for first order jets using convex integration.
result Relation is open and ample, leading to flexibility of the theorem.
The concept of absence of opportunities for free lunches is one of the pillars in the economic theory of financial markets. This natural assumption has proved very fruitful and has lead to great mathematical, as well as economical, insights in Quantitative Finance. Formulating rigorously the exact definition of absence…
In recent work, it was shown that combining multi-kernel based support vector machines (SVMs) can lead to near state-of-the-art performance on an action recognition dataset (HMDB-51 dataset). This was 0.4\% lower than frameworks that used hand-crafted features in addition to the deep convolutional feature extractors. I…
Study on missing data mechanisms and simple imputation methods in fairness of machine learning algorithms.
problem Impact of missing data mechanisms and simple imputation methods on fairness of machine learning algorithms.
method Three popular datasets for classification fairness were used. Missing values were generated using three missing data mechanisms. Various missing data handling techniques (listwise deletion, mean imputation, mode imputation, multiple imputation) were applied to the datasets. Fairness was assessed using classification algorithms (random forests).
result Missing data mechanism does not significantly impact fairness; listwise deletion gives highest fairness on average.
Gaussian Processes improve missing value imputation in datasets.
problem Handling missing values in large datasets.
method Sparse Gaussian Processes combined with stochastic variational inference.
result MGP significantly outperforms other imputation methods.
IFGAN uses feature-specific GANs for missing value imputation.
problem Missing value imputation in data mining.
method Feature-specific Generative Adversarial Networks (GAN).
result IFGAN outperforms state-of-the-art algorithms in various missing conditions.
Missing data imputation can help improve the performance of prediction models in situations where missing data hide useful information. This paper compares methods for imputing missing categorical data for supervised classification tasks. We experiment on two machine learning benchmark datasets with missing categorical…
kNNSampler imputes missing values from their distributions using kNN.
problem Impute missing values from their distributions.
method Randomly samples from the observed responses of the k most similar units.
result Estimates the conditional distribution of missing values.
Missing values frequently arise in modern biomedical studies due to various reasons, including missing tests or complex profiling technologies for different omics measurements. Missing values can complicate the application of clustering algorithms, whose goals are to group points based on some similarity criterion. A c…
Develops a VAE model for datasets with missing data.
problem Applying VAEs to datasets with missing data.
method A novel latent variable model of a corruption process generating missing data, with a tractable ELBO.
result Improved marginal log-likelihood and better missing data imputation compared to existing approaches.
Pref-SHAP explains preferences using Shapley values.
problem Challenging problem of preference explanation in machine learning.
method Shapley value-based model explanation framework for pairwise comparison data.
result Richer and more insightful explanations obtained over baseline.
Autoencoder neural network is implemented to estimate the missing data. Genetic algorithm is implemented for network optimization and estimating the missing data. Missing data is treated as Missing At Random mechanism by implementing maximum likelihood algorithm. The network performance is determined by calculating the…
New algorithms handle missing data to improve fairness in machine learning.
problem Missing values in data can lead to unfair outcomes in machine learning models.
method Developed scalable and adaptive algorithms to handle missing values while preserving predictive information.
result Our adaptive algorithms consistently achieve higher fairness and accuracy than standard impute-then-classify methods.
Trinary decision tree improves handling of missing data in machine learning.
problem Improving accuracy in decision tree algorithms when dealing with missing data.
method Introduces Trinary decision tree, which does not assume missing values contain information about the response.
result Trinary decision tree outperforms other algorithms in Missing Completely at Random settings, especially when data is only missing out-of-sample.
Sparse regression such as the Lasso has achieved great success in handling high-dimensional data. However, one of the biggest practical problems is that high-dimensional data often contain large amounts of missing values. Convex Conditioned Lasso (CoCoLasso) has been proposed for dealing with high-dimensional data with…
DeepIFSAC uses attention mechanisms and contrastive learning to impute missing values in tabular data.
problem Missing values in tabular data, especially when high and not random.
method Row and column attention in a contrastive learning framework with CutMix data augmentation.
result Proposed method outperforms state-of-the-art methods for missing rates between 10% and 90% and various missing value types.
This tutorial covers methods for handling missing data in SP and ML.
problem Dealing with missing data in signal processing and machine learning.
method Grouping strategies into three tasks: imputation, estimation, and prediction.
result Promising and future research directions are discussed.
This paper compares imputation and direct parameter estimation methods for missing data in correlation matrix visualization.
problem Missing data challenges in estimating correlation coefficients for accurate visualization.
method Comparison of imputation and direct parameter estimation methods for handling missing data.
result Direct parameter estimation (DPER) outperforms imputation for accurate correlation matrix visualization.
