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.
New methods resolve conflicting treatment effect estimates in health tech assessments.
Develops exact and invariant study-based decompositions for network meta-analysis.
Direct neural network calibration outperforms indirect method for rough volatility models.
We investigate the dynamic stability of the indirect utility process associated with a (possibly suboptimal) trading strategy under perturbations of the market. Establishing the reverse conjugacy characterizations first, we prove continuity and first-order convergence of the indirect-utility process under simultaneous …
According to conventional wisdom, ambiguity accelerates optimal timing by decreasing the value of waiting in comparison with the unambiguous benchmark case. We study this mechanism in a multidimensional setting and show that in a multifactor model ambiguity does not only influence the rate at which the underlying proce…
Paper tackles RUL prediction with scarce data using indirect supervision.
Machine learning models trained on indirect data labels can fail on real-world examples.
Unified framework for learning with indirect supervision signals.
PLRM synthesizes labels from mismatched sources for better training sets.
We address the problem of gauging the influence exerted by a given country on the global trade market from the viewpoint of complex networks. In particular, we apply the PWP method for computing indirect influences on the world trade network.
Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal policy of the Markov decision process problem. The former solves the optimal poli…
Study shows cooperation can improve everyone's market efficiency.
Unified framework for estimating indirect effects in observational studies with unmeasured confounding.
This study compares direct and indirect methods for estimating own funds in life insurance, finding indirect methods more effective under realistic asset-liability coupling.
Estimates causal effects using machine learning for binary treatment and mediator.
The relationship between international trade and foreign direct investment (FDI) is one of