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.

169,291 papers · 148 categories

Trend · papers per month

6491,2971,9462,594 · Jun 202019922001200920182026
48 results for extremity of outliers

XGBOD combines unsupervised and supervised methods for better outlier detection.

problem Enhanced outlier detection from normal observations in various datasets.
method Hybrid approach using unsupervised representation learning to improve a supervised classifier.
result XGBOD outperforms competing methods across seven datasets.

Investment level and timing predict SME performance, especially during financial crises.

problem Estimating effective performance measurement systems for SMEs.
method Extreme value statistics applied to TTA and financial indicators.
result Low but growing TTA is key to positive SME performance during crises.

A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the distribution, is presented. Such outliers, called "dragon-kings", have been reported in the distribution of financial drawdowns, city-size distributions (e.g., Paris in France and London in the UK), in material f…

2012-05-07abs ↗pdf ↗

The paper finds the normal distribution unsuitable for modeling daily stock returns and suggests using the Laplace distribution instead.

problem The difficulty in modeling the distribution of daily stock returns, especially for extreme outliers.
method Investigation of daily stock returns of major indices using both normal and Laplace distributions.
result The normal distribution is not a good model for stock returns, even over long periods of data.

Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers found in subspaces are only part of the true outliers in high dimensional space, in…

2014-05-05abs ↗pdf ↗

New algorithm tackles stochastic bandits with unknown scale using kurtosis bounds.

problem Existing strategies for stochastic bandits require known scale parameters.
method Develops a scale-free algorithm for stochastic bandits with a bound on kurtosis.
result Generalizes results for Gaussian and uniform distributions to non-parametric setup.

DORA analyzes deep neural networks' internal representations to detect spurious correlations.

problem Detecting spurious correlations in deep neural networks' internal representations.
method DORA uses Extreme-Activation (EA) distance measure to assess representation similarities.
result Identifies internal representations capable of detecting spurious correlations.

New algorithm robust to outliers in Bayesian Optimization.

problem Vulnerability of Bayesian Optimization to extreme outliers.
method Introduces a new adversary with a frequency-bounded corruption budget and derives RCGP-UCB algorithm.
result Achieves sublinear regret in the presence of up to O(T1/4)O(T^{1/4}) and O(T1/7)O(T^{1/7}) corruptions with possibly infinite magnitude.

Generative Adversarial Active Learning detects outliers by sampling and generating informative data.

problem Detecting outliers in high-dimensional data with limited labeled examples.
method SO-GAAL method using a generator and discriminator to create informative outliers.
result MO-GAAL outperforms state-of-the-art methods on various datasets.

Many traditional methods for identifying changepoints can struggle in the presence of outliers, or when the noise is heavy-tailed. Often they will infer additional changepoints in order to fit the outliers. To overcome this problem, data often needs to be pre-processed to remove outliers, though this is difficult for a…

2016-09-23abs ↗pdf ↗

A robust model handles up to 25% of outliers in time-series data for power flow calculations.

problem Handling outliers in time-series data for accurate power flow calculations.
method Robust data-driven process model with Schweppe-type generalized maximum likelihood estimator and projection statistics for outlier weighting.
result The model can handle up to 25% of outliers in the training data set.

This paper solves the normalizability crisis in sequential inference by introducing bounded information geometry.

problem Structural failure in standard sequential inference architectures when dealing with extreme outliers.
method Non-parametric field actions and bounded information geometry to truncate infinite tails of spatial distributions.
result Empirical benchmarks across three domains show robust estimation without infinite-tailed distributional assumptions.

FLANDERS detects and blocks extreme model poisoning in federated learning.

problem Resilience against large-scale model poisoning attacks in federated learning.
method FLANDERS treats client updates as matrix-valued time series and identifies outliers using autoregressive forecasting.
result FLANDERS significantly improves robustness in federated learning across various attacks.

Study examines extreme and erratic cryptocurrency behaviour during COVID-19.

problem Analyse extreme and erratic cryptocurrency behaviour during the pandemic.
method Analyze distribution extremities and structural breaks in 51 cryptocurrencies.
result Identify cryptocurrencies with most irregular extreme and erratic behaviour.

