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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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58117175233 · Jun 202019922001200920172026
48 results for Participant Selection

ADRL improves participant selection in MCS systems.

problem Designing a participant selection algorithm for different MCS systems with multiple goals.
method Auxiliary-task based deep reinforcement learning (ADRL) using transformers and pointer networks.
result ADRL outperforms other baselines in various MCS settings.

Federated learning (FL) is a privacy-preserving paradigm for training collective machine learning models with locally stored data from multiple participants. Vertical federated learning (VFL) deals with the case where participants sharing the same sample ID space but having different feature spaces, while label informa…

2020-01-30abs ↗pdf ↗

This paper analyzes and improves convergence in federated learning with biased client selection.

problem Analyzing convergence in federated learning with biased client selection.
method First convergence analysis of federated optimization for biased client selection strategies, proposing Power-of-Choice framework.
result Power-of-Choice strategies converge up to 3 times faster and give 10% higher test accuracy than random selection.

We show that fMRI analysis using machine learning tools are sufficient to distinguish valence (i.e., positive or negative) of freely retrieved autobiographical memories in a cross-participant setting. Our methodology uses feature selection (ReliefF) in combination with boosting methods, both applied directly to data re…

2019-09-10abs ↗pdf ↗

Federated Learning tackles limited user participation with a new risk-aware approach.

problem Limited availability of users in federated learning environments.
method Random Access Model (RAM) and Conditional Value-at-Risk (CVaR) to design a risk-aware federated learning algorithm.
result The proposed approach achieves significantly improved performance under various setups compared to standard federated learning.

We create a formal framework for the design of informative securities in prediction markets. These securities allow a market organizer to infer the likelihood of events of interest as well as if he knew all of the traders' private signals. We consider the design of markets that are always informative, markets that are …

2012-10-16abs ↗pdf ↗

This research improves interpretability in sequential explanations using mental models.

problem Improving interpretability in sequential explanations between two parties.
method A reinforcement learning framework that selects explanations based on the explainee's mental model.
result Mental model-based policies increase interpretability over random selection in multiple sequential explanations.

Study predicts electricity prices using LSTM models with feature selection, considering market coupling.

problem Accurate day-ahead electricity price forecasting in coupled markets.
method Hybrid LSTM-based deep learning models with feature selection algorithms.
result Proposed models achieve considerably accurate results in Nordic market.

Blockchain markets with paid-priority trading can lead to biased prices and reduced liquidity.

problem Discrete clearing and paid-priority in blockchain markets lead to biased prices and reduced liquidity.
method Developed a model to evaluate the viability of blockchain markets under discrete clearing and paid-priority.
result Paid-priority ordering induces endogenous selection, leading to biased prices and reduced liquidity.

The paper explores how to fairly share longevity risk among participants of tontine schemes.

problem Fair distribution of longevity risk among participants with varying wealth and health.
method Develops a modeling framework for sharing benefits among survivors in tontine schemes.
result There are multiple ways to share longevity risk, depending on social cohesion.

Paper proposes incentive mechanism to encourage participation in federated learning.

problem Users are reluctant to participate in federated learning due to privacy concerns.
method Formulated as a two-stage Stackelberg game, designed an incentive mechanism to select and compensate users.
result Demonstrated effectiveness of the proposed incentive mechanism through simulations.

Optimizes capital structure for life insurance companies with surplus participation.

problem Determining the optimal participation rate in life insurance contracts.
method Adapted Leland's dynamic capital structure model to life insurance context.
result Optimal participation rate is highly sensitive to contract duration and tax rate.

The paper uncovers two key laws of market impact influenced by volume and participation rate.

problem Understanding the roles of volume and participation rate in market price response.
method Extending the no arbitrage approach to include sophisticated market participants, deriving price dynamics from order flow dynamics.
result Recovery of two square root laws governing market impact.

Federated learning (FL) is a heavily promoted approach for training ML models on sensitive data, e.g., text typed by users on their smartphones. FL is expressly designed for training on data that are unbalanced and non-iid across the participants. To ensure privacy and integrity of the fedeated model, latest FL approac…

2020-02-12abs ↗pdf ↗

This paper introduces a novel framework for designing fair and sustainable unemployment benefits, grounded in cooperative game theory and real-time fiscal policy. The labor market is modeled as a coalitional game, where a random subset of participants is employed, generating stochastic economic output. To ensure fairne…

2018-08-26abs ↗pdf ↗

New algorithm reduces communication time in federated learning.

problem Intermittent connectivity and non-i.i.d. data slow federated learning convergence.
method Lyapunov optimization for efficient device scheduling.
result Significant reduction in communication time with improved convergence rates.

LDP-Fed protects privacy in federated learning with neural networks.

problem Privacy protection for high-dimensional, continuous model parameters in federated learning.
method Local Differential Privacy (LDP) for repeated collection of model training parameters, selection and filtering of parameter updates.
result LDP-Fed achieves model accuracy comparable to non-private methods while preserving privacy.

A novel incentive mechanism improves fairness and participation in federated learning.

problem Low-quality clients and lack of fairness in federated learning.
method Client selection process and money transfer mechanism to ensure fairness and participation.
result The proposed incentive mechanism improves the duration and fairness of federated learning.

