Research
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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.

169,181 papers · 148 categories

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4590134179 · May 202619922001200920182026
48 results for Net Promoter Score

Model analyzes RFQ markets using stochastic control to optimize dealer performance and inventory.

problem Optimizing market making in aggregator-routed RFQ markets with varying dealer performance scores.
method Two-tier stochastic control model that separates RFQ-level price competition from macro routing.
result Optimal controls can be expressed through derivatives of reduced Hamiltonians, leading to interpretable mappings from optimal win probabilities to optimal offsets.

RMT-Net tackles biased credit scoring data by learning from both default/non-default and rejection/approval tasks.

problem Missing-not-at-random selection bias in financial credit scoring data.
method Reject-aware Multi-Task Network (RMT-Net) that leverages the correlation between default/non-default and rejection/approval tasks.
result RMT-Net improves credit scoring models by learning from both default/non-default and rejection/approval tasks.

Researchers use GANs to infer physics-based inverse problems, quantifying uncertainty and promoting generalizability.

problem Quantifying uncertainty in physics-based inverse problems.
method Trained conditional Wasserstein GANs with U-Net architecture and conditional instance normalization.
result The approach effectively samples from the posterior and promotes generalizability with out-of-distribution samples.

DNF-Net tackles tabular data challenges with neural architecture.

problem Handling tabular data efficiently using neural networks.
method DNF-Net uses a neural architecture with inductive bias corresponding to logical Boolean formulas in disjunctive normal form over affine soft-threshold decision terms.
result DNF-Net significantly outperforms fully connected networks on tabular data.

RNN-MAS predicts YouTube video popularity by integrating multiple sources of external influence.

problem Predicting popularity in asynchronous social media streams with multiple external influences.
method Recurrent Neural Network (RNN) for modeling asynchronous streams, integrating multiple sources of external influence.
result RNN-MAS outperforms state-of-the-art YouTube popularity prediction system by 17%.

A new method predicts precipitation distributions from ensemble forecasts.

problem Improving accuracy and calibration of precipitation forecasts.
method Distributional regression U-Nets for postprocessing ensemble precipitation forecasts.
result Competitive performance in continuous ranked probability score, especially for heavy precipitation.

New method uses GANs and proper scoring rules for robust scatter estimation.

problem Robust scatter estimation in statistics.
method General learning via classification framework based on proper scoring rules.
result Proposed robust scatter estimators achieve minimax rate under Huber's contamination model.

Proposes a novel neural network method to estimate average treatment effect.

problem Bias in estimating average treatment effect due to confounding and instrumental variables.
method Self-balancing neural network (Sbnet) that estimates pseudo propensity scores and average treatment effect in one step.
result Proposed method outperforms state-of-the-art methods in simulations and real-world datasets.

The paper analyzes GANs focusing on Inception Score, label smoothing, gradient vanishing, and -log(D(x)).

problem Improving the quality and diversity of generated images in Generative Adversarial Networks (GANs).
method Mathematical analysis of Inception Score, label smoothing, gradient vanishing, and -log(D(x)) alternative in the context of GANs.
result Detailed mathematical insights into Inception Score, label smoothing, gradient vanishing, and -log(D(x)) alternative.

A novel 3D U-Net approach improves kidney tumor segmentation in medical imaging.

problem Challenging manual annotation and great medical impact of kidney tumor segmentation.
method End-to-end cascaded U-Nets with a localization network.
result Achieves Sørensen-Dice coefficients of 0.902 for kidney and 0.408 for tumor segmentation.

This study examines financial spillovers in critical minerals investing, revealing ESG scores impact and role of energy and carbon markets.

problem Investment risks in critical minerals and their spillovers to energy and carbon markets.
method Time-varying parameter vector autoregression (TVP-VAR) model, split data into pre- and post-COVID-19 samples.
result ESG scores significantly impact spillovers, and specific ETFs act as net givers or receivers of volatility.

Ensembled neural networks improve MRI image quality.

problem Accelerated parallel MR imaging with high SSIM scores.
method Ensembled ΣΣ-net combining parallel coil and sensitivity networks, trained with supervised and semi-supervised methods.
result Ensembling models achieves visually sharp and textured images with robust SSIM scores.

Class labels have been empirically shown useful in improving the sample quality of generative adversarial nets (GANs). In this paper, we mathematically study the properties of the current variants of GANs that make use of class label information. With class aware gradient and cross-entropy decomposition, we reveal how …

2017-03-06abs ↗pdf ↗

A new method for generating samples without training, using smoothed score matching.

problem Generating samples efficiently and without training.
method Moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD).
result The method enables fast, robust, training-free sampling with competitive sample fidelity and diversity.

