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.
Efficient human resource management needs accurate assessment and representation of available competences as well as effective mapping of required competences for specific jobs and positions. In this regard, appropriate definition and identification of competence gaps express differences between acquired and required c…
A new algorithm for competing agents in a two-sided market setting.
The purpose of this paper is to construct confidence intervals for the regression coefficients in the Fine-Gray model for competing risks data with random censoring, where the number of covariates can be larger than the sample size. Despite strong motivation from biomedical applications, a high-dimensional Fine-Gray mo…
We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality gap as the full Frank-Wolfe algorithm. We also show that, when applied to the d…
In recent years, deep learning researchers have focused on how to find the interpretability behind deep learning models. However, today cognitive competence of human has not completely covered the deep learning model. In other words, there is a gap between the deep learning model and the cognitive mode. How to evaluate…
New algorithm predicts lung cancer progression and mortality.
This project was motivated by a dialysis study in northern Taiwan. Dialysis patients, after shunt implantation, may experience two types ("acute" or "non-acute") of shunt thrombosis, both of which may recur. We formulate the problem under the framework of recurrent events data in the presence of competing risks. In par…
Specialists tolerate defects to gain flexibility, which can be removed when needed.
Specialists tolerate defects to gain flexibility, which can be removed when needed.
We present MLRG Deep Curvature suite, a PyTorch-based, open-source package for analysis and visualisation of neural network curvature and loss landscape. Despite of providing rich information into properties of neural network and useful for a various designed tasks, curvature information is still not made sufficient us…
Dynamic Ensemble Selection (DES) techniques aim to select locally competent classifiers for the classification of each new test sample. Most DES techniques estimate the competence of classifiers using a given criterion over the region of competence of the test sample (its the nearest neighbors in the validation set). T…
Estimating machine learning performance 'in the wild' is both an important and unsolved problem. In this paper, we seek to examine, understand, and predict the pointwise competence of classification models. Our contributions are twofold: First, we establish a statistically rigorous definition of competence that general…
Dynamic regressor selection (DRS) systems work by selecting the most competent regressors from an ensemble to estimate the target value of a given test pattern. This competence is usually quantified using the performance of the regressors in local regions of the feature space around the test pattern. However, choosing …
Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with each other and raise their prices. A large number of sellers make them reduce pr…
One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where performance is measured against rich classes of comparator functions that are able to fit complex environments. Although such hard comparators and complex e…
Comprisk simplifies competing-risks analysis in Python.
SurvivalBoost improves prediction of event times in competing risks scenarios.
Survival analysis in the presence of multiple possible adverse events, i.e., competing risks, is a pervasive problem in many industries (healthcare, finance, etc.). Since only one event is typically observed, the incidence of an event of interest is often obscured by other related competing events. This nonidentifiabil…
Competency questions help experts select best clustering for energy data.
This paper uses neural networks to accurately model competing risks in survival analysis.
Study examines HTE estimation from time-to-event data with competing events.
HACSurv models dependencies between competing risks and censoring for improved survival analysis.
PyDTS analyzes survival data with discrete intervals and competing risks.
Crowdsourcing systems are popular for solving large-scale labelling tasks with low-paid workers. We study the problem of recovering the true labels from the possibly erroneous crowdsourced labels under the popular Dawid-Skene model. To address this inference problem, several algorithms have recently been proposed, but …
New method for discrete-time survival analysis with competing risks.
Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive multiplicity as the ability of a prediction problem to admit competing models with confl…
Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario where the decision-maker may sequentially update the searchers' allocation, lea…
ERAPS builds prediction sets for time-series data.
In Dynamic Ensemble Selection (DES) techniques, only the most competent classifiers are selected to classify a given query sample. Hence, the key issue in DES is how to estimate the competence of each classifier in a pool to select the most competent ones. In order to deal with this issue, we proposed a novel dynamic e…
Dynamic ensemble selection systems work by estimating the level of competence of each classifier from a pool of classifiers. Only the most competent ones are selected to classify a given test sample. This is achieved by defining a criterion to measure the level of competence of a base classifier, such as, its accuracy …
The paper estimates personalized treatment effects in medical settings with competing risks.
CAT method learns causal structure of directed trees efficiently.
CoPhy-PGNN tackles competing PG losses in neural networks for solving eigenvalue problems.
Study designs steering rewards for MFGs with unknown dynamics and model uncertainty.
Paper introduces Decentralized Non-stationary Competing Bandits ( exttt{DNCB}) for dynamic matching markets.
SSH-Net: A Deep Neural Network for Predicting Failure Time Distribution Functions under Competing Risks with GPU Data
In this article three models of firms interaction on the market are described. One of these models is described by using a differential equation and by Lotka-Volterra model, where the equation has a different form. Also, there are models of non-competing and competing firms. The article presents an algorithm for solvin…
Develops new methods to estimate treatment effects in survival data with competing risks.
FinRLlama wins FinRL Challenge 2024 by fine-tuning LLMs with market data.
Random forest models predict CLABSI risk in hospital admissions, with static models performing similarly to dynamic ones.
SurvTRACE uses transformers to analyze survival times with competing events.
Due to the limited resources and the scale of the graphs in modern datasets, we often get to observe a sampled subgraph of a larger original graph of interest, whether it is the worldwide web that has been crawled or social connections that have been surveyed. Inferring a global property of the original graph from such…
The recent trend for acquiring big data assumes that possessing quantitatively more and qualitatively finer data necessarily provides an advantage that may be critical in competitive situations. Using a model complex adaptive system where agents compete for a limited resource using information coarse-grained to differe…
In dynamic selection (DS) techniques, only the most competent classifiers, for the classification of a specific test sample are selected to predict the sample's class labels. The more important step in DES techniques is estimating the competence of the base classifiers for the classification of each specific test sampl…
A competing market model with a polyvariant profit function that assumes "zeitnot" stock behavior of clients is formulated within the banking portfolio medium and then analyzed from the perspective of devising optimal strategies. An associated Markov process method for finding an optimal choice strategy for monovariant…
Benchmark tests spoken language models for infant language learning.
Per-pixel ground-truth depth data is challenging to acquire at scale. To overcome this limitation, self-supervised learning has emerged as a promising alternative for training models to perform monocular depth estimation. In this paper, we propose a set of improvements, which together result in both quantitatively and …
The Surprise index assesses autonomous systems' competency in uncertain environments.