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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.

168,657 papers · 148 categories

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48 results for Statistical nuance

New algorithm improves heavy-tailed statistical estimation in streaming data.

problem Heavy-tailed statistical estimation in streaming data.
method Clipped stochastic gradient descent algorithm with improved analysis.
result Guarantees exponential concentration with O(1)O(1) batch size for mean estimation and linear regression.

Model uses statistical physics principles to predict financial market volatility and returns.

problem Predicting price volatility and expected returns in financial markets.
method Inspired by statistical physics, the study introduces a physical model using Level 3 order book data to measure kinetic energy and momentum.
result The model outperforms traditional and machine learning approaches in forecasting volatility and expected returns.

A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work asks which properties are elicitable, …

2015-06-23abs ↗pdf ↗

This paper introduces DCE for better counterfactual explanations using optimal transport.

problem Lack of nuanced distributional characteristics in existing counterfactual explanations.
method Formulates a chance-constrained optimization problem using optimal transport to derive counterfactual distributions.
result DCE provides deeper insights into decision-making models by aligning counterfactual distributions with factual ones.

ABROCA assesses algorithmic bias, revealing skewed distributions that inflate results.

problem Detecting nuanced performance differences in classifier fairness.
method Study of ABROCA metric's statistical properties under various conditions.
result ABROCA distributions are skewed, inflating results by chance in imbalanced classes.

Study introduces KorFinMTEB for Korean financial texts, revealing model limitations.

problem Limited evaluation benchmarks for low-resource domains, especially Korean.
method Developed KorFinMTEB, a tailored benchmark for Korean financial texts.
result Models perform better on translated benchmarks than on domain-specific ones.

We consider settings in which the right notion of fairness is not captured by simple mathematical definitions (such as equality of error rates across groups), but might be more complex and nuanced and thus require elicitation from individual or collective stakeholders. We introduce a framework in which pairs of individ…

2019-05-25abs ↗pdf ↗

Active learning can't improve over passive in certain settings.

problem Active learning vs. passive learning in nonparametric settings.
method Analyzing margin conditions and their effects on active learning performance.
result Nuances in margin conditions determine whether active learning can outperform passive learning.

Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional distances, focusing on two kinds of target parameters. The first is the counterfa…

2018-06-08abs ↗pdf ↗

Although neural networks are routinely and successfully trained in practice using simple gradient-based methods, most existing theoretical results are negative, showing that learning such networks is difficult, in a worst-case sense over all data distributions. In this paper, we take a more nuanced view, and consider w…

2016-09-05abs ↗pdf ↗

Study clusters Indian stocks using polyspectral means for nuanced market insights.

problem Analyzing temporal patterns and financial relationships in Indian stock market.
method k-means clustering algorithm applied to polyspectral means of stock data.
result Identified five distinctive clusters of stocks with varying ownership structures.

Introduces Rashomon Capacity to measure predictive multiplicity in probabilistic classifiers.

problem Predictive multiplicity in classification models leading to unjustified decisions.
method Introduces Rashomon Capacity, a metric for probabilistic classifiers, and provides a rigorous derivation.
result Rashomon Capacity captures nuanced score variations and provides strategies for disclosing conflicting models.

Proposes an INLA-based method for state and parameter estimation in nonlinear systems.

problem Difficulty in learning parameters accurately in nonlinear dynamical systems.
method Iterated INLA for state and parameter estimation in nonlinear dynamical systems.
result Outperforms existing methods on data assimilation tasks.

Paper develops NW kernel estimator for LSPs with Wasserstein bounds.

problem Capturing nuanced dynamics in time series data with evolving statistical characteristics.
method Nadaraya-Watson kernel smoothing for conditional probability estimation, using Wasserstein and sliced Wasserstein distances.
result Established convergence rates and bounds for NW-based conditional probability estimator in LSPs.

Neural networks generalize well despite overfitting due to high capacity.

problem Understanding why deep neural networks generalize well in overparameterized settings.
method High-dimensional asymptotic analysis of generalization under kernel regression with Neural Tangent Kernel.
result Test error exhibits non-monotonic behavior and can have additional peaks and descents in the overparameterized regime.

This paper introduces a new method to better understand financial market causality.

problem Lack of comprehensive understanding of distributional causality in financial markets.
method Combines piecewise quantile regression with a piecewise linear embedding scheme.
result Uncovered significant tail-tail causal effects and substantial causal asymmetry in cryptocurrency return series.

Bayesian model compares ML algorithms on various datasets.

problem Comparing multiple machine learning algorithms across multiple datasets.
method Bayesian Bradley-Terry model, defining regions of practical equivalence (ROPE).
result Allows nuanced statements and ROPE definitions for algorithm comparison.

The intent of this short note is to provide context for and an independent proof of the discovery of Klaus Kroencke that complex projective space with its canonical Fubini--Study metric is dynamically unstable under Ricci flow in all complex dimensions N>1. The unstable perturbation is not Kaehler. This provides a coun…

2017-09-04abs ↗pdf ↗

State of the art deep reinforcement learning algorithms take many millions of interactions to attain human-level performance. Humans, on the other hand, can very quickly exploit highly rewarding nuances of an environment upon first discovery. In the brain, such rapid learning is thought to depend on the hippocampus and…

2016-06-14abs ↗pdf ↗

Realistic music generation has always remained as a challenging problem as it may lack structure or rationality. In this work, we propose a deep learning based music generation method in order to produce old style music particularly JAZZ with rehashed melodic structures utilizing a Bi-directional Long Short Term Memory…

2020-02-06abs ↗pdf ↗

Yarbus' claim to decode the observer's task from eye movements has received mixed reactions. In this paper, we have supported the hypothesis that it is possible to decode the task. We conducted an exploratory analysis on the dataset by projecting features and data points into a scatter plot to visualize the nuance prop…

2019-07-29abs ↗pdf ↗

Learning image representations to capture fine-grained semantics has been a challenging and important task enabling many applications such as image search and clustering. In this paper, we present Graph-Regularized Image Semantic Embedding (Graph-RISE), a large-scale neural graph learning framework that allows us to tr…

2019-02-14abs ↗pdf ↗

We seek to better understand the difference in quality of the several publicly released embeddings. We propose several tasks that help to distinguish the characteristics of different embeddings. Our evaluation of sentiment polarity and synonym/antonym relations shows that embeddings are able to capture surprisingly nua…

2013-01-15abs ↗pdf ↗

Social media enhances or diminishes scientific status, depending on usage.

problem Impact of social media on scientific stratification and mobility.
method Logistic Attribution Analysis combining statistical and machine learning methods.
result Social media promotes stratification and mobility, but beyond a threshold, it negatively impacts status.

In the present paper we study a sparse stochastic network enabled with a block structure. The popular Stochastic Block Model (SBM) and the Degree Corrected Block Model (DCBM) address sparsity by placing an upper bound on the maximum probability of connections between any pair of nodes. As a result, sparsity describes o…

2019-10-03abs ↗pdf ↗

Autoregressive feedback is considered a necessity for successful unconditional text generation using stochastic sequence models. However, such feedback is known to introduce systematic biases into the training process and it obscures a principle of generation: committing to global information and forgetting local nuanc…

2018-06-12abs ↗pdf ↗