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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.

168,657 papers · 148 categories

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20406080 · Jun 202019922001200920172026
48 results for confidence statements

The study provides statistical theory for WGANs in time series forecasting.

problem Statistical analysis of WGANs for time series forecasting.
method Statistical theory and upper bounds for excess Bayes risk, weak convergence, and confidence intervals.
result Developed confidence intervals for time series forecasting using WGANs.

Paper shows equivalence between two dividend preference models.

problem Understanding investor and firm preferences for dividends.
method Formulated Epstein-Zin preference, proved equivalence with Maenhout's model.
result Robust dividend policy is equivalent to a threshold strategy based on surplus process.

Bayesian optimization is a sample-efficient approach to solving global optimization problems. Along with a surrogate model, this approach relies on theoretically motivated value heuristics (acquisition functions) to guide the search process. Maximizing acquisition functions yields the best performance; unfortunately, t…

2017-12-01abs ↗pdf ↗

Privacy affects fairness in classification models, but not drastically.

problem The impact of differential privacy on fairness in classification models.
method Theoretical analysis proving Lipschitz continuity of fairness measures and a non-asymptotic bound on fairness levels.
result Privacy impacts fairness, but not significantly as the number of samples increases.

Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take …

2018-05-08abs ↗pdf ↗

We announce results on the structure of CAT(0) groups, CAT(0) lattices and of the underlying spaces. Our statements rely notably on a general study of the full isometry groups of proper CAT(0) spaces. Classical statements about Hadamard manifolds are established for singular spaces; new arithmeticity and rigidity state…

2008-06-01abs ↗pdf ↗

Neural networks help auditors efficiently assess financial statements by learning underlying data patterns.

problem Efficiently auditing large volumes of financial statements and journal entries.
method Vector Quantised-Variational Autoencoder (VQ-VAE) neural networks.
result VQ-VAE neural networks can learn a quantized representation of accounting data, uncovering latent factors and providing a representative audit sample.

We design and conduct a simple experiment to study whether neural networks can perform several steps of approximate reasoning in a fixed dimensional latent space. The set of rewrites (i.e. transformations) that can be successfully performed on a statement represents essential semantic features of the statement. We can …

2019-09-26abs ↗pdf ↗

AI improves MSME credit scoring using bank statement data.

problem Lack of access to financing for MSMEs due to traditional credit scoring methods.
method Developed a cash flow-based pipeline using bank statement data for machine learning credit scoring.
result Bank statement features significantly improve credit scoring models, achieving AUROC of 0.806.

Novel optimization method detects change points in Gaussian data.

problem Detecting change points in univariate Gaussian data sequences.
method Continuous optimization for best subset selection (COMBSS) applied to a reformulated statistical inverse problem.
result Adaptation and evaluation of COMBSS for offline normal mean multiple change-point detection.

We obtain multirelative connectivity statements about spaces of Poincare embeddings, as precursors to analogous statements about spaces of smooth embeddings. The latter are the key to convergence results in the functor calculus approach to spaces of embeddings.

2008-01-25abs ↗pdf ↗

Online health communities are a valuable source of information for patients and physicians. However, such user-generated resources are often plagued by inaccuracies and misinformation. In this work we propose a method for automatically establishing the credibility of user-generated medical statements and the trustworth…

2017-05-06abs ↗pdf ↗

We observe that the maximal open set of constant curvature k in a Riemannian manifold with curvature bounded below or above by k has a convexity type property, which we call "two-convexity". This statement is used to prove a number of rigidity statements in comparison geometry.

2011-06-19abs ↗pdf ↗

The study provides energy estimates for Willmore surfaces and derives a gap statement.

problem Analyzing the tracefree curvature of Willmore surfaces.
method Proves ε-regularity result for tracefree curvature with bounded second fundamental form.
result Derives a gap statement for surfaces of the specified type.

