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.
When faced with the problem of learning a model of a high-dimensional environment, a common approach is to limit the model to make only a restricted set of predictions, thereby simplifying the learning problem. These partial models may be directly useful for making decisions or may be combined together to form a more c…
Study examines how balancing methods affect model behavior in imbalanced classification problems.
problem Impact of balancing methods on model behavior in imbalanced classification problems.
method Used Explainable Artificial Intelligence tools (variable importance method, partial dependence profile, accumulated local effects) to compare model behavior before and after balancing.
result Significant changes in model behavior due to balancing methods, leading to biased models.
We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…
A new framework for adaptive behavior using reusable value profiles.
problem Adaptive behavior in changing environments requires switching among value-control regimes, but maintaining separate parameters for each situation is impractical.
method Introduces value profiles: reusable bundles of parameters assigned to hidden states, allowing for state-conditional strategy recruitment without independent parameters for each context.
result Profile-based models outperform simpler alternatives in probabilistic reversal learning, suggesting belief-dependent control of adaptive behavior.
Profile graphical models represent multivariate dependence under varying risk factors.
problem Capturing varying conditional independence structures across different levels of a risk factor.
method Introducing a novel class of graphical models (profile graphical models) that represent multivariate dependence under varying risk factors, and developing a Bayesian approach for learning shared sparsity structures.
result Demonstrated enhanced ability to capture subject-specific differences in protein network data from acute myeloid leukemia.
There has been a rapid proliferation of machine learning/deep learning (ML) models and wide adoption of them in many application domains. This has made profiling and characterization of ML model performance an increasingly pressing task for both hardware designers and system providers, as they would like to offer the b…
We study the local Szegö-Weinberger profile in a geodesic ball Bg(y0,r0) centered at a point y0 in a Riemannian manifold $(\M,g)$. This profile is obtained by maximizing the first nontrivial Neumann eigenvalue μ2 of the Laplace-Beltrami Operator Δg on $\M$ among subdomains of Bg(y0,r0) with fixed vol…
We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an L1-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove n-sparsisten…
We prove a comparison theorem for the isoperimetric profiles of simple closed curves evolving by the normalized curve shortening flow: If the isoperimetric profile of the region enclosed by the initial curve is greater than that of some `model' convex region with exactly four vertices and with reflection symmetry in bo…
Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts when a time series has never previously been observed. The latter challenge is the time series version of the cold-start problem seen in recommender systems which…
We prove a comparison theorem for the isoperimetric profiles of solutions of the normalized Ricci flow on the two-sphere: If the isoperimetric profile of the initial metric is greater than that of some positively curved axisymmetric metric, then the inequality remains true for the isoperimetric profiles of the evolved …
Automated investment managers, or robo-advisors, have emerged as an alternative to traditional financial advisors. The viability of robo-advisors crucially depends on their ability to offer personalized financial advice. We introduce a novel framework, in which a robo-advisor interacts with a client to solve an adaptiv…
The grid integration of intermittent Renewable Energy Sources (RES) causes costs for grid operators due to forecast uncertainty and the resulting production schedule mismatches. These so-called profile service costs are marginal cost components and can be understood as an insurance fee against RES production schedule u…
We prove that the isoperimetric profile of a convex domain Ω with compact closure in a Riemannian manifold (Mn+1,g) satisfies a second order differential inequality which only depends on the dimension of the manifold and on a lower bound on the Ricci curvature of Ω. Regularity properties of the profile and top…
Machine learning offers novel ways and means to design personalized learning systems wherein each student's educational experience is customized in real time depending on their background, learning goals, and performance to date. SPARse Factor Analysis (SPARFA) is a novel framework for machine learning-based learning a…
We first introduce a novel profile-based alignment algorithm, the multiple continuous Signal Alignment algorithm with Gaussian Process Regression profiles (SA-GPR). SA-GPR addresses the limitations of currently available signal alignment methods by adopting a hybrid of the particle smoothing and Markov-chain Monte Carl…
The outcome of a functional genomics pipeline is usually a partial list of genomic features, ranked by their relevance in modelling biological phenotype in terms of a classification or regression model. Due to resampling protocols or just within a meta-analysis comparison, instead of one list it is often the case that …
Partial dependence curves (FPD) introduced by Friedman, are an important model interpretation tool, but are often not accessible to business analysts and scientists who typically lack the skills to choose, tune, and assess machine learning models. It is also common for the same partial dependence algorithm on the same …
This paper poses a few fundamental questions regarding the attributes of the volume profile of a Limit Order Books stochastic structure by taking into consideration aspects of intraday and interday statistical features, the impact of different exchange features and the impact of market participants in different asset s…
A method to produce personalized classification models to automatically review online dating profiles on Tinder is proposed, based on the user's historical preference. The method takes advantage of a FaceNet facial classification model to extract features which may be related to facial attractiveness. The embeddings fr…
In this paper, aimed at exploring the fundamental properties of isoperimetric region in 3-manifold (M3,g) which is asymptotic to Anti-de Sitter-Schwarzschild manifold with scalar curvature R≥−6, we prove that connected isoperimetric region {Di} with Hg3(Di)≥δ0>0 cannot slide off to …
In this paper, we model dependence between operational risks by allowing risk profiles to evolve stochastically in time and to be dependent. This allows for a flexible correlation structure where the dependence between frequencies of different risk categories and between severities of different risk categories as well …