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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.

168,657 papers · 148 categories

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1234 · May 202619922001200920172026
41 results for auditors

New auditors assess ff-DP privacy with adaptive sampling, avoiding large sample sizes.

problem Empirical auditing of ff-DP privacy with adaptive sampling.
method Shift focus to ff-DP, develop adaptive auditors for whitebox and blackbox settings.
result Adaptive auditors detect ff-DP violations across the privacy spectrum with statistical guarantees.

Audit fees change based on company and economic factors during auditor switching.

problem Understanding how audit fees change when auditors switch firms.
method Examined the impact of auditor switching on audit fees, considering company characteristics and economic data.
result The direction and magnitude of audit fee changes during switching depend on economic stability and company characteristics.

New fairness notion helps identify fair auditors for evaluating decision-support systems.

problem Identifying fair auditors to evaluate decision-support systems for bias.
method Introducing a non-comparative fairness notion based on desired system properties.
result The proposed fairness notion provides guarantees in terms of comparative fairness.

Develops a method to continuously audit black-box conditional quantile forecasts.

problem Continuous monitoring of black-box forecasts under changing data streams and regimes.
method Distribution-free and game-theoretic testing framework for non-i.i.d. losses.
result Derives finite-time detection guarantees for miscalibrated forecasts based on features.

Develops Active Fourier Auditor to estimate ML model properties without reconstructing them.

problem Verifying and auditing properties of Machine Learning models in real-world applications.
method A new framework that quantifies ML model properties using Fourier coefficients, without reconstructing the model.
result Active Fourier Auditor (AFA) is more accurate and sample-efficient than baselines for estimating robustness, individual fairness, and group fairness.

Neural networks help auditors efficiently assess financial statements by learning underlying data patterns.

problem Efficiently auditing large volumes of financial statements and journal entries.
method Vector Quantised-Variational Autoencoder (VQ-VAE) neural networks.
result VQ-VAE neural networks can learn a quantized representation of accounting data, uncovering latent factors and providing a representative audit sample.

The paper addresses fairness in online learning by extending auditing schemes and presenting efficient algorithms.

problem Ensuring fairness in online learning while maximizing predictive accuracy.
method Extending auditing schemes to handle multiple auditors and presenting oracle-efficient algorithms.
result Presented algorithms achieve upper bounds on regret and fairness violations, improving on existing bounds.

Online learning with one-sided feedback aims to maximize accuracy while ensuring fairness.

problem Maximizing accuracy in online learning with limited feedback and ensuring fairness.
method Extending the framework of Bechavod et al. (2020) to incorporate dynamic panels of auditors, reducing the problem to a contextual combinatorial semi-bandit, and leveraging Exp2 and Context-Semi-Bandit-FTPL algorithms.
result Multi-criteria no regret guarantees for accuracy and fairness are provided.

We study an online learning problem subject to the constraint of individual fairness, which requires that similar individuals are treated similarly. Unlike prior work on individual fairness, we do not assume the similarity measure among individuals is known, nor do we assume that such measure takes a certain parametric…

2020-02-13abs ↗pdf ↗

RESHAPE explains financial statement anomalies by aggregating explanations from AENNs.

problem Detecting and explaining accounting anomalies in financial audits is challenging.
method Proposes RESHAPE to explain model output on an aggregated attribute-level.
result RESHAPE provides more comprehensible explanations compared to existing methods.

Machine learning algorithms are increasingly involved in sensitive decision-making process with adversarial implications on individuals. This paper presents mdfa, an approach that identifies the characteristics of the victims of a classifier's discrimination. We measure discrimination as a violation of multi-differenti…

2019-03-18abs ↗pdf ↗

Back cover text: Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multibillion-dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and b…

2013-03-28abs ↗pdf ↗

Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take …

2018-05-08abs ↗pdf ↗

Proposes a method to learn invariant representations for interpretability and fairness.

problem Learning invariant representations to achieve interpretability in algorithmic fairness.
method Adversarially trained model with null-sampling procedure to produce invariant representations in the data domain.
result Shows effectiveness on image and tabular datasets.