The results of Culler and Shalen for 2,3 or 4-free hyperbolic 3-manifolds are contingent on properties specific to and special about rank two subgroups of a free group. Here we determine what construction and algebraic information is required in order to make a geometric statement about MM, a closed, orientable hyperb…

2012-01-27abs ↗pdf ↗

Study finds uncertainty estimators weakly correlate with LLM hallucinations.

problem Characterizing the relationship between uncertainty estimators and LLM hallucinations.
method Systematic empirical study of diverse uncertainty estimators across hallucination types and benchmarks.
result Uncertainty estimators weakly correlate with LLM hallucinations, depending on hallucination type and LLM.

LLMs outperform human analysts in predicting earnings direction.

problem Evaluating financial statements without narrative or industry-specific information.
method Trained GPT4 on standardized, anonymous financial statements and instructed to predict earnings direction.
result LLMs predict earnings directionally with accuracy comparable to narrowly trained ML models.

In the modern era, abundant information is easily accessible from various sources, however only a few of these sources are reliable as they mostly contain unverified contents. We develop a system to validate the truthfulness of a given statement together with underlying evidence. The proposed system provides supporting…

2018-02-15abs ↗pdf ↗

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

The paper extends confidence sequences for infinite variance data.

problem Addressing confidence sequences for distributions with infinite variance.
method Establishing lower bounds and deriving tight confidence sequences for relaxed bounded pthp^{th}-moment distributions.
result Derived confidence sequences are tighter than those using Dubins-Savage inequality.

Improved algorithms for stochastic linear bandits using tighter confidence sequences.

problem Stochastic linear bandits with improved worst-case regret guarantees.
method Novel tail bound for adaptive martingale mixtures to construct tighter confidence sequences.
result Linear bandit algorithm achieves competitive worst-case regret.

The main result is a direct proof of the implication (LVKFk,3)(LT3k1,3)(LVKF_{k,3})\Rightarrow( LT_{3k-1,3}) below. Consider the following statements: (LVKF1,3LVKF_{1,3}) From any 11 points in R3 \mathbb{R}^{3} one can choose 3 pairwise disjoint triples whose convex hulls have a common point. (LVKFk,3LVKF_{k,3}) From any 6k+56k + 5 points in $ \m…

2019-03-21abs ↗pdf ↗

In this paper we study the embedding of Riemannian manifolds in low codimension. The well-known result of Nash and Kuiper says that any short embedding in codimension one can be uniformly approximated by C1C^1 isometric embeddings. This statement clearly cannot be true for C2C^2 embeddings in general, due to the classi…

2009-05-04abs ↗pdf ↗

We survey some results on the existence (and non-existence) of periodic Reeb orbits on contact manifolds, both in the open and closed case. We place these statements in the context of Finsler geometry by including a proof of the folklore theorem that the Finsler geodesic flow can be interpreted as a Reeb flow. As a mil…

2016-11-30abs ↗pdf ↗

Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying confidence intervals to multivariate data. In this paper we define confidence interval…

2017-01-20abs ↗pdf ↗

Paper presents robust confidence sequences for means with known moment bounds and arbitrary corruption.

problem Tackles robustness to outliers and adversarial corruptions in mean estimation.
method Designs new robust exponential supermartingales to create confidence sequences.
result Achieves optimal width and shows smaller margin of error compared to fixed-time robust methods.

This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.

problem Determining if minimum-volume confidence sets for multinomial outcomes are disjoint.
method Enumerating and covering the continuous regions of the exact p-value function to study the geometry of minimum-volume confidence sets.
result The geometry of minimum-volume confidence sets for multinomial parameters is studied, providing insights into their structure and properties.

CoinDICE estimates confidence intervals for unknown behavior policies in reinforcement learning.

problem Estimating value of a target policy using only behavior policy data.
method Function space embedding, generalized empirical likelihood method, Lagrangian optimization.
result Valid confidence intervals with tighter and more accurate estimates than existing methods.

The paper shows over-confidence in models isn't just due to over-parametrization.

problem Over-confidence in machine learning models, especially in binary classification.
method Theoretical analysis of logistic regression and other binary classification problems.
result Logistic regression is inherently over-confident in certain settings, but over-confidence is not always the case.