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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.

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48 results for Toxicity

Everyday we are exposed to various chemicals via food additives, cleaning and cosmetic products and medicines -- and some of them might be toxic. However testing the toxicity of all existing compounds by biological experiments is neither financially nor logistically feasible. Therefore the government agencies NIH, EPA …

2015-03-04abs ↗pdf ↗

We refine toxicity bounds for dynamic liquidation incentives in CP-AMM systems.

problem Ensuring stability in dynamic liquidation incentives in automated market makers.
method Derived state-dependent toxicity bounds for dynamic liquidation incentives, reconciling them with CP-AMM price dynamics.
result State-dependent bounds and liquidity-depth-only condition for dynamic liquidation incentives.

CondMTL improves toxicity detection by learning group-specific representations.

problem Algorithmic bias in toxic language detection across demographic groups.
method Conditional Multi-Task Learning (CondMTL) for demographic-specific tasks.
result CondMTL improves predictive recall for minority demographic groups.

Prediction of toxicity levels of chemical compounds is an important issue in Quantitative Structure-Activity Relationship (QSAR) modeling. Although toxicity prediction has achieved significant progress in recent times through deep learning, prediction accuracy levels obtained by even very recent methods are not yet ver…

2019-07-19abs ↗pdf ↗

SEEDA optimizes dose allocation in clinical trials to balance efficacy and safety.

problem Complex relationships between efficacy and toxicity in new drug trials.
method Adaptive clinical trial methodology that maximizes cumulative efficacy while ensuring safety constraints.
result SEEDA outperforms existing methods in finding optimal doses with higher success rates and fewer patients.

New method designs antimicrobial peptides with high potency and low toxicity.

problem Designing potent antimicrobial drugs with low toxicity.
method CLaSS method using deep generative autoencoder and atomistic simulations.
result Design and synthesis of two novel AMPs with high potency and low toxicity.

To identify and classify toxic online commentary, the modern tools of data science transform raw text into key features from which either thresholding or learning algorithms can make predictions for monitoring offensive conversations. We systematically evaluate 62 classifiers representing 19 major algorithmic families …

2018-10-03abs ↗pdf ↗

We propose the development of a prediction market for forecasting prices for "toxic assets" to be transferred from Irish banks to the National Asset Management Agency (NAMA). Such a market allows market participants to assume a stake in a security whose value is tied to a future event. We propose that securities are cr…

2009-05-26abs ↗pdf ↗

This paper improves bond market making by adjusting hit-ratios for client flow quality.

problem Economic misleading of raw hit-ratios in corporate bond market making.
method Stochastic-control framework with residual-quality-adjusted hit-ratio.
result Optimal quotes decompose into various components, improving service/economics frontier.

Bayesian framework improves minority class performance in class-imbalanced data.

problem Class imbalance in predictive toxicology models.
method Weighted likelihood approach modifying likelihood function weights inversely proportional to class proportions.
result Improves balanced accuracy and sensitivity for minority class (toxic compounds).

Financial institutions face new model risks with AI, requiring enhanced model risk management.

problem New model risks from Generative AI applications in financial institutions.
method Enhanced model risk framework with additional testing and controls.
result Financial institutions need to enhance their model risk management for Generative AI applications.

Shared Keyboard design improves phase I clinical trials by borrowing information across doses.

problem Interim decisions based on current dose data may overlook signals from neighboring doses.
method Bayesian model-assisted design using Beta kernel process with kernel-weighted pseudo-counts.
result Significant improvements in identifying maximum tolerated dose and safety.

In this paper, we study counterfactual fairness in text classification, which asks the question: How would the prediction change if the sensitive attribute referenced in the example were different? Toxicity classifiers demonstrate a counterfactual fairness issue by predicting that "Some people are gay" is toxic while "…

2018-09-27abs ↗pdf ↗

New framework controls statistical dispersion for high-stakes applications.

problem Understanding and controlling the dispersion of loss distributions in high-stakes applications.
method Simple yet flexible framework for distribution-free control of statistical dispersion measures.
result Proposed methods control statistical dispersion measures with societal implications.

