Research
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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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63125188250 · Jun 202019922001200920172026
48 results for Rigorous Research

Develops a validated trading framework for market microstructure signals.

problem Overfitting and lookahead bias in algorithmic trading.
method Interpretable hypothesis-driven signal generation, reinforcement learning, strict out-of-sample testing.
result Modest annualized returns with strong downside protection and market-neutral characteristics.

Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal probabilities required in inference and learning. However these variational est…

2012-07-11abs ↗pdf ↗

In the quest to align deep learning with the sciences to address calls for rigor, safety, and interpretability in machine learning systems, this contribution identifies key missing pieces: the stages of hypothesis formulation and testing, as well as statistical and systematic uncertainty estimation -- core tenets of th…

2019-04-24abs ↗pdf ↗

This research develops approximation theory for OOMs of infinite-dimensional processes.

problem Developing an approximation theory for OOMs of infinite-dimensional processes.
method Establishing an inner product structure and proving continuity of observable operators.
result A fundamental obstacle in making an infinite-dimensional space of future distributions into a Hilbert space is described.

A rigorous ML pipeline for binary classification in biomedical studies, focusing on pancreatic cancer.

problem Handling bias in ML models for complex biomedical data.
method Customizable ML analysis pipeline with 9 algorithms, hyperparameter optimization, and thorough evaluation.
result Comparison of ML algorithms to ExSTraCS, highlighting interpretability and bias handling.

Machine learning suffers from poor design, data, and evaluation practices.

problem Ad hoc design, poor data hygiene, and lack of statistical rigor in model evaluation.
method Examines the entire machine learning process from design to evaluation, highlighting common pitfalls and providing recommendations.
result Common pitfalls in machine learning research and development are identified and actionable recommendations are provided.

Deep neural networks are vulnerable to adversarial examples, which becomes one of the most important research problems in the development of deep learning. While a lot of efforts have been made in recent years, it is of great significance to perform correct and complete evaluations of the adversarial attack and defense…

2019-12-26abs ↗pdf ↗

Researchers adaptively analyze market regimes to reveal investor behavior shifts.

problem Market relationships shift across different regimes, affecting investor behavior.
method Combining Kalman filtering, Markov-switching, and asymmetric response estimation.
result Foreign investors' predictive power increases during crises, while individual investors react more strongly to positive shocks.

Research connects machine learning and robust statistics under weakly structured data.

problem Understanding decision theory in machine learning and robust statistics with incomplete information.
method Collects and connects previous research on machine learning and robust statistics.
result Provides a comprehensive overview of the field, highlighting future research directions.

Torch-Points3D simplifies 3D deep learning research and reproducibility.

problem Lack of transparency and reproducibility in 3D deep learning research.
method Modular framework with quality-of-life features, standardized protocols, and open-source implementation.
result Facilitates fair and rigorous evaluation of 3D deep learning methods.

Unified platform for statistical and machine learning in bioinformatics.

problem Workflow inefficiencies in using multiple tools for data analysis.
method Automated hyperparameter optimization, feature importance analysis, statistical tests.
result Accelerates biological discovery workflows with methodological soundness.

Research proves unique continuation for Einstein-vacuum equations on aAdS spacetimes.

problem Establishing rigorous mathematical statements for AdS/CFT correspondence.
method Novel Carleman estimates and unique continuation results for wave equations on aAdS spacetimes.
result Proved a unique continuation result for the Einstein-vacuum equations from aAdS conformal boundaries.

Researchers prove a method to upgrade Morse-Bott homology to stable homotopy invariants.

problem Proving a method to upgrade Morse-Bott homology to stable homotopy invariants rigorously.
method Rigorous construction of stable normal framings and proof of stable homotopy type recovery.
result The stable homotopy type recovers Σ∞+M and Thom spectra for all reduced KO-theory classes.

