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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.

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48 results for impairments

We study the effect of impairment on stochastic multi-armed bandits and develop new ways to mitigate it. Impairment effect is the phenomena where an agent only accrues reward for an action if they have played it at least a few times in the recent past. It is practically motivated by repetition and recency effects in do…

2018-11-22abs ↗pdf ↗

Deep learning ensemble improves Alzheimer vs. Mild Cognitive Impairment diagnosis.

problem Differentiating Alzheimer Disease from Mild Cognitive Impairment.
method Hybrid deep learning ensemble framework using MRI slices, pretrained models, and stacked ensemble learning.
result State-of-the-art accuracy (99.21%) for Alzheimer vs. Mild Cognitive Impairment classification.

DNNs improve localization from channel estimates, overcoming practical impairments.

problem Improving localization accuracy from channel estimates in Massive MIMO systems.
method Principled feature design for DNNs invariant to practical impairments.
result DNN achieves high localization accuracy and generalization capability.

In this paper, we address an issue that the visually impaired commonly face while crossing intersections and propose a solution that takes form as a mobile application. The application utilizes a deep learning convolutional neural network model, LytNetV2, to output necessary information that the visually impaired may l…

2019-09-14abs ↗pdf ↗

The study reveals fundamental limits of fraud detection in card payment networks.

problem Fraud detection in card payment networks is challenging due to structural information impairments.
method Formalized card authorization as a sequential decision problem with delayed feedback, derived minimax regret lower bound.
result Improving issuer reporting quality or reducing censorship can yield larger reductions in the regret floor than increasing model complexity.

Scoping review finds EEG key in MCI research, identifying ERP/EEG, QEEG, and machine learning.

problem Identifying MCI early and accurately.
method Scoping review with co-occurrence analysis and PAGER framework.
result Main research themes identified: ERP/EEG, QEEG, and EEG-based machine learning.

Study shows statistical biases can mislead transformer models, impairing their generalization.

problem Statistical biases in transformers affect their ability to generalize.
method Evaluated transformer models on synthetic algorithmic tasks with varying statistical biases.
result Statistical biases lead to overestimation of transformer models' generalization capabilities.

Shapley value improves model interpretation but not causal inference.

problem Improving model interpretability without losing predictive power.
method Analyzed Shapley value in Bayesian networks, linking it to conditional independence.
result Eliminating high Shapley value variables does not harm predictive performance, but low Shapley value variables can.

New method predicts Alzheimer's risk with individual uncertainty estimates.

problem Predicting conversion from mild cognitive impairment to Alzheimer's disease.
method Persistent homology of clinical trajectories combined with stacking ensemble.
result Pipeline achieves high accuracy and individual-level uncertainty quantification.

Study detects SLI in children from spontaneous narrative transcripts.

problem Detecting Specific Language Impairment (SLI) in children.
method Three-stage pipeline: feature extraction, dimensionality reduction, and classification.
result 97.13% accuracy in identifying SLI from transcripts.

A Markov-chain model is developed for the purpose estimation of the cure rate of non-performing loans. The technique is performed collectively, on portfolios and it can be applicable in the process of calculation of credit impairment. It is efficient in terms of data manipulation costs which makes it accessible even to…

2018-05-30abs ↗pdf ↗

Model predicts counterfactuals under domain shift and inaccessible variables.

problem Runtime domain corruption impairs counterfactual prediction.
method Subsumes counterfactual prediction under domain adaptation, uses adversarial domain adaptation to reduce distribution disparity.
result VEGAN outperforms baselines in individual-level treatment effect estimation.

The European sovereign debt crisis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of financial institutions. This study presents a computer simulation model to analyze the risk of insolvency of banks and defaults in a bank credit…

2012-04-25abs ↗pdf ↗

Similar to humans and animals, deep artificial neural networks exhibit critical periods during which a temporary stimulus deficit can impair the development of a skill. The extent of the impairment depends on the onset and length of the deficit window, as in animal models, and on the size of the neural network. Deficit…

2017-11-24abs ↗pdf ↗

Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that all possible differences between samples are of interest -- discovered difference…

2017-03-22abs ↗pdf ↗

The paper addresses bias in fraud detection models by improving label recovery in payment networks.

problem Systematic bias in chargeback labels in payment networks.
method Formalizes the observation pipeline as a sequential missing-data problem with three stages and a corruption layer. Constructs the Sequential Triply Robust (STR) estimator to correct for all four impairments simultaneously.
result Achieves the semiparametric efficiency bound and provably dominates naive chargeback-based training in mean squared error.

Computational paralinguistic analysis is increasingly being used in a wide range of cyber applications, including security-sensitive applications such as speaker verification, deceptive speech detection, and medical diagnostics. While state-of-the-art machine learning techniques, such as deep neural networks, can provi…

2017-11-09abs ↗pdf ↗

Enhanced financial forecasting using supervised autoencoders with noise augmentation and triple labeling.

problem Improving investment strategy performance on noisy financial data.
method Supervised autoencoders with noise augmentation and triple barrier labeling.
result Supervised autoencoders with balanced noise augmentation and bottleneck size significantly boost strategy effectiveness.

Semi-supervised learning methods are motivated by the availability of large datasets with unlabeled features in addition to labeled data. Unlabeled data is, however, not guaranteed to improve classification performance and has in fact been reported to impair the performance in certain cases. A fundamental source of err…

2018-11-27abs ↗pdf ↗

Arguably, unsupervised learning plays a crucial role in the majority of algorithms for processing brain imaging. A recently introduced unsupervised approach Deep InfoMax (DIM) is a promising tool for exploring brain structure in a flexible non-linear way. In this paper, we investigate the use of variants of DIM in a se…

2019-04-24abs ↗pdf ↗

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we employ posterior distributions over models, thus taking into account in a princi…

2016-07-07abs ↗pdf ↗

Improved conversion rate prediction in online advertising using self-supervised pre-training.

problem Data sparsity and calibration issues in predicting conversions given clicks.
method Self-supervised pre-training on all conversion events to enrich CVR prediction model without compromising calibration.
result Improvements in offline training and online A/B tests, with full deployment to Yahoo native advertising system.

We study optimization methods for solving the maximum likelihood formulation of independent component analysis (ICA). We consider both the the problem constrained to white signals and the unconstrained problem. The Hessian of the objective function is costly to compute, which renders Newton's method impractical for lar…

2018-06-25abs ↗pdf ↗

To mitigate potential contagion from future banking crises, the European Commission recently proposed a framework which would provide for the bail-in\textit{bail-in} of bank creditors in the event of failure. In this study, we examine this framework retrospectively in the context of failed European banks during the global f…

2014-03-29abs ↗pdf ↗