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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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14284155 · May 202619922001200920172026
48 results for asset prognosis

This research improves asset life prediction by integrating deep learning with mixture distributions.

problem Predicting residual useful life for assets with multiple failure modes.
method Integrates mixture (log)-location-scale distribution with deep learning.
result Proposed models outperform existing methods in predicting residual useful life.

New model identifies cell-specific genes for cancer prognosis.

problem No statistical model to integrate multiscale cancer data.
method Bayesian generalized promotion time cure models (GPTCMs).
result Improves cancer prognosis by identifying cell-specific genes.

Quantitative CT predicts ILD patterns and prognosis.

problem Diagnosing and predicting prognosis of fibrosing ILD patterns.
method High-resolution CT texture features, TM model for classification and survival analysis.
result TM model outperforms histogram-based model in distinguishing UIP from non-UIP patterns and allows for survival group partitioning.

CovidCare uses EMR data to predict patient outcomes in emerging epidemics.

problem Intelligent prognosis for patients with emerging infectious diseases during rapid epidemics.
method Transfer learning and knowledge distillation from existing EMR data.
result CovidCare outperforms baseline methods in predicting patient length of stay.

A data-driven approach predicts morphological development under structural instability.

problem Understanding and predicting spatiotemporal complexities of morphogenesis under structural instability.
method Machine-learning framework based on physical modeling of morphogenesis.
result Identification of key bifurcation characteristics and prediction of history-dependent development.

Aim: To review how machine learning (ML) is applied to imaging biomarkers in neuro-oncology, in particular for diagnosis, prognosis, and treatment response monitoring. Materials and Methods: The PubMed and MEDLINE databases were searched for articles published before September 2018 using relevant search terms. The sear…

2019-08-28abs ↗pdf ↗

Deep learning clusters patient time-series data for better prognosis.

problem Clustering time-series data for patient phenotyping and prognosis.
method Deep predictive clustering with novel loss functions for future outcome distribution.
result Model achieves superior clustering performance and identifies meaningful patient subgroups.

Machine learning models for COVID-19 detection and prognosis from chest images are flawed and unreliable.

problem Developing reliable machine learning models for COVID-19 diagnosis and prognosis from chest images.
method Systematic review of machine learning models published in 2020.
result None of the models identified are of clinical use due to methodological flaws and biases.

We present a new microscopic stochastic model for an ensemble of interacting investors that buy and sell stocks in discrete time steps via limit orders based on individual forecasts about the price of the stock. These orders determine the supply and demand fixing after each round (time step) the new price of the stock …

1999-03-04abs ↗pdf ↗

Automated brain tumor segmentation plays an important role in the diagnosis and prognosis of the patient. In addition, features from the tumorous brain help in predicting patients overall survival. The main focus of this paper is to segment tumor from BRATS 2018 benchmark dataset and use age, shape and volumetric featu…

2019-09-10abs ↗pdf ↗

Bayesian Cox model identifies biomarkers from multi-omics data.

problem Produce interpretable survival prognosis from multi-omics data.
method Penalized semiparametric Bayesian Cox model with graph-structured selection priors.
result Model identifies new biomarkers and improves survival prediction.

We study a norm for structured sparsity which leads to sparse linear predictors whose supports are unions of prede ned overlapping groups of variables. We call the obtained formulation latent group Lasso, since it is based on applying the usual group Lasso penalty on a set of latent variables. A detailed analysis of th…

2011-10-03abs ↗pdf ↗

A federated learning framework improves RUL prognosis for aircraft engines without sharing data.

problem Limited run-to-failure data samples for accurate RUL prognosis.
method Federated learning framework, decentralized validation, and robust aggregation methods.
result The federated learning framework leads to more accurate RUL prognosis for five out of six airlines.

The process of contagiousness spread modelling is well-known in epidemiology. However, the application of spread modelling to banking market is quite recent. In this work, we present a system of ordinary differential equations, simulating data from the largest European banks. Then, an optimal control problem is formula…

2017-07-11abs ↗pdf ↗

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical statistical foundation on sparse CCA in high-dimensional settings despite active methodo…

2013-11-24abs ↗pdf ↗

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged autocorrelation function, or disregarded the multi-scaling properties induced by potential…

2013-02-15abs ↗pdf ↗

Enhances portfolio construction with tailored regime forecasts for individual assets.

problem Traditional portfolio construction methods fail to account for asset-specific market conditions.
method Hybrid framework combining unsupervised and supervised learning for regime identification and forecasting.
result Outperforms traditional portfolio models across various asset classes.

