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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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77154230307 · Jun 202019922001200920172026
48 results for incremental validity indices

Cluster analysis is used to explore structure in unlabeled data sets in a wide range of applications. An important part of cluster analysis is validating the quality of computationally obtained clusters. A large number of different internal indices have been developed for validation in the offline setting. However, thi…

2018-01-08abs ↗pdf ↗

iCVI-ARTMAP accelerates clustering with adaptive resonance theory and validity indices.

problem Improving clustering efficiency and accuracy using adaptive resonance theory.
method Integrates adaptive resonance theory (ARTMAP) with incremental cluster validity indices (iCVIs) for clustering.
result Significantly reduces clustering time and outperforms other methods on synthetic and real-world data.

Tensor decompositions are invaluable tools in analyzing multimodal datasets. In many real-world scenarios, such datasets are far from being static, to the contrary they tend to grow over time. For instance, in an online social network setting, as we observe new interactions over time, our dataset gets updated in its "t…

2017-09-03abs ↗pdf ↗

Recent studies have found that the log-volatility of asset returns exhibit roughness. This study investigates roughness or the anti-persistence of Bitcoin volatility. Using the multifractal detrended fluctuation analysis, we obtain the generalized Hurst exponent of the log-volatility increments and find that the genera…

2019-04-28abs ↗pdf ↗

The statistical properties of the increments x(t+T) - x(t) of a financial time series depend on the time resolution T on which the increments are considered. A non-parametric approach is used to study the scale dependence of the empirical distribution of the price increments x(t+T) - x(t) of S&P Index futures, for time…

1997-05-08abs ↗pdf ↗

This paper presents a novel approach for incremental semiparametric inverse dynamics learning. In particular, we consider the mixture of two approaches: Parametric modeling based on rigid body dynamics equations and nonparametric modeling based on incremental kernel methods, with no prior information on the mechanical …

2016-01-18abs ↗pdf ↗

Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally expensive process. In this paper, we propose a new approach to reduce the computa…

2015-06-30abs ↗pdf ↗

Paper presents a method for imputing and forecasting structural response from incomplete sensor data.

problem Missing sensor data in structural health monitoring (SHM).
method Incremental Bayesian tensor learning for spatiotemporal missing data reconstruction and forecasting.
result The proposed method achieves accurate and robust imputation and prediction even with high rates of missing data.

PrIU optimizes machine learning model updates after data cleaning.

problem Incrementally updating machine learning models after removing problematic training samples.
method Provenance-based approach for efficient model parameter updates.
result PrIU-opt achieves up to two orders of magnitude speed-up compared to retraining from scratch.

Narrative disclosures in 10-K filings improve bankruptcy prediction beyond accounting ratios.

problem Traditional bankruptcy prediction models rely on accounting ratios, which may not capture early warning signals.
method Developed a PB Stress Score based on distress-specific language in 10-K narratives, evaluated against accounting and dictionary benchmarks.
result Adding the PB Stress Score increases AUC from 0.8323 to 0.9019 and improves top-decile bankruptcy capture from 44.12% to 64.71%.

New algorithm improves on EM for streaming data, outperforming existing methods.

problem Processing high-volume, streaming data efficiently.
method Incremental stochastic Majorization-Minimization (MM) algorithm.
result The algorithm converges to a stationary point with vanishing gradient.

Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of real GDP per capita with a numerator potentially constant for the largest develo…

2008-11-06abs ↗pdf ↗

Paper improves privacy-preserving measurement of advertising incrementality.

problem Privacy degradation in randomized lift tests for advertising measurement.
method Formulates a robust causal decision problem under signal losses, projecting clean worlds onto incrementality.
result Sharp decision frontier shows valid certification or rejection outside the frontier.

This paper reviews and proposes a new approach for evaluating internal cluster validation indices.

problem Selecting the best-performing unsupervised classification algorithm without external information.
method Examines and proposes a new evaluation approach for internal validation indices.
result Suggests a new evaluation approach for internal validation indices.

