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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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236471707942 · Jun 202019922001200920172026
48 results for Predictive Applications

In this paper, we consider a problem of failure prediction in the context of predictive maintenance applications. We present a new approach for rare failures prediction, based on a general methodology, which takes into account peculiar properties of technical systems. We illustrate the applicability of the method on th…

2019-05-28abs ↗pdf ↗

Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for mining information about a loan application, most of these methods seem to be under-performing as there have been repo…

2020-01-18abs ↗pdf ↗

Predicting business process behaviour is an important aspect of business process management. Motivated by research in natural language processing, this paper describes an application of deep learning with recurrent neural networks to the problem of predicting the next event in a business process. This is both a novel m…

2016-12-14abs ↗pdf ↗

UTOPIA aggregates multiple prediction intervals efficiently.

problem Constructing optimal prediction intervals for various real-world data problems.
method UTOPIA is a universally trainable strategy using linear or convex programming.
result UTOPIA constructs prediction intervals with small average width and high coverage probability.

In both mobile and web applications, speeding up user interface response times can often lead to significant improvements in user engagement. A common technique to improve responsiveness is to precompute data ahead of time for specific activities. However, simply precomputing data for all user and activity combinations…

2019-12-14abs ↗pdf ↗

This work uses conformal prediction to quantify uncertainty in large language models for multiple-choice questions.

problem Ensuring robustness and reliability of large language models in high-stakes applications.
method Conformal prediction applied to multi-choice question answering.
result Uncertainty estimates from conformal prediction are closely related to prediction accuracy.

CD-RCA method identifies causal relationships in prediction errors without predefined graphs.

problem Challenges in diagnosing prediction errors due to lack of transparency in black-box models.
method Causal-Discovery-based Root-Cause Analysis (CD-RCA) method that estimates causal relationships without predefined causal graphs.
result CD-RCA outperforms heuristic attribution methods in identifying variable contributions to prediction errors.

AutoCP automates the construction of accurate prediction intervals.

problem Creating valid and accurate prediction intervals for machine learning models.
method AutoML framework that optimizes prediction interval length for better accuracy and less conservatism.
result AutoCP significantly outperforms benchmark algorithms in constructing accurate prediction intervals.

JANET improves time series prediction with adaptive uncertainty regions.

problem Time series data's lack of exchangeability and multi-step prediction challenges.
method Proposes JANET, a framework for joint adaptive prediction regions with controlled error rates.
result Demonstrates superior performance in multi-step prediction tasks across diverse datasets.

Unified framework for imputation and prediction in healthcare time series.

problem Time misalignment and data sparsity in healthcare time series.
method MAGIC (Multi-tAsk Gaussian Process for Imputation and Classification) using hierarchical multi-task Gaussian process and functional logistic regression.
result Superior predictive accuracy compared to existing methods in two healthcare applications.

CAST package aids in spatial prediction models using machine learning.

problem Challenges in applying machine learning for spatial data.
method Developed cross-validation strategies, spatial feature selection, and area of applicability assessment methods.
result Supports more reliable spatial predictions through CAST package.

In many real-world applications of machine learning classifiers, it is essential to predict the probability of an example belonging to a particular class. This paper proposes a simple technique for predicting probabilities based on optimizing a ranking loss, followed by isotonic regression. This semi-parametric techniq…

2012-06-18abs ↗pdf ↗

Survey of deep learning applications in traffic congestion detection, prediction, and alleviation.

problem Improving transportation network service by detecting, predicting, and alleviating traffic congestion.
method Comprehensive review of deep learning applications in transportation, focusing on challenges specific to congestion.
result Identification of challenges and gaps in current research on deep learning for traffic congestion.

EXAMM evolves RNNs for stock return prediction and portfolio trading.

problem Predicting stock returns for optimal portfolio trading.
method Evolutionary Neural Architecture Search (EXAMM) for evolving RNNs.
result Evolving RNNs outperform traditional benchmarks in stock trading.

TIMeSynC combines financial service interactions for intent prediction.

problem Aligning and learning from multi-domain, multi-resolution sequences for accurate intent prediction.
method An encoder-decoder transformer model addressing sequence alignment, temporal dynamics, and dynamic/static sequence combination.
result Significant improvement in intent prediction over existing methods.

PAS improves estimation of multiple means using ML predictions and shrinkage.

problem Improving statistical estimates with limited gold-standard data and noisy ML predictions.
method Prediction-Powered Adaptive Shrinkage (PAS) that combines PPI with empirical Bayes shrinkage.
result PAS adapts to the reliability of ML predictions and outperforms traditional methods in large-scale applications.

Improved measure of predictive uncertainty for machine learning models.

problem Current measure of predictive uncertainty assumes BMA predictive distribution is equivalent to true model's distribution.
method Introduced a new measure based on information theory to correct the assumption.
result Our measure behaves more reasonably in synthetic tasks and is advantageous in real-world applications.

New method provides reliable high-confidence prediction intervals for high-impact events.

problem High-impact events require very high confidence prediction intervals, but classical methods provide uninformative intervals.
method Bridge extreme value statistics and conformal prediction to provide reliable and informative prediction intervals.
result Provides reliable and informative prediction intervals with high-confidence coverage.

Super Learner combines dynamic predictions from various models to improve survival estimates.

problem Challenges in obtaining optimal survival estimates for liver failure risk.
method Super Learner framework combining machine learning and statistical procedures.
result Super Learner outperformed individual models in primary biliary cholangitis application.

Extends nonlinear filtering to predictable jump times.

problem Filtering with jumps in both signal and observation, especially when jump times are known.
method Derive Kushner-Stratonovich and Zakai equations for predictable discontinuities.
result Extends classical nonlinear filtering results to a setting with predictable discontinuities.

Proposes using external data to improve predictions in medical applications with limited samples.

problem Small sample sizes and complex covariate-response relationships in medical data.
method Integrates external co-data into Bayesian Additive Regression Trees (BART) using an empirical Bayes framework.
result Improves prediction accuracy compared to standard BART, especially for nonlinear relationships.

We propose a general model explanation system (MES) for "explaining" the output of black box classifiers. This paper describes extensions to Turner (2015), which is referred to frequently in the text. We use the motivating example of a classifier trained to detect fraud in a credit card transaction history. The key asp…

2016-06-30abs ↗pdf ↗

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to incorrect posterior predictive distributions. We present a novel approach that corr…

2019-09-11abs ↗pdf ↗

ICP improves text infilling and POS tagging with valid confidence sets.

problem Statistical reliability of machine learning predictions.
method Inductive conformal prediction algorithms for text infilling and POS tagging.
result Valid set-valued predictions with small size for real-world applications.

A method to monitor probability predictions for calibration loss in image classification models.

problem Maintaining calibration in machine learning predictions over time.
method Cumulative sum-based approach with dynamic limits for early detection of miscalibration.
result Early detection of operational context changes impacting image classification performance.

Foundation models improve time series prediction reliability, especially with limited data.

problem Improving time series prediction reliability with limited data.
method Comparison of Time Series Foundation Models (TSFMs) with traditional methods in conformal prediction.
result TSFMs provide more reliable conformalized prediction intervals and more stable calibration with limited data.