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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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2845688511,135 · Jun 202019922001200920172026
48 results for data life cycle

CDLF predicts product life-cycles in cold-start phases with high accuracy.

problem Forecasting new products in early phases when data is scarce.
method Conditional Diffusion Life-cycle Forecaster (CDLF) combining static descriptors, reference trajectories, and new observations.
result CDLF outperforms classical models in accuracy and probabilistic forecasting.

The paper optimizes investment strategies with constraints for life-cycle models.

problem Maximizing consumption, death benefit, and wealth under trading constraints.
method Deep pricing kernel approach to solve constrained portfolio optimization.
result Individuals reduce consumption, insurance demand, and wealth due to constraints.

The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…

2005-07-21abs ↗pdf ↗

New features from early battery cycles predict lifetime with high accuracy.

problem Accurately predicting battery lifetime under varying conditions is challenging due to manufacturing variability and usage-dependent degradation.
method Extracted features from regularly scheduled reference performance tests and used them to predict battery lifetime using a hierarchical Bayesian regression model.
result Demonstrated a lifetime prediction of in-distribution cells with 15.1% mean absolute percentage error using only the first 15% of data.

Survey of technologies for trustworthy machine learning systems.

problem Building machine learning systems that are fair, explainable, auditable, and secure.
method Survey of technologies across data and model stages of machine learning.
result Four categories of system properties (fairness, explainability, auditability, safety & security) are essential for trustworthy systems.

Defines data science as a natural ecosystem with challenges and missions.

problem Challenges and missions in data science due to 5D complexities and data life cycle phases.
method Systemic and data-centric view of data science as a fusion of data universe and its challenges, formalizing a general-purpose architecture.
result Essential data science as a natural ecosystem integrating specific disciplines and high-impact applications.

Investigates optimal life insurance and annuity decisions in inflationary economies.

problem Optimal consumption and investment decisions in an inflationary economy with money illusion.
method Formulated as a random horizon utility maximization problem, derived optimal strategy.
result Money illusion increases life insurance demand for young adults and reduces annuity demand for retirees.

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…

2013-06-14abs ↗pdf ↗

The study examines how different interpolation methods affect the decomposition of life insurance surplus.

problem The impact of different interpolation methods on the decomposition of life insurance surplus.
method The study uses the IASU decomposition method to analyze the effects of different interpolation methods (Lee-Carter and linear) on the surplus decomposition.
result Lee-Carter and linear interpolation yield almost identical decompositions, while constant approximations result in different decompositions.

New model predicts sales of new products with short life cycles.

problem Forecasting sales of new products with short lead times and life cycles.
method Developed an exponential factorization machine (EFM) to consider attributes and pairwise interactions.
result EFM model outperforms existing models in terms of MAPE and MAE.

Building and expanding on principles of statistics, machine learning, and scientific inquiry, we propose the predictability, computability, and stability (PCS) framework for veridical data science. Our framework, comprised of both a workflow and documentation, aims to provide responsible, reliable, reproducible, and tr…

2019-01-23abs ↗pdf ↗

Concurrent engineering taking into account product life-cycle factors seems to be one of the industrial challenges of the next years. Cost estimation and management are two main strategic tasks that imply the possibility of managing costs at the earliest stages of product development. This is why it is indispensable to…

2010-11-26abs ↗pdf ↗

FeatureEnVi aids in feature engineering with visual analytics.

problem Insufficient support for feature engineering in visual analytics tools.
method Stepwise selection and semi-automatic extraction approaches.
result Extracts heavily engineered features evaluated by multiple metrics.

Homeownership boosts wealth and welfare compared to renting, according to new research.

problem The conventional wisdom that renting is better than owning a home.
method Block-bootstrap lifecycle simulation to compare homeownership and renting strategies.
result Homeownership generates more wealth and welfare gains than renting, especially for households with high labor income.

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic modelling of capacity fade has thus far remained intractable; however, with the advent…

2017-03-16abs ↗pdf ↗

Paper finds closed-form solutions for tontine with bequest motive.

problem Finding optimal fractional consumption rate and bequest amount under bequest motive.
method Relaxing fixed proportions assumption, introducing bequest proportion as control function.
result Closed-form solutions for fractional consumption rate, wealth, bequest amount, and proportion.

Bayesian Federated Inference improves statistical model estimation from multicenter data.

problem Combining data from different medical centers is challenging due to regulatory and logistic issues.
method Bayesian Federated Inference (BFI) framework for multicenter data.
result BFI framework infers additional features of the posterior parameter distribution, capturing more information than Federated Learning.

We use a control framework to analyze the digital vendor's profit maximization problem. The vendor captures market share by focusing costly effort on post-launch product maintenance, which influences user perception of the product and drives a revenue stream associated with product use. Our theoretical results show nec…

2014-12-30abs ↗pdf ↗

Machine learning improves aircraft performance prediction by analyzing flight data.

problem Limited aircraft performance models based on industry-wide guidelines.
method Use machine learning on flight data to estimate drag and lift coefficients.
result Excellent accuracy in real-life data, supporting aerodynamics principles.

Stochastic networks are a plausible representation of the relational information among entities in dynamic systems such as living cells or social communities. While there is a rich literature in estimating a static or temporally invariant network from observation data, little has been done toward estimating time-varyin…

2008-12-30abs ↗pdf ↗

In this study we model the warranty claims process and evaluate the warranty servicing costs under non-renewing and renewing free repair warranties. We assume that the repair time for rectifying the claims is non-zero and the repair cost is a function of the length of the repair time. To accommodate the ageing of the p…

2018-03-02abs ↗pdf ↗

In the early phases of the product life cycle, the costs controls became a major decision tool in the competitiveness of the companies due to the world competition. After defining the problems related to this control difficulties, we will present an approach using a concept of cost entity related to the design and real…

2010-11-26abs ↗pdf ↗

This work introduces novel methods to identify and compare cycles across topological objects.

problem Identifying and comparing topological features, particularly cycles, across different topological objects.
method Two complementary approaches: dendrogram-based merge-tree algorithms and Stratified Gradient Sampling.
result Transformed cycle matching into hierarchical clustering and topological optimization framework.

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

ADER addresses continual learning in session-based recommendation by periodically replaying exemplars with adaptive distillation.

problem Catastrophic forgetting in continual learning of session-based recommenders.
method Periodically replaying previous training samples (exemplars) with an adaptive distillation loss.
result ADER consistently outperforms other continual learning techniques and even all historical data at every update cycle.

Deep learning is increasingly being used in high-stake decision making applications that affect individual lives. However, deep learning models might exhibit algorithmic discrimination behaviors with respect to protected groups, potentially posing negative impacts on individuals and society. Therefore, fairness in deep…

2019-08-23abs ↗pdf ↗

This paper explores how machine learning can improve life insurance risk assessment.

problem Limited use of machine learning in life insurance due to statistical models' efficiency.
method Review and extension of traditional actuarial methodologies with machine learning techniques.
result Developed Python library for life insurance data, improving risk modeling.

This paper is devoted to the important yet little explored subject of the market impact of limit orders. Our analysis is based on a proprietary database of metaorders - large orders that are split into smaller pieces before being sent to the market. We first address the case of aggressive limit orders and then, that of…

2018-02-23abs ↗pdf ↗

mcanalysis quantifies menstrual cycle effects in health data.

problem Lack of standardised statistical methods for menstrual cycle research.
method Fourier-basis generalised additive model (GAM) pipeline.
result Nine out of 15 health outcomes showed significant association with menstrual cycle.