Post-processing improves WMH segmentation accuracy from randomly-initialized U-nets.

problem Improving WMH segmentation accuracy from randomly-initialized U-nets.
method Post-processing technique involving thresholding and averaging U-net outputs.
result Superior performance of the proposed post-processing method.

The paper develops methods for high-dimensional inference in Markov random fields.

problem Statistical inference for high-dimensional Markov random fields.
method Markov Chain Monte Carlo Maximum Likelihood Estimation (MCMC-MLE) with Elastic-net regularization.
result The proposed methods achieve 1\ell_{1}-consistency and false discovery rate control.

Paper develops machine learning algorithms to learn optimal integer weights for clinical risk scores.

problem Deriving optimal integer weights for clinical risk scores without computational burden.
method Flexible greedy optimization strategy to directly optimize a value function.
result Constructed an integer-weighted comorbidity score for measuring post-discharge mortality risk.

Many problems in image processing and computer vision (e.g. colorization, style transfer) can be posed as 'manipulating' an input image into a corresponding output image given a user-specified guiding signal. A holy-grail solution towards generic image manipulation should be able to efficiently alter an input image wit…

2017-03-21abs ↗pdf ↗

New machine learning methods for inference from simulated data.

problem Modeling score and likelihood ratio functions from sampled data.
method InferoStatic Networks (ISN), Kernel Score Estimation (KSE), Kernel Likelihood Ratio Estimation (KLRE).
result Improved inference methods for complex models.

Comparison of decision curve analysis and cost curves for model evaluation.

problem Evaluating classification performance across different operating contexts.
method Comparison of Decision Curve Analysis (DCA) and Cost Curves.
result DCA and Cost Curves are closely related, with Brier curves being more generally applicable.

Estimates individualized treatment effects using shared RBF-net neurons.

problem Identifying differential treatment effects based on covariates.
method Non-parametric radial basis function (RBF)-nets with shared hidden neurons in a Bayesian framework.
result Demonstrated through simulations and real data, the method identifies interesting treatment effects.

PePR scores assess DL model performance per resource unit, promoting smaller, more efficient models.

problem Limited access to large-scale resources hinders medical image analysis research.
method Introduced PePR score to measure DL model performance per resource unit.
result Small-scale, specialized models outperform large-scale models in resource-constrained settings.

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.

Bayesian approach scores influential training examples for model predictions.

problem Enhance interpretability and safety of machine learning models.
method Formulate TDA as a Bayesian information-theoretic problem, scoring subsets by information loss.
result Method aligns with classical influence scores while promoting diversity for subsets.

New framework uses EEG to detect brain atrophy in AD, validated on large AD trial.

problem Diagnosis of Alzheimer's disease relies on subjective clinical interpretations.
method Combines Riemannian tangent space mapping and elastic net regression.
result Developed brain atrophy markers validated on large AD trial.

ML-Net improves multi-label text classification in biomedicine.

problem Challenges in multi-label text classification, especially in biomedicine.
method End-to-end deep learning framework combining label prediction and automated label count prediction.
result Significantly outperforms state-of-the-art methods in multi-label classification of biomedical texts.

In this paper, we build an organization of high-dimensional datasets that cannot be cleanly embedded into a low-dimensional representation due to missing entries and a subset of the features being irrelevant to modeling functions of interest. Our algorithm begins by defining coarse neighborhoods of the points and defin…

2015-07-01abs ↗pdf ↗

AI improves MSME credit scoring using bank statement data.

problem Lack of access to financing for MSMEs due to traditional credit scoring methods.
method Developed a cash flow-based pipeline using bank statement data for machine learning credit scoring.
result Bank statement features significantly improve credit scoring models, achieving AUROC of 0.806.

This work uncovers algorithm-dependent regularisation in diffusion models.

problem Understanding and improving generalisation in high-dimensional diffusion models.
method Algorithmic stability and score stability analysis.
result Identifies multiple sources of implicit regularisation unique to diffusion models.

New method reduces parameters for symmetric/antisymmetric relations in KBC.

problem Increased parameters for symmetric/antisymmetric relations in embedding-based KBC methods.
method L1 regularizer for Complex Embeddings to promote symmetry/antisymmetry.
result The proposed method outperforms baseline methods on the FB15k dataset.

SFG improves on-manifold sampling without labels or additional training.

problem Guiding score-based models on manifolds without labeled data or extra training.
method Developed saddle-free guidance (SFG) that uses curvature of log density estimates.
result SFG achieves state-of-the-art metrics in image generation without labeled data or additional training.

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.