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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.

168,742 papers · 148 categories

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48 results for heterogeneous risk profiles

This paper optimizes cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.

problem Optimizing cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.
method Combining strategic behavior of players with contagion dynamics, a method is extended to determine optimal resource allocation based on simple network metrics weighted by risk profiles.
result The asymmetry between attacker and defender valuations drives optimal attack and defense strategies, shaping system resilience.

Various types of structures that enable a group of individuals to pool their mortality risk have been proposed in the literature. Collectively, the structures are called pooled annuity funds. Since the pooled annuity funds propose different methods of pooling mortality risk, we investigate the connections between them …

2013-11-20abs ↗pdf ↗

Profile graphical models represent multivariate dependence under varying risk factors.

problem Capturing varying conditional independence structures across different levels of a risk factor.
method Introducing a novel class of graphical models (profile graphical models) that represent multivariate dependence under varying risk factors, and developing a Bayesian approach for learning shared sparsity structures.
result Demonstrated enhanced ability to capture subject-specific differences in protein network data from acute myeloid leukemia.

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.

The paper analyzes ridge regression with random features for non-identically distributed data.

problem Analyzing ridge regression performance for data with heterogeneous variance profiles.
method Combining linear-plus-chaos approximation and operator-valued free probability.
result Derives asymptotic equivalents for training and test risks under non-identically distributed data.

The study analyzes how large language models form and express investor risk profiles.

problem Understanding how large language models (LLMs) form and express investor risk profiles.
method Examined three LLMs (GPT, Gemini, and Llama) and assessed their responses to a standardized risk questionnaire under varying prompts.
result LLMs generally form long-term investment profiles, but they exhibit different risk tolerance levels.

New method resolves causal heterogeneity by defining a resolution profile.

problem Causal subgroup analyses often oversimplify heterogeneity into a small number of groups.
method Introduces a resolution profile as a functional of the causal feature law, using Bayesian-bootstrap inference.
result Shows that the resolution profile is a continuous path with discontinuities at knots, providing integer-valued subgroup numbers.

Trans-GLMC tackles source heterogeneity in transfer learning for structured clusters.

problem Source heterogeneity makes it hard to use multiple related auxiliary sources effectively.
method Trans-GLMC constructs clusters of sources, then combines global fusion, within-cluster refinement, and target debiasing.
result Improves facility-specific prediction and identifies interpretable communities of hospitals with mutual transferability.

The paper develops a hybrid model for optimal order execution in markets with heterogeneous market makers.

problem Optimal liquidation in markets with limited inventory and risk capacity.
method Derives a reduced form model for aggregated inventory dynamics considering price impact.
result Optimal execution can be modeled as a linear-quadratic stochastic control problem.

Modeling correlated mutations in cancer for personalized treatment.

problem Identifying mutations for personalized cancer therapy in heterogeneous profiles.
method Proposed correlated zero-inflated negative binomial process with mixed beta-Bernoulli and variational inference.
result Identified biologically relevant correlations between somatic mutations.

Expanding on techniques of concentration of measure, we develop a quantitative framework for modeling liquidity risk using convex risk measures. The fundamental objects of study are curves of the form (ρ(λX))λ0(ρ(λX))_{λ\ge 0}, where ρρ is a convex risk measure and XX a random variable, and we call such a curve a \emph{liqu…

2015-10-23abs ↗pdf ↗

We introduce the anti-profile Support Vector Machine (apSVM) as a novel algorithm to address the anomaly classification problem, an extension of anomaly detection where the goal is to distinguish data samples from a number of anomalous and heterogeneous classes based on their pattern of deviation from a normal stable c…

2013-01-15abs ↗pdf ↗

Paper develops a method to predict cancer patient survival using molecular profiles.

problem Accurately predicting cancer patient survival with complex survival-molecular profile relationships.
method Kernel Cox partially linear regression with a novel regularized garrotized kernel machine (RegGKM) method.
result The proposed method outperforms other methods in predicting survival accuracy.

Study ridge regression for non-identically distributed data with varying variances.

problem Investigate high-dimensional regression with non-identical data variance.
method Propose a random effect model and use tools from random matrix theory.
result Highlight the double descent phenomenon in high-dimensional regression for certain variance profiles.

The paper proposes a new method for clustering survival data using smoothed log-hazard trajectories.

problem Clustering survival data based on instantaneous risk dynamics.
method Functional Principal Component Analysis applied to B-spline smoothed log-hazard trajectories.
result The proposed method provides an interpretable representation of relative temporal risk dynamics.

This paper reviews statistical and machine learning methods for anti-money laundering.

problem Lack of scientific literature on statistical and machine learning methods for anti-money laundering.
method Client risk profiling and suspicious behavior flagging.
result Client risk profiling involves diagnostics, while suspicious behavior flagging involves non-disclosed features and hand-crafted risk indices.

