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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.

168,695 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for cure models

A Markov-chain model is developed for the purpose estimation of the cure rate of non-performing loans. The technique is performed collectively, on portfolios and it can be applicable in the process of calculation of credit impairment. It is efficient in terms of data manipulation costs which makes it accessible even to…

2018-05-30abs ↗pdf ↗

New model identifies cell-specific genes for cancer prognosis.

problem No statistical model to integrate multiscale cancer data.
method Bayesian generalized promotion time cure models (GPTCMs).
result Improves cancer prognosis by identifying cell-specific genes.

New method optimizes processes under constraints using bivariate Gaussian models.

problem Optimizing processes with constraints using traditional methods.
method Developed a constrained expected improvement acquisition function using bivariate Gaussian process models.
result Demonstrated improved performance in a manufacturing cure process optimization.

CURE extracts relations without supervision by clustering similar entity pairs.

problem Extracting relations unsupervised without considering sentence correlations.
method CURE uses Encoder-Decoder architecture for self-supervised learning and clustering similar relations.
result CURE outperforms state-of-the-art models on NYT and UNPC datasets.

Study identifies risk factors for subsequent suicide attempts in youth.

problem Uncertainty in suicide attempt identification from medical claims data.
method Integrative Cox cure model with regularization for survival analysis with uncertain events.
result Identifies risk factors for subsequent suicide attempts and distinguishes susceptibility from timing.

To cure the lack of predictive power of general relativity Geroch proposed to complete the theory with an additional postulate that only "hole-free" spacetimes are permitted. I argue that this postulate is too strong -- it prohibits even the Minkowski space.

2009-03-24abs ↗pdf ↗

Dan Lovallo and Daniel Kahneman must be commended for their clear identification of causes and cures to the planning fallacy in "Delusions of Success: How Optimism Undermines Executives' Decisions" (HBR July 2003). Their look at overoptimism, anchoring, competitor neglect, and the outside view in forecasting is highly …

2013-04-19abs ↗pdf ↗

We reconsider the multivariate Kyle model in a risk-neutral setting with a single, perfectly informed rational insider and a rational competitive market maker, setting the price of n correlated securities. We prove the unicity of a symmetric, positive definite solution for the impact matrix and provide insights on its …

2018-06-20abs ↗pdf ↗

Although shill bidding is a common auction fraud, it is however very tough to detect. Due to the unavailability and lack of training data, in this study, we build a high-quality labeled shill bidding dataset based on recently collected auctions from eBay. Labeling shill biding instances with multidimensional features i…

2018-08-22abs ↗pdf ↗

Divide-and-conquer method speeds sparse factorization for large matrices.

problem Sparse factorization of large matrices for statistical learning.
method Statistical problem formulation, divide-and-conquer approach, stagewise learning.
result Efficient algorithm with lower complexity than existing methods.

This essay suggests that a proper assessment of the presently unfolding financial crisis, and its cure, requires going back at least to the late 1990s, accounting for the cumulative effect of the ITC, real-estate and financial derivative bubbles. We focus on the deep loss of trust, not only in Wall Street, but more imp…

2008-10-25abs ↗pdf ↗

Paper tackles distribution shifts in prediction models with unobserved confounding.

problem Distribution shifts in prediction models with unobserved confounding.
method Linear structural causal model, invariant covariate representations, data-driven representation learning method.
result Optimizes for a lower-dimensional linear subspace and a prediction model confined to that subspace, achieving nearly ideal gap between target and source risk.

Geometric flows help solve the swampland problem by preserving Einstein equations.

problem Addressing the swampland conjecture in string theory.
method Analyzing scalar and metric bubble solutions under Perelman's flow, deriving geometric flow equations, and introducing an additional energy-momentum tensor term.
result A supplementary energy-momentum tensor term precisely reproduces the infinite tower of states with exponentially dropping masses.

GGFPS improves model performance by sampling molecules more efficiently.

problem Improving model performance and reducing data costs in chemistry problems.
method Gradient-Guided Furthest Point Sampling (GGFPS) that leverages molecular force norms.
result GGFPS leads to superior data efficiency and model robustness compared to other sampling methods.

Paper proposes machine learning model for early Alzheimer's diagnosis.

problem Early and accurate diagnosis of Alzheimer's Disease.
method Machine learning models, demographic, biomarker, and cognitive test data.
result 90% accuracy and 87% accuracy in predicting Alzheimer's development.

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the estimation of generative models for high-dimensional observations such as those arising i…

2017-06-01abs ↗pdf ↗

Parkinson's Disease (PD) is a neurodegenerative disease that currently does not have a cure. In order to facilitate disease management and reduce the speed of symptom progression, early diagnosis is essential. The current clinical, diagnostic approach is to have radiologists perform human visual analysis of the degener…

2019-09-09abs ↗pdf ↗

A new model combines deep learning and Gaussian Processes with hyperdata learning.

problem Combining deep learning and Gaussian Processes for expressive and robust learning.
method Conditional Deep Gaussian Process (DGP) with hyperdata learning and approximate inference.
result Conditional DGP offers better expressiveness and robustness compared to existing methods.

We address feature interpretation and reproducibility issues in dense nets, proposing a modified loss function.

problem Feature interpretation and reproducibility issues in dense nets.
method Proposed a modified loss function to circumvent basis collapse.
result Substantially concise nets with 100x fewer parameters and lower MSE loss.

Improved KAN model explains brain dynamics through edge learning and synaptic strength.

problem Explaining brain dynamics and frequencies in different brain regions.
method ELKAN (Edge Learning KNN) model with edge learning and trimming, inspired by brain science.
result ELKAN model outperforms KAN in explaining brain frequencies and dynamics.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.