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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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127255382509 · Jun 202019922001200920172026
48 results for Surge Prediction

Study models extreme skew surges along French Atlantic coast.

problem Appropriate modelling of extreme skew surges for coastal risk management.
method Peak-over-threshold framework, multivariate generalized Pareto distribution, extreme regression framework.
result Reconstructed historical skew surge time series at stations with limited data.

Neural network predicts vessel motions with high accuracy.

problem Real-time prediction of heave and surge motions for improved performance and safety.
method Developed an LSTM-based machine learning model trained on measured waves and motion data.
result The model predicts vessel motions up to 46.5 seconds into the future with an average accuracy of 90%.

The study finds generalized torsion elements in 3-manifolds from specific knot surgeries.

problem Identifying generalized torsion elements in 3-manifolds from knot surgeries.
method Using the JSJ-decomposition of the 3-manifold and bi-orderability properties.
result Existence and properties of generalized torsion elements in specific 3-manifolds.

Paper improves prediction sets for distribution shifts without labels.

problem Improving prediction sets effectiveness in the presence of distribution shifts.
method Develops ECP and EACP methods to adjust score function based on model uncertainty.
result Consistent improvement over existing baselines and nearly matches fully supervised methods.

Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decentralized exchanges (DEX) with flexible capacity. On DEX, HFTs acquire …

2019-07-24abs ↗pdf ↗

Study improves trading decisions by predicting profit and loss outcomes.

problem Inconsistent profitability of machine learning forecasts in financial markets.
method Developed a novel algorithm for forecasting profit and loss outcomes, integrating with market trend predictions.
result Significantly improved performance of trading strategies, including traditional and algorithmic trading.

Study uses ML and statistical models to analyze climate impacts of industrial growth.

problem Understanding and predicting environmental impacts of industrial activities.
method Comparative analysis of ML and statistical models on time series data.
result ML models outperform statistical models in predicting environmental impacts.

The prominent inequality of wealth and income is a huge concern especially in the United States. The likelihood of diminishing poverty is one valid reason to reduce the world's surging level of economic inequality. The principle of universal moral equality ensures sustainable development and improve the economic stabil…

2018-10-23abs ↗pdf ↗

EMDLOT predicts bond defaults better than traditional methods.

problem Lack of interpretability and irregular temporal dependencies in financial data.
method Integrates time-series and textual data, uses Time-Aware LSTM, soft clustering, and multi-level attention.
result EMDLOT outperforms traditional and deep learning benchmarks in recall, F1-score, and mAP.

With the growing adoption of machine learning techniques, there is a surge of research interest towards making machine learning systems more transparent and interpretable. Various visualizations have been developed to help model developers understand, diagnose, and refine machine learning models. However, a large numbe…

2018-07-17abs ↗pdf ↗

The paper proposes DEA to make graph neural networks fairer in link prediction.

problem Graph neural networks can unfairly prioritize certain social groups in link prediction.
method Drop Edges and Adapt (DEA) fine-tuning strategy with covariance constraints.
result DEA improves fairness and accuracy in link prediction tasks.

Fan tokens surged before World Cup matches, but declined during them, revealing cognitive biases.

problem Analyzing the impact of FIFA World Cup matches on fan tokens.
method Event study and intraday analysis of blockchain-based fan tokens.
result Fan tokens experienced a surge in returns six months before the World Cup, followed by a decline during the matches, revealing asymmetries in performance.

Researchers introduce a method to assess the safety of interpretable machine learning models.

problem Ensuring safety in machine learning models that are easy to understand.
method Introduce maximum deviation as an optimization problem to find the largest deviation from a safe reference model.
result Interpretability helps in assessing the safety of machine learning models.

Develops variational Bayesian neural network for complex biomedical applications.

problem High computational cost of Markov Chain Monte Carlo in BNN.
method Variational Bayes inference for posterior consistency and classification accuracy.
result Developed statistical theory for posterior consistency and prediction accuracy.

Study finds stock prices rarely appreciate during capital inflows but often appreciate during normal flows.

problem Understanding stock price behavior during capital inflows and outflows.
method Identified capital flow episodes using threshold and k-means clustering; detected stock index changepoints using PELT method; combined results over identified capital flows.
result Stock prices rarely appreciate during capital inflows but often appreciate during normal flows.

