On-device research index

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.

168,695 papers · 148 categories

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7 results for “auto-calibration”

Isotonic Recalibration under a Low Signal-to-Noise Ratiostat.ME

Proposes isotonic recalibration for insurance pricing to ensure auto-calibration under low signal-to-noise ratio.

problem Ensuring auto-calibration in insurance pricing models to prevent cross-financing.

method Applies isotonic recalibration to regression models to achieve auto-calibration.

result Isotonically recalibrated regression functions have low complexity under low signal-to-noise ratio.

insurance pricing auto-calibration regression models isotonic recalibration signal-to-noise ratio

2023-01-06abs ↗pdf ↗

Model selection with Gini indices under auto-calibrationcs.LG

Gini index needs auto-calibration for consistent decision-making.

problem Gini index's inconsistency in decision-making.

method Restrict Gini index to auto-calibrated regression models.

result Gini index becomes strictly consistent with auto-calibration.

Gini index auto-calibration regression models consistent scoring decision-making

2022-07-28abs ↗pdf ↗

Calibration Bands for Mean Estimates within the Exponential Dispersion Familymath.ST

New calibration bands for various distributions improve testing for auto-calibration.

problem Testing for auto-calibration in finite samples is challenging.

method Construct calibration bands for the exponential dispersion family using finite sample properties.

result Calibration bands allow for various tests for calibration and auto-calibration.

calibration auto-calibration exponential dispersion family finite samples statistical testing

2025-03-24abs ↗pdf ↗

Model Monitoring: A General Framework with an Application to Non-life Insurance Pricingstat.ML

Framework monitors insurance pricing models for drift and recalibration.

problem Maintaining predictive performance of pricing models in evolving insurance portfolios.

method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.

result Framework guides decisions on refitting or recalibrating pricing models.

insurance pricing concept drift model monitoring auto-calibration Gini score

2025-10-06abs ↗pdf ↗

Assessing model calibration with boosting treesmath.ST

Boosting trees can test necessary conditions for regression model calibration.

problem Testing calibration and auto-calibration in regression models.

method Using boosting trees to test calibration and auto-calibration.

result Boosting trees prove to be very powerful in testing calibration and auto-calibration in large insurance datasets.

boosting trees regression model calibration auto-calibration insurance pricing

2026-06-06abs ↗pdf ↗

CAIRO: Decoupling Order from Scale in Regressionstat.ME

CAIRO separates ranking from scaling to improve robustness.

problem Conflating ranking and scaling in regression leads to model vulnerability.

method Two-stage approach: first learns a scoring function, then recovers scale.

result CAIRO recovers true regression function with auto-calibration guarantees.

regression ranking scale robustness outliers

2026-02-16abs ↗pdf ↗

Hybrid News Sentiment Engine: Real-Time Market Analysis via Adaptive Ensemble Learning on News-Price Pairsq-fin.ST

Hybrid engine analyzes news sentiment for markets in real-time.

problem Real-time market analysis of news sentiment.

method Three-way ensemble learning combining financial lexicon, adaptive TF-IDF clustering, and auto-calibrated weighting.

result Adaptive statistical clustering learner improves adaptability to market changes.

news sentiment market analysis ensemble learning real-time financial lexicon

2026-06-02abs ↗pdf ↗