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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.

168,742 papers · 148 categories

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48 results for administrative cost

Germany's tax admin costs likely exceed 20% of total revenue, requiring system improvement.

problem High tax administrative costs in Germany and other jurisdictions.
method Statistical data, surveys, and a novel approach to measure total administrative cost as a percentage of total tax revenue.
result Germany's 2021 tax administrative costs likely exceeded 20% of total tax revenue.

This article presents results from the first statistically significant study of cost escalation in transportation infrastructure projects. Based on a sample of 258 transportation infrastructure projects worth US$90 billion and representing different project types, geographical regions, and historical periods, it is fou…

2013-03-06abs ↗pdf ↗

Study improves risk evaluation timing with right-censored reporting delays.

problem Improving risk evaluation under short observation windows due to administrative censoring.
method Jointly models parametric hazards for event and reporting processes, uses Monte Carlo expectation-maximization algorithm, and proposes transfer-learning procedure.
result Improves accuracy of timely risk evaluation under administrative censoring.

LMM predicts healthcare costs and risks with improved accuracy.

problem Wasteful healthcare spending and inefficiencies in risk prediction.
method Generative pre-trained transformer trained on patient event sequences.
result Improves cost prediction by 14.1% and chronic conditions prediction by 1.9%.

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its original interpretation. It is common practice to estimate the censoring distributio…

2019-12-18abs ↗pdf ↗

The paper proposes an online algorithm for network resource allocation with reduced costs.

problem Optimizing resource allocation and job transfers in a network of servers.
method Randomized online algorithm based on the exponentially weighted method.
result The algorithm achieves sub-linear regret, indicating improved efficiency over time.

Deep learning improves CVD risk prediction from health records.

problem Predicting cardiovascular disease risk from administrative health data.
method Combined survival analysis and deep learning models.
result Deep learning models outperform traditional Cox models in accuracy and explained time-to-event occurrence.

Policy shifts between Trump and Biden impact ESG investments, creating volatility.

problem Dramatic policy shifts between Trump and Biden administrations affect ESG investments.
method Analyzes contrasting policies of Trump and Biden administrations and their impacts on ESG investments.
result Policy changes significantly influence ESG investments, leading to volatility and portfolio reassessment.

This paper analyzes a novel type of mortality contingent-claim called a ruin-contingent life annuity (RCLA). This product fuses together a path-dependent equity put option with a "personal longevity" call option. The annuitant's (i.e. long position) payoff from a generic RCLA is \$1 of income per year for life, akin to…

2012-05-16abs ↗pdf ↗

Accurate prediction of suicide risk in mental health patients remains an open problem. Existing methods including clinician judgments have acceptable sensitivity, but yield many false positives. Exploiting administrative data has a great potential, but the data has high dimensionality and redundancies in the recording …

2016-05-03abs ↗pdf ↗

Study shows Lula's Zero Hunger program reduced income inequality in Brazil.

problem Income inequality in Brazil during Lula's administration.
method Breakpoint regression analysis using detailed descriptive statistics.
result The Zero Hunger program substantially reduced income inequality and provided income security for the poor.

Entropy-based GP adaptive design improves failure probability estimation.

problem Limited accuracy in failure probability estimation due to model evaluation costs.
method Entropy-based Gaussian process (GP) adaptive design combined with multifidelity importance sampling (MFIS).
result More accurate failure probability estimates and higher confidence.

Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.

problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.

Study uses data to analyze COPD patients' impact on hospital systems.

problem Understanding and quantifying resource requirements for COPD patients.
method Combines segmentation, queuing theory, and data recovery techniques.
result Finding useful operational results from incomplete administrative data.

Paper proposes a method to estimate confidence bands for survival random forests.

problem No statistically valid and computationally feasible approach for estimating confidence bands for survival random forests.
method Extending recent developments in infinite-order incomplete U-statistics, the paper proposes an unbiased confidence band estimation.
result The proposed method accurately estimates the confidence band and achieves desired coverage rate.

Tax evasion is the illegal evasion of taxes by individuals, corporations, and trusts. The revenue loss from tax avoidance can undermine the effectiveness and equity of the government policies. A standard measure of tax evasion is the tax gap, that can be estimated as the difference between the total amounts of tax theo…

2019-12-08abs ↗pdf ↗

The paper learns personalized treatment rules from observational data.

problem Developing effective treatment policies for individual patients.
method Contextual bandit approach to minimize expected risk of treatment policies.
result The proposed method outperforms physicians and baseline approaches in IV and VP administration.

Interpretable neural networks improve economic research by balancing accuracy and transparency.

problem Lack of interpretability in neural networks hinders their use in economic research.
method Proposes interpretable neural network models that balance prediction accuracy and interpretability.
result Achieved 94.5% accuracy in predicting employment status using high-dimensional data.

The study examines how alternative resource adequacy contract designs affect market participants' risk profiles and resource mix.

problem The tension between promoting reliability and competition in liberalized electricity markets.
method Constructs a stochastic equilibrium model of a competitive market with incomplete risk trading and computes investment equilibria under different contracting regimes.
result Alternative contracting regimes can induce different risk profiles and resource mixes, affecting market outcomes.

It is not clear how to target patients who are most likely to benefit from digital care management programs ex-ante, a shortcoming of current risk score based approaches. This study focuses on defining impactability by identifying those patients most likely to benefit from technology enabled care management, delivered …

2019-04-19abs ↗pdf ↗

PHASE predicts surgical complications from physiological signals.

problem Predicting adverse surgical outcomes from physiological signals.
method Self-supervised transfer learning for physiological signals.
result PHASE outperforms other approaches in predicting five surgical complications.

Paper proposes a human-algorithm approach to reduce medical device recall risk and workload.

problem High recall rate and regulatory workload in FDA's 510(k) pathway.
method Developed machine learning models to estimate recall risk and proposed a data-driven clearance policy.
result Conservative evaluation of policy shows a 32.9% improvement in recall rate and 40.5% reduction in workload.

Automatic understanding of domain specific texts in order to extract useful relationships for later use is a non-trivial task. One such relationship would be between railroad accidents' causes and their correspondent descriptions in reports. From 2001 to 2016 rail accidents in the U.S. cost more than $4.6B. Railroads i…

2018-10-17abs ↗pdf ↗