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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.

169,291 papers · 148 categories

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14 results for clickstream

A new mixture model approach for clickstream data combines unsupervised and semi-supervised learning.

problem Lack of statistical learning approaches for clickstream data.
method Finite mixture models of first-order continuous time Markov models.
result The approach effectively handles the time spent on webpages, improving classification accuracy.

Study shows better dropout prediction from clickstream data in MOOCs.

problem Evaluating predictive models of student success in MOOCs.
method Statistical testing of hypotheses about model performance, focusing on algorithms and feature extraction methods.
result Clickstream-based feature extraction outperforms forum- and assignment-based methods in predicting student dropout.

New method uses product embeddings to predict bundle success.

problem Designing effective product bundles in large retail settings.
method Leverage historical purchases and clickstream data to generate product embeddings, then use heuristics for complementarity and substitutability.
result Embeddings-based heuristics predict bundle success, robust across categories and retailers.

The paper proposes a method to identify root causes of anomalies in time series data.

problem Challenges in identifying the root cause of anomalies in complex software systems.
method Analyzes time series fluctuations to track the propagation of effects through hidden states.
result Identifies causal patterns among observed fluctuations to isolate root causes.

Unified product embeddings improve cross-task performance in e-commerce.

problem Training product embeddings in isolation limits cross-task performance.
method Combining text, clickstream, and image data using denoising auto-encoders, BPR, and Siamese neural networks.
result Unified product embeddings uniformly outperform isolated embeddings across three e-commerce tasks.

Distributed algorithm for fitting generalized linear models with regularization.

problem Training large-scale generalized linear models with regularization in distributed environments.
method Distributed coordinate descent with line search, addressing slow node problem.
result Our approach is scalable and superior for training on large and sparse datasets.

Paper tackles embedding attributed sequences in unsupervised learning.

problem Mining tasks over attributed sequences with dependencies between sequences and attributes.
method Proposes a deep multimodal learning framework, NAS, for unsupervised learning of attributed sequences.
result NAS produces task-independent embeddings for various mining tasks on real-world datasets.

Estimates customer segments from continuous marketing data streams.

problem Analyzing large, continuously updated marketing data streams.
method oFMLR: online estimation of finite mixture of logistic regression models.
result oFMLR provides interpretable customer segment clustering.

A new method recovers latent potentials from graph flows, preserving ordering and stability.

problem Recovering latent potentials from graph flows is ill-posed and standard methods collapse the ordering.
method Gauge-invariant, parameter-insensitive regularization using Dirichlet energy.
result The method preserves ordering and stability across different regularization strengths.

Enhances MOOC learning models with unsupervised feature learning.

problem Designing effective features for personalized MOOC interventions.
method Unsupervised learning using a modified auto-encoder (AE) combined with LSTM network.
result Improved prediction accuracy by up to 17% compared to supervised models.

Machine learning struggles with temporal data in finance, leading to inaccurate models.

problem Machine learning models struggle with temporal data in finance, leading to inaccurate predictions.
method Review and critique current machine learning approaches for temporal data in finance.
result Current approaches to machine learning in finance often ignore the temporal richness of data.