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.
Neural system optimizes glucose levels in diabetics.
We present a numerical scheme to calculate fluctuation identities for exponential Lévy processes in the continuous monitoring case. This includes the Spitzer identities for touching a single upper or lower barrier, and the more difficult case of the two-barriers exit problem. These identities are given in the Fourier-L…
Dividing deep learning models for consistent anomaly detection in changing log data.
Modified PCA algorithm with continual learning preserves features of previous modes for multimode process monitoring.
Proposes real-time risk monitoring for machine learning systems under unknown shifts.
With the improvement of medical data capturing, vast amount of continuous patient monitoring data, e.g., electrocardiogram (ECG), real-time vital signs and medications, become available for clinical decision support at intensive care units (ICUs). However, it becomes increasingly challenging to model such data, due to …
Amazon SageMaker Model Monitor detects drift in deployed ML models.
Focuses on monitoring and explaining models in real-world applications.
Cai, Song and Kou (2015) [Cai, N., Y. Song, S. Kou (2015) A general framework for pricing Asian options under Markov processes. Oper. Res. 63(3): 540-554] made a breakthrough by proposing a general framework for pricing both discretely and continuously monitored Asian options under one-dimensional Markov processes. In …
As the technology is advancing, audio recognition in machine learning is improved as well. Research in audio recognition has traditionally focused on speech. Living creatures (especially the small ones) are part of the whole ecosystem, monitoring as well as maintaining them are important tasks. Species such as animals …
A method models continuous-time glucose distributions in children with diabetes.
Modeling glucose distribution changes over time using neural ODEs.
Continuous, ubiquitous monitoring through wearable sensors has the potential to collect useful information about users' context. Heart rate is an important physiologic measure used in a wide variety of applications, such as fitness tracking and health monitoring. However, wearable sensors that monitor heart rate, such …
Novel framework monitors cardiac image segmentation models in real-time.
Daytime hypoglycemia should be accurately predicted to achieve normoglycemia and to avoid disastrous situations. Hypoglycemia, an abnormally low blood glucose level, is divided into daytime hypoglycemia and nocturnal hypoglycemia. Many studies of hypoglycemia prevention deal with nocturnal hypoglycemia. In this paper, …
Risk monitoring detects when TTA models degrade at test time.
Emerging wearable sensors have enabled the unprecedented ability to continuously monitor human activities for healthcare purposes. However, with so many ambient sensors collecting different measurements, it becomes important not only to maintain good monitoring accuracy, but also low power consumption to ensure sustain…
New MMD estimators detect differences in missing paired data.
Within the Own Risk and Solvency Assessment framework, the Solvency II directive introduces the need for insurance undertakings to have efficient tools enabling the companies to assess the continuous compliance with regulatory solvency requirements. Because of the great operational complexity resulting from each comple…
Infrastructure monitors AI/ML radiology models across multiple sites.
Process Monitoring involves tracking a system's behaviors, evaluating the current state of the system, and discovering interesting events that require immediate actions. In this paper, we consider monitoring temporal system state sequences to help detect the changes of dynamic systems, check the divergence of the syste…
Continuous monitoring of cardiac health under free living condition is crucial to provide effective care for patients undergoing post operative recovery and individuals with high cardiac risk like the elderly. Capacitive Electrocardiogram (cECG) is one such technology which allows comfortable and long term monitoring t…
Study reviews machine learning techniques for stress monitoring.
Adaptive monitoring for AI systems detects and diagnoses shifts in data distribution.
The paper proposes an on-line monitoring framework for continuous real-time safety/security in learning-based control systems (specifically application to a unmanned ground vehicle). We monitor validity of mappings from sensor inputs to actuator commands, controller-focused anomaly detection (CFAM), and from actuator c…
Efficiently audits model fairness with continuous monitoring and flexible data collection.
Neural networks are increasingly used for intrusion detection on industrial control systems (ICS). With neural networks being vulnerable to adversarial examples, attackers who wish to cause damage to an ICS can attempt to hide their attacks from detection by using adversarial example techniques. In this work we address…
Develops a framework for continual learning in anomaly detection.
A method to monitor probability predictions for calibration loss in image classification models.
Work addresses long-term accuracy issues in IoT air quality sensors.
A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuously monitored variance swap written on an asset with continuous paths it is well known that the variance swap payoff can be replicated exact…
A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is minimized through the hierarchical design. The method is further extended to joint mod…
Deep RL improves blood glucose control for T1D patients.
In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a range of models, incl…
A novel neural network training method reduces gradient variance for faster and better reinforcement learning.
Predictive business process monitoring methods exploit logs of completed cases of a process in order to make predictions about running cases thereof. Existing methods in this space are tailor-made for specific prediction tasks. Moreover, their relative accuracy is highly sensitive to the dataset at hand, thus requiring…
This paper discusses challenges and opportunities in vessel behavior detection using machine and deep learning.
Continuous Glucose Monitoring (CGM) has enabled important opportunities for diabetes management. This study explores the use of CGM data as input for digital decision support tools. We investigate how Recurrent Neural Networks (RNNs) can be used for Short Term Blood Glucose (STBG) prediction and compare the RNNs to con…
This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.
This paper reviews traditional and modern methods for detecting structural damage using vibrations.
This paper explores the impact of metric choice on Fréchet regression.
This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial derivatives. While the previous literature has connected super-replication values …
This paper presents a new asymptotic expansion method for pricing continuously monitoring barrier options. In particular, we develops a semi-group expansion scheme for the Cauchy-Dirichlet problem in the second-order parabolic partial differential equations (PDEs) arising in barrier option pricing. As an application, w…
This paper deals with a high-order accurate implicit finite-difference approach to the pricing of barrier options. In this way various types of barrier options are priced, including barrier options paying rebates, and options on dividend-paying-stocks. Moreover, the barriers may be monitored either continuously or disc…
The paper improves neural network predictions by integrating process knowledge.
AI systems that explain their decisions can be monitored for harmful intentions.
Formal methods verify continuous auctions at exchanges.
Personalized deep learning reduces inappropriate shocks in VA detection.