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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.

168,657 papers · 148 categories

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4079119158 · May 202619922001200920172026
48 results for heterogeneous responses

Proposes a method to identify subgroup structure and estimate covariate effects for multivariate response data.

problem Identifying subgroup structure and estimating covariate effects in multivariate response data.
method Joint heterogeneity and reduced-rank learning framework using rank-constrained pairwise fusion penalization.
result Established the asymptotic properties of the estimators and proposed a predictive information criterion for rank selection.

The paper explores strong identifiability and parameter learning in regression models with heterogeneous responses.

problem Understanding heterogeneity in data populations through conditional distributions of a response variable.
method Investigation of strong identifiability, convergence rates, and posterior contraction behavior in finite mixture of regression models.
result Theoretical findings on conditions for strong identifiability and rates of convergence in regression mixture models.

Spatially-aware model improves earthquake hazard assessment accuracy.

problem Misrepresentation of seismic effects across diverse landscapes.
method Causal Bayesian network with Gaussian Processes and normalizing flows.
result Achieves up to 35.2% AUC improvement over existing methods.

Estimates price sensitivity from transaction data using a novel odds ratio method.

problem Estimate price sensitivity from transaction-level data with partially observed treatment assignments.
method Recursive partitioning procedure with adversarial imputation for robust estimation.
result Validated on synthetic data and applied to three case studies, demonstrating heterogeneity in treatment effects.

ATLAS separates invariant and transferable latent factors across diverse environments.

problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.

ChemCPA predicts cellular responses to novel drugs using transfer learning.

problem Scaling high-throughput screens to measure cellular responses for many drugs is costly and challenging.
method ChemCPA, a new encoder-decoder architecture combined with transfer learning.
result Training on existing bulk RNA HTS datasets improves generalization performance, reducing the need for extensive single-cell screens.

Heterogeneous SVO leads to diverse policies in sequential social dilemmas.

problem Understanding how diverse social value orientations affect behavior in sequential social dilemmas.
method Extending prior reinforcement learning studies, we instantiated heterogeneous SVO in a sequential social dilemma setting and measured task-specific diversity metrics.
result Heterogeneous SVO leads to meaningfully diverse policies across various incentive structures.

New method removes hidden confounders for unbiased treatment effect estimation.

problem Bias in treatment effect estimation due to unobserved confounders.
method Proposes a new debiased estimation approach via SVD to handle heterogeneous confounding.
result Established rate of convergence for the estimator under different noise conditions.

Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular, the correlation between the volatility derivative and the volatility realized in the next time period is a measure of the response function of the market particip…

2001-05-08abs ↗pdf ↗

CausalLongPFN predicts counterfactual outcomes from time-series data.

problem Predicting future outcomes under varying treatments in time-series data with confounding and heterogeneity.
method Prior-fitted network pretrained on synthetic episodes of temporal structural causal models.
result CausalLongPFN outperforms domain-trained models on factual and counterfactual prediction tasks.

Proposes SROF for row-wise fusion in federated learning for multivariate responses.

problem Heterogeneous client models with shared variable-level structure.
method Sparse Row-wise Fusion (SROF) regularizer and RowFed algorithm.
result Empirically shows consistent error reduction and stronger variable-level cluster recovery.

The paper develops a causal machine learning framework to optimize aid allocation.

problem Optimizing aid allocation to reduce new HIV infections in poor countries.
method The framework uses a balancing autoencoder, counterfactual generator, and inference model to predict heterogeneous treatment effects.
result The framework predicts a reduction of up to 3.3% in new HIV infections, saving 50,000 lives.

TransNet improves community detection on target networks using privacy-preserved source networks.

problem Community detection on sensitive network data with privacy constraints.
method Spectral clustering framework leveraging locally distributed privacy-preserved auxiliary networks via randomized response and adaptive weighting.
result TransNet delivers strong gains in community detection across various privacy levels and heterogeneity patterns.

Enhances machine learning for dynamic, interconnected entities.

problem Lack of systematic feature engineering for dynamic, interconnected entities.
method Augments current graph machine learning with comprehensive feature engineering in space and time.
result Improves supervised learning on heterogeneous, attributed entities interacting over time.

Paper models treatment effects by clustering patients with distinct survival characteristics.

problem Estimating treatment efficacy in clinical settings with censored outcomes.
method Latent variable approach to model heterogeneous treatment effects.
result The latent structure can mediate base survival rates and reveal actionable phenotypes.

We develop a behavioral asset pricing model in which agents trade in a market with information friction. Profit-maximizing agents switch between trading strategies in response to dynamic market conditions. Due to noisy private information about the fundamental value, the agents form different evaluations about heteroge…

2018-02-11abs ↗pdf ↗

This study evaluates subgroup analysis methods for time-to-event outcomes in randomized controlled trials.

problem Identifying subgroups of good responders in non-significant randomized controlled trials.
method Evaluation of several subgroup analysis algorithms for time-to-event outcomes using synthetic and semi-synthetic data.
result Provides a new synthetic and semi-synthetic data generation process and an open-source Python package for benchmarking.