Although neural networks can achieve very high predictive performance on various different tasks such as image recognition or natural language processing, they are often considered as opaque "black boxes". The difficulty of interpreting the predictions of a neural network often prevents its use in fields where explaina…

2018-12-03abs ↗pdf ↗

The paper tackles individual fairness in ML models, developing statistical methods to detect bias.

problem Detecting and measuring violations of individual fairness in machine learning models.
method Formalizing the problem as adversarial attack, developing inference tools for the adversarial cost function.
result Statistical methods to assess and test hypotheses of model fairness with non-coverage error rate control.

OpenAlpha validates decentralized capital strategies using game theory and market aggregation.

problem Decentralized capital management's lack of trust-minimised, adaptive deployment.
method Game-theoretic validation, adversarial auditing, market-based belief aggregation.
result Confidence scores from validation phases inform capital allocation rules.

New framework for fairness in machine learning models using SHAP values and adversarial learning.

problem Fairness of model predictions, especially for unprivileged groups.
method Develops a new fairness definition and a framework using SHAP values and adversarial learning to mitigate bias.
result Models produced are fairer and performant, demonstrating the approach on various datasets.

Black-box explanation is the problem of explaining how a machine learning model -- whose internal logic is hidden to the auditor and generally complex -- produces its outcomes. Current approaches for solving this problem include model explanation, outcome explanation as well as model inspection. While these techniques …

2019-01-28abs ↗pdf ↗

Improved canary crafting for one-run privacy auditing reduces leakage estimates.

problem Detecting canaries in one-run privacy auditing to estimate leakage effectively.
method Optimizes canaries for detectability and diversity, using a greedy initialization and bilevel optimization.
result Achieves stronger leakage estimates at lower computational cost.

Private anchors affect how information is communicated and can improve or distort transmission.

problem How private anchors influence strategic communication and information transmission.
method Analyzed a sender-receiver game with costly reports and privately observed anchors.
result Small positive reporting costs can lead to full revelation, even with zero costs.

This study improves audit sampling by using sequential procedures with statistical guarantees.

problem Improving audit efficiency and reliability with statistical methods.
method Formulated as a sequential testing problem, defining null and alternative hypotheses, stopping and decision rules, and exact boundary conditions.
result Exact design yields ex ante control of decision error probabilities, and simulation-based implementation approximates this design.

Nowadays, organizations collect vast quantities of accounting relevant transactions, referred to as 'journal entries', in 'Enterprise Resource Planning' (ERP) systems. The aggregation of those entries ultimately defines an organization's financial statement. To detect potential misstatements and fraud, international au…

2019-10-09abs ↗pdf ↗

Peer-induced fairness framework audits algorithmic fairness in AI applications.

problem Current auditing methods lack robustness and fail to distinguish between algorithmic discrimination and subject limitations.
method Combines counterfactual fairness and peer comparison strategy for a reliable auditing tool.
result Demonstrates significant unfairness in micro-firms compared to non-micro firms, highlighting the framework's potential.

Paper proposes a method to estimate total variation distance for synthetic data fidelity.

problem Assessing the fidelity of synthetic data generated by AI.
method Discriminative approach to estimate total variation distance between two distributions.
result Estimation of total variation distance reduces to quantifying Bayes risk in classification.

New method protects whistleblowers from retaliation by ensuring their reports remain private.

problem Whistleblowers face retaliation, and current protections are insufficient.
method Formalizes protection against strong-adversary threat model as per-report (0,δ)(0, δ)-differential privacy, and provides a generic mechanism to reduce private auditing to private continual counting.
result Demonstrates a reduction in selection error and improved utility over randomized response.

Classification-as-a-Service (CaaS) is widely deployed today in machine intelligence stacks for a vastly diverse set of applications including anything from medical prognosis to computer vision tasks to natural language processing to identity fraud detection. The computing power required for training complex models on l…

2019-08-08abs ↗pdf ↗

Community moderation drifts towards majority, study finds.

problem How to ensure crowd-sourced moderation systems trust and reward accurate evaluations.
method Consensus-based auditing with a two-stage algorithm that weights contributors by the stability of their past residuals.
result Minority contributors' evaluations drift towards the majority, and their participation share falls on controversial topics.

LFD method improves text classification by making features clearer and less label-leaking.

problem Creating interpretable text representations that are both predictive and understandable.
method LFD method: proposes lexical and semantic features from contrastive text pairs, screens candidates using κκ, and selects features by residual gain.
result LFD features achieve higher human-human and human-LLM agreement than baseline concepts and are less label-leaking.