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.
Solves a 60-year-old question on agreement measures in statistics.
This work introduces significativity indices for agreement values between classifiers.
The problem of maximizing (or minimizing) the agreement between clusterings, subject to given marginals, can be formally posed under a common framework for several agreement measures. Until now, it was possible to find its solution only through numerical algorithms. Here, an explicit solution is shown for the case wher…
SNAP improves robust computation by emphasizing trustworthy items and downweighting outliers.
Discriminatory trade liberalization policies are becoming more popular among world economies. Countries are motivated to enter for regional trade agreements to capture faster economic growth for alleviating poverty. In developing economies like most of the member countries of the Association of South East Asian Nations…
LFD method improves text classification by making features clearer and less label-leaking.
In unsupervised machine learning, agreement between partitions is commonly assessed with so-called external validity indices. Researchers tend to use and report indices that quantify agreement between two partitions for all clusters simultaneously. Commonly used examples are the Rand index and the adjusted Rand index. …
In many machine learning problems, labeled training data is limited but unlabeled data is ample. Some of these problems have instances that can be factored into multiple views, each of which is nearly sufficent in determining the correct labels. In this paper we present a new algorithm for probabilistic multi-view lear…
In Bipartite Correlation Clustering (BCC) we are given a complete bipartite graph with `+' and `-' edges, and we seek a vertex clustering that maximizes the number of agreements: the number of all `+' edges within clusters plus all `-' edges cut across clusters. BCC is known to be NP-hard. We present a novel approx…
Model selection is a problem that has occupied machine learning researchers for a long time. Recently, its importance has become evident through applications in deep learning. We propose an agreement-based learning framework that prevents many of the pitfalls associated with model selection. It relies on coupling the t…
A new method for combining multiple data views in supervised learning.
Computable contracts simplify financial transactions and reduce legal costs.
Generalization and reliability of multilingual translation often highly depend on the amount of available parallel data for each language pair of interest. In this paper, we focus on zero-shot generalization---a challenging setup that tests models on translation directions they have not been optimized for at training t…
We apply an asymmetric version of Kirman's herding model to volatile financial markets. In the relation between returns and agent concentration we use the square root law proposed by Zhang. This can be derived by extending the idea of a critical mean field theory suggested by Plerou et al. We show that this model is eq…
Study finds simple model-agreement scores perform well in various error estimation scenarios.
Researchers develop multi-agent systems for quadcopters to collaborate in missions.
The adjusted Rand index (ARI) is commonly used in cluster analysis to measure the degree of agreement between two data partitions. Since its introduction, exploring the situations of extreme agreement and disagreement under different circumstances has been a subject of interest, in order to achieve a better understandi…
Ensemble learning is a powerful approach to construct a strong learner from multiple base learners. The most popular way to aggregate an ensemble of classifiers is majority voting, which assigns a sample to the class that most base classifiers vote for. However, improved performance can be obtained by assigning weights…
Study shows more data improves model explanations, aiding reliable knowledge extraction.
Unified framework for policy learning using weak supervision.
There is considerable debate whether the domestic political institutions (specifically, the country s level of democracy) of the host developing country toward foreign investors are effective in establishing the credibility of commitments are still underway, researchers have also analyzed the effect of international in…
MAS scores cluster size consistency from points, robust to label changes.
In important applications involving multi-task networks with multiple objectives, agents in the network need to decide between these multiple objectives and reach an agreement about which single objective to follow for the network. In this work we propose a distributed decision-making algorithm. The agents are assumed …
Co-learning BO improves global optimization with limited samples.
Model explains money creation under regulatory constraints.
Quantifying the degree of atrophy is done clinically by neuroradiologists following established visual rating scales. For these assessments to be reliable the rater requires substantial training and experience, and even then the rating agreement between two radiologists is not perfect. We have developed a model we call…
New index improves anomaly detection in correlated time series data.
The paper uses Black-Scholes model to analyze political support and coalition agreements.
This paper examines how regional trade agreements affect global trade relationships.
ValueBlindBench tests LLM-generated investment rationales for validity before returns are known.
New algorithms for collaborative learning in uncertain, decentralized environments.
Paper develops framework for valuing and assessing credit risk in renewable PPAs.
This paper considers the problem of removing costly features from a Bayesian network classifier. We want the classifier to be robust to these changes, and maintain its classification behavior. To this end, we propose a closeness metric between Bayesian classifiers, called the expected classification agreement (ECA). Ou…
Fuses ITRs for primary and secondary outcomes to minimize harm.
Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date. Repurchase agreements (repos) ma…
Within the natural language processing (NLP) community, active learning has been widely investigated and applied in order to alleviate the annotation bottleneck faced by developers of new NLP systems and technologies. This paper presents the first theoretical analysis of stopping active learning based on stabilizing pr…
This large scale study focuses on quantifying what X-rays diagnostic prediction tasks generalize well across multiple different datasets. We present evidence that the issue of generalization is not due to a shift in the images but instead a shift in the labels. We study the cross-domain performance, agreement between m…
Study confirms eurozone interbank market stability but finds higher collateral reuse.
Biological systems are often modelled at different levels of abstraction depending on the particular aims/resources of a study. Such different models often provide qualitatively concordant predictions over specific parametrisations, but it is generally unclear whether model predictions are quantitatively in agreement, …
Bayesian active learning improves holistic educational assessments.
The clustering ensemble technique aims to combine multiple clusterings into a probably better and more robust clustering and has been receiving an increasing attention in recent years. There are mainly two aspects of limitations in the existing clustering ensemble approaches. Firstly, many approaches lack the ability t…
A capsule is a collection of neurons which represents different variants of a pattern in the network. The routing scheme ensures only certain capsules which resemble lower counterparts in the higher layer should be activated. However, the computational complexity becomes a bottleneck for scaling up to larger networks, …
We propose a projected gradient dynamical system as a model for a bargaining scheme for an asset for which the two interested agents have personal valuations which do not initially coincide. The personal valuations are formed using subjective beliefs concerning the future states of the world and the reservation prices …
Community moderation drifts towards majority, study finds.
We compute many dimensions of spaces of finite type invariants of virtual knots (of several kinds) and the dimensions of the corresponding spaces of "weight systems", finding everything to be in agreement with the conjecture that "every weight system integrates".
We apply random matrix theory to compare correlation matrix estimators C obtained from emerging market data. The correlation matrices are constructed from 10 years of daily data for stocks listed on the Johannesburg Stock Exchange (JSE) from January 1993 to December 2002. We test the spectral properties of C against ra…
EXAGREE selects a stakeholder-aligned model to reduce conflicting explanations in machine learning.
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical ensemble of asset-price covariances from a single instance of financial data sets…