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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.

168,878 papers · 148 categories

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48 results for alert processing

A CBR approach helps fraud analysts trust machine learning predictions.

problem Understanding the trustworthiness of machine learning predictions for fraud analysts.
method Case-based reasoning (CBR) approach to visualize similar previous instances and their local post-hoc explanations.
result Empirically, the visualization of similar previous instances is useful and easy to use for fraud analysts.

Detects anomalies in product health metrics at eBay for better alerts.

problem Detecting anomalies in unsupervised product health metrics at eBay.
method Developed a Moving Metric Detector (MMD) for anomaly detection and a point-wise ranking model for alert retrieval.
result Improves alert precision and avoids alert spamming in eBay production.

Intrusion detection systems (IDSs) generate valuable knowledge about network security, but an abundance of false alarms and a lack of methods to capture the interdependence among alerts hampers their utility for network defense. Here, we explore a graph-based approach for fusing alerts generated by multiple IDSs (e.g.,…

2018-12-06abs ↗pdf ↗

We present RAPID (Real-time Automated Photometric IDentification), a novel time-series classification tool capable of automatically identifying transients from within a day of the initial alert, to the full lifetime of a light curve. Using a deep recurrent neural network with Gated Recurrent Units (GRUs), we present th…

2019-03-29abs ↗pdf ↗

We explain increases in clinical risk predictions over time.

problem Tackling the challenge of explaining dynamic risk increases in clinical settings.
method Developed methods to extend static attribution techniques to dynamic settings, addressing challenges specific to time-series data.
result Identified and addressed challenges specific to dynamic risk estimation, improving clinical alert explanations.

Robust fuzzy clustering for EEG driver alertness with outlier detection.

problem Ambiguous state boundaries in multivariate time series data.
method RFCPCA, a robust fuzzy subspace-clustering method for MTS.
result RFCPCA improves clustering accuracy and characterizes uncertainty and outliers in MTS.

Detects potential depegs in Curve's StableSwap pools to protect LPs.

problem Detecting and alerting LPs to potential depegs in Curve's StableSwap pools.
method Constructed metrics based on price and trading data, fine-tuned BOCD algorithm.
result Model detects USDC depeg 5 hours before price dip, with few false alarms.

Simulates patient pathways to detect delayed rare disease diagnoses.

problem Delayed rare disease diagnoses in France, causing health system and patient harm.
method Probabilistic modelling of patient pathways to create an alert system.
result Alert system detects and refers wandering patients to CRMRs.

Bitcoin reacts positively to USDT minting but not burning, showing state-dependence.

problem Understanding Bitcoin's response to Tether's supply changes.
method Analyzing Bitcoin's intraday price movements in response to USDT minting and burning events.
result Bitcoin's response to USDT minting events declines after 60 minutes and is influenced by investor sentiment and public announcements.

Optimizes mobile notifications for multiple objectives using reinforcement learning.

problem Optimizing mobile notification systems for multiple objectives.
method End-to-end offline reinforcement learning with Double Deep Q-network and Conservative Q-learning.
result Demonstrates improved performance and benefits of the proposed approach.

Deployment of machine learning (ML) algorithms in production for extended periods of time has uncovered new challenges such as monitoring and management of real-time prediction quality of a model in the absence of labels. However, such tracking is imperative to prevent catastrophic business outcomes resulting from inco…

2019-02-07abs ↗pdf ↗

Study shows GPT's earnings forecasts are human-like but not always accurate.

problem Information friction in AI-generated financial analysis.
method Examined GPT's earnings forecasts following corporate earnings releases and proposed a diagnostic framework.
result GPT's narrative attention is consistent and human-like but not always associated with higher forecast accuracy.

To be prepared against cyberattacks, most organizations resort to security information and event management systems to monitor their infrastructures. These systems depend on the timeliness and relevance of the latest updates, patches and threats provided by cyberthreat intelligence feeds. Open source intelligence platf…

2019-04-01abs ↗pdf ↗

Paper forecasts extreme Bitcoin volatility spikes using whale transactions and CryptoQuant data.

problem Forecasting extreme volatility spikes in Bitcoin market.
method Proposes Synthesizer Transformer model for forecasting.
result Model outperforms state-of-the-art models in forecasting extreme volatility spikes.

The paper proposes a method to detect relevant model degradations without over-alerting.

problem Detecting meaningful changes in machine learning model performance over time.
method Sequential monitoring scheme accounting for temporal dependence and multiple testing issues.
result The proposed method outperforms benchmark methods in detecting relevant changes in model quality.

