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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 hot spot prediction

The study proves constant-curvature analogues of hot spots conjecture for triangles.

problem Proving the hot spots conjecture in constant curvature domains.
method Analyzing geodesic triangles of constant negative curvature and using Killing fields.
result First mixed Dirichlet-Neumann Laplace eigenfunctions have no non-vertex critical points in constant curvature triangles.

Predictive policing models can be biased by differential crime reporting rates.

problem Bias in predictive policing models due to differential crime reporting.
method Simulation based on Bogotá, Colombia's victimization and crime reporting data.
result Differential crime reporting rates can lead to misallocation of police patrols.

Develops comparison methods for semilinear elliptic problems on Riemannian manifolds with Ricci lower bound.

problem Analyzing positive solutions of semilinear Dirichlet problems on Riemannian manifolds with Ricci lower bound.
method Sharp pointwise gradient comparison method, derived from admissibility and structural conditions on f.
result Explicit isoperimetric-type inequality and quantitative hot-spot localization estimate.

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this case financial market dynamics, in an equation-free manner by decomposing the s…

2015-08-18abs ↗pdf ↗

Agents trained in simulation may make errors in the real world due to mismatches between training and execution environments. These mistakes can be dangerous and difficult to discover because the agent cannot predict them a priori. We propose using oracle feedback to learn a predictive model of these blind spots to red…

2018-05-23abs ↗pdf ↗

New insights into spectral clustering reveal strong connections within eigenvectors.

problem Clustering on graphs when there are two underlying clusters.
method Analyzes the eigenvector corresponding to the second largest eigenvalue of the adjacency matrix.
result Vertices with extreme values in the eigenvector are more reliably classified.

Researchers use Gaussian Process Regression to improve accuracy of a low-cost hot-wire anemometer.

problem Improving accuracy of low-cost hot-wire anemometers in varying temperatures.
method Probabilistic calibration using Gaussian Process Regression.
result The method provides good performance in estimating actual wind speeds, including uncertainty.

Attention mechanism is a hot spot in deep learning field. Using channel attention model is an effective method for improving the performance of the convolutional neural network. Squeeze-and-Excitation block takes advantage of the channel dependence, selectively emphasizing the important channels and compressing the rel…

2019-01-06abs ↗pdf ↗

The paper explains stock predictability by integrating rational finance without behavioral finance assumptions.

problem The predictability of stock returns observed in the stock market.
method Developed a statistical model within rational finance to incorporate stock predictability into the Black-Scholes formula.
result Empirical analysis shows asymmetric predictability by spot and option traders, and potential stock return predictors.

Study compares two factor models for electricity spot prices across different periods.

problem Analyzing performance of factor models for electricity spot prices in various time periods.
method Developed a Markov Chain Monte Carlo method for model calibration and used simulations and posterior predictive checks for evaluation.
result 4-factor model outperforms 3-factor model in non-crisis times, but not in crises.

SpotV2Net forecasts intraday spot volatilities using graph attention networks.

problem Forecasting multivariate intraday spot volatilities accurately.
method Graph Attention Network architecture with Fourier estimates of spot and vol-of-vol volatilities.
result SpotV2Net outperforms other models in forecasting accuracy.

Dual model predicts electricity spot prices using neural networks and wavelets.

problem Forecasting hourly electricity spot prices.
method Dual generalized long memory modelling with k-factor GARMA and G-GARCH models, using LLWNN and PSO for variance prediction.
result The hybrid k-factor GARMA-LLWNN model outperforms other methods in forecasting accuracy.

Decision trees improve decision-making by optimizing predictions of unknown parameters.

problem Optimizing decisions based on predicted unknown parameters.
method SPO Trees (SPOTs) for training decision trees under the SPO loss function.
result SPOTs provide higher quality decisions and significantly lower model complexity compared to other machine learning approaches.

Energy consumption for hot water production is a major draw in high efficiency buildings. Optimizing this has typically been approached from a thermodynamics perspective, decoupled from occupant influence. Furthermore, optimization usually presupposes existence of a detailed dynamics model for the hot water system. The…

2018-01-04abs ↗pdf ↗

Investigates how neural network graph structure impacts predictive performance.

problem Lack of understanding between neural network graph structure and predictive performance.
method Developed relational graph representation to analyze neural networks, identifying a 'sweet spot' for improved performance.
result Identified a 'sweet spot' in relational graph structure that significantly improves neural network predictive performance.

