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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.

169,341 papers · 148 categories

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3567131,0691,425 · Jun 202019922001200920182026
48 results for Response modeling

Enhances traditional MV model for socially responsible investors.

problem Traditional MV models ignore ESG scores relevant to socially responsible investors.
method Implemented an amended MV model considering ESG scores.
result SR investors can achieve competitive SR portfolios with a trade-off between Sharpe Ratio and ESG scores.

Study price responsiveness in electricity demand using empirical data.

problem Limited effectiveness of classical economic theories in real-time retail pricing.
method Dynamic modeling of hybrid Hammerstein model with delay and linear ARX model.
result Electricity consumption has distinct responses to moderate and high prices with a time delay.

LaRT models LLMs' response accuracy and CoT length to evaluate reasoning ability and speed.

problem Valid evaluation of Large Language Models (LLMs) via response accuracy and chain-of-thought length.
method Introduces Latency-Response Theory (LaRT) to jointly model response accuracy and CoT length using latent ability and latent speed.
result LaRT yields higher estimation accuracy and shorter confidence intervals for latent traits compared to IRT.

The paper proposes a framework to detect student misconceptions from textual responses.

problem Detecting misconceptions from students' responses to open-response questions.
method A natural language processing-based probabilistic model for detecting common misconceptions.
result The proposed framework excels at classifying and detecting common misconceptions.

Active learning suffers from biased non-response, which this paper addresses.

problem Active learning's effectiveness is compromised by biased non-response in real-world contexts.
method Proposes a cost-based correction to the sampling strategy, UCB-EU, to mitigate the impact of biased non-response.
result UCB-EU successfully reduces the harm from labelling non-response in many settings.

Previous work on recommender systems mainly focus on fitting the ratings provided by users. However, the response patterns, i.e., some items are rated while others not, are generally ignored. We argue that failing to observe such response patterns can lead to biased parameter estimation and sub-optimal model performanc…

2012-10-16abs ↗pdf ↗

Proposes a method for generating prediction intervals in dose-response models using conformal prediction.

problem Uncertainty quantification in continuous treatments for personalized healthcare decisions.
method Causal dose-response problem framed as covariate shift, using weighted conformal prediction with propensity estimation and kernel functions.
result Demonstrates the significance of covariate shift assumptions for robust prediction intervals.

Study optimizes classifiers for credit card mail campaigns and default prediction.

problem Optimizing classifiers for credit card mail campaigns and default prediction.
method Three distinct models: response, risk, and response-risk. Optimized various performance metrics.
result Random Forest classifier achieves highest accuracy (83.2%) in multi-class response-risk model.

Novel method predicts drug responses using pathway information.

problem Predicting drug responses from molecular features is challenging.
method Kernelized Bayesian Matrix Factorization (KBMF) with component-wise multiple kernel learning and pathway integration.
result Quantitatively outperforms state-of-the-art methods on multiple data sets.

New method estimates treatment-response curves with covariate and timing measurement errors.

problem Estimating treatment impact on continuous temporal response with covariate measurement errors.
method Combines parametric response functions and sparse Gaussian process for baseline trend, considering both treatment covariates and timing errors.
result Significant improvements in estimation accuracy and prediction for diet impact on blood glucose measurements.

Combines response categories in multinomial logistic regression models.

problem Handling multiple response categories in logistic regression models.
method Penalized likelihood method with alternating direction method of multipliers.
result Encourages response category combination in the model.

HCPF improves recommendation systems by decoupling sparsity and response models.

problem Collaborative filtering with extreme sparsity and complex response types.
method Introduces HCPF with a Gamma-Poisson structure, decoupling sparsity and response models.
result HCPF outperforms HPF in capturing sparsity and response relationships.

The paper enhances preference learning by incorporating response time data.

problem Lack of temporal information in user decision-making for reward model learning.
method Integrates response time alongside binary choice data using the EZ model and Neyman-orthogonal loss functions.
result Response time-augmented approach reduces error rates from exponential to polynomial scaling, improving sample efficiency.

New method estimates individual dose-response curves for any number of treatments.

problem Estimating individual dose-response curves for varied exposures.
method Neural network approach for learning counterfactual representations.
result Set a new state-of-the-art in estimating individual dose-response curves.

CNNs accurately model retinal responses to natural scenes.

problem Understanding neural computations in retinal responses to natural stimuli.
method Deep convolutional neural networks (CNNs) were used to model retinal responses to natural scenes.
result CNNs are more accurate than linear models in predicting retinal responses to natural scenes.