This research secures deployed sentiment analysis models by identifying and defending against attack vectors.

problem Securing deployed machine learning models, particularly sentiment analysis systems, from adversarial attacks.
method BAD (Build, Attack, Defend) Architecture, evaluating two implementations.
result Demonstrated a viable methodology for securing machine learning models in production.

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.

Proposes a method to generate text that adheres to logical constraints.

problem Generating text that respects logical constraints is hard for autoregressive models.
method Bayesian conditioning to draw samples subject to a constraint, considering the entire sequence and inducing a local, factorized distribution.
result Our approach generates samples that closely approximate the target distribution and are guaranteed to satisfy the constraints.

FLAIR measures LP competitiveness in AMMs, improving LP performance evaluations.

problem LP returns are affected by both market risk and competitive strategies.
method Introduces FLAIR metric to quantify LP competitiveness and assesses its impact on LP returns.
result FLAIR captures dynamic behavior of LPs and differentiates between active provisioning strategies.

Bayesian methods improve drug discovery experiment design.

problem Optimizing drug screening experiments in high-dimensional data.
method Bayesian inference and optimisation with upper confidence bound algorithms, Thompson sampling, and sparse tree search.
result Sparse tree search techniques outperform other methods in drug toxicity screening.

A simple strategy optimizes broker-client trading, reducing price discounts for informed traders.

problem Optimizing broker-client trading to balance client flow and informed trader losses.
method Modelled as a stochastic control problem, derived optimal strategy in closed form, introduced algorithm.
result Optimal strategy reduces price discounts for informed traders, balancing client flow and informed trader losses.

Deep learning methods are often difficult to apply in the legal domain due to the large amount of labeled data required by deep learning methods. A recent new trend in the deep learning community is the application of multi-task models that enable single deep neural networks to perform more than one task at the same ti…

2018-10-15abs ↗pdf ↗

We study the problem of finding the optimal dosage in early stage clinical trials through the multi-armed bandit lens. We advocate the use of the Thompson Sampling principle, a flexible algorithm that can accommodate different types of monotonicity assumptions on the toxicity and efficacy of the doses. For the simplest…

2019-03-17abs ↗pdf ↗

The paper examines statistical properties of IL and LVR in automated market makers.

problem Assessing the performance of automated market makers and their profitability.
method Analysis of random walk properties and statistical integral combined with CFMM mechanics.
result IL and LVR have identical expectation values but different distribution functions for Brownian motion.

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which generalize the self-financing relationships of frictionless markets to electronic …

2013-12-09abs ↗pdf ↗

Study examines how industrial emissions evolve over time in response to various factors.

problem Understanding how firm-level emissions change over time in response to environmental regulation, economic conditions, and organizational constraints.
method Used a time-varying mean-group estimator to link emissions data with firm characteristics and macroeconomic indicators over 1992-2023.
result Firm-level characteristics and aggregate conditions have different impacts on emissions growth at different times.

Classifying chemicals according to putative modes of action (MOAs) is of paramount importance in the context of risk assessment. However, current methods are only able to handle a very small proportion of the existing chemicals. We address this issue by proposing an integrative deep learning architecture that learns a …

2018-11-21abs ↗pdf ↗

Applying machine learning to molecules is challenging because of their natural representation as graphs rather than vectors.Several architectures have been recently proposed for deep learning from molecular graphs, but they suffer from informationbottlenecks because they only pass information from a graph node to its d…

2019-07-25abs ↗pdf ↗

Predicating macroscopic influences of drugs on human body, like efficacy and toxicity, is a central problem of small-molecule based drug discovery. Molecules can be represented as an undirected graph, and we can utilize graph convolution networks to predication molecular properties. However, graph convolutional network…

2017-09-12abs ↗pdf ↗