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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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1122 · Jun 202619922001200920172026
5 results for drift-aware

Develops PromptShift-CRC for drift-aware conformal risk control in foundation models under prompt and domain shift.

problem Fixed calibration risk in foundation models due to prompt and domain shift.
method Embeds prompts and responses, measures drift, gives more weight to recent examples, and updates risk online.
result Develops method to control risk up to terms for distribution mismatch and weighted quantile uncertainty.

Adaptive financial dataflow system improves model robustness in dynamic markets.

problem Static historical data leads to poor performance in dynamic financial markets.
method Drift-aware dataflow system with adaptive control and optimization.
result Enhanced model robustness and improved risk-adjusted returns.

Nowadays with a growing number of online controlling systems in the organization and also a high demand of monitoring and stats facilities that uses data streams to log and control their subsystems, data stream mining becomes more and more vital. Hoeffding Trees (also called Very Fast Decision Trees a.k.a. VFDT) as a B…

2019-02-10abs ↗pdf ↗

This study develops a dynamic inverse optimization framework to recover hidden, time-varying preferences from observed allocation trajectories.

problem The gap between classical optimization theory and real-world practice, especially in the presence of drift and shocks.
method Dynamic inverse optimization framework using a drift-aware estimator grounded in convex analysis and online learning theory.
result Sharp static and dynamic regret bounds for the framework, demonstrating its responsiveness to gradual drift and sudden shocks.

ToolChain-CRC addresses the risk-control problem for retrieval-augmented and tool-using agents under drift.

problem Risk-control problem for retrieval-augmented and tool-using agents under drift.
method ToolChain-CRC uses conformal risk-control under exchangeable calibration runs.
result Trajectory-level risk control keeps accepted-trajectory risk below the target.