Motivation : Molecular signatures for diagnosis or prognosis estimated from large-scale gene expression data often lack robustness and stability, rendering their biological interpretation challenging. Increasing the signature's interpretability and stability across perturbations of a given dataset and, if possible, acr…

2010-01-18abs ↗pdf ↗

Predicts financial asset dependencies using spatiotemporal patterns.

problem Complex dependency structures in financial assets for risk mitigation.
method Proposes Asset Dependency Matrix (ADM) and Asset Dependency Neural Network (ADNN) with ConvLSTM for spatiotemporal asset dependency prediction.
result ADNN outperforms baselines in predicting asset dependencies and their applications.

Investors prioritize ESG in crypto-assets, showing higher exposure than traditional assets.

problem Understanding ESG preferences in crypto-assets and their investment behavior.
method A representative household finance survey in Austria to examine ESG preferences and crypto-investment exposure.
result ESG-conscious investors have higher exposure to crypto-assets compared to traditional asset classes.

How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is to use another similar or "closely related" asset or index which is traded, for hedging purposes. Implicitly, traders assume here that the h…

2014-01-27abs ↗pdf ↗

Glioma grading before surgery is very critical for the prognosis prediction and treatment plan making. We present a novel wavelet scattering-based radiomic method to predict noninvasively and accurately the glioma grades. The method consists of wavelet scattering feature extraction, dimensionality reduction, and glioma…

2019-05-23abs ↗pdf ↗

New heuristic selects fewer assets for efficient portfolios, reducing costs.

problem High transaction costs and fees from including many assets in portfolios.
method Surrogate formulation to select assets, re-optimizes portfolio with fewer assets.
result Effective in constructing portfolios with fewer assets, reducing costs.

Study examines hedging options on asset portfolios against one underlying asset with transaction costs.

problem Hedging options on asset portfolios when one underlying asset is expensive to trade.
method Simulated data analysis with varying trading intervals, correlation coefficients, and transaction costs.
result Trading the wrong asset can be beneficial when correlation is high and transaction costs are low.

Survival analysis in the presence of multiple possible adverse events, i.e., competing risks, is a pervasive problem in many industries (healthcare, finance, etc.). Since only one event is typically observed, the incidence of an event of interest is often obscured by other related competing events. This nonidentifiabil…

2018-07-16abs ↗pdf ↗

Enhanced synthetic dataset improves asset allocation analysis.

problem Lack of realistic synthetic data for fixed income portfolio construction.
method Improved CorrGAN model for synthetic correlation matrices and Encoder-Decoder model for additional data conditioning.
result Synthetic dataset enhances portfolio construction and asset allocation analysis.

We consider a portfolio allocation problem for trend following (TF) strategies on multiple correlated assets. Under simplifying assumptions of a Gaussian market and linear TF strategies, we derive analytical formulas for the mean and variance of the portfolio return. We construct then the optimal portfolio that maximiz…

2014-10-30abs ↗pdf ↗

Method extracts time-localized clusters to explain deep learning models in ECG analysis.

problem Limited understanding of deep learning models in ECG analysis.
method Extracts time-localized clusters from model's internal representations.
result Enhances trust in AI-driven diagnostics and reveals clinically relevant patterns.

Develops a dynamic latent-factor model for high-dimensional asset characteristics.

problem Estimating asset pricing tests with high-dimensional data.
method Dynamic latent-factor model with Double Selection Lasso regularization.
result The inflation-mimicking portfolio in the crypto asset class has positive risk compensation.

Research proposes a model to estimate transaction costs and assess asset liquidity risk.

problem Lack of standardized models for asset liquidity risk in asset management.
method Develops a market impact model and a two-regime model based on power-law property.
result Defines liquidity measures and applies model to stocks and bonds.

Given a new candidate asset represented as a time series of returns, how should a quantitative investment manager be thinking about assessing its usefulness? This is a key qualitative question inherent to the investment process which we aim to make precise. We argue that the usefulness of an asset can only be determine…

2018-06-21abs ↗pdf ↗