ELMV uses ensemble learning to handle missing values in EHR data.
problem Significant missing values in EHR data cause bias and unreliable conclusions.
method ELMV constructs multiple subsets with lower missing rates and uses a support set for ensemble learning.
result ELMV outperforms conventional methods in critical feature identification and outcome prediction.
New algorithms handle missing outcomes in MAB, reducing regret.
problem Missing outcomes in real-world MAB scenarios lead to biased estimates and linear regret.
method Introduced algorithms for MAR and MNAR missingness mechanisms in MAB.
result Significant improvements in decision-making by accounting for missingness.
A novel sequence-to-sequence model predicts missing sensor data.
problem Missing sensor data in sequences.
method Formulated a novel sequence-to-sequence model using forward and backward RNNs.
result The model produces the lowest errors in 12% more cases than the current state-of-the-art.
Imputation with missing-indicators improves machine learning performance, especially for categorical attributes.
problem Missing values in datasets can be lost through imputation, potentially reducing model performance.
method Combines missing-indicator approach with imputation strategies on real datasets.
result Missing-indicators generally increase classification performance, especially for categorical attributes.
The paper explores how missing data problems are related to causal inference.
problem Missing data in experiments makes causal inference difficult.
method The paper reinterprets missing data as a form of causal inference by considering counterfactual variables.
result Identification assumptions in missing data can be encoded using graphical models of counterfactual and observed variables.
Missing data enhances privacy in differential privacy.
problem Privacy preservation in datasets with missing values.
method Formalized missing data as a privacy amplification mechanism within differential privacy.
result Incomplete data can yield privacy amplification for differentially private algorithms.
New method for efficient matrix completion with nonignorable missing data.
problem Nonignorable missing data in matrix completion.
method Nuclear norm regularized U-statistic loss function and accelerated proximal gradient algorithm.
result Near minimax optimal statistical convergence rate for nonignorable missing data.
We present an automatic classification method for astronomical catalogs with missing data. We use Bayesian networks, a probabilistic graphical model, that allows us to perform inference to pre- dict missing values given observed data and dependency relationships between variables. To learn a Bayesian network from incom…
Proposes a method to evaluate classifiers with missing labels using multiple imputation.
problem Missing labels during model evaluation can introduce bias, especially in Missing Not At Random (MNAR) data.
method Develops a multiple imputation technique to estimate and provide predictive distributions for metrics like precision, recall, and ROC-AUC.
result The predictive distribution's location and shape are generally correct, even in the MNAR regime.
MIM adds indicator variables to improve model performance on incomplete data.
problem Missing data in incomplete data sets.
method Missing Indicator Method (MIM) and Selective MIM (SMIM).
result MIM improves model performance for informative missing values and high-dimensional data.
Paper tackles linear models with missing values, achieving minimax optimal results.
problem Missing values in real-world data complicate linear model learning.
method Proposes a rigorous setting and a new algorithm leveraging missing data distribution.
result Derives minimax optimal adaptive risk bounds for predictions with missing values.
A new method for imputing missing data using graphical models.
problem Missing data in graphs and its impact on analysis.
method MMG framework based on conditional independence and PAI principle.
result Valid and efficient method for imputing missing data.
In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here, we consider supervised-learning settings: predicting a target when missing valu…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion methods often assume a simple uniform missing mechanism. In this work, we study ma…
Paper explores Bayes rule for Gaussian mixtures with missing data, outperforming supervised classifiers.
problem Improving classification accuracy in partially classified samples with missing data.
method Generative model framework with missing-data mechanism, Bayes rule allocation.
result Bayes rule classifier with missing-data mechanism outperforms fully supervised classifiers in various conditions.
New method for contextual bandit with missing rewards.
problem Contextual bandit with missing rewards in online settings.
method Combining contextual bandit approach with unsupervised learning (clustering) to estimate missing rewards.
result Promising empirical results on real-life datasets.
The real estate is a pillar industry of China's national economy. Due to changes in policy and market conditions, the real estate companies are facing greater pressures to survive in a competitive environment. They must improve their financial competitiveness. Based on the conceptual framework of financial competitiven…
Double autoencoder Ae2I improves missing value imputation in recommender systems.
problem Imputing missing values in tables using row-row and column-column relationships.
method Simultaneously uses row-row and column-column relationships through a double autoencoder.
result Ae2I outperforms state-of-the-art models in recommender systems. Develops experimental design for discovering missing physics in bioreactors.
problem Discovering missing physics in incomplete model structures of process systems.
method Combines universal differential equations and symbolic regression with sequential experimental design.
result Successfully recovered true model structure of a bioreactor using machine learning techniques.
Robust variable selection for high-dimensional data with missing and measurement errors.
problem Missing data and measurement errors confound data distribution.
method Exponential loss function with inverse probability weighting and additive error models.
result The Atan punishment method improves robust variable selection.