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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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142285427569 · Jun 202019922001200920172026
48 results for focused effects

New approach improves black-box planning efficiency by discovering focused macros.

problem Difficulty of deterministic planning increases exponentially with depth.
method Discovering macro-actions with focused effects to improve goal-count heuristics.
result Focused macros dramatically improve black-box planning efficiency.

Bi-directional Curriculum Learning improves graph anomaly detection by considering both homogeneity and heterogeneity.

problem Existing graph anomaly detection methods often ignore the different contributions of nodes to training.
method Introduces Bi-directional Curriculum Learning (BCL) to optimize GAD methods by considering both homogeneity and heterogeneity of nodes.
result Extensive experiments show that BCL significantly improves the performance of GAD anomaly detection models.

Paper uses DFL to optimize portfolio risk and outperforms conventional methods.

problem Optimizing portfolio risk and return under uncertainty.
method Decision-focused learning (DFL) to derive global minimum variance portfolio (GMVP).
result DFL-based methods consistently deliver superior decision performance in portfolio optimization.

The paper clarifies the distinction between CATE and ITE under ignorability assumptions.

problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.

This study investigates how Decision-Focused Learning improves stock return predictions for better portfolio optimization.

problem The challenge of precise expected returns estimation in mean-variance optimization.
method Investigates Decision-Focused Learning (DFL) to adjust stock return prediction models for MVO.
result DFL tilts prediction errors by the inverse covariance matrix, leading to systematic prediction biases in portfolio optimization.

New methods for assessing and visualizing feature groups in machine learning models.

problem Lack of methods for interpreting feature groups in machine learning models.
method Permutation-based, refitting, and Shapley-based techniques for grouped feature importance. Introduced a sequential procedure for identifying stable feature combinations. Developed a combined features effect plot.
result Effective methods for assessing and visualizing the importance and effect of feature groups in machine learning models.

Study compares data-driven vs model-based MRS quantification strategies, focusing on resilience to out-of-distribution effects.

problem Resilience to out-of-distribution effects in data-driven MRS quantification.
method Compared three data-driven strategies (supervised regression, self-supervised learning, test-time adaptation) against model-based fitting tools.
result Test-time adaptation proved most resilient to out-of-distribution effects, while self-supervised learning achieved intermediate performance.

Geometric focusing affects dispersive estimates for Schrödinger and wave equations.

problem Long-time decay rate in dispersive estimates for Schrödinger and wave equations on non-trapping asymptotically conic manifolds and exact metric cones.
method Classifying the long-time decay rate in dispersive estimates for the Schrödinger and wave equations on non-trapping asymptotically conic manifolds and exact metric cones in terms of the intensity of geometric focusing.
result Each multiplicity of conjugate points within distance π on Y = ∂X0 leads to a |t|1/2-loss in the long-time decay order and a half-order shift in the regularity index in the dispersive estimate for the Schrödinger equation.

We provide a conceptual map to navigate causal analysis problems. Focusing on the case of discrete random variables, we consider the case of causal effect estimation from observational data. The presented approaches apply also to continuous variables, but the issue of estimation becomes more complex. We then introduce …

2018-06-05abs ↗pdf ↗

This paper evaluates targeted data poisoning attacks by focusing on the hardest samples, improving evaluation and defense strategies.

problem The effectiveness of targeted data poisoning attacks is often overestimated due to average evaluation methods.
method The paper introduces metrics to identify the hardest and easiest to poison samples based on clean model information.
result The proposed metrics reliably stratify samples by poisoning vulnerability, enabling rigorous worst-case evaluation and proactive defense.

A new method for decision-focused learning using diffusion models.

problem Inability of deterministic point predictions to capture stochasticity in real-world environments.
method Proposes a diffusion-based DFL approach that trains a diffusion model to represent uncertain parameters and optimizes decisions through stochastic optimization.
result Empirically shows consistent outperformance over strong baselines in decision quality.