One-pass SGD converges in overparametrized neural networks with random data.

problem Understanding convergence of SGD in neural networks with streaming data.
method Overparameterized two-layer neural networks, one-pass SGD, random initialization, NTK eigen-decomposition, VC dimension, McDiarmid's inequality.
result Prediction error converges in expectation under one-pass SGD in overparametrized neural networks.

SAM optimizer benefits from normalization, stabilizing and guiding optimization.

problem Improving deep neural network performance with SAM optimizer.
method Theoretical and empirical study of normalization in SAM for convex and non-convex functions.
result Normalization helps SAM in stabilizing and guiding optimization along a continuum of minima.

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.

A new particle filter uses diffusion models to improve state estimation from noisy data.

problem Sequentially estimating the state of a dynamical system from noisy and incomplete observations.
method Uses a diffusion model to simulate and predict system dynamics, incorporating noisy observations to refine predicted states.
result An unbiased particle filtering method that rigorously fuses observational data with diffusion model simulations.

A new embedding method extracts dataset-scale metric distribution into vectorial representation for graph data.

problem Classifying graph-structured data based on overall dataset-scale discrepancies.
method MetricDistribution2vec embedding strategy.
result Significant improvement in supervised prediction tasks on real-world graph datasets.

Work proposes CLAIRE to achieve counterfactual fairness from observational data without causal models.

problem Achieving counterfactual fairness from observational data without prior causal models.
method Proposes CLAIRE, a representation learning framework based on counterfactual data augmentation and an invariant penalty.
result CLAIRE effectively mitigates biases from the sensitive attribute and improves counterfactual fairness and prediction performance.

This study interprets machine learning models to identify biomarkers for severe COVID-19 infection.

problem The black-box nature of machine learning models makes it difficult for medical researchers to understand and trust their predictions.
method The study uses permutation feature importance, Partial Dependence Plot, Individual Conditional Expectation, Accumulated Local Effects, Local Interpretable Model-agnostic Explanations, and Shapley Additive Explanation to interpret four machine learning models.
result The study identifies NTproBNP, CRP, LDH, LYM, leukocytes, eosinophils, and platelets as biomarkers associated with severe COVID-19 infection.

Researchers develop method to protect against 'weight poisoning' attacks on pre-trained models.

problem The security threat of downloading untrusted pre-trained weights that can be manipulated after fine-tuning.
method RIPPLe regularization method and Embedding Surgery initialization procedure.
result Demonstrated that weight poisoning attacks are possible even with limited knowledge of the dataset and fine-tuning procedure.

While deep learning has received a surge of interest in a variety of fields in recent years, major deep learning models barely use complex numbers. However, speech, signal and audio data are naturally complex-valued after Fourier Transform, and studies have shown a potentially richer representation of complex nets. In …

2019-10-22abs ↗pdf ↗

In recent years, there has been a surge of interest in developing deep learning methods for non-Euclidean structured data such as graphs. In this paper, we propose Dual-Primal Graph CNN, a graph convolutional architecture that alternates convolution-like operations on the graph and its dual. Our approach allows to lear…

2018-06-03abs ↗pdf ↗

New theory explains how equivariant self-supervised learning improves feature extraction.

problem Contrastive learning sacrifices useful features due to invariance to data augmentations.
method Information-theoretic perspective to understand E-SSL's generalization ability.
result Equivariant self-supervised learning creates synergy between equivariant and classification tasks.

As machine learning systems become ubiquitous, there has been a surge of interest in interpretable machine learning: systems that provide explanation for their outputs. These explanations are often used to qualitatively assess other criteria such as safety or non-discrimination. However, despite the interest in interpr…

2017-02-28abs ↗pdf ↗

The tremendous recent success of deep neural networks (DNNs) has sparked a surge of interest in understanding their predictive ability. Unlike the human visual system which is able to generalize robustly and learn with little supervision, DNNs normally require a massive amount of data to learn new concepts. In addition…

2019-11-14abs ↗pdf ↗

There has been a recent surge of interest in studying permutation-based models for ranking from pairwise comparison data. Despite being structurally richer and more robust than parametric ranking models, permutation-based models are less well understood statistically and generally lack efficient learning algorithms. In…

2017-10-28abs ↗pdf ↗