Research
On-device research index

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

Trend · papers per month

4998146195 · Jun 202019922001200920172026
48 results for context influence

New measure of feature influence in classification problems considering feature dependencies.

problem Measuring the influence of features in classification problems with dependencies.
method Developed a new measure based on cooperative game theory, providing axiomatic characterization and demonstrating its equivalence to the Banzhaf-Owen value.
result The proposed influence measure effectively characterizes feature importance in classification problems with feature dependencies.

Influence functions are inaccurate in deep learning models, especially for deeper networks.

problem Inaccuracies in influence functions in deep learning models.
method Empirical study of influence functions in neural network models trained on various datasets.
result Influence estimates are often erroneous for deeper networks and require regularization.

Enhances LLMs for predicting stock movements by considering news dissemination and context.

problem Lack of consideration for news dissemination and insufficient contextual data in LLMs for stock price prediction.
method Clusters news for reach assessment, enriches prompts with specific data and instructions, fine-tunes an LLM using the dataset.
result Improves prediction accuracy by 8% compared to existing methods.

This study identifies financial risk paths in digital-transformed enterprises.

problem Identifying financial risks in digital-transformed enterprises.
method DEMATEL-ISM-MICMAC method.
result Political and economic environment affects enterprise's financial structure.

HawkesLLM models text generation with temporal influence, improving semantic alignment under limited memory.

problem Path-dependent uncertainty in agentic text-simulation systems.
method HawkesLLM framework separates temporal influence modeling from text generation, using a multivariate Hawkes process and a language model.
result HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.

This note treats the notion of Lagrange derivative for the third order mechanics in the context of covariant Riemannian geometry. The variational differential equation for geodesic circles in two dimensions is obtained. The influence of the curvature tensor on the Lagrange derivative leads to the emergence of the notio…

2014-07-22abs ↗pdf ↗

Random Transformers behave like polynomial models in ICL with asymptotic growth.

problem Understanding in-context learning capabilities of pretrained Transformers.
method Asymptotic analysis of a random Transformer with a fixed first layer and a trained second layer, considering growth in context length, input dimension, hidden dimension, and training parameters.
result The random Transformer's ICL error is equivalent to a finite-degree Hermite polynomial model.

Language systems have been of great interest to the research community and have recently reached the mass market through various assistant platforms on the web. Reinforcement Learning methods that optimize dialogue policies have seen successes in past years and have recently been extended into methods that personalize …

2019-08-01abs ↗pdf ↗

Low dimensional embeddings that capture the main variations of interest in collections of data are important for many applications. One way to construct these embeddings is to acquire estimates of similarity from the crowd. However, similarity is a multi-dimensional concept that varies from individual to individual. Ex…

2017-09-22abs ↗pdf ↗

Study explores factors influencing saving behavior among Dhaka employees.

problem Factors influencing saving behavior among Dhaka employees.
method Quantitative approach with cross-sectional survey design, structured questionnaire, descriptive statistics, reliability analysis, regression analysis.
result Only financial management practices had a significant positive relationship with saving behavior.

This paper models how features influence event triggers in high-dimensional networks.

problem Estimating context-dependent networks in high-dimensional marked point processes.
method Leveraging compositional time series and regularization methods, the paper considers autoregressive multinomial and logistic-normal models for network estimation.
result The logistic-normal model leads to a convex negative log-likelihood objective and captures dependence across categories.

Federated Machine Learning (FML) creates an ecosystem for multiple parties to collaborate on building models while protecting data privacy for the participants. A measure of the contribution for each party in FML enables fair credits allocation. In this paper we develop simple but powerful techniques to fairly calculat…

2019-09-17abs ↗pdf ↗

Most real life systems have a random component: the multitude of endogenous and exogenous factors influencing them result in stochastic fluctuations of the parameters determining their dynamics. These empirical systems are in many cases subject to noise of multiplicative nature. The special properties of multiplicative…

2008-07-11abs ↗pdf ↗

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

Paper tackles overfitting in RL for trade execution.

problem Overfitting in reinforcement learning methods for optimized trade execution.
method Modeling trade execution as offline RL with dynamic context (ORDC), deriving generalization bound, proposing compact context representations.
result Proposed methods effectively alleviate overfitting and improve performance.

New method reveals true causal functions in nonlinear time series, not just scores.

problem Causal discovery in nonlinear time series often uses scalar edge scores, which hide true function-valued causal influence.
method Formalized function-valued causal influence for additive, contribution-decomposable architectures. Introduced a practical framework based on ICE for estimating causal response functions directly from trained models.
result Edges with indistinguishable scalar scores can exhibit qualitatively different functional behaviors.

Transformers can approximate posterior predictive distributions through in-context learning.

problem Bayesian prediction tasks, especially beyond point predictions.
method Gradient descent algorithm targeting posterior predictive mean and variance, followed by nonlinear mappings.
result Transformers can implement algorithms to approximate posterior predictive distributions.

EDRBO optimizes Bayesian optimization with continuous contexts using ensemble models and robust methods.

problem Bayesian optimization with unknown and continuous contextual distributions leads to suboptimal results.
method EDRBO uses ensemble surrogate models and Wasserstein ball ambiguity sets to handle uncertainty and maintain computational tractability.
result EDRBO achieves sublinear cumulative regret guarantees of order O(γTT)\mathcal{O}(γ_T \sqrt{T}).