Efficient algorithms solve large-scale DRSVM problems.

problem Optimizing support vector machines under worst-case distribution uncertainty.
method Epigraphical projection-based incremental algorithms.
result Incremental algorithms solve DRSVM problems up to 1000x faster than state-of-the-art methods.

In this paper we present an incremental variant of the Twin Support Vector Machine (TWSVM) called Fuzzy Bounded Twin Support Vector Machine (FBTWSVM) to deal with large datasets and learning from data streams. We combine the TWSVM with a fuzzy membership function, so that each input has a different contribution to each…

2019-07-22abs ↗pdf ↗

The paper challenges the validity of cluster validity measures in unsupervised learning.

problem The validity of cluster validity measures in selecting optimal clusterings.
method The authors investigate the use of cluster validity measures as objective functions in unsupervised learning and introduce a new variant of the Dunn index.
result Many cluster validity measures promote clusterings that do not match expert knowledge well.

Develops a new cluster validity index to find multiple optimal cluster numbers.

problem Finding the optimal number of clusters in real-world data with varying densities, sizes, and shapes.
method A new correlation-based cluster validity index that yields multiple local peaks.
result The new index finds multiple optimal cluster numbers in various scenarios.

The growth rate of real GDP per capita in the biggest OECD countries is represented as a sum of two components - a steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the growth rate is modelled by an inverse function of real GDP per capita with a con…

2012-05-25abs ↗pdf ↗

As we enter into the big data age and an avalanche of images have become readily available, recognition systems face the need to move from close, lab settings where the number of classes and training data are fixed, to dynamic scenarios where the number of categories to be recognized grows continuously over time, as we…

2016-04-08abs ↗pdf ↗

We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental LDA can process massive document collections, does not require to set a learning …

2015-07-17abs ↗pdf ↗

A new framework uses an Incremental Transformer to design geopolymer mixtures efficiently.

problem Designing geopolymer mixtures with limited data and physical constraints.
method Topology-aware surrogate framework guided by Incremental Transformer.
result The design space is redundant, with fewer effective mixture regimes.

Develops platforms to analyze social media data for human behavior and emotions.

problem Understanding human behavior and emotions from social media data.
method Self-structuring incremental machine learning, event detection, natural language processing.
result Captured salient topics and events from social media data, validated against news.

The concepts of scale invariance, self-similarity and scaling have been fruitfully applied to the study of price fluctuations in financial markets. After a brief review of the properties of stable Levy distributions and their applications to market data we indicate the shortcomings of such models and describe the trunc…

1997-05-09abs ↗pdf ↗

DPGIIL clusters structural anomalies using transmissibility functions with deep learning and Dirichlet process.

problem Clustering structural anomalies in high-dimensional streaming data with optimal cluster number determination.
method Combines Dirichlet process and deep generative models for incremental learning and anomaly detection.
result DPGIIL outperforms traditional methods in anomaly detection and clustering.

Inverse reinforcement learning (IRL) is the problem of learning the preferences of an agent from the observations of its behavior on a task. While this problem has been well investigated, the related problem of {\em online} IRL---where the observations are incrementally accrued, yet the demands of the application often…

2018-05-21abs ↗pdf ↗

Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data process-monitoring applications. We propose a new iterative sampling-based method for SVDD…

2016-06-16abs ↗pdf ↗

New method improves online nonparametric estimators with minimal extra computation.

problem Model selection and hyperparameter tuning for online nonparametric estimators.
method Weighted rolling validation procedure for online cross-validation.
result Improves base estimators to achieve better heuristic performance and adaptive convergence rate.

This paper tackles deep clustering evaluation challenges in high-dimensional data.

problem Evaluation of deep clustering methods is problematic due to the curse of dimensionality and variations in embedding spaces.
method Develops a theoretical framework to highlight the ineffectiveness of internal validation measures and proposes a systematic approach to applying clustering validity indices in deep learning.
result The proposed framework reduces misguidance from improper use of clustering validity indices in deep learning.

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments. Furthermore, the convergence to the limit distributions can be slow, requiring a huge am…

2011-05-31abs ↗pdf ↗