We consider active learning of deep neural networks. Most active learning works in this context have focused on studying effective querying mechanisms and assumed that an appropriate network architecture is a priori known for the problem at hand. We challenge this assumption and propose a novel active strategy whereby …

2018-11-19abs ↗pdf ↗

A new method for decision-focused learning reduces computational cost.

problem Efficiently solving combinatorial problems with uncertain parameters.
method Reframed as cost-sensitive multi-output regression, with novel loss components.
result Comparable downstream task quality with reduced computational cost.

Study examines robustness of NPI effectiveness models against COVID-19.

problem How do NPI effectiveness estimates vary with model assumptions and data?
method Investigated 2 NPI effectiveness models and 6 variants, evaluated robustness to unseen countries, parameters, and data.
result NPI effectiveness estimates are remarkably robust to different variables.

We study finite dimensional almost and quasi-effective prolongations of nilpotent Z-graded Lie algebras, especially focusing on those having a decomposable reductive structural subalgebra. Our assumptions generalize effectiveness and algebraicity and are appropriate to obtain Levi-Malčev and Levi-Chevalley decompositio…

2019-10-16abs ↗pdf ↗

Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal effects from observational data is the handling of confounders, factors that affec…

2017-05-24abs ↗pdf ↗

We propose a comprehensive treatment of the leverage effect, i.e. the relationship between returns and volatility of a specific asset, focusing on energy commodities futures, namely Brent and WTI crude oils, natural gas and heating oil. After estimating the volatility process without assuming any specific form of its b…

2014-03-01abs ↗pdf ↗

This paper focuses on the interplay between the intersection theory and the Teichmueller dynamics on the moduli space of curves. As applications, we study the cycle class of strata of the Hodge bundle, present an algebraic method to calculate the class of the divisor parameterizing abelian differentials with a non-simp…

2012-11-24abs ↗pdf ↗

Estimates causal effects in Gaussian Linear SCMs with finite data.

problem Estimating causal effects from observational data with latent confounders.
method Centralized Gaussian Linear SCMs (CGL-SCMs) and EM-based estimation algorithm.
result Learned CGL-SCM parameters accurately recover causal distributions from finite observational samples.

The paper optimizes spatial experimental designs to improve causal effect estimation.

problem Optimizing spatial experimental designs to enhance causal effect estimation accuracy.
method Proposes a surrogate function for MSE and uses graph cut algorithms to learn optimal designs.
result The method accommodates spatial interference and covariance, is computationally efficient, and validated by theoretical and numerical experiments.

Study examines how COVID-19 intensified demand variability in U.S. supply chains.

problem The amplification of demand variability (Bullwhip Effect) in supply chains during the pandemic.
method Extensive industry-level data analysis using traditional and advanced empirical techniques.
result COVID-19 significantly amplified the Bullwhip Effect across different U.S. industries.

New method distinguishes predictive distribution estimators in high-dimensional inputs.

problem Difficulty in evaluating predictive distributions for high-dimensional inputs.
method Introduces dyadic sampling to focus on predictive distributions associated with pairs of inputs.
result Demonstrates efficient distinction of predictive distribution estimators in high-dimensional examples.

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single treatment. In this work, we construct techniques for estimation with multiple treat…

2018-05-21abs ↗pdf ↗

MCSAE improves speaker embedding by focusing on both high- and low-level features.

problem Reduced effect of low-level features in speaker embedding encoding.
method Masked cross self-attentive encoding using ResNet with multi-layer aggregation and random masking regularization.
result Improved speaker embedding with equal error rate of 2.63% and minimum detection cost function of 0.1453.

Study shows negative stock returns after Moroccan companies issue profit warnings.

problem Impact of profit warnings on stock returns in Moroccan market.
method Event study methodology, analyzing Casablanca Stock Exchange, 2009-2016.
result Negative average abnormal return after profit warning announcements, greater for qualitative than quantitative warnings.