Lapse-supported life insurance exacerbates adverse selection risks.

problem Lapse-supported life insurance increases adverse selection costs.
method Modeling 'Term to 100' contracts and analyzing three methods of managing lapse surplus.
result Adverse selection losses can be almost unlimited under certain conditions.

An ensemble technique is characterized by the mechanism that generates the components and by the mechanism that combines them. A common way to achieve the consensus is to enable each component to equally participate in the aggregation process. A problem with this approach is that poor components are likely to negativel…

2018-04-17abs ↗pdf ↗

FedAMD framework improves federated learning with partial client participation.

problem Data heterogeneity and inactive client updates in partial client participation.
method Anchor sampling divides clients into anchor and miner groups, using large and small batches respectively.
result FedAMD achieves faster convergence and improved model performance compared to state-of-the-art methods.

Paper tackles unknown participation in FL, proposing FedAU for better performance.

problem Unknown participation statistics in federated learning impact performance.
method Adapting aggregation weights in FedAvg based on participation history.
result FedAU converges to optimal solution and has desirable properties.

The purpose of this article is to introduce, analyze and compare two performance participation methods based on a portfolio consisting of two risky assets: Option-Based Performance Participation (OBPP) and Constant Proportion Performance Participation (CPPP). By generalizing the provided guarantee to a participation in…

2013-02-21abs ↗pdf ↗

Lower class selectivity makes networks more robust to natural perturbations but more vulnerable to adversarial attacks.

problem Understanding how class selectivity affects robustness to different types of perturbations in neural networks.
method Investigated the relationship between class selectivity and robustness to natural and adversarial perturbations in neural networks.
result Lower class selectivity increases robustness to natural perturbations but decreases robustness to adversarial attacks.

Extended model ensures long-term survival of traders in limited stock market participation.

problem Limited stock market participation and survival of traders over long periods.
method Extended Basak and Cuoco (1998) model with different time-preference coefficients.
result Parameter restrictions ensure long-term survival of traders.

Data poisoning attacks can severely degrade FL models, especially targeting specific classes.

problem Data poisoning attacks against federated learning systems.
method Demonstrated targeted attacks on FL systems, analyzed attack longevity, and proposed a defense strategy.
result Data poisoning attacks can cause substantial drops in classification accuracy and recall with a small percentage of malicious participants.

Transformers improve Alzheimer's disease progression prediction by accounting for irregular biomarker histories.

problem Difficult prediction of medium-horizon Alzheimer's disease progression due to tied clinical scores and irregular biomarker observations.
method Developed a residual gap-aware transformer that combines statistical reference with transformer-based residual learning.
result The proposed model reduces mean error and improves prediction-observation correlation compared to baseline models.

In the Pioneer 100 (P100) Wellness Project (Price and others, 2017), multiple types of data are collected on a single set of healthy participants at multiple timepoints in order to characterize and optimize wellness. One way to do this is to identify clusters, or subgroups, among the participants, and then to tailor pe…

2019-01-12abs ↗pdf ↗

Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or 1\ell_1-regularized) regression assigns zero weights to the most irrelevant or redundant features, and is widel…

2019-07-29abs ↗pdf ↗

pFedGame uses game theory for decentralized federated learning in dynamic networks.

problem Performance bottlenecks, data bias, model convergence issues, and model poisoning attacks in federated learning.
method pFedGame employs game theory to decentralize federated learning, avoiding a central aggregation server and addressing dynamic network challenges.
result pFedGame achieves higher accuracy (over 70%) in heterogeneous data compared to existing methods.

New approach tackles non-Markovian behavior in maternal health programs.

problem Improving adherence and engagement in maternal and child healthcare programs.
method Extending RMABs to non-Markovian settings, using time-series forecasting and TARI policy.
result Significant increase in engagement and content listened compared to existing methods.

Neuroimaging studies produce gigabytes of spatio-temporal data for a small number of participants and stimuli. Rarely do researchers attempt to model and examine how individual participants vary from each other -- a question that should be addressable even in small samples given the right statistical tools. We propose …

2019-06-21abs ↗pdf ↗

Federated learning leaks participant dataset quality even with secure aggregation.

problem Leakage of participant dataset quality in federated learning with secure aggregation.
method Image recognition experiments to infer and attribute dataset quality.
result Relative quality ordering of participants can be inferred and used for various purposes.

The paper explores how investors make decisions under disappointment aversion, finding that they prefer not to invest.

problem Continuous-time portfolio selection under generalized disappointment aversion.
method Sufficient and necessary condition for equilibrium strategies via fully nonlinear integral equation.
result Equilibrium strategy under disappointment aversion leads to less investment in the stock market compared to classical utility theory.

We present a large scale data set, OpenEDS: Open Eye Dataset, of eye-images captured using a virtual-reality (VR) head mounted display mounted with two synchronized eyefacing cameras at a frame rate of 200 Hz under controlled illumination. This dataset is compiled from video capture of the eye-region collected from 152…

2019-04-30abs ↗pdf ↗