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.

169,181 papers · 148 categories

Trend · papers per month

15294458 · May 202619922001200920182026
48 results for conversion options

Proposes a multi-state model for evaluating life insurance conversion options.

problem Evaluating the value of conversion options in life insurance contracts.
method Age-indexed semi-Markov chains to model duration, time non-homogeneity, and ageing effects.
result Validates the model's ability to accurately evaluate conversion option values.

This research uses empirical copulas to price quanto options, showing significant differences from traditional models.

problem The dependence relation between currency and asset prices affects quanto option pricing.
method Empirical copulas are used to model the dependence between currency and asset prices.
result Empirical copulas provide non-negligible pricing differences compared to traditional models.

The paper uses machine learning to optimize rework policies in semiconductor manufacturing.

problem Optimizing rework steps to increase yield without increasing costs.
method Applied double/debiased machine learning (DML) to estimate treatment effects.
result Derived optimal rework policies and estimated their value empirically.

Stochastic model prices weather derivatives for Indian states, highlighting temperature volatility impacts.

problem Quantifying financial risk in Indian markets due to seasonal weather variations.
method Modified Ornstein-Uhlenbeck process with jumps for temperature dynamics, calibrated with historical data, Monte Carlo simulations for pricing.
result Volatility significantly impacts weather derivative pricing, with higher prices in colder states and lower in hotter states.

The Mutual Fund Theorem (MFT) is considered in a general semimartingale financial market S with a finite time horizon T, where agents maximize expected utility of terminal wealth. It is established that: 1) Let N be the wealth process of the numéraire portfolio (i.e. the optimal portfolio for the log utility). If any p…

2007-10-10abs ↗pdf ↗

Paper improves conversion prediction models for online advertising.

problem Predicting different types of conversions in online advertising.
method Multi-Task Learning with MT-FwFM.
result Improved AUC by 0.74% and 0.84% on two conversion types, and overall AUC by 0.50%.

Study examines cash conversion cycle in manufacturing firms, finding negative relationships with profitability and size.

problem Understanding cash conversion cycle in manufacturing firms and its impact on profitability and size.
method Empirical study of 30 manufacturing firms in Dhaka Stock Exchanges, categorizing them into six industries, analyzing industry averages and relationships with size and profitability.
result Negative relationship between cash conversion cycle and profitability, especially ROE; negative relationship with firm size in terms of net sales.

Framework converts singer identity and vocal technique from non-parallel corpora.

problem Converts singer identity and vocal technique from non-parallel corpora.
method Uses variational autoencoders with separate encoders for singer identity and vocal technique.
result Successfully disentangles and converts singer identity and vocal technique.

Conversational UCB accelerates bandit learning with user feedback.

problem Slow learning speed in traditional contextual bandit algorithms.
method Generalized contextual bandit to conversational contextual bandit, leveraging both behavioral and conversational feedbacks.
result ConUCB achieves a smaller regret upper bound, indicating faster learning speed.

Automated system extracts medication regimens from medical conversations.

problem Extract relevant medication information from medical conversations.
method QA task approach, combined QA and Information Extraction, data augmentation, public embeddings, pretraining.
result Improved accuracy in extracting dosage and frequency from 54.28 and 37.13 to 89.57 and 45.94.

FedConPE improves conversational recommender systems efficiency and privacy.

problem Efficiently eliciting user preferences in interactive systems with heterogeneous clients.
method Phase elimination-based federated conversational bandit algorithm with adaptive key term construction.
result Minimizes uncertainty across all dimensions in feature space and offers improved efficiency and privacy.

Solution for voice conversion with limited data using hierarchical seq2seq and attention models.

problem Voice conversion between speakers with limited parallel audio pairs.
method Hierarchical sequence to sequence model with attention-based decoder, trained on single speaker dataset.
result Improved voice conversion quality using mel spectrograms and wavenet vocoder.

Study proposes a time-aware model to predict user conversion intent.

problem Weak predictive signals from users not suitable for conversion prediction.
method Time-aware approach to model user activities and capture conversion intent signals.
result Approach outperforms other models on real-world datasets.

Improved SAR in asynchronous conversations using neural models and unlabeled data.

problem Lack of labeled data for SAR in asynchronous conversations.
method Hierarchical LSTM-CRF model, semi-supervised learning with word embeddings, adversarial training.
result Adversarial training improves SAR performance by leveraging labeled data from synchronous domains.

CycleGAN-VC3 improves CycleGAN-VCs for mel-spectrogram conversion.

problem Ambiguity in CycleGAN-VC/VC2 effectiveness for mel-spectrogram conversion.
method Proposes CycleGAN-VC3 with time-frequency adaptive normalization (TFAN).
result CycleGAN-VC3 outperforms or matches CycleGAN-VC2 for mel-spectrogram conversion.

ConvS2S-VC converts voice characteristics and pitch contour using a fully convolutional seq2seq model.

problem Voice conversion with preservation of pitch contour and duration.
method Fully convolutional seq2seq architecture with conditional batch normalization.
result ConvS2S-VC outperforms baseline methods in sound quality and speaker similarity.

