Research
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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.

168,694 papers · 148 categories

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95191286381 · Jun 202019922001200920172026
48 results for academic evaluation

Study evaluates the impact of academic support center's face-to-face assistance on student performance.

problem Underestimation of Academic Support Center's true impact due to group bias.
method Applied causal inference theory and T-learner to evaluate conditional average treatment effect (CATE) of F2F personal assistance.
result Developed a new CATE function that depends on the number of F2F sessions, predicting improved CATE performance.

Study uses ML and causal analysis to predict student performance factors.

problem Understanding socio-academic and economic factors affecting student performance.
method Employed machine learning techniques and causal analysis on 1,050 student profiles.
result Ridge Regression achieved robust predictions with MAE of 0.12 and MSE of 0.024.

Bitcoin price prediction models fail to outperform a simple 'today's price' baseline, especially at longer horizons.

problem Lack of robust models that consistently outperform a naive price predictor at various horizons.
method Surveyed peer-reviewed papers, categorized by evaluation methodology, contrasted with social media discourse, and proposed methodological standards.
result No peer-reviewed study has shown robust superiority over the naive baseline across multiple market regimes at short-to-medium horizons.

Predicts academic risk in college students using interpretable machine learning.

problem Predicting academic risk from high-dimensional, unbalanced student data.
method Binary classification task using LightGBM model and Shapley value.
result 8 predictors for academic risk identified, including quality of academic partners and dormitory study atmosphere.

Paper discusses how financial institutions' model risk management can benefit academic research.

problem Improving academic research process and mitigating limitations.
method Adopting financial institutions' model risk management practices.
result Lessons from financial institutions can enhance academic research reliability.

Framework evaluates quality of synthetic data generated with differential privacy.

problem Ensuring synthetic data retains statistical quality after applying differential privacy.
method Developed a framework to evaluate synthetic data quality from a practical researcher's viewpoint.
result Synthetic data can be evaluated against training data or underlying populations, and for specific tasks like inference or prediction.

In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper addresses to the need of models describing a bitcoin-US dollar exchange dynamic and their use to evaluate European opt…

2020-02-17abs ↗pdf ↗

Study predicts academic achievement using students' support networks.

problem Predicting academic achievement in college students.
method Decision tree and random forest algorithms applied to Ties data.
result Different types of support are important for different demographics and genders.

Computer generated academic papers have been used to expose a lack of thorough human review at several computer science conferences. We assess the problem of classifying such documents. After identifying and evaluating several quantifiable features of academic papers, we apply methods from machine learning to build a b…

2010-08-04abs ↗pdf ↗

Study evaluates digital transformation impact on financial performance using LLMs.

problem Measuring and understanding the impact of digital transformation on financial performance.
method Constructed DT indicators from company reports; analyzed effects of different digital technologies.
result Digital transformation improves financial performance, but varies by technology.

Randomized control methods improve asset pricing and performance analysis.

problem Challenges in drawing inferences from traditional random portfolios in performance evaluation.
method Geometric random walks and Markov chain Monte Carlo methods to construct flexible control groups.
result Captured premia associated with size, value, quality, and momentum in a constrained setting.

MARS-Gym framework for marketplaces to train and evaluate recommender systems.

problem Challenges in designing, training, and evaluating recommender systems in marketplaces.
method Open-source framework for Reinforcement Learning agents in marketplaces.
result Empowers researchers and engineers to quickly build and evaluate agents for recommendations.

KT models struggle with student concept drift, but BKT remains the most stable.

problem Impact of student concept drift on KT models.
method Applied four KT models to five academic years of data.
result KT models generally degrade in performance with concept drift, BKT remains stable.

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.

Machine learning algorithms designed to characterize, monitor, and intervene on human health (ML4H) are expected to perform safely and reliably when operating at scale, potentially outside strict human supervision. This requirement warrants a stricter attention to issues of reproducibility than other fields of machine …

2019-07-02abs ↗pdf ↗

VB-Score evaluates AI systems without ground truth, revealing robustness.

problem Evaluating AI systems without ground truth labels, especially for entity-centric tasks.
method VB-Score uses variance-bounded evaluation, constraint relaxation, and Monte Carlo sampling.
result VB-Score reveals robustness differences not seen by conventional frameworks.

