Research
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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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64129193257 · Jun 202019922001200920172026
48 results for data-driven research

WeatherBench provides a dataset and metrics for comparing data-driven weather forecasts.

problem Lack of a common dataset and evaluation metrics for data-driven weather forecasting.
method Publicly available dataset derived from ERA5, simple evaluation metrics.
result Baseline scores from various forecasting methods provided for comparison.

This research designs a data-driven partition to test independence between continuous variables.

problem Testing independence between continuous random variables.
method Empirical log-likelihood statistic and data-driven tree-structured partition.
result Strongly consistent test of independence over probability families.

Paper proposes MA-BERT for efficient data-driven ATM models.

problem Long training time and need for large datasets in data-driven ATM models.
method Multi-Agent Bidirectional Encoder Representations from Transformers (MA-BERT) and transfer learning framework.
result MA-BERT saves training time and achieves high performance with little data.

Research optimizes a small RES utility's portfolio by dynamically trading in German electricity markets.

problem Managing risks in RES producers and electricity traders in changing electricity markets.
method Uses SVAR model to estimate market relationships and data-driven trading strategies to optimize revenue and reduce risk.
result Data-driven trading strategies increase utility revenue and reduce trading risk.

D2D converts CLDs into SDMs to explore leverage points under uncertainty.

problem Limited dynamic analysis of CLDs for intervention strategies.
method Minimal user input protocol to convert CLDs into SDMs, simulating interventions.
result D2D helps distinguish leverage points and provides uncertainty estimates.

Paper reviews neurolinguistics and language technologies, emphasizing mutual enrichment.

problem Understanding brain activity during language processing.
method Brain imaging studies and natural language representations.
result Development of brain-aware natural language representations.

A heuristic minimizes tardy jobs' total weight on single-machine scheduling.

problem Minimizing tardy jobs' total weight on single-machine scheduling.
method Data-driven heuristic combining machine learning and problem-specific characteristics.
result Significantly outperforms state-of-the-art in optimality gap and adaptability.

Machine learning and blockchain are two of the most noticeable technologies in recent years. The first one is the foundation of artificial intelligence and big data, and the second one has significantly disrupted the financial industry. Both technologies are data-driven, and thus there are rapidly growing interests in …

2019-09-12abs ↗pdf ↗

The paper addresses uncertainty in demand prediction for dynamic pricing.

problem Uncertainty quantification in the demand function for dynamic pricing.
method Developed a debiased approach to construct accurate confidence intervals for the demand function.
result Asymptotic normality guarantee of the debiased estimator for the demand function.

We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), where it is typically used to replace a runnable but expensive computational model subject to random inputs with an inexpensive-to-evaluate po…

2018-08-09abs ↗pdf ↗

This paper examines how data affects risk measures in uncertain distributions.

problem How does distributional ambiguity affect risk measures?
method Formulated and derived simpler dual problems for infinite and finite dimensional robust moment problems.
result Developed theory and conducted experiments in inventory control and portfolio management.

Automated digital twin discovery from biological data improves drug discovery and personalized medicine.

problem Developing reliable digital twins from noisy, incomplete biological data.
method Symbolic and sparse regression, Bayesian frameworks, deep learning, and large language models.
result Sparse regression generally outperforms symbolic regression, especially with Bayesian frameworks.

Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical mean estimation via Monte Carlo (MC) or Quasi-Monte Carlo (QMC) integration [Yang …

2017-05-23abs ↗pdf ↗

Deep learning improves solar energy forecasting using physical and data-driven models.

problem Improving short-term solar energy forecasting accuracy.
method Injecting physical knowledge into deep learning models for spatio-temporal forecasting.
result Improved solar energy forecasting models using deep learning and physical criteria.

This work evaluates and benchmarks calibration metrics for data-driven regression models.

problem Conflicting results from different calibration metrics make it hard to compare and interpret model performance.
method Systematically extracted and benchmarked 14 regression calibration metrics across various data types and recalibration methods.
result Many metrics disagree on the same recalibration result, highlighting the need for careful metric selection.

AGATHA predicts promising research directions from scientific data.

problem Efficiently winnowing thousands of potential targets in drug discovery.
method Deep-learning hypothesis generation system that ranks plausible term-pairs.
result Best-in-class performance on an established benchmark, high recommendation scores across subdomains.

SGD methods fail to converge to global minimizers in deep neural networks with ReLU activation.

problem Failure of SGD methods to converge to global minimizers in deep neural networks.
method Stochastic Gradient Descent (SGD) and its variants like Adam, RMSProp, etc.
result SGD methods fail to converge to global minimizers with high probability in deep neural networks with ReLU activation.

An active area of research is to increase the safety of self-driving vehicles. Although safety cannot be guarenteed completely, the capability of a vehicle to predict the future trajectories of its surrounding vehicles could help ensure this notion of safety to a greater deal. We cast the trajectory forecast problem in…

2019-02-09abs ↗pdf ↗

Paper reviews robustness in machine learning models and discusses training and certification methods.

problem Ensuring reliability of machine learning models in safety-critical systems.
method Reviews formalisms and discusses training and certification techniques.
result Identifies future research directions in robust machine learning.

Artificial intelligence (AI) is intrinsically data-driven. It calls for the application of statistical concepts through human-machine collaboration during generation of data, development of algorithms, and evaluation of results. This paper discusses how such human-machine collaboration can be approached through the sta…

2017-12-08abs ↗pdf ↗

Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects or location effects), treatment effects for many groups, and prediction models wi…

2017-03-31abs ↗pdf ↗

Optimizes decisions without knowing the true distribution using historical data.

problem Optimizing decisions without knowing the true distribution.
method Combines sampling and bisection search algorithms to solve an optimization problem.
result Proves sufficient conditions for local out-of-sample optimality.