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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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3517021,0521,403 · Jun 202019922001200920172026
48 results for ROI modeling

Simulation framework assesses ROI of chronic disease adherence and policy timing.

problem Uncertainty in ROI of adherence-enhancing interventions under heterogeneous patient behavior and socioeconomic variation.
method Simulation-based framework integrating disease progression, time-varying adherence, and policy timing.
result Early and adaptive interventions yield highest ROI, exceeding 20% under certain conditions.

BALLET filters a high-confidence region of interest for Bayesian optimization.

problem High-dimensional and non-stationary Bayesian optimization challenges.
method Adaptive level-set estimation using two probabilistic models.
result Ballets can efficiently shrink the search space and exhibit tighter regret bounds.

New analysis shows ROI's predictive power for stock returns weakens significantly.

problem The predictive power of retail order imbalance (ROI) for future stock returns.
method Replicated Boehmer et al. (2021) using a more recent period and analyzed the effect of using alternative quote midpoint (QMP) method.
result Past ROI can no longer predict weekly returns on large-cap stocks, and the long-short strategy based on past ROI is no longer profitable.

Study optimizes health incentives to balance efficiency and fairness.

problem Designing health incentives to balance efficiency and fairness.
method Inverse behavioral optimization framework integrating QALY-based incentives and adaptive learning.
result Modern health systems operate near an efficiency-saturated frontier, with small fairness adjustments yielding diminishing returns.

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and want to quickly decide whether they are worth implementing. We design an algorithm …

2019-05-28abs ↗pdf ↗

Project forecasts crop prices to help Indian farmers choose optimal crops for better ROI.

problem Indian farmers struggle to choose crops that fetch decent profits due to lack of scientific decision-making.
method Price forecasting to create an optimal portfolio of crops for better ROI.
result Data-driven decision-making for crop selection leads to higher estimated ROI.

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on seed sampling (Dimakopoulou and Van Roy, 2018) and randomized value function lea…

2018-05-23abs ↗pdf ↗

Roy's `Safety First' criterion for selecting one risky asset from many is adapted to the case of non-normal returns, via Cornish Fisher expansion. The resulting investment objective is consistent with first order stochastic dominance, and is equal to the Sharpe ratio for the case of normal returns. An investor selectin…

2015-06-13abs ↗pdf ↗

In this work we approach the brain tumor segmentation problem with a cascade of two CNNs inspired in the V-Net architecture \cite{VNet}, reformulating residual connections and making use of ROI masks to constrain the networks to train only on relevant voxels. This architecture allows dense training on problems with hig…

2018-12-30abs ↗pdf ↗

We propose ROI regularization (ROIreg) as a semi-supervised learning method for image classification. ROIreg focuses on the maximum probability of a posterior probability distribution g(x) obtained when inputting an unlabeled data sample x into a convolutional neural network (CNN). ROIreg divides the pixel set of x int…

2019-05-15abs ↗pdf ↗

Dynamic promotion optimization for e-commerce platforms within financial constraints.

problem Balancing promotional costs with incremental revenue for sustainable growth.
method Knapsack Problem formulation for dynamic optimization, Retrospective Estimation, online-dynamic calibration.
result Significant increase in target outcome while staying within financial constraints.

The clinical management of several cardiovascular conditions, such as pulmonary hypertension, require the assessment of the right ventricular (RV) function. This work addresses the fully automatic and robust access to one of the key RV biomarkers, its ejection fraction, from the gold standard imaging modality, MRI. The…

2018-09-27abs ↗pdf ↗

The paper uses distance correlation for brain connectivity and a novel multi-task learning model for age prediction.

problem Estimating age-related gender differences in brain functional connectivity.
method Estimates functional connectivity using distance correlation and proposes a non-convex multi-task learning model.
result The proposed non-convex multi-task learning model outperforms other models in age prediction and gender-specific connectivity.

Researchers in functional neuroimaging mostly use activation coordinates to formulate their hypotheses. Instead, we propose to use the full statistical images to define regions of interest (ROIs). This paper presents two machine learning approaches, transfer learning and selection transfer, that are compared upon their…

2012-09-07abs ↗pdf ↗

Develops a framework to estimate NBA player salary ROI.

problem Measuring the relative return of player salaries in NBA.
method Five-part framework: GCP measure, SGV calculation, cash flow series, ROI calculation.
result Illustrates framework with 2022-2023 NBA data, showing top and bottom performers.

The paper extends Thompson Sampling to infinite action spaces using information theory.

problem Addressing the limitation of finite action spaces in Thompson Sampling.
method Information-theoretic analysis, extending rate-distortion theory to infinite action spaces.
result Derives a near-optimal regret bound for bandits with infinite and continuous action spaces.

We analyze the possibility of reduction of systemic risk in financial markets through Pigouvian taxation of financial institutions which is used to support the rescue fund. We introduce the concept of the cascade risk with a clear operational definition as a subclass and a network related measure of the systemic risk. …

2014-06-23abs ↗pdf ↗

Study on decentralization in DAOs and its effect on financial efficiency in DeFi.

problem Understanding the impact of decentralization on financial efficiency in blockchain-based governance.
method Analysis using Gini coefficient as an inequality indicator, comparing ROI of token owners.
result Real decentralization affects financial efficiency positively in DeFi.

Stochastic model prices weather derivatives for Indian states, highlighting temperature volatility impacts.

problem Quantifying financial risk in Indian markets due to seasonal weather variations.
method Modified Ornstein-Uhlenbeck process with jumps for temperature dynamics, calibrated with historical data, Monte Carlo simulations for pricing.
result Volatility significantly impacts weather derivative pricing, with higher prices in colder states and lower in hotter states.

A new method clusters subjects based on brain networks without vectorizing fMRI data.

problem Distortion of clustering results when simplifying fMRI data structure.
method Wishart mixture models for multiple-view clustering of brain networks.
result Identifies multiple underlying pairs of associations between subject clusters and brain sub-networks.

Much of machine learning research focuses on producing models which perform well on benchmark tasks, in turn improving our understanding of the challenges associated with those tasks. From the perspective of ML researchers, the content of the task itself is largely irrelevant, and thus there have increasingly been call…

2018-12-03abs ↗pdf ↗

We introduce the Mondrian kernel, a fast random feature approximation to the Laplace kernel. It is suitable for both batch and online learning, and admits a fast kernel-width-selection procedure as the random features can be re-used efficiently for all kernel widths. The features are constructed by sampling trees via a…

2016-06-16abs ↗pdf ↗