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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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64128191255 · Jun 202019922001200920172026
48 results for genetic testing

A test for neural networks identifies genetic associations.

problem Testing complex associations in neural networks.
method Sieve quasi-likelihood ratio test for neural networks with one hidden layer.
result The test statistic has an asymptotic chi-squared distribution.

New KNN test improves association analysis of high-dimensional sequencing data.

problem Challenges in using neural networks for high-dimensional sequencing data analysis.
method Kernel-based neural network (KNN) test for complex association analysis.
result KNN test outperforms SKAT in detecting non-linear and interaction effects.

This paper improves dynamic hedging accuracy using genetic programming to forecast implied volatilities.

problem Improving the accuracy of dynamic hedging using implied volatilities.
method The paper uses genetic programming to forecast implied volatilities and tests the performance of these forecasts in dynamic hedging strategies.
result Genetic programming-generated implied volatilities improve hedging accuracy compared to static training methods.

Lapse-supported life insurance exacerbates adverse selection risks.

problem Lapse-supported life insurance increases adverse selection costs.
method Modeling 'Term to 100' contracts and analyzing three methods of managing lapse surplus.
result Adverse selection losses can be almost unlimited under certain conditions.

Ensemble learning is a powerful paradigm that has been usedin the top state-of-the-art machine learning methods like Random Forestsand XGBoost. Inspired by the success of such methods, we have devel-oped a new Genetic Programming method called Ensemble GP. The evo-lutionary cycle of Ensemble GP follows the same steps a…

2020-01-21abs ↗pdf ↗

Gradient boosting enhances existing Mendelian models for genetic disease risk prediction.

problem Improving existing Mendelian models for genetic disease risk prediction.
method Combining gradient boosting with existing Mendelian models.
result Improved model outperforms both original and gradient boosting-only models.

Genetic algorithms optimize neural networks for cosmological data analysis.

problem Inaccurate results from neural networks due to poor hyperparameter selection.
method Used genetic algorithms to optimize hyperparameters of neural networks.
result Genetic algorithms improve neural network performance in cosmological data analysis.

New causal models perform poorly when evaluated on biased training sets.

problem Sample selection bias affects the evaluation of causal models' prediction performance.
method Re-evaluated prediction performance of causal models on a genetic perturbation data set, proposing a less-biased evaluation set.
result Causal models have similar or worse performance when evaluated on a less-biased set compared to standard association-based estimators.

We analyze the accuracy of traffic simulations metamodels based on neural networks and gradient boosting models (LightGBM), applied to traffic optimization as fitness functions of genetic algorithms. Our metamodels approximate outcomes of traffic simulations (the total time of waiting on a red signal) taking as an inpu…

2018-12-02abs ↗pdf ↗

This paper demonstrates the use of genetic algorithms for evolving: 1) a grandmaster-level evaluation function, and 2) a search mechanism for a chess program, the parameter values of which are initialized randomly. The evaluation function of the program is evolved by learning from databases of (human) grandmaster games…

2017-11-21abs ↗pdf ↗

DL/FBF improves GPSR solutions by selecting compact, generalising expressions.

problem Overfitting and structural bloat in symbolic regression with genetic programming.
method Description length (DL) and fractional Bayes factor (FBF) criteria for selecting compact, generalising expressions.
result DL/FBF post-selection improves test performance compared to AIC/BIC baseline.

ENN method uses expectile regression for genetic data analysis of complex diseases.

problem Discover additional genetic variants contributing to complex diseases.
method Developed an expectile neural network (ENN) method integrating expectile regression and neural networks.
result ENN method outperforms existing expectile regression in discovering genetic variants predisposing to sub-populations.

Efficiently infers graph edges from genetic similarity data in landscape genetics.

problem Inferring unknown graph edges from genetic similarity data in a heterogeneous landscape.
method Developed an efficient first-order optimization method to solve the inverse landscape genetics problem.
result Our method provides fast and reliable convergence, significantly outperforming existing heuristics.

Improved genetic algorithm optimizes SVR for robust long-term stock index forecasting.

problem Inaccurate long-term stock price predictions.
method Adaptive Weighted Genetic Algorithm-Optimized SVR (IGA-SVR).
result Reduction in MAPE by 19.87% compared to LSTM and 50.03% compared to OGA-SVR.

The problem of automatic software generation is known as Machine Programming. In this work, we propose a framework based on genetic algorithms to solve this problem. Although genetic algorithms have been used successfully for many problems, one criticism is that hand-crafting its fitness function, the test that aims to…

2019-08-22abs ↗pdf ↗

In this paper we build a method to optimize Multi-Year Prospective Budgets. First we present a systemic model of Local Community Finances. Then, from two acceptable Multi-Year Prospective Budgets the method implements a Genetic Algorithm to generate a collection of admissible Multi-Year Prospective Budgets among which …

2013-06-12abs ↗pdf ↗

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to approximate directly a conditional distribution that encodes the null hypothesis, i…

2019-07-09abs ↗pdf ↗

We introduce GeNet, a method for shotgun metagenomic classification from raw DNA sequences that exploits the known hierarchical structure between labels for training. We provide a comparison with state-of-the-art methods Kraken and Centrifuge on datasets obtained from several sequencing technologies, in which dataset s…

2019-01-30abs ↗pdf ↗

Study improves cancer classification using gene selection and projection methods.

problem Overfitting in high-dimensional microarray datasets for cancer classification.
method FSWOR technique, random projection, Kendall test, ensemble classifiers, LDA projection, Naïve Bayes.
result Achieved a test score of 96%, significantly outperforming existing methods.

Genetic algorithms have been widely used in many practical optimization problems. Inspired by natural selection, operators, including mutation, crossover and selection, provide effective heuristics for search and black-box optimization. However, they have not been shown useful for deep reinforcement learning, possibly …

2017-11-03abs ↗pdf ↗

New method uses DNN for genetic variant identification, controlling randomness and improving interpretability.

problem Challenges in interpreting deep neural networks for genetic variant identification.
method Interpretable neural network model with controlled variable selection using ensembling, knockoffs, and de-randomization.
result The proposed method leads to more discoveries compared to conventional methods.

Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their transition probabilities vary along the chromosome) and have large support for self tran…

2016-11-02abs ↗pdf ↗

Optimizing a neural network's performance is a tedious and time taking process, this iterative process does not have any defined solution which can work for all the problems. Optimization can be roughly categorized into - Architecture and Hyperparameter optimization. Many algorithms have been devised to address this pr…

2018-11-05abs ↗pdf ↗

Paper uses AI to predict stock market volatility with neural networks and genetic algorithms.

problem Traditional methods for predicting stock market volatility have high errors.
method Back-propagation neural network and genetic algorithm integrated model.
result The model predicts future volatility with low errors and high accuracy.

Imbalanced datasets are ubiquitous. Classification performance on imbalanced datasets is generally poor for the minority class as the classifier cannot learn decision boundaries well. However, in sensitive applications like fraud detection, medical diagnosis, and spam identification, it is extremely important to classi…

2019-10-23abs ↗pdf ↗