Improves understanding of neural network predictions using influence functions.

problem Challenges in understanding neural network predictions.
method Utilized NTK theory to calculate influence functions for over-parameterized neural networks.
result Proved that the approximation error of IF can be arbitrarily small in the over-parameterized regime.

This paper deals with optimally-robust parameter estimation in generalized Pareto distributions (GPDs). These arise naturally in many situations where one is interested in the behavior of extreme events as motivated by the Pickands-Balkema-de Haan extreme value theorem (PBHT). The application we have in mind is calcula…

2010-05-10abs ↗pdf ↗

New method accounts for hidden context in preference learning for RLHF models.

problem Incomplete data with hidden context affects RLHF model outcomes.
method Distributional Preference Learning (DPL) methods estimate hidden context distributions.
result DPL methods reduce RLHF vulnerabilities by accounting for hidden context.

Unified theory for semiparametric data fusion with individual-level data.

problem Handling data fusion problems, especially in settings with diverse data sources and designs.
method Extending a comprehensive theory to handle conditional and marginal distribution alignments, providing universal results for influence functions and efficient influence functions.
result Paves the way for machine-learning debiased, semiparametric efficient estimation.

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estim…

2015-12-21abs ↗pdf ↗

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

Empowerment quantifies the influence an agent has on its environment. This is formally achieved by the maximum of the expected KL-divergence between the distribution of the successor state conditioned on a specific action and a distribution where the actions are marginalised out. This is a natural candidate for an intr…

2015-09-28abs ↗pdf ↗

Adapts randomization for single unit time-series data for optimal treatment.

problem Statistical methods for precision medicine in single unit time-series data.
method Adaptive sequential design, nonparametric model, double robust structure, efficient influence function.
result Valid inference for mean target parameter based on single sample.

The paper examines how updates to probabilistic models influence behavior based on evidence.

problem Understanding how updates to probabilistic models influence behavior based on evidence.
method Study of KL-regularized soft updates as Bayesian posterior updates within a single probabilistic model.
result Posterior updates determine relative incentives but not absolute rewards, which are ambiguous up to context-specific baselines.

Particles representing tokens cluster in Transformers, influenced by initial tokens and matrix spectrum.

problem Understanding the geometry of learned representations in Transformers.
method Viewing Transformers as particle systems, applying dynamical systems and partial differential equations.
result Particles cluster towards limiting objects, confirming context-awareness and the emergence of leaders.

Predicting panic is of critical importance in many areas of human and animal behavior, notably in the context of economics. The recent financial crisis is a case in point. Panic may be due to a specific external threat, or self-generated nervousness. Here we show that the recent economic crisis and earlier large single…

2011-02-13abs ↗pdf ↗

We propose an approach to self-supervised representation learning based on maximizing mutual information between features extracted from multiple views of a shared context. For example, one could produce multiple views of a local spatio-temporal context by observing it from different locations (e.g., camera positions w…

2019-06-03abs ↗pdf ↗

The paper introduces a tensor-based approach to improve neural models' aggregation of structural context.

problem Sub-optimal use of simple aggregation functions in neural models for structured data.
method Tensor-based formulation and Tucker tensor decomposition to control parameter space size.
result Effective regulation of trade-off between expressivity, computational complexity, and generalisation.

We present a method for explaining the image classification predictions of deep convolution neural networks, by highlighting the pixels in the image which influence the final class prediction. Our method requires the identification of a heuristic method to select parameters hypothesized to be most relevant in this pred…

2017-11-17abs ↗pdf ↗

Establishes statistical and computational bounds for influence diagnostics.

problem Identifying influential datapoints or subsets in machine learning models.
method Finite-sample statistical bounds and computational complexity for influence functions and approximate maximum influence perturbations.
result Established statistical and computational guarantees for influence diagnostics.

The standard approach to supervised classification involves the minimization of a log-loss as an upper bound to the classification error. While this is a tight bound early on in the optimization, it overemphasizes the influence of incorrectly classified examples far from the decision boundary. Updating the upper bound …

2016-06-29abs ↗pdf ↗

ELSA efficiently adapts to label shift without post-prediction calibrations.

problem Domain adaptation with label shift across training and testing datasets.
method Moment-matching framework based on influence function geometry; solves linear systems for adaptation weights.
result ELSA estimator is n\sqrt{n}-consistent and asymptotically normal, achieving state-of-the-art estimation performance.

The consideration of spatial effects at a regional level is becoming increasingly frequent and the work of Anselin (1988), among others, has contributed to this. This study analyses, through cross-section estimation methods, the influence of spatial effects in productivity (product per worker) in the NUTs III economic …

2011-10-25abs ↗pdf ↗

This paper introduces a new task to better understand Transformers in quantitative contexts.

problem Understanding Transformers in high-stakes quantitative and scientific applications.
method Introduces a novel contextual counting task and analyzes it with causal and non-causal Transformer architectures.
result Causal attention is better suited for the contextual counting task, and no positional embeddings lead to the best accuracy.