Every year, thousands of people receive consumer product related injuries. Research indicates that online customer reviews can be processed to autonomously identify product safety issues. Early identification of safety issues can lead to earlier recalls, and thus fewer injuries and deaths. A dataset of product reviews …

2018-04-27abs ↗pdf ↗

A new algorithm uses bandits to diversify database activity monitoring.

problem Limitation of current DAM systems in collecting diverse data.
method Redefined DAM sampling as a bandit problem and developed a novel algorithm combining expert knowledge and random exploration.
result Adding diversity to sampling using the bandit-based approach improves coverage without decreasing alert quality.

Fink AGN classifier achieves high accuracy in classifying active galactic nuclei.

problem Classifying active galactic nuclei from astronomical data.
method Built features from photometric points and color estimation. Used active learning for optimized training sample. Applied traditional machine learning algorithms.
result Achieved 98.0% accuracy in classifying real alerts from ZTF.

We propose a general model explanation system (MES) for "explaining" the output of black box classifiers. This paper describes extensions to Turner (2015), which is referred to frequently in the text. We use the motivating example of a classifier trained to detect fraud in a credit card transaction history. The key asp…

2016-06-30abs ↗pdf ↗

Benchmarking recursive collapse claims with a new framework under false-positive control.

problem Evaluating recursive systems for failure patterns and warning claims.
method Developed Loopzero framework for testing recursive failures, specified claim boundaries in Lean, evaluated under FP constraint, and compared with standard detectors.
result No standard detectors or Loopzero's pre-registered quantile detector achieved the required operating point under the false-positive contract.

Electroencephalogram, an influential equipment for analyzing humans activities and recognition of seizure attacks can play a crucial role in designing accurate systems which can distinguish ictal seizures from regular brain alertness, since it is the first step towards accomplishing a high accuracy computer aided diagn…

2018-05-04abs ↗pdf ↗

Sleep arousals transition the depth of sleep to a more superficial stage. The occurrence of such events is often considered as a protective mechanism to alert the body of harmful stimuli. Thus, accurate sleep arousal detection can lead to an enhanced understanding of the underlying causes and influencing the assessment…

2019-03-01abs ↗pdf ↗

Improved aggregation methods learn from all ICU events without preprocessing for better patient risk analysis.

problem Lack of efficient methods to dynamically assess patient status in ICU.
method Improved aggregation methods for a deep learning architecture that learns from all events without preprocessing.
result Models achieve strong performance (AUROC 0.87) in patient mortality classification.

This is an introduction to some of the analytic (or integrable systems) aspects of quantum cohomology which have attracted much attention during the last few years. The small quantum cohomology algebra, regarded as an example of a Frobenius manifold, is described in the original naive manner, without going into the tec…

2001-04-28abs ↗pdf ↗

Operations is a key challenge in the domain of machine learning pipeline deployments involving monitoring and management of real-time prediction quality. Typically, metrics like accuracy, RMSE etc., are used to track the performance of models in deployment. However, these metrics cannot be calculated in production due …

2019-02-22abs ↗pdf ↗

The paper develops methods to predict the probability of achieving a user goal in a task, ensuring the system alerts when the probability falls below a threshold.

problem Ensuring an autonomous system achieves the user's goal with calibrated probability estimates.
method Invertible conformal prediction using Probability-space Conformalized Quantile Regression (PCQR) to produce well-calibrated conditional prediction intervals.
result The method produces well-calibrated probabilities that the cumulative reward will fall within a user-specified target interval, with finite-sample guarantees.

Automated scoring prioritizes risky driving behavior in telematic auto insurance policies.

problem Identifying risky driving behavior in telematic auto insurance policies using machine learning.
method Bayesian approach using MCMC to model propensity of policyholders to undertake trips resulting in positive classification.
result The approach improves efficiency of human resource allocation in identifying risky driving behavior.

This study designs a financial risk control platform using big data and machine learning.

problem Traditional risk management models are inadequate for modern financial complexities.
method Big data mining, real-time streaming data processing, statistical analysis, and precise customer behavior mining.
result The platform effectively identifies and responds to potential risks in real-time.

Paper uses UKS to improve BLE RSSI for proximity inference in mobile phone apps.

problem Improper BLE RSSI for accurate proximity inference during pandemics.
method Single-dimensional Unscented Kalman Smoother (UKS) with Gaussian process observation transforms.
result UKS outperforms traditional methods in predicting infection risk from BLE RSSI.

Hybrid model predicts flow and pressure in water systems.

problem Predicting flow and pressure in water distribution systems with complex spatial-temporal correlations.
method Hybrid dual-stage spatial-temporal attention-based recurrent neural networks (hDS-RNN).
result Our model outperformed 9 baseline models in flow and pressure series prediction.