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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.

168,695 papers · 148 categories

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89177266354 · Jun 202019922001200920172026
48 results for Real-World Scenarios

This paper surveys fairness notions in ML and recommends the most suitable one for real-world scenarios.

problem Ensuring ML systems do not discriminate against specific individuals or sub-populations.
method Identifying fairness-related characteristics of real-world scenarios and analyzing the behavior of fairness notions.
result A decision diagram to recommend the most suitable fairness notion for specific setups.

Validates economic scenarios using statistical tests on stochastic processes.

problem Ensuring the accuracy of real-world economic scenario models.
method Applies Chevyrev and Oberhauser's (2022) signature and maximum mean distance test to various stochastic processes.
result Demonstrates the test's effectiveness across different path properties relevant to financial modeling.

Survey on modeling event sequences through temporal processes.

problem Modeling phenomena with sequences of events over continuous time.
method Probabilistic models based on point processes, categorized into simple, marked, and spatio-temporal.
result Analysis of existing approaches and their applicability to prediction and modeling.

This research integrates human interaction into reinforcement learning to improve sample efficiency and real-time learning.

problem Current reinforcement learning requires thousands of samples to converge, and is prone to catastrophic failures.
method Integrates human interaction modalities (demonstrations, interventions, evaluations) into the reinforcement learning loop.
result Human interaction accelerates learning and improves sample efficiency.

Differentiable causal discovery methods perform robustly under model violations.

problem Causal discovery algorithms struggle with real-world data due to unverifiable causal assumptions.
method Benchmarked differentiable causal discovery methods under eight model assumption violations.
result Differentiable causal discovery methods exhibit robust performance under Structural Hamming Distance and Structural Intervention Distance metrics.

Evaluates transfer learning methods in dynamic data availability scenarios.

problem Real-world data availability varies over time, leading to unrealistic TL method evaluations.
method Proposes a data manipulation framework to simulate varying data availability and domain transformations.
result Demonstrates the usefulness of the framework on proprietary and publicly available datasets.

Generates multimodal safety-critical scenarios for robustness evaluation of decision-making algorithms.

problem Lack of comprehensive evaluation of neural network robustness under real-world scenarios.
method Proposes a flow-based multimodal scenario generator using weighted likelihood maximization and gradient-based sampling.
result Demonstrates improved testing efficiency and multimodal modeling capability compared to traditional methods.

Anomaly detection method tackles hidden adversary actions in real-world scenarios.

problem Detecting hidden adversary actions in real-world scenarios where the defender cannot perfectly observe the attacker's actions.
method Extends existing anomaly detection models to handle continuous action spaces and game-theoretic framework. Proposes two algorithms: direct extension and learning-based approach.
result Learning-based approach produces less exploitable strategies and is scalable to higher dimensions.

Framework for transitioning financial models from risk-neutral to real-world measure.

problem Transitioning financial models from risk-neutral to real-world measure to better reflect market dynamics and investor preferences.
method Leveraging probability theory, specifically Girsanov's theorem, to incorporate real-world dynamics into financial models.
result Validation of the robustness and practical relevance of the methodology through case studies involving financial forecasts and stress tests.

Novel Bayesian meta-reinforcement learning framework improves traffic signal control robustness.

problem Lack of robustness and stability in adaptation for traffic signal control.
method Value-based Bayesian meta-reinforcement learning framework BM-DQN with fast-adaptation variation and DQN fast-update advantage.
result Framework adapts more quickly and robustly to new scenarios than previous methods.

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are often hard to leverage in real-world systems due to a series of assumptions that are rarely satisfied in practice. We pres…

2019-04-29abs ↗pdf ↗

CPRA efficiently finds diverse solutions in CO problems using UL and parallelization.

problem Finding optimal solutions often requires diverse outcomes in real-world applications.
method CPRA, an UL-based framework, discovers shared representations to generate diverse solutions.
result CPRA outperforms existing UL-based solvers in generating diverse solutions.

This work addresses missing data imputation for MNAR scenarios with identifiable deep generative models.

problem Missing data with complex missingness mechanisms (MNAR) leading to biased imputation results.
method Systematic analysis and proposal of an identifiable deep generative model.
result Proposed model provides identifiability guarantees under mild assumptions for various MNAR mechanisms.

A2MT learns agents to select which modalities to acquire at test time.

problem Learning agents to select modalities for multimodal temporal data acquisition.
method Perceiver IO architecture for active acquisition of multimodal temporal data.
result Agents successfully learn cost-reactive acquisition behavior on real-world datasets.