A new algorithm for conversational recommendation systems using dueling bandits in GLMs.

problem Limited user feedback in existing conversational bandit methods.
method Integrates dueling bandits with relative feedback in generalized linear models.
result Theoretical and empirical validation of ConDuel's efficacy.

Unified framework for pricing various debt securities.

problem Pricing of different types of debt securities under general short-rate processes.
method Unifying framework using continuous-time Markov chain approximations and bi-dimensional diffusion processes.
result Closed-form matrix expressions and efficient algorithms for pricing various debt securities.

New method for finite approximations improves inference efficiency and applicability.

problem Challenges in Bayesian nonparametric inference due to infinite dimensionality.
method Automated Independent Finite Approximation (AIFA) for finite-dimensional approximations of CRMs and NCRMs.
result AIFA provides more efficient and straightforward derivations and parallel computing compared to Truncated Finite Approximations (TFAs).

The paper extracts structured data from physician-patient conversations, reducing clerical burden.

problem Mining insights from physician-patient conversations for electronic health record documentation.
method Created a dataset of transcripts and summaries, extracted noteworthy utterances, and improved model performance.
result Extracting noteworthy utterances significantly boosts model performance for recognizing diagnoses and RoS abnormalities.

Schedule-free SGD is optimal for nonconvex optimization problems.

problem Nonconvex optimization in neural networks.
method Developed a general framework for online-to-nonconvex conversion, which converts schedule-free SGD into an effective nonconvex optimization algorithm.
result Schedule-free SGD achieves optimal iteration complexity for nonsmooth, nonconvex optimization problems.

Improved conversion rate prediction in online advertising using self-supervised pre-training.

problem Data sparsity and calibration issues in predicting conversions given clicks.
method Self-supervised pre-training on all conversion events to enrich CVR prediction model without compromising calibration.
result Improvements in offline training and online A/B tests, with full deployment to Yahoo native advertising system.

A method corrects feedback shift in predicting conversion rates with delayed feedback.

problem Delayed feedback leads to mislabeling of positive instances in training data.
method Uses importance weight approach to correct feedback shift.
result Proposed method outperforms existing methods in offline and online experiments.

This paper collects a large dataset for conversational recommendation research.

problem Creating dialogue systems for conversational recommendation.
method Collects a large dataset (ReDial) and explores neural architectures, mechanisms, and methods for conversational recommendation systems.
result Demonstrates the utility of the collected dataset for systematic probing of model sub-components in conversational recommendation.

Paper proposes CycleGAN for nonparallel voice conversion.

problem Difficulty in achieving high-quality voice conversion with nonparallel data.
method Cycle-consistent adversarial network (CycleGAN) for nonparallel data-based voice conversion.
result The proposed method outperforms parallel VC methods in subjective evaluations.

This paper explores how LLMs can improve pipeline-based conversational agents.

problem Limitations of pipeline-based conversational agents in human-like conversations.
method Investigated LLMs' capabilities in two phases: design and development, and operations.
result LLMs can enhance pipeline-based agents in various tasks like data generation, intent classification, and auto-correction.

A new framework converts EEG signals between subjects and tasks.

problem Noise and variability in EEG data hinder generalizable signal extraction.
method Contrastive Split-Latent Permutation Autoencoder (CSLP-AE) framework.
result The CSLP-AE framework enables zero-shot conversion between unseen subjects.

Unified approach for conversational recommendation by integrating attributes and items.

problem Cold-start users' real-time personalization in online recommendation.
method Seamlessly unifies attributes and items in Thompson Sampling framework for interactive decision-making.
result Conversational Thompson Sampling (ConTS) outperforms existing methods in success rate and conversation turns.

Estimates conversion probabilities from click sequences with privacy constraints.

problem Training models in advertising with limited direct click-conversion links.
method Formalizes learning from attribution sets, constructs unbiased estimator, applies Empirical Risk Minimization.
result Empirical Risk Minimization achieves generalization guarantees and robustness against prior errors.

Study finds neural dialog models struggle with conversational tasks.

problem Insufficient understanding of dialog by neural models.
method Analysis of internal representations and evaluation of model performance.
result Neural dialog models lack key conversational skills like answering questions and inferring contradiction.

Deep learning improves conversational recommender systems.

problem Creating effective goal-oriented dialogue systems through natural language interactions.
method Apply deep learning techniques to conversational recommender systems.
result Deep learning models enhance user preference learning in CRS.

Paper proposes ACVAE-VC for non-parallel voice conversion.

problem Non-parallel many-to-many voice conversion with attribute class label retention.
method Uses ACVAE with fully convolutional networks, information-theoretic regularization, and auxiliary classifier.
result Successfully retains attribute class labels and avoids buzzy speech.

Improved conversion prediction for B2B products using collective online activity trails.

problem Limited information from single user activity trails for B2B ad targeting.
method Introduced relevant users concept and used distributed activity representations to build seed lists.
result Improved conversion prediction AUC by 8.8% using collective activity trails.