Mathematical framework for differential machine learning in finance.

problem Theoretical assumptions in financial models and their impact on machine learning algorithms.
method Rigorous mathematical framework for differential machine learning in finance.
result Theoretical grounding enhances the predictive capabilities of neural networks in financial applications.

Cancer analysis and prediction is the utmost important research field for well-being of humankind. The Cancer data are analyzed and predicted using machine learning algorithms. Most of the researcher claims the accuracy of the predicted results within 99%. However, we show that machine learning algorithms can easily pr…

2019-03-17abs ↗pdf ↗

Experimental reproducibility and replicability are critical topics in machine learning. Authors have often raised concerns about their lack in scientific publications to improve the quality of the field. Recently, the graph representation learning field has attracted the attention of a wide research community, which re…

2019-12-20abs ↗pdf ↗

New algorithm improves signal reconstruction from noisy measurements with side information.

problem Reconstructing unknown signals from noisy linear measurements with side information.
method Integrates side information into approximate message passing (AMP) and tracks performance using state evolution.
result AMP-SI performance is accurately predicted by state evolution.

Research suggests using deep learning for better recommendation systems.

problem Recommender systems rely on proxies for A/B testing, leading to random success.
method Advocates for using deep learning to improve recommendation performance.
result Deep learning can potentially optimize reward in recommendation systems.

New research connects evolutionary dynamics to Bayesian learning.

problem Connecting evolutionary biology and Bayesian learning.
method Rigorous mathematical proof using Kushner-Stratonovich equation and gradient flows.
result Discrete time filtering equations converge to Stratonovich interpretation of Kushner-Stratonovich equation.

In 2002, the UCR time series classification archive was first released with sixteen datasets. It gradually expanded, until 2015 when it increased in size from 45 datasets to 85 datasets. In October 2018 more datasets were added, bringing the total to 128. The new archive contains a wide range of problems, including var…

2018-10-31abs ↗pdf ↗

Network-based models predict user preferences for items like movies and research articles.

problem Filtering and delivering personalized advice for users with many available products.
method Network models based on group memberships, using Monte Carlo sampling and Expectation-Maximization methods.
result Network models outperform leading approaches for recommendation.

This dissertation tackles challenges in reliable machine learning measurement.

problem Challenges in reproducibility, scalability, and uncertainty quantification in machine learning.
method Develops criteria for meaningful metrics and methodologies for scalable, reliable measurement.
result Provides methods for evaluating generative-AI systems and quantifying memorization.

Paper formalizes analogy between data sets and models using Hoare logic.

problem Lack of formal criteria for transferring machine learning models between data domains.
method Formalization of analogy using first-order logic and Hoare logic, rigorous theorem proving.
result Rigorous formalization of analogy in knowledge transfer between machine learning models.

Most research on the interpretability of machine learning systems focuses on the development of a more rigorous notion of interpretability. I suggest that a better understanding of the deficiencies of the intuitive notion of interpretability is needed as well. I show that visualization enables but also impedes intuitiv…

2017-11-20abs ↗pdf ↗

Being able to interpret, or explain, the predictions made by a machine learning model is of fundamental importance. This is especially true when there is interest in deploying data-driven models to make high-stakes decisions, e.g. in healthcare. While recent years have seen an increasing interest in interpretable machi…

2019-09-30abs ↗pdf ↗

KM-GPT automates IPD reconstruction from KM plots with high accuracy and scalability.

problem Manual digitization of IPD from KM plots is error-prone and lacks scalability.
method KM-GPT integrates advanced image preprocessing, multi-modal reasoning, and iterative reconstruction algorithms.
result KM-GPT generates high-quality IPD without manual input or intervention, achieving superior accuracy.

Study predicts P2P lending platform failures using machine learning.

problem Predicting failures of P2P lending platforms in China.
method Used machine learning models with filter and wrapper methods, forward selection, and backward elimination.
result Identified robust variables for predicting platform failures with high AUC and F1 scores.