Model trains agents to optimize saving and investment strategies for diverse retirement needs.

problem Optimal saving and investment strategies for individuals in varied employment and income profiles.
method Deep reinforcement learning to train intelligent agents with heterogeneous profiles.
result Flexible methodology estimates lifetime consumption and investment choices for different profiles.

Improved accuracy in dynamic response variation analysis using multi-fidelity data fusion.

problem Inefficient characterization of dynamic response variation due to limited high-fidelity data.
method Composite Neural Network fusion approach for multi-level, heterogeneous datasets.
result Improved accuracy in frequency response variation characterization.

Ensemble unsupervised anomaly detection using IRT for hidden ground truth.

problem Challenges in constructing an ensemble from unsupervised anomaly detection methods.
method Use Item Response Theory to compute latent traits and construct an ensemble that downplays noisy methods.
result Demonstrated effectiveness of IRT ensemble on extensive data repository.

The paper proposes a method to estimate heterogeneous treatment effects using pretraining strategies.

problem Estimating conditional average treatment effects (CATE) in the presence of many covariates.
method The approach leverages prognostic factors that also predict treatment effect heterogeneity, using the R-learner framework.
result The proposed method improves estimation accuracy and power for detecting treatment effect heterogeneity.

Digital personas improve survey results for stable attributes but fail for subjective responses.

problem When can digital personas reliably approximate human survey findings?
method Using LISS panel, constructed personas from background variables and survey histories, tested against held-out post-cutoff answers.
result Digital personas improve alignment with human response distributions for stable attributes but fail for subjective responses.

Heterogeneity is often natural in many contemporary applications involving massive data. While posing new challenges to effective learning, it can play a crucial role in powering meaningful scientific discoveries through the understanding of important differences among subpopulations of interest. In this paper, we expl…

2016-06-13abs ↗pdf ↗

ContiVAE estimates individual dose-response curves from unobserved confounders using observational data.

problem Estimating causal effects of continuous treatments considering unobserved confounders.
method Variational auto-encoder with a Tilted Gaussian prior distribution modeling hidden confounders as latent variables.
result ContiVAE outperforms existing methods by up to 62% in predicting individual dose-response curves.

We present an analysis of the price impact associated with trades effected by different financial firms. Using data from the Spanish Stock Market, we find a high degree of heterogeneity across different market members, both in the instantaneous impact functions and in the time-dependent market response to trades by ind…

2011-09-01abs ↗pdf ↗

New framework tackles stochastic latent subgroup heterogeneity in online decision-making.

problem Stochastic latent heterogeneity in online decision-making where individual responses vary with unobserved subgroups.
method Latent heterogeneous bandit framework using EM-greedy algorithm to learn subgroup probabilities and reward parameters.
result Achieves optimal estimation and classification guarantees, revealing a fundamental stochastic barrier in online decision-making.

Modeling price dynamics in response to order flow imbalance in Chinese futures markets.

problem Understanding price dynamics in markets with order flow imbalance.
method Modeling order flow imbalance as an Ornstein-Uhlenbeck process with memory and mean-reverting characteristics.
result Horizon-dependent heterogeneity in conventional metrics' interaction with order flow imbalance.

Study shows how sentiment shocks affect equity markets, revealing asymmetries and state-dependent effects.

problem Understanding how sentiment shocks propagate through equity markets and their impact on different investor groups.
method Used four independent proxies with sign-aligned kappa-rho parameters, calibrated a structural model to link sentiment to returns.
result A one standard deviation sentiment shock has a 1.06 basis point impact, with effects amplified over 11.2 months and concentrated in retail-tilted stocks.

Survey on ML advances for personalized prediction considering entity characteristics.

problem Sub-optimal performance in personalized prediction due to heterogeneity in data across entities.
method Organized current literature on entity-aware modeling based on characteristics availability and training data amount.
result Recent innovations in uncertainty quantification, fairness, and knowledge-guided machine learning can improve entity-aware modeling.

How do macro-financial shocks affect investor behavior and market dynamics? Recent evidence on experience effects suggests a long-lasting influence of personally experienced outcomes on investor beliefs and investment, but also significant differences across older and younger generations. We formalize experience-based …

2016-12-30abs ↗pdf ↗

Proposes modifications to model-based forests for HTE estimation in observational data.

problem Estimating heterogeneous treatment effects in observational studies with complex outcomes.
method Orthogonalization strategy from Robinson (1988) applied to model-based forests.
result The orthogonalization strategy reduces confounding effects in simulated studies.

Develops HCQRF for estimating heterogeneous treatment effects with censored data.

problem Estimating heterogeneous treatment effects on censored responses with high-dimensional variables.
method Hybrid Censored Quantile Regression Forest (HCQRF) combining random forests and censored quantile regression.
result Demonstrates the effectiveness and stability of HCQRF through simulation studies and real-world application.

RLGP model improves robustness and accuracy for discontinuous response surfaces.

problem Challenges in modeling abrupt jumps and discontinuities in response surfaces.
method Integrates adaptive nearest-neighbor selection with robustification mechanism.
result Consistently delivers high predictive accuracy and robustness in higher dimensions.