We study risk-sensitive imitation learning where the agent's goal is to perform at least as well as the expert in terms of a risk profile. We first formulate our risk-sensitive imitation learning setting. We consider the generative adversarial approach to imitation learning (GAIL) and derive an optimization problem for…

2018-08-13abs ↗pdf ↗

Study proposes a tax-based system to share disaster risk among regions.

problem Systemic risk in catastrophic events and insurer insolvency.
method Public-private partnership with government intervention through taxation.
result Taxation system effectively shares residual claims in case of insurer insolvency.

One of the key elements in the banking industry rely on the appropriate selection of customers. In order to manage credit risk, banks dedicate special efforts in order to classify customers according to their risk. The usual decision making process consists in gathering personal and financial information about the borr…

2017-04-14abs ↗pdf ↗

Researchers infer firm-level supply chain networks from sector-level data to assess systemic risk.

problem Estimating systemic risk in economic systems using firm-level data.
method Maximum-entropy algorithms applied to input-output tables and firm-level aggregate output data.
result The most realistic systemic risk content is retrieved by models incorporating disaggregated firm-specific inputs by sector.

We refine Expected Shortfall by controlling different tail portions, offering tailored risk assessments.

problem Risk assessment in financial positions, especially in tail regions.
method Introducing adjusted Expected Shortfall measures that control different tail portions.
result Adjusted Expected Shortfall measures ensure risk does not exceed specified thresholds for various probability levels.

Study risk sharing among agents with varying risk preferences.

problem Risk sharing among agents with heterogeneous risk measures.
method Derive explicit solutions for inf-convolution and counter-monotonic inf-convolution under varying risk seeking.
result Explicit solutions for inf-convolution and counter-monotonic inf-convolution can be represented by a generalization of distortion risk measures.

New model clusters cells and individuals, revealing genetic influences on cell types.

problem Clustering nested data with group-level and observation-level variables.
method Nested Atoms Model (NAM), Bayesian nonparametric approach.
result Identifies clusters of genetically similar individuals with homogeneous cell-type profiles.

V1 cortex reconstructs images as Poisson equation solutions with varying weights.

problem Reconstructing images from V1 cortical cell receptive profiles.
method Solves a heterogeneous Poisson equation with varying weights representing neural connectivity.
result Reconstructions converge to homogeneous solutions using homogenization techniques.

New method targets relative risk heterogeneity in clinical trials.

problem Identifying treatment effects across subgroups with absolute risk differences.
method Modified causal forests using a novel node-splitting procedure based on relative risk.
result Relative risk causal forests can capture heterogeneity not detected by absolute risk methods.

Model shows how heterogeneity in strategies and risk tolerance affects financial market stability.

problem Understanding how heterogeneity impacts financial market dynamics.
method Agent-based model incorporating heterogeneous investment strategies and risk tolerance.
result Heterogeneity in strategies and risk tolerance suppresses price fluctuations.

The goal of this paper is to study organized flocking behavior and systemic risk in heterogeneous mean-field interacting diffusions. We illustrate in a number of case studies the effect of heterogeneity in the behavior of systemic risk in the system, i.e., the risk that several agents default simultaneously as a result…

2016-07-28abs ↗pdf ↗

Optimal risk sharing found for heterogeneous risk attitudes using distortion risk measures.

problem Risk sharing in economies with diverse risk attitudes.
method Modeling preferences with distortion risk measures, using comonotonic and counter-monotonic principles.
result Optimal risk sharing strategies identified based on risk attitudes, reducing the nn-agent problem to a two-agent formulation.

A machine learning model improves relative valuation of municipal bonds.

problem Challenges in determining the value or relative value of municipal bonds.
method Proposes a supervised similarity framework using CatBoost algorithm to identify similar bonds based on risk profiles.
result The similarity-based method outperforms rule-based and heuristic-based methods in back-testing.

Study optimal investment decisions for diverse risk-tolerant agents.

problem Optimizing investment choices for agents with varying risk preferences.
method Characterizes optimal behavior using certainty equivalents and lognormal risks.
result Derives optimal decision menus under known and uncertain preference distributions.

The paper analyzes systemic risk in an insurance model with multiple business lines and heterogeneous claims.

problem Analyzing systemic risk in a multi-dimensional insurance model with heterogeneous claims.
method A multi-dimensional Lévy process-based renewal risk model with pairwise asymptotic independence (PAI).
result Asymptotic formulas for tail probabilities and systemic risk measures are derived.

Distributed learning adapts to diverse devices, improving performance.

problem Training neural networks on devices with varying capabilities and resources.
method Each device trains a customized neural network, sharing parameters with others.
result Achieves higher rewards on more powerful devices without sacrificing weaker ones.

We show how risk measures originally defined in a model free framework in terms of acceptance sets and reference assets imply a meaningful underlying probability structure. Hereafter we construct a maximal domain of definition of the risk measure respecting the underlying ambiguity profile. We particularly emphasise li…

2017-03-03abs ↗pdf ↗

Model predicts and optimizes trading of electricity price spreads across multiple zones.

problem Forecasting and optimizing day-ahead versus real-time price spreads in U.S. electricity markets.
method Unified statistical model for positive and negative spikes, structural price impact model based on bid stacks.
result Optimal trading strategy improves risk-return profile and highlights market heterogeneity.