Fast probabilistic option price predictions using modular Bayesian inference.

problem Accurate probabilistic predictions of future option prices.
method Modular approximate Bayesian inference framework that combines multiple data sources.
result Accurate probabilistic option-price predictions in realistic scenarios.

The rise in popularity of major social media platforms have enabled people to share photos and textual information about their daily life. One of the popular topics about which information is shared is food. Since a lot of media about food are attributed to particular locations and restaurants, information like spatio-…

2019-06-26abs ↗pdf ↗

The paper compares one-hot encoding to Naïve Bayes for categorical variables.

problem Incorrect one-hot encoding affects Naïve Bayes performance.
method Mathematical and experimental analysis of PoB vs. categorical Naïve Bayes.
result Posterior probabilities are usually greater in the PoB case, but agree on the maximum a posteriori class label.

Hollow-tree Super resolves feature importance in large datasets.

problem Lack of effective scaling for large feature numbers in boosted tree models.
method Hollow-tree Super (HOTS) methodology for feature importance visualization.
result HOTS effectively resolves feature importance and directionality in high-dimensional neuroscientific data.

For statistical learning, categorical variables in a table are usually considered as discrete entities and encoded separately to feature vectors, e.g., with one-hot encoding. "Dirty" non-curated data gives rise to categorical variables with a very high cardinality but redundancy: several categories reflect the same ent…

2018-06-04abs ↗pdf ↗

Enhances GBDT robustness with one-hot encoding and regularization.

problem Low robustness of GBDT models against covariate perturbation.
method One-hot encoding to linear framework, risk decomposition, L1L_1 or L2L_2 regularization.
result Regularization enhances GBDT robustness.

AI models failed to profitably predict cryptocurrency extrema on Binance Spot.

problem Tackling the profitability of candle-based machine learning models for short-term cryptocurrency trading.
method Scripted fixed-seed model runs and deterministic simulators with human supervision.
result Strongest evidence found negative, with models underperforming buy-and-hold strategies.

Enhances graph neural networks with structural message-passing for better generalization.

problem Limited representation power and inability to learn basic graph topological properties.
method Proposes a framework that includes a one-hot encoding of nodes and parametrized message and update functions ensuring permutation equivariance.
result Achieves state-of-the-art results on molecular graph regression on the ZINC dataset.

Proposes HOT method for robust multi-view learning.

problem Inability of traditional methods to handle unaligned and non-distributionally aligned views.
method Hierarchical optimal transport (HOT) method that penalizes sliced Wasserstein distances between different views.
result HOT method achieves robust performance on both synthetic and real-world tasks.

Paper develops new spot regression estimators using candlesticks for asset pricing.

problem Estimation of spot betas in asset pricing and risk management.
method Develops a new estimation and inference framework for spot regressions using high-frequency candlesticks.
result The proposed candlestick-based estimators reduce estimation risk and achieve higher power in hypothesis testing.

A new sampler for FLMs improves token-level decoding controls.

problem Sampling from FLMs using standard methods collapses marginals and produces invalid sequences.
method Samples clean one-hot endpoints from FLM token marginals and uses Ornstein-Uhlenbeck bridges conditioned on these endpoints.
result The method preserves token-wise posterior-predictive marginals and improves quality-diversity tradeoff.

flexBART improves BART for categorical predictors by creating flexible tree partitions.

problem Limitation of BART in handling categorical predictors with one-hot encoding.
method flexBART re-implements BART with regression trees that can assign multiple levels to both branches of a decision tree node, and proposes a new decision rule prior for spatial data.
result flexBART often yields improved predictive performance and scales better to larger datasets than existing BART implementations.

Missing data imputation can help improve the performance of prediction models in situations where missing data hide useful information. This paper compares methods for imputing missing categorical data for supervised classification tasks. We experiment on two machine learning benchmark datasets with missing categorical…

2016-10-28abs ↗pdf ↗