Autonomous multiple tasks learning is a fundamental capability to develop versatile artificial agents that can act in complex environments. In real-world scenarios, tasks may be interrelated (or "hierarchical") so that a robot has to first learn to achieve some of them to set the preconditions for learning other ones. …

2019-06-04abs ↗pdf ↗

Paper proposes a method for weather-informed probabilistic forecasting and scenario generation in power systems.

problem Challenges of integrating renewable energy sources into power grids due to their stochasticity and uncertainty.
method Combines probabilistic forecasting and Gaussian copula for day-ahead prediction and scenario generation of load, wind, and solar power.
result Demonstrates superior performance of the proposed weather-informed Temporal Fusion Transformer (WI-TFT) model.

While autonomous vehicle (AV) technology has shown substantial progress, we still lack tools for rigorous and scalable testing. Real-world testing, the de-facto\textit{de-facto} evaluation method, is dangerous to the public. Moreover, due to the rare nature of failures, billions of miles of driving are needed to statisticall…

2019-12-08abs ↗pdf ↗

New method handles indirect mediators in CMA for complex scenarios.

problem Handling indirect and multi-dimensional mediators in causal mediation analysis.
method Identifiable Variational Autoencoder (iVAE) architecture for multi-dimensional, indirectly observed mediators.
result Accurate estimation of direct and mediated effects in synthetic and semi-synthetic experiments.

The paper proposes a new method to estimate interest rates consistently under both risk-neutral and real-world measures.

problem Consistent estimation of interest rates under both risk-neutral and real-world measures.
method Proposes a framework using progressive and square-integrable functions to specify the change of measure, and introduces two time-dependent candidates: step and linear functions.
result The proposed methods produce more stable and realistic long-term interest rate forecasts compared to using a constant function.

Uplift modeling aims to directly model the incremental impact of a treatment on an individual response. In this work, we address the problem from a new angle and reformulate it as a Markov Decision Process (MDP). We conducted extensive experiments on both a synthetic dataset and real-world scenarios, and showed that ou…

2018-11-26abs ↗pdf ↗

PIP-Net predicts pedestrian crossing intentions with up to 4-second lead.

problem Accurate pedestrian intention prediction for autonomous vehicles in real-world scenarios.
method Recurrent and temporal attention-based model using kinematic and spatial features.
result PIP-Net predicts pedestrian crossing intentions up to 4 seconds in advance.

Cold-start problems are long-standing challenges for practical recommendations. Most existing recommendation algorithms rely on extensive observed data and are brittle to recommendation scenarios with few interactions. This paper addresses such problems using few-shot learning and meta learning. Our approach is based o…

2019-06-02abs ↗pdf ↗

Modeling complex systems with multi-resolution data and causal dependencies.

problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.

Survey of Monte Carlo methods for noisy, costly densities in reinforcement learning and ABC.

problem Dealing with intractable, costly, and noisy densities in real-world scenarios.
method Classification and description of Monte Carlo methodologies using surrogate models.
result Unified scheme and numerical comparisons of different methodologies.

Accurately predicting the possible behaviors of traffic participants is an essential capability for future autonomous vehicles. The majority of current researches fix the number of driving intentions by considering only a specific scenario. However, distinct driving environments usually contain various possible driving…

2018-04-10abs ↗pdf ↗

As machine learning transitions increasingly towards real world applications controlling the test-time cost of algorithms becomes more and more crucial. Recent work, such as the Greedy Miser and Speedboost, incorporate test-time budget constraints into the training procedure and learn classifiers that provably stay wit…

2019-01-13abs ↗pdf ↗

Graph Networks are used to make decisions in potentially complex scenarios but it is usually not obvious how or why they made them. In this work, we study the explainability of Graph Network decisions using two main classes of techniques, gradient-based and decomposition-based, on a toy dataset and a chemistry task. Ou…

2019-05-31abs ↗pdf ↗

DA-GNN improves robustness of GNNs by modeling noise dependencies.

problem Real-world graph node features often contain noise, leading to performance degradation in GNNs.
method DA-GNN captures noise dependencies using variational inference and new benchmark datasets.
result DA-GNN consistently outperforms existing baselines across various noise scenarios.

FavMac maximizes value while controlling cost in multi-label prediction.

problem Value-maximizing predictions with strict cost control in multi-label scenarios.
method FavMac pipeline combining any multi-label classifier with online update mechanism.
result FavMac achieves higher value with strict cost control compared to baselines.