A hybrid method combines model-based and data-driven approaches for multiscale constitutive responses.

problem High computational costs and inaccuracies in nonlinear multiscale methods.
method Hybrid methodology combining model-based constitutive laws, data-driven corrections, and computational multiscale approaches.
result Model-data-driven approach improves macroscale simulations with similar accuracy and computational cost.

The paper provides risk bounds for learning many response functions using linear regression.

problem Learning many response functions from a single dataset.
method Ordinary least squares regression in a high-dimensional feature space.
result Convergence guarantees on worst-case excess prediction risk for infinite response functions with finite VC dimension.

A new model estimates mixed memberships for categorical data with weighted responses.

problem Limited applicability of existing GoM model to weighted categorical data.
method Proposes Weighted Grade of Membership (WGoM) model, relaxing distribution constraints.
result WGoM can describe any response matrix with finite distinct elements.

Proposes FairRR to improve fairness in machine learning models through randomized response.

problem Achieving group fairness in machine learning models.
method Formulates group fairness as optimizing a design matrix in Randomized Response, proposing FairRR.
result Demonstrates FairRR yields excellent model utility and fairness.

Model captures neural responses influenced by unknown modulatory signals.

problem Fluctuations in modulatory factors confound neural response analysis.
method Developed a modulated Poisson model with known and unknown modulatory elements, constrained latent signals to be smooth in time, and used evidence optimization for fitting.
result Integrating out latent modulators yields better receptive field estimates.

BaTFLED predicts tensor responses using Bayesian factorization with external data.

problem Predicting multi-dimensional responses with shared characteristics.
method Probabilistic Bayesian framework for tensor factorization with Tucker decomposition and sparsity priors.
result BaTFLED outperforms other models on cold start tasks and DREAM challenge.

Proposes active learning for meta-learning in graph node response prediction.

problem Difficulty in improving performance with meta-learning due to unbalanced observations.
method Combines graph convolutional neural networks and reinforcement learning for both prediction and node selection.
result Can predict responses and select nodes even for unseen response variables.

Improved accuracy in dynamic response variation analysis using multi-fidelity data fusion.

problem Inefficient characterization of dynamic response variation due to limited high-fidelity data.
method Composite Neural Network fusion approach for multi-level, heterogeneous datasets.
result Improved accuracy in frequency response variation characterization.

New method handles correlated responses and interaction effects in multi-response regression.

problem Handling correlated responses and interaction effects in multi-response regression.
method MADMMplasso, an ADMM-based approach for multi-response regression with overlapping groups and interaction effects.
result The proposed method outperforms in prediction and variable selection for correlated responses and interaction effects.

GPIRT uses Gaussian processes to estimate latent traits and IRFs from binary responses.

problem Nonparametric IRT models struggle to estimate flexible IRFs and latent traits simultaneously.
method GPIRT employs Gaussian process priors to relax IRF assumptions while estimating latent traits.
result GPIRT provides a flexible solution to IRT challenges, including active learning.

The study optimizes sampling in complex systems with probabilistic response distributions.

problem Calibrating and optimizing complex systems with probabilistic response distributions.
method Non-parametric Bayesian approach to modeling spatial fields of probability distributions, introducing adaptive sampling strategies.
result Adaptive sampling strategies improve system evaluations by guiding focus towards key features.

New β3β^3-IRT model improves test performance and assesses classifier quality.

problem Improving test performance and assessing classifier quality.
method Proposes β3β^3-IRT model to model continuous responses and assess latent abilities.
result The β3β^3-IRT model outperforms standard models on various datasets and provides a new metric for classifier evaluation.

Model predicts drug response in tumors using genomic profiles.

problem Challenges in translating genomic insights to tumor-specific drug response predictions.
method Deep neural network (DNN) model trained on mutation and expression profiles of cancer cell lines.
result Achieved mean squared error of 1.96 for predicting IC50 values of 265 drugs.

This paper compares two loss functions for learning from aggregated responses and introduces an interpolating estimator.

problem Learning from aggregated responses in privacy-sensitive settings.
method Investigates bag-level and instance-level loss functions, and introduces an interpolating estimator.
result Instance-level loss can be seen as a regularized form of bag-level loss, leading to improved estimators.

The paper explores strong identifiability and parameter learning in regression models with heterogeneous responses.

problem Understanding heterogeneity in data populations through conditional distributions of a response variable.
method Investigation of strong identifiability, convergence rates, and posterior contraction behavior in finite mixture of regression models.
result Theoretical findings on conditions for strong identifiability and rates of convergence in regression mixture models.