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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.

169,291 papers · 148 categories

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137273410546 · Jun 202019922001200920182026
48 results for Stable Prediction

The paper proposes a method to stabilize predictions by identifying causal variables using a seed variable.

problem Stable prediction across unknown test data with potential spurious correlations.
method Conditional independence test based algorithm using a seed variable to separate causal from non-causal variables.
result The algorithm precisely separates causal and non-causal variables for stable prediction across test data.

Stable health predictions need deconfounding test set features.

problem Stability of predictions in health machine learning is compromised by selection biases.
method Deconfounding the test set features improves prediction stability across different environments.
result Improved stability achieved by deconfounding test set features.

Proposes DGBR for stable predictions across unknown environments.

problem Stable predictions across unknown environments in machine learning.
method Joint optimization of a deep auto-encoder for feature selection and a global balancing model for stable prediction.
result Demonstrates stable predictions across unknown environments with empirical experiments.

A new metric for stable model selection in CATE prediction.

problem Model selection in conditional average treatment effect (CATE) prediction.
method Analysis of model performance ranking and formulation of a novel metric.
result Our metric outperforms existing metrics in model selection and hyperparameter tuning.

I-SPEC learns stable models from data without full causal knowledge.

problem Learning models that generalize well across shifts in environment.
method End-to-end framework using partial ancestral graph to learn stable interventional distribution.
result I-SPEC can learn robust models without full causal knowledge.

SFB uses stable features to adapt unstable ones for better performance.

problem Improving classifier performance on out-of-distribution data by leveraging stable features.
method SFB learns a predictor that separates stable and unstable features, then adapts unstable predictions using stable predictions.
result SFB can learn an asymptotically-optimal predictor without test-domain labels.

The paper addresses online prediction in marginally stable systems with bounded perturbations.

problem Online prediction in marginally stable linear dynamical systems with adversarial or stochastic perturbations.
method The online least-squares algorithm is used to achieve sublinear regret, with a refined regret analysis and a structural lemma.
result The online least-squares algorithm achieves sublinear regret, with polynomial dependence on the system's parameters.

CausalKinetiX identifies stable kinetic models from noisy data.

problem Learning stable and predictive kinetic models from noisy data.
method CausalKinetiX framework for identifying structure from discrete time, noisy observations.
result Causal approach improves generalization and prediction in kinetic systems.

Stable long-term predictions for fluid flows using neural networks.

problem Predicting complex dynamics of fluid flows with high temporal stability.
method End-to-end trained neural network architecture combining CNN for spatial compression and LSTM for temporal prediction.
result Novel latent space subdivision (LSS) allows stable and controllable long-term predictions.

Proposes a method to learn stable invariant sets in dynamical systems.

problem Learning stable invariant sets in general dynamical systems.
method Generalizes Manek and Kolter's approach by introducing projection onto latent space shapes and using invertible neural networks.
result Validates the method and shows its usefulness for long-term prediction.

New method clusters ab initio dynamics to predict excited state properties.

problem Complex excited state dynamics in polyatomic systems.
method Time series guided clustering algorithm to generate meta-stable patterns.
result Accurate prediction of ground and excited state properties.

Unified framework for analyzing stable learning algorithms across different dataset shifts.

problem Analyzing and comparing stability of learning algorithms across various dataset shifts.
method Causal graphical representation to express dataset shifts and a hierarchy of operators to disable shift-causing edges.
result Established conditions for optimal performance and derived new algorithms for finding stable distributions.

Successful attempts to predict judges' votes shed light into how legal decisions are made and, ultimately, into the behavior and evolution of the judiciary. Here, we investigate to what extent it is possible to make predictions of a justice's vote based on the other justices' votes in the same case. For our predictions…

2012-10-17abs ↗pdf ↗

Spectral gradient methods outperform Euclidean in certain deep learning scenarios.

problem When do spectral gradient updates outperform Euclidean in deep learning?
method Layerwise condition comparing squared nuclear-to-Frobenius ratio to stable rank of activations.
result Spectral updates can be more effective than Euclidean in deep networks and transformers.

