On-device research index

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.

169,042 papers · 148 categories

Trend · papers per month

count % of corpus

2 results for “SVQR”

A new asymmetric

ε

-insensitive pinball loss function based support vector quantile regression modelstat.ML

A new pinball loss function improves SVQR model's prediction and sparsity.

problem Improving prediction accuracy and sparsity in SVQR models.

method Proposed asymmetric ε-insensitive pinball loss function for SVQR.

result Significantly improved prediction ability and sparsity in SVQR model.

pinball loss SVQR quantile regression ε-insensitive sparsity

2019-08-19abs ↗pdf ↗

ν

- support vector quantile regression model with automatic accuracy controlcs.LG

A novel $ν$ -SVQR model for automatic quantile estimation.

problem Quantile estimation with automatic accuracy control.

method Uses

ν

fraction of training data points and asymmetric

ε

-insensitive zone.

result Automatic control over accuracy achieved through

ν

-SVQR model.

quantile regression support vector machines automatic accuracy asymmetric $ε$-insensitive zone

2019-10-21abs ↗pdf ↗