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.
Hybrid machine learning improves gallstone risk prediction.
We introduce a new approach for topic modeling that is supervised by survival analysis. Specifically, we build on recent work on unsupervised topic modeling with so-called anchor words by providing supervision through an elastic-net regularized Cox proportional hazards model. In short, an anchor word being present in a…
A new framework detects forecast model inadequacies using online monitoring of forecast errors.