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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.

168,695 papers · 148 categories

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48 results for comparative study

Study benchmarks methods for learning non-Cartesian k-space trajectories and reconstruction.

problem Benchmarking methods for learning non-Cartesian k-space trajectories and reconstruction.
method Comparing PILOT, BJORK, and HybLearn schemes to learn non-Cartesian k-space trajectories and reconstruction.
result HybLearn scheme outperforms other methods in learning and comparing non-Cartesian k-space trajectories and reconstruction.

This paper compares unstructured and structured EM-based semi-supervised learning methods.

problem Semi-supervised learning with EM algorithm for structured prediction.
method Comparative study between unstructured and structured EM-based semi-supervised learning methods.
result Structured EM is more robust to class confusion in flood mapping datasets.

We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then exhibit properties optimal estimators should possess. In the case where examples …

2017-04-03abs ↗pdf ↗

ModelDiff compares learning algorithms by identifying feature transformations.

problem Comparing models trained with different learning algorithms.
method ModelDiff uses datamodels framework to find distinguishing feature transformations.
result ModelDiff can compare models trained with/without data augmentation, pre-training, and different SGD hyperparameters.

The study optimizes bounds for comparing training and population loss.

problem Optimizing bounds for comparing training and population loss.
method Derives generic information-theoretic and PAC-Bayesian generalization bounds using convex comparator functions.
result The tightest possible bound is obtained with the comparator being the convex conjugate of the CGF of the bounding distribution.

Study compares LSTM and ANN architectures for forex prediction, finding ANN more efficient.

problem Forex time series prediction efficiency and resource usage.
method Comparison of Long Short-Term Memory (LSTM) and specialized ANN architectures.
result Specialized ANN architecture performs better with fewer resources and faster execution.

Study compares cryptocurrency and stock markets using statistical equilibrium models.

problem Comparing the stochastic structure of cryptocurrency and stock markets.
method Applied QRSE model to analyze daily returns of cryptocurrencies and S&P 500 companies.
result Revealed differences in informational efficiency between cryptocurrency and stock markets.

The paper studies causal effects of multiple treatments in healthcare databases with rare outcomes.

problem Estimating causal effects of multiple treatments in healthcare databases with rare outcomes.
method The paper designs three sets of simulations and compares the operating characteristics of three types of methods: Bayesian Additive Regression Trees (BART), regression adjustment on multivariate spline of generalized propensity scores (RAMS), and inverse probability of treatment weighting (IPTW) with multinomial logistic regression or generalized boosted models.
result BART and RAMS provide lower bias and mean squared error compared to IPTW methods.

Algorithm provides online learning guarantees against general comparators in full and bandit feedback.

problem Adversarial online learning with data-dependent regret guarantees.
method Completely online algorithm with data-dependent regret guarantees for full and bandit feedback.
result Algorithm achieves expected performance against arbitrary comparator sequences in full and bandit feedback settings.

We introduce and compare new variability measures based on risk quantiles.

problem Comparing variability measures in risk management.
method Developed a framework for one-parameter families of inter-Expected Shortfall differences and inter-expectile differences.
result Characterized symmetric and comonotonic variability measures as mixtures of inter-Expected Shortfall differences.

Application of neural network architectures for financial prediction has been actively studied in recent years. This paper presents a comparative study that investigates and compares feed-forward neural network (FNN) and adaptive neural fuzzy inference system (ANFIS) on stock prediction using fundamental financial rati…

2019-06-12abs ↗pdf ↗

This study compares decentralized banks and finds some lack decentralization.

problem Decentralized banks do not fully decentralize transactions as expected.
method Network analysis of transaction data from four banks using core-periphery features.
result MakerDao and Compound are more decentralized than Aave and Liquity.

Study uses LLM to extract and compare segment disclosures from financial filings.

problem Challenges in completeness and comparability of segment disclosures in financial reports.
method Developed a large language model framework to extract and preserve segment information from Form 10-K filings.
result The LLM accurately extracts segment-level information and addresses cross-period knowledge questions.

