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.

168,742 papers · 148 categories

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7 results for “NPIs”

How Robust are the Estimated Effects of Nonpharmaceutical Interventions against COVID-19?stat.AP

Study examines robustness of NPI effectiveness models against COVID-19.

problem How do NPI effectiveness estimates vary with model assumptions and data?

method Investigated 2 NPI effectiveness models and 6 variants, evaluated robustness to unseen countries, parameters, and data.

result NPI effectiveness estimates are remarkably robust to different variables.

COVID-19 NPIs Robustness Transmission Noise Model Assumptions

2020-07-27abs ↗pdf ↗

DeCom: Deep Coupled-Factorization Machine for Post COVID-19 Respiratory Syncytial Virus Prediction with Nonpharmaceutical Interventions Awarenesscs.LG

DeCom predicts post-COVID RSV timing and intensity with NPI consideration.

problem Predicting RSV timing and intensity post-COVID with NPI impact.

method Deep coupled tensor factorization machine (DeCom) leveraging tensor factorization and residual modeling.

result DeCom achieves up to 46% lower RMSE and 49% lower MAE compared to baselines.

RSV prediction COVID-19 NPI Tensor factorization Residual modeling

2023-05-02abs ↗pdf ↗

Nonparametric Predictive Inference for Asian optionsq-fin.MF

Paper presents a novel nonparametric method to price Asian options.

problem Difficulty in pricing Asian options, especially with arithmetic average price.

method Nonparametric Predictive Inference (NPI) for Asian option pricing.

result NPI method provides a more precise and uncertain prediction of future asset prices.

Asian options nonparametric predictive inference path-dependent options energy market arithmetic average price

2020-08-30abs ↗pdf ↗

The Design of Global Correlation Quantifiers and Continuous Notions of Statistical Sufficiencycs.IT

Using first principles from inference, we design a set of functionals for the purposes of \textit{ranking} joint probability distributions with respect to their correlations. Starting with a general functional, we impose its desired behaviour through the \textit{Principle of Constant Correlations} (PCC), which constrai…

2019-07-10abs ↗pdf ↗

Masked Language Model Scoringcs.CL

MLMs score better than autoregressive models without finetuning.

problem Improving language model scores without fine-tuning.

method Compute pseudo-log-likelihood scores (PLLs) by masking tokens one by one.

result PLLs outperform GPT-2 scores in various NLP tasks.

masked language models pseudo-log-likelihood language scoring unsupervised evaluation NLP tasks

2019-10-31abs ↗pdf ↗

Model-free generalized fiducial inferencestat.ML

New tools connect CP to GF inference for better probabilistic prediction.

problem Lack of versatility in conformal prediction for quantifying evidence.

method Imprecise probability theory and generalized fiducial inference.

result Establishes a formal connection between CP and GF inference.

conformal prediction generalized fiducial inference imprecise probability epistemically-derived GF probability posterior-like inference

2023-07-24abs ↗pdf ↗

How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19q-fin.GN

Study shows how China's stock market reflects economic demand changes during COVID-19.

problem Understanding how stock market volatility is influenced by economic demand changes.

method Divided industries into demand-oriented groups and analyzed spillover networks.

result Spillover effects from demand-oriented sectors to consumption-oriented sectors increased during the outbreak.

stock market economic demand volatility spillover COVID-19 China

2020-07-15abs ↗pdf ↗