ODBAE detects complex phenotypes in biological data.

problem Challenges in identifying complex phenotypes from high-dimensional biological data.
method ODBAE (Outlier Detection using Balanced Autoencoders) identifies influential and high leverage points in latent relationships among multiple physiological parameters.
result ODBAE reveals novel metabolism-related genes and uncovers coordinated abnormalities across metabolic indicators.

Finding rare information hidden in a huge amount of data from the Internet is a necessary but complex issue. Many researchers have studied this issue and have found effective methods to detect anomaly data in low dimensional space. However, as the dimension increases, most of these existing methods perform poorly in de…

2014-05-05abs ↗pdf ↗

Novel LRMC tackles missing data and outliers in large-scale low-rank data recovery.

problem Missing data and extreme outliers in low-rank data analysis.
method Learned Robust Matrix Completion (LRMC) using deep unfolding and flexible neural network framework.
result LRMC achieves optimum performance with low computational complexity and linear convergence.

Identifying the unknown underlying trend of a given noisy signal is extremely useful for a wide range of applications. The number of potential trends might be exponential, which can be computationally exhaustive even for short signals. Another challenge, is the presence of abrupt changes and outliers at unknown times w…

2016-03-11abs ↗pdf ↗

Exponential Lasso improves Lasso's robustness to outliers and heavy-tailed noise.

problem Lasso's sensitivity to outliers and heavy-tailed noise in high-dimensional statistics.
method Integrates an exponential-type loss function into the Lasso framework.
result Achieves strong statistical convergence rates robust to heavy-tailed contamination.

DFRot improves LLMs by reducing outlier and massive activation effects.

problem Reducing outlier and massive activation effects in rotated LLMs.
method Weighted loss function and orthogonal Procrustes transforms for rotation matrix refinement.
result DFRot achieves dual free (Outlier-Free and Massive Activation-Free) with significant improvements in perplexity.

Online active learning improves model performance in high-volume production processes.

problem Outliers degrade the predictive performance of online active learning models.
method Proposes a robust estimator and bounds the search area of a conditional D-optimal algorithm.
result The proposed method improves the performance of online active learning in the presence of outliers.

Paper formalizes continual semi-supervised anomaly detection, showing promising results.

problem Formalizing continual semi-supervised anomaly detection in real-world conditions.
method Baseline model of variational autoencoder (VAE) with deep generative replay and outlier rejection.
result Outlier rejection shows promising results, often surpassing baseline methods.

Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data process-monitoring applications. We propose a new iterative sampling-based method for SVDD…

2016-06-16abs ↗pdf ↗

A taxonomy of large financial crashes proposed in the literature locates the burst of speculative bubbles due to endogenous causes in the framework of extreme stock market crashes, defined as falls of market prices that are outlier with respect to the bulk of drawdown price movement distribution. This paper goes on dee…

2006-07-27abs ↗pdf ↗

Bayesian econometrics improves nowcasting during pandemics.

problem Improving nowcasting during extreme economic events like pandemics.
method Bayesian econometric methods using non-parametric mixed frequency VARs with additive regression trees.
result Significant improvements in nowcasting performance compared to linear models.

Christoffel function characterizes the corruption a bounded-degree certificate cannot remove in robust halfspace learning.

problem Robust halfspace learning under malicious noise
method Sum-of-Squares degree of outlier-removal certificate
result Christoffel function bounds the corruption a bounded-degree certificate cannot remove

Introduces RMEE for robust classification, improving MEE's performance in noisy conditions.

problem Improving robustness of MEE criterion for noisy classification.
method Analyzed optimal error distribution, introduced RMEE with half-quadratic optimization.
result RMEE achieves better robustness in noisy conditions compared to original MEE.

A new formula predicts stock prices using median instead of mean for skewed distributions.

problem Erroneous predictions from expected value in skewed stock price distributions.
method Uses geometric mean or median for log-normal distribution, especially for long-term outcomes.
result More realistic prediction for heavy-tailed distributions of stock price variations.

KOC+ uses privileged information to improve one-class classification performance.

problem Outlier detection and novelty detection using kernel methods.
method Kernel ridge regression with correction function for privileged information.
result KOC+ achieves better generalization performance compared to traditional methods.