Integrates nearest neighbors with neural networks for more accurate treatment effect estimation.

problem Inaccurate causal effect estimations from observational data.
method NNCI methodology integrating nearest neighbors with neural network models.
result Improves treatment effect estimations on various benchmarks.

Develops new methods to estimate treatment effects in survival data with competing risks.

problem Estimating treatment effects in survival data with competing risks.
method Censoring Unbiased Transformations (CUTs) for survival outcomes with and without competing risks.
result Consistent estimates of heterogeneous cumulative incidence effects and total effects using HTE learners.

Study identifies and estimates treatment effect heterogeneity within principal stratification subpopulations.

problem Causal inference with intermediate outcomes and treatment effect heterogeneity.
method Proposes a novel doubly cross-fit doubly robust machine learner to efficiently learn conditional principal causal effects under principal ignorability.
result Demonstrates informative patterns of treatment effect heterogeneity within the always-survivor subpopulation in an acute lung injury trial.

The paper proposes a method to estimate treatment effects using CAR designs with additional covariates.

problem Estimating distributional treatment effects in CAR designs with additional covariates.
method Flexible distribution regression framework that incorporates additional covariates using machine learning methods.
result The proposed estimator attains the semiparametric efficiency bound for distributional treatment effects under CAR.

DCMA uses generative models to analyze treatment effects on entire outcome distributions.

problem Traditional mediation analysis focuses on summary contrasts, missing complex distributional changes.
method DCMA learns conditional generative models for mediators and outcome, reconstructing interventional distributions via Monte Carlo simulation.
result DCMA captures both summary effects and rich distributional contrasts like energy distance and Wasserstein distance.

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.

DCMA uses generative models to analyze complex treatment effects on outcome distributions.

problem Analyzing complex and nonlinear causal mechanisms through outcome-level summary contrasts.
method Generative learning framework for identifying and estimating treatment effects on entire outcome distributions.
result Reconstructs interventional outcome distributions via Monte Carlo forward simulation, capturing both summary and distributional contrasts.

Improved forecast accuracy for energy systems through decision-focused fine-tuning.

problem Challenges in integrating forecast values into time series models for diverse and specific instances.
method Decision-focused fine-tuning within time series foundation models for dispatchable feeder optimization.
result Improvement of 9.45% in average total daily costs.

Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional distances, focusing on two kinds of target parameters. The first is the counterfa…

2018-06-08abs ↗pdf ↗

This paper tackles selection bias in recommender systems by considering the neighborhood effect.

problem Selection bias in recommender systems due to filtering and user selection.
method Formalizes neighborhood effect as interference problem, introduces treatment representation, and proposes ideal loss.
result Proposed methods achieve unbiased learning when both selection bias and neighborhood effect are present.

Arguments in favor of injecting symbolic knowledge into neural architectures abound. When done right, constraining a sub-symbolic model can substantially improve its performance and sample complexity and prevent it from predicting invalid configurations. Focusing on deep probabilistic (logical) graphical models -- i.e.…

2019-12-19abs ↗pdf ↗

CDVAE estimates treatment effects over time by accounting for unobserved variables.

problem Estimating treatment effects over time in the presence of unobserved confounders.
method Causal Dynamic Variational Autoencoder (CDVAE) that addresses unconfoundedness and unobserved heterogeneity.
result CDVAE outperforms existing methods in estimating Conditional Average Treatment Effects (CATEs).

A framework uses proxies to prioritize treatment without estimating causal effects.

problem Prioritizing treatment when causal effects are hard to estimate.
method Decision-focused framework identifying conditions for proxy usefulness.
result Proxies can recover correct effect ordering under specific conditions.

Enhances robustness for time series classification using self-ensemble method.

problem Limited adversarial robustness in time series classification.
method Proposes a self-ensemble method to improve Randomized Smoothing's robustness certification.
result Demonstrates superior robustness compared to baseline approaches.