Method predicts LFSM increments from past observations using codifference.

problem Forecasting LFSM increments from discrete-time observations.
method Uses codifference for serial dependence, with conditional expectation or projection for α>1α>1 or α<2α<2.
result Method shows promising performance in forecasting volatilities, capturing kurtosis and serial dependence.

Bayesian Invariant Prediction models stable features from multi-environment data.

problem Analyzing stable features across multiple environments for better prediction and understanding.
method Developed Bayesian Invariant Prediction (BIP) model that encodes invariant feature indices as latent variables and infers them via posterior inference.
result BIP and its variational approximation (VI-BIP) outperform existing methods in accuracy and scalability for invariant prediction.

Study compares MoE and RNN models for stock price prediction across volatility profiles.

problem Improving stock price prediction accuracy across different volatility levels.
method Dynamic Mixture of Experts model combining RNN and linear models, adjusting weights through a gating network.
result MoE model outperforms individual models in reducing prediction errors.

A cubing strategy identifies stable hyperparameter regions for uncertainty quantification in spatial deep learning.

problem Uncertainty quantification in spatial deep learning models.
method Cubing-based diagnostic framework to recursively partition hyperparameter space and evaluate regions using scoring rules.
result Our approach produces competitive or superior predictive intervals compared to a statistical baseline model.

Predictive coding networks are shown to be stable, robust, and converge faster than backpropagation.

problem Stability, robustness, and convergence of predictive coding networks.
method Dynamical systems theory and Lyapunov stability analysis.
result Predictive coding networks are Lyapunov stable and converge faster than backpropagation.

This paper optimizes performative risk by focusing on convex properties and developing efficient algorithms.

problem Performative risk, the loss experienced by decision makers, is not optimized by stable models.
method Identifying convex properties of loss function and model-induced distribution shift, developing algorithms for optimization.
result Optimization of performative risk with better sample efficiency than generic methods.

LSTM model predicts stock prices with high accuracy in stable sectors but struggles with volatile ones.

problem Predicting stock prices in emerging markets with limited data.
method Developed and evaluated an LSTM network on historical OHLCV data and technical indicators.
result Strong predictive performance (R2>0.87R^2 > 0.87) for stable sectors, but challenges for volatile ones.

Study improves stock price prediction using adaptive Mixture of Experts framework.

problem Tackles diverse volatility regimes in stock price prediction.
method Combines RNN for high-volatility stocks and linear regression for stable stocks with a gating mechanism.
result Achieves up to 33% improvement in MSE for volatile assets and 28% for stable assets.

Thermalizer stabilizes autoregressive models for long-term predictions in chaotic systems.

problem Long-term predictions in chaotic spatiotemporal systems are unreliable due to trajectory divergence.
method Diffusion models are used to implicitly estimate the score of an invariant measure, which stabilizes autoregressive emulators by applying denoising during inference.
result Thermalization extends the time horizon of stable predictions by an order of magnitude in chaotic systems.

iRF detects stable high-order interactions in genomics data.

problem Understanding high-order interactions in genomics data.
method Iterative Random Forest algorithm (iRF) for stable high-order interaction detection.
result iRF identifies stable high-order interactions with computational cost similar to Random Forest.

Deep learning reveals lagged correlations in stock markets, showing accuracy decreases with shorter prediction horizons.

problem Capturing non-linear interactions in financial prediction problems using large-scale datasets.
method Applying deep learning to econometrically constructed gradients to learn and exploit lagged correlations among S&P 500 stocks.
result Model accuracies decrease with shorter prediction horizons, but remain significant in both stable and volatile markets.

New algorithm learns stable LDSs with lower error and better control performance.

problem Learning stable LDSs from data with minimal reconstruction error and stability constraints.
method Proposes an optimization method using a recent characterization of stable matrices, iteratively improving reconstruction error and ensuring stability.
result Achieves orders-of-magnitude improvement in reconstruction error compared to existing methods.

A framework uses preprocessing to improve psychiatric questionnaire predictions while maintaining interpretability.

problem Weak predictive accuracy and limited interpretability of psychiatric questionnaires.
method Two-stage method: stable preprocessing followed by a linear mapping.
result REFINE outperforms other interpretable approaches in psychiatric and non-psychiatric prediction tasks.