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.
Proposes a method to predict cluster number and cluster representatives using cluster stability analysis.
Paper clusters microstructure measures for better stock return prediction.
Due to the significance of transportation planning, traffic management, and dispatch optimization, predicting passenger origin-destination has emerged as a crucial requirement for intelligent transportation systems management. In this study, we present a model designed to forecast the origin and destination of travels …
A new method clusters time series based on model prediction accuracy.
Proposes a method to improve class-conditional conformal prediction for many classes.
Develops a new random forest method for clustered data with improved prediction and inference.
Extracting significant places or places of interest (POIs) using individuals' spatio-temporal data is of fundamental importance for human mobility analysis. Classical clustering methods have been used in prior work for detecting POIs, but without considering temporal constraints. Usually, the involved parameters for cl…
Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it diff…
In this work we present a clustering technique called \textit{multi-level conformal clustering (MLCC)}. The technique is hierarchical in nature because it can be performed at multiple significance levels which yields greater insight into the data than performing it at just one level. We describe the theoretical underpi…
Improved prediction of polymer morphology through machine learning and simulations.
A system is presented that segments, clusters and predicts musical audio in an unsupervised manner, adjusting the number of (timbre) clusters instantaneously to the audio input. A sequence learning algorithm adapts its structure to a dynamically changing clustering tree. The flow of the system is as follows: 1) segment…
The rebmix package provides R functions for random univariate and multivariate finite mixture model generation, estimation, clustering and classification. The paper is focused on multivariate normal mixture models with unrestricted variance-covariance matrices. The objective is to show how to generate datasets for a kn…
Framework achieves fairness in predictions using partially known causal graph over clusters of variables.
Infinite hierarchical contrastive clustering identifies personal environments linked to health outcomes.
With pressure to increase graduation rates and reduce time to degree in higher education, it is important to identify at-risk students early. Automated early warning systems are therefore highly desirable. In this paper, we use unsupervised clustering techniques to predict the graduation status of declared majors in fi…
VC-PCR improves prediction by clustering correlated variables.
Short-term road traffic prediction (STTP) is one of the most important modules in Intelligent Transportation Systems (ITS). However, network-level STTP still remains challenging due to the difficulties both in modeling the diverse traffic patterns and tacking high-dimensional time series with low latency. Therefore, a …
New model predicts links in community-based networks robustly.
The team predicts foreign exchange rates using clustering and attention models.
This paper discusses about an R package that implements the Pattern Sequence based Forecasting (PSF) algorithm, which was developed for univariate time series forecasting. This algorithm has been successfully applied to many different fields. The PSF algorithm consists of two major parts: clustering and prediction. The…
We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting, demonstrate its scalability properties, and prove its effectiveness on a number…
In this paper, we initiate a rigorous theoretical study of clustering with noisy queries (or a faulty oracle). Given a set of elements, our goal is to recover the true clustering by asking minimum number of pairwise queries to an oracle. Oracle can answer queries of the form : "do elements and belong to the…
The study uses neural networks to classify and predict coronavirus data.
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this impr…
New method predicts wind farm power and wakes using weather patterns.
Typically clustering algorithms provide clustering solutions with prespecified number of clusters. The lack of a priori knowledge on the true number of underlying clusters in the dataset makes it important to have a metric to compare the clustering solutions with different number of clusters. This article quantifies a …
Study examines how cluster number affects short-text clustering, introducing a stability metric.
In Stochastic blockmodels, which are among the most prominent statistical models for cluster analysis of complex networks, clusters are defined as groups of nodes with statistically similar link probabilities within and between groups. A recent extension by Karrer and Newman incorporates a node degree correction to mod…
Solves K-Means clustering's need for known cluster count.
SurvMixClust clusters survival data and predicts individual survival curves.
This study addresses the issue of predicting the glaucomatous visual field loss from patient disease datasets. Our goal is to accurately predict the progress of the disease in individual patients. As very few measurements are available for each patient, it is difficult to produce good predictors for individuals. A rece…
New indices for determining cluster compactness and separability.
Interpreting the prediction mechanism of complex models is currently one of the most important tasks in the machine learning field, especially with layered neural networks, which have achieved high predictive performance with various practical data sets. To reveal the global structure of a trained neural network in an …
The paper proposes a method to cluster data and estimate regression parameters using VI for financial forecasting.
Cluster analysis is widely used in the areas of machine learning and data mining. Fuzzy clustering is a particular method that considers that a data point can belong to more than one cluster. Fuzzy clustering helps obtain flexible clusters, as needed in such applications as text categorization. The performance of a clu…
DGC clusters data with side-information for better prediction.
New criterion selects optimal number of clusters based on stability.
We introduce a semi-supervised discrete choice model to calibrate discrete choice models when relatively few requests have both choice sets and stated preferences but the majority only have the choice sets. Two classic semi-supervised learning algorithms, the expectation maximization algorithm and the cluster-and-label…
Many real-world large-scale regression problems can be formulated as Multi-task Learning (MTL) problems with a massive number of tasks, as in retail and transportation domains. However, existing MTL methods still fail to offer both the generalization performance and the scalability for such problems. Scaling up MTL met…
We design a dispatch system to improve the peak service quality of video on demand (VOD). Our system predicts the hot videos during the peak hours of the next day based on the historical requests, and dispatches to the content delivery networks (CDNs) at the previous off-peak time. In order to scale to billions of vide…
Paper introduces NICc for fast cluster-based validation of prediction models.
Develops a new cluster validity index to find multiple optimal cluster numbers.
A new clustering algorithm for functional data using binary trees.
Paper finds methods to accurately determine the number of clusters in data.
We study the problem of recovering the latent ground truth labeling of a structured instance with categorical random variables in the presence of noisy observations. We present a new approximate algorithm for graphs with categorical variables that achieves low Hamming error in the presence of noisy vertex and edge obse…
Mixture of multi-task GPs for clustering and prediction of functional data.
Paper uses Shapley values to explain how clusters of training data affect predictions.
CAF-HFCM automatically forms a cluster hierarchy and optimizes the number of clusters without trial-and-validation.