The study uses Hidden Markov Models to analyze student enrollment patterns and academic performance.

problem Limited understanding of how enrollment patterns affect academic performance.
method Applied Hidden Markov Models to categorize enrollment strategies and compare academic outcomes.
result Mixed enrollment strategies lead to better academic performance, especially during part-time semesters.

This research evaluates the quality of unsupervised embeddings using linear separability metrics.

problem Difficulty in evaluating unsupervised learning model performance in practice.
method Survey and introduction of three methods, including a novel one, to assess embedding quality.
result Metrics can robustly estimate embedding quality in an unsupervised way.

A new method for name disambiguation in academic networks using multi-view attention and recurrent neural networks.

problem Disambiguating authors with the same name in large-scale academic networks.
method Multi-view Attention-based Pairwise Recurrent Neural Network (MA-PairRNN) that divides papers into blocks based on author attributes and merges blocks of the same author.
result MA-PairRNN significantly improves name disambiguation performance on real-world datasets.

Study reveals gaps between simulated and real-world treatment effect evaluation metrics.

problem Evaluation of treatment effect estimation models differs between academic and practical settings.
method Comprehensive empirical study comparing semi-simulated benchmarks and real-world datasets.
result Counterfactual metrics do not reliably predict observable metrics, and rankings from simulated benchmarks do not generalize to real-world data.

Understanding and extracting of information from large documents, such as business opportunities, academic articles, medical documents and technical reports, poses challenges not present in short documents. Such large documents may be multi-themed, complex, noisy and cover diverse topics. We describe a framework that c…

2019-09-29abs ↗pdf ↗

Geospatial framework assesses climate risks for California's banking and exposed sectors.

problem Evaluating climate risks on banking and exposed sectors in California.
method Integrates hazard mapping, exposure analysis, and scenario-based financial risk assessment.
result Framework supports portfolio monitoring and institutional readiness under new standards.

Measuring the impact of scientific articles is important for evaluating the research output of individual scientists, academic institutions and journals. While citations are raw data for constructing impact measures, there exist biases and potential issues if factors affecting citation patterns are not properly account…

2015-02-25abs ↗pdf ↗

Survey on assessing and improving classifier calibration for better decision making.

problem Ensuring classifiers correctly quantify prediction uncertainty.
method Overview of principles, methods, and evaluation metrics for calibration.
result New methods and extensions from binary to multiclass settings.

Network representation learning in low dimensional vector space has attracted considerable attention in both academic and industrial domains. Most real-world networks are dynamic with addition/deletion of nodes and edges. The existing graph embedding methods are designed for static networks and they cannot capture evol…

2018-12-06abs ↗pdf ↗

This study synthesizes stablecoin systems and develops a performance evaluation framework.

problem Fragmented academic research on stablecoins across economics, law, and computer science.
method Multi-method research design including literature synthesis, performance evaluation framework, and case study.
result Unified taxonomy and performance evaluation framework for stablecoin design.

Scoping review and benchmarking of synthetic EHR data generation methods.

problem Creating realistic synthetic electronic health records for research and training.
method Conducted a scoping review and benchmarked seven methods on open-source EHR datasets.
result GAN-based methods excel in fidelity and utility, while rule-based methods excel in privacy protection.

Paper proposes an alternative method to price American options using HJM approach.

problem Price American options efficiently and accurately.
method Utilizes HJM technique to model term structure of volatility for equity markets.
result Proposes a new value function, stopping criteria, and stopping time for American options.

PyXAB is a Python library for X-armed bandits and online optimization.

problem Efficiently solving X-armed bandit problems and online blackbox optimization.
method Implementation of 10+ X-armed bandit algorithms and synthetic objectives.
result Evaluation of different algorithms' performance on various synthetic objectives.

Shifu2 discovers advisor-advisee relationships in collaboration networks.

problem Discovering hidden advisor-advisee relationships in scientific collaboration networks.
method Network Representation Learning (NRL) model, considering both network structure and node/edge semantics.
result Improved stability and effectiveness compared to state-of-the-art methods.

Kaggle competitions offer valuable insights for business forecasting.

problem Lack of attention to Kaggle competitions in academic forecasting studies.
method Review of results from six Kaggle competitions featuring real-life business forecasting tasks.
result Global ensemble models outperform local single models in Kaggle competitions.