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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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223447670893 · Jun 202019922001200920172026
48 results for Predictive Effects

HapNet predicts marketing campaign effects using a hierarchical structure.

problem Complex and challenging effect prediction for marketing campaigns.
method Hierarchical Capsule Prediction Network (HapNet).
result HapNet outperforms state-of-the-art methods in both synthetic and real data.

The polypharmacy side effect prediction problem considers cases in which two drugs taken individually do not result in a particular side effect; however, when the two drugs are taken in combination, the side effect manifests. In this work, we demonstrate that multi-relational knowledge graph completion achieves state-o…

2018-10-22abs ↗pdf ↗

Proposes a tabular transformer model to maintain feature effect intelligibility.

problem Losing marginal feature effects in deep tabular transformer networks.
method Adapts tabular transformer networks to identify marginal feature effects.
result The model accurately identifies marginal feature effects, matching black-box performance while maintaining intelligibility.

GBMixed boosts mixed models for clustered data, estimating mean and variance flexibly.

problem Flexible estimation of mean and variance components in clustered data.
method Gradient Boosting framework for linear mixed models with likelihood-based gradients.
result GBMixed accurately recovers complex nonlinear fixed effects and covariances.

The paper proposes a method to estimate heterogeneous treatment effects using pretraining strategies.

problem Estimating conditional average treatment effects (CATE) in the presence of many covariates.
method The approach leverages prognostic factors that also predict treatment effect heterogeneity, using the R-learner framework.
result The proposed method improves estimation accuracy and power for detecting treatment effect heterogeneity.

GPI uses GenAI models to infer causal and predictive effects from unstructured data.

problem Estimating causal and predictive effects from unstructured data like text and images.
method Leverages open-source GenAI models to generate and represent unstructured data, applying machine learning to these representations.
result GPI efficiently estimates causal and predictive effects with quantified uncertainty, without fine-tuning.

Study evaluates machine learning for predicting treatment effects in observational studies.

problem Challenges in measuring treatment effects due to confounding bias in observational studies.
method Simulated two scenarios with and without confounding, using linear and non-linear relationships. Used machine learning models (linear regression, lasso regression, random forest) to predict counterfactuals and treatment effects.
result Machine learning models perform well under linearity but poorly under non-linearity, even in the presence of confounding.

Predict stock movement by considering cross effects among stocks.

problem Challenges in predicting stock price movement due to cross effects among stocks.
method Multi-GCGRU framework combining GCN and GRU, encoding cross effects from financial domain knowledge and data-driven relationships.
result Our model outperforms other baselines in predicting stock movement.

In this article we quantify the bullwhip effect (the variance amplification in replenishment orders) when demands and lead times are predicted in a simple two-stage supply chain with one supplier and one retailer. In recent research the impact of stochastic order lead time on the bullwhip effect is investigated, but th…

2013-09-27abs ↗pdf ↗

We interpret black box predictive models using causal attribution.

problem Interpreting models trained using machine learning in high-stakes applications.
method Estimate causal effects of model inputs on output using observational data.
result Effective interpretation of black box predictive models via causal attribution.

Generative Intervention Models predict perturbation effects without knowing the underlying mechanisms.

problem Predicting perturbation effects when the mechanisms are unknown.
method Generative Intervention Models (GIM) that map perturbation features to distributions over atomic interventions in a causal model.
result GIMs achieve robust out-of-distribution predictions and infer underlying perturbation mechanisms.

Method constructs prediction intervals for time-varying individual treatment effects.

problem Accurately quantify uncertainty of individual treatment effects across multiple decision points.
method Conformal inference techniques for time-varying ITEs with weaker assumptions.
result Guaranteed lower bound for coverage dependent on data non-exchangeability.

Systematic review of conformal inference for treatment effect estimation.

problem Uncertainty quantification in treatment effect estimation.
method Conformal prediction methods for treatment effect estimation.
result Current state-of-the-art conformal prediction methods identified and described.

Behavioral theories posit that investor sentiment exhibits predictive power for stock returns, whereas there is little study have investigated the relationship between the time horizon of the predictive effect of investor sentiment and the firm characteristics. To this end, by using a Granger causality analysis in the …

2018-03-08abs ↗pdf ↗

Proposes a model to estimate treatment effects in complex multiagent systems over time.

problem Challenges in evaluating interventions in multiagent systems, especially with time-varying relationships and covariates.
method Interpretable counterfactual recurrent network leveraging graph variational recurrent neural networks and domain knowledge.
result Achieved lower estimation errors and more effective treatment timing than baselines in simulated and real-world scenarios.

Two new methods generate probabilistic forecasts of individual treatment effects.

problem Generating probabilistic forecasts of individual treatment effects for risk-aware decision-making.
method Proposes CCT and CMC meta-learners combining conformal predictive systems with analytic convolution or Monte Carlo sampling.
result Achieve probabilistically calibrated predictive distributions and performant continuous ranked probability scores.

SCIENCE improves prediction intervals for individual causal effects.

problem Wide prediction intervals limit practical utility of causal inference.
method Surrogate-assisted conformal inference for efficient individual causal effects.
result SCIENCE produces more efficient prediction intervals for individual causal effects.

Proposes using diffusion models for probabilistic stock market predictions.

problem Uncertainties in financial data make deterministic models ineffective for stock market predictions.
method Utilizes Denoising Diffusion Probabilistic Models (DDPM) and Masked Relational Transformer (MRT).
result Achieves state-of-the-art performance in stock movement prediction and portfolio management.

New method refines prediction intervals for individual treatment effects using cross-world correlation.

problem Uncertainty in individual treatment effects for high-stakes decisions.
method Introduces cross-world correlation parameter ρ to refine prediction intervals for individual treatment effects.
result Achieves more stable and accurate coverage of prediction intervals for individual treatment effects.

Introduces lookahead counterfactual fairness to account for downstream effects of ML predictions.

problem Downstream effects of ML predictions on individuals not considered by counterfactual fairness.
method Introduces lookahead counterfactual fairness (LCF), a new fairness notion that considers future status. Proposes an algorithm based on theoretical conditions.
result Proposes an algorithm to achieve lookahead counterfactual fairness and validates it on synthetic and real data.

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC) (correlations among observations for each individual over time), {\em cluster correlation…

2019-11-11abs ↗pdf ↗

Study shows targeting students with intermediate predicted outcomes is most effective for financial aid renewal.

problem Determining which students to target for financial aid renewal to maximize effectiveness.
method Used causal forest to estimate heterogeneous treatment effects and targeted students accordingly; compared targeting low vs high predicted probability outcomes.
result Targeting students with intermediate predicted outcomes yields the highest effectiveness in financial aid renewal.

New method removes contrastive loss by adding a prediction head, revealing learning mechanisms.

problem Understanding why neural networks learn competitive representations despite trivial optima.
method Empirical and theoretical analysis of a trainable, identity-initialized prediction head.
result The trainable prediction head enables learning all features, preventing dimensional collapse.

Study predicts internet-based treatment effects for GPPPD based on dyadic coping.

problem Identifying which patients will benefit most from internet-based GPPPD treatment.
method Developed a multivariable decision tree model using recursive partitioning.
result Predicts large effects for high dyadic coping patients, small effects for low dyadic coping patients.

In the era of big data, a large amount of noisy and incomplete data can be collected from multiple sources for prediction tasks. Combining multiple models or data sources helps to counteract the effects of low data quality and the bias of any single model or data source, and thus can improve the robustness and the perf…

2013-10-16abs ↗pdf ↗

This paper explores how balancing and filtering techniques affect predictive multiplicity in machine learning models.

problem Predictive multiplicity due to Rashomon effect in high-stakes environments.
method Investigates the impact of balancing and filtering techniques on predictive multiplicity using 21 real-world datasets.
result Data-centric AI strategies can mitigate predictive multiplicity, but preprocessing methods may introduce it.

Study robustness of global feature effect explanations in machine learning models.

problem Vulnerability of global feature effect explanations to data and model perturbations.
method Theoretical bounds and experimental evaluation of partial dependence plots and accumulated local effects.
result Quantifies the gap between best and worst-case scenarios of misinterpreting machine learning predictions globally.

A new method flips class values to address class and treatment imbalance in uplift modeling and HTE.

problem Class and treatment imbalance in imbalanced RCT data.
method Class flipping approach to address imbalance without distorting predictions.
result The method does not distort predicted effects and does not require calibration.

A framework uses proxies to prioritize treatment without estimating causal effects.

problem Prioritizing treatment when causal effects are hard to estimate.
method Decision-focused framework identifying conditions for proxy usefulness.
result Proxies can recover correct effect ordering under specific conditions.

Bayesian neural networks improve cancer dynamics prediction.

problem Predicting cancer dynamics under treatment due to heterogeneity and sparse data.
method Hierarchical Bayesian model using baseline covariates and Bayesian neural networks for nonlinear interactions.
result Bayesian neural networks outperform linear models in predicting cancer dynamics with interactions.

Predictive models can be used for causal inference with feature selection.

problem Limitations of predictive models in interpreting causal relationships.
method Constrained learning process by selecting features according to Pearl's backdoor adjustment criterion.
result Causal models provide near unbiased effect estimates and better generalization.

Study improves maize yield prediction using BNs with mixed-effects models.

problem Limited causal inference in agronomic data models.
method Integrates random effects into Bayesian networks, leveraging hierarchical data structure.
result Significantly reduces maize yield prediction error from 28% to 17%.