This study compares MC and QMC methods for derivative pricing, showing QMC's superior convergence rates.

problem Improving derivative pricing accuracy and efficiency in high-dimensional settings.
method Compared Monte Carlo and quasi-Monte Carlo techniques, focusing on convergence rates and low-discrepancy sequences.
result Quasi-Monte Carlo methods achieve superior convergence rates and reduce root mean square error in derivative pricing.

Following T.-J. Li, W. Zhang [Comparing tamed and compatible symplectic cones and cohomological properties of almost complex manifolds, Comm. Anal. Geom.], we continue to study the link between the cohomology of an almost-complex manifold and its almost-complex structure. In particular, we apply the same argument in [T…

2012-11-27abs ↗pdf ↗

Deep neural networks (DNN) are versatile parametric models utilised successfully in a diverse number of tasks and domains. However, they have limitations---particularly from their lack of robustness and over-sensitivity to out of distribution samples. Bayesian Neural Networks, due to their formulation under the Bayesia…

2019-12-03abs ↗pdf ↗

Study compares deep learning models for volatility prediction using multivariate data.

problem Predicting volatility using multivariate data.
method Evaluated multiple deep learning models including MLP, RNN, TCN, and Temporal Fusion Transformer.
result Temporal Fusion Transformer and TCN variants outperform classical models and shallow networks.

Interactive DR framework for comparing datasets.

problem Limited flexibility in existing DR methods for comparative analysis.
method Unified linear comparative analysis (ULCA) with interactive optimization and visualization.
result ULCA and optimization algorithm improve comparative analysis efficiency and flexibility.

Study compares deep learning models for traffic forecasting, highlighting graph elements' impact.

problem Challenges in forecasting spatial-temporal traffic patterns.
method In-depth comparative study of four deep neural network models with different basic elements.
result Graph attention improves long-term predictions in traffic forecasting models.

Can we effectively learn a nonlinear representation in time comparable to linear learning? We describe a new algorithm that explicitly and adaptively expands higher-order interaction features over base linear representations. The algorithm is designed for extreme computational efficiency, and an extensive experimental …

2014-10-02abs ↗pdf ↗

Study compares 5 ODE solvers on 3 case studies, finding varying accuracy.

problem Comparing estimation accuracy of 5 ODE solvers on 3 case studies.
method Used 5 different numerical ODE solvers (Euler's, Heun's, Midpoint, Runge-Kutta 4th order, ODE45) on 3 case studies and compared their results.
result Different solvers have varying accuracy depending on the case study.

Unified study of nine multi-output conformal methods with generalized scores.

problem Challenges in extending conformal prediction to multi-output problems.
method Nine conformal methods with generalized multi-output conformity scores.
result Generalized scores ensure asymptotic conditional coverage and exact finite-sample marginal coverage.

Shortage of labeled data has been holding the surge of deep learning in healthcare back, as sample sizes are often small, patient information cannot be shared openly, and multi-center collaborative studies are a burden to set up. Distributed machine learning methods promise to mitigate these problems. We argue for a sp…

2019-12-27abs ↗pdf ↗

Paper compares two local explanation methods for machine learning models.

problem Comparing two local explanation methods for machine learning models.
method Integrated Gradients and Baseline Shapley methods.
result Additional insights on comparative behavior for tabular data and neural networks.

Study on ΔΔ invariants of plumbed 3-manifolds, comparing with Heegaard-Floer homology.

problem Analyzing ΔΔ invariants of plumbed 3-manifolds.
method Expressing ΔΔ of Seifert manifolds in terms of singularity theory invariants, providing examples for non-Seifert manifolds, comparing with Heegaard-Floer homology.
result Interesting behavior of ΔΔ invariants for non-Seifert manifolds, comparison with Heegaard-Floer homology.

New algorithms adapt to both gradient norms and comparator norms in online learning.

problem Adapting to both gradient norms and comparator norms in online learning.
method Developed parameter-free and scale-free algorithms for unbounded online convex optimization.
result Improved regret bounds for scale-invariant online prediction with linear models.

Study compares different levels of supervision for training graph embeddings in wireless networks.

problem Improving power control in wireless interference networks.
method Training graph neural networks (GNNs) with different levels of supervision (supervised, unsupervised, self-supervised).
result Different levels of supervision impact system-level throughput, convergence, and generalization.