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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.

168,695 papers · 148 categories

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2457 · Aug 202019922001200920172026
48 results for Prescriptive Canvas

The Prescriptive Canvas improves business outcomes by directly prescribing actions based on predictions.

problem Sub-optimal performance in business projects due to a two-step approach of prediction and decision-making.
method The Prescriptive Canvas methodology for framing and communicating actions directly based on predictions.
result Improves framing and communication across stakeholders for successful business impact.

We introduce the Attentive Unsupervised Text (W)riter (AUTR), which is a word level generative model for natural language. It uses a recurrent neural network with a dynamic attention and canvas memory mechanism to iteratively construct sentences. By viewing the state of the memory at intermediate stages and where the m…

2018-06-13abs ↗pdf ↗

A model learns symptom-drug relations for PD patients.

problem Automatic prescription recommendation for Parkinson's Disease patients.
method Builds a dataset of PD symptoms and prescriptions, learns latent symptom space, uses alternating optimization.
result Effective in recommending suitable prescription drugs for new PD patients.

We address the problem of prescribing an optimal decision in a framework where the cost function depends on uncertain problem parameters that need to be learned from data. Earlier work proposed prescriptive formulations based on supervised machine learning methods. These prescriptive methods can factor in contextual in…

2017-11-27abs ↗pdf ↗

ODTLearn learns optimal decision trees for predictive and prescriptive tasks.

problem Learning optimal decision trees for high-stakes predictive and prescriptive tasks.
method Mixed-integer optimization framework and object-oriented design.
result Implementation of optimal decision trees for various tasks.

This paper addresses a novel data science problem, prescriptive price optimization, which derives the optimal price strategy to maximize future profit/revenue on the basis of massive predictive formulas produced by machine learning. The prescriptive price optimization first builds sales forecast formulas of multiple pr…

2016-05-18abs ↗pdf ↗

The study compares Euclidean and cosine distances in medical drug prescription prediction.

problem Comparing Euclidean and cosine distances in medical drug prescription prediction.
method Established geometric properties and compared distances in real-world medical data.
result Different distances lead to different optimizing nonlinear kernel embedding frameworks.

New approach for estimating individual treatment effects in low compliance settings.

problem Estimating individual treatment effects in scenarios with low compliance.
method Proposes a new approach using Structural Causal Model and do-calculus to estimate Individual Prescription Effect (IPE) with asymptotic variance guarantees.
result Consistently improves state-of-the-art in low compliance settings.

In this paper we give a new proof of a theorem by Alexandrov on the Gauss curvature prescription of Euclidean convex sets. This proof is based on the duality theory of convex sets and on optimal mass transport. A noteworthy property of this proof is that it does not rely neither on the theory of convex polyhedra nor on…

2015-05-18abs ↗pdf ↗

Two problems concerning asymptotically hyperbolic manifolds with an inner boundary are studied. First, we study scalar curvature presciption with either Dirichlet or mean curvature prescription interior boundary condition. Then we apply those results to the Lichnerowicz equation with (future or past) apparent horizon i…

2008-02-22abs ↗pdf ↗

Let MM be an open Riemann surface and n3n\ge 3 be an integer. We prove that on any closed discrete subset of MM one can prescribe the values of a conformal minimal immersion MRnM\to\mathbb{R}^n. Our result also ensures jet-interpolation of given finite order, and hence, in particular, one may in addition prescribe the…

2017-01-16abs ↗pdf ↗

The paper solves curvature prescription on a disk with negative Gaussian curvature.

problem Prescribing Gaussian curvature and geodesic curvature on a disk with negative Gaussian curvature.
method Variational approach, critical points of a functional, perturbation argument, monotonicity trick, blow-up analysis, Morse index estimates.
result General existence results for the curvature prescription problem.

New approach makes deep reinforcement learning robust without assuming adversary knowledge.

problem Deep reinforcement learning policies are vulnerable to state observation perturbations.
method Proposes an adversary agnostic robust DRL paradigm using policy distillation with two terms: prescription gap maximization and Jacobian regularization.
result Boosts adversarial robustness on five Atari games compared to state-of-the-art methods.

We outline Hutchings's prescription that produces an ECH analog of Latschev and Wendl's algebraic kk-torsion in the context of echech, a variant of ECH used in a proof of the isomorphism between Heegaard Floer and Seiberg-Witten Floer homologies; and we explain how it translates into Heegaard Floer homology.

2015-03-05abs ↗pdf ↗

Study compares two methods to extend Z^\widehat{Z} invariants, finding incompatibility for Brieskorn spheres.

problem Comparing two methods to extend Z^\widehat{Z} invariants for 3-manifolds.
method Two prescriptions: regularized +1/r+1/r-surgery combined with false-mock modular conjecture, and resurgence-based construction.
result Incompatibility found between the two prescriptions for some Brieskorn spheres.

As a new step in the study of rectangularly-colored knot polynomials, we reformulate the prescription of arXiv:1606.06015 for twist knots in the double-column representations R=[rr]R=[rr] in terms of skew Schur polynomials. These, however, are mysteriously shifted from the standard topological locus, what makes further gen…

2016-10-15abs ↗pdf ↗

In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe optimal decisions in OR/MS problems. In a departure from other work on data-driven optimization and reflecting our practic…

2014-02-22abs ↗pdf ↗

For any Lie groupoid GG, the vector bundle gg^* dual to the associated Lie algebroid gg is canonically a Poisson manifold. The (reduced) C*-algebra of GG (as defined by A. Connes) is shown to be a strict quantization (in the sense of M. Rieffel) of gg^*. This is proved using a generalization of Weyl's quantization…

1999-03-23abs ↗pdf ↗

Paper proposes a method to quantify and explain machine learning uncertainty in predictive process monitoring.

problem Neglect of data-driven estimation, point forecasts without model uncertainty, and lack of explanations.
method Quantile Regression Forests for interval predictions and SHapley Additive Explanations for uncertainty.
result Effective handling of model uncertainty in predictive process monitoring.

In this paper, we study conformal invariants that arise from nodal sets and negative eigenvalues of conformally covariant operators on manifolds with boundary. We also consider applications to curvature prescription problems on manifolds with boundary. We relate Dirichlet and Neumann eigenvalues and put the results dev…

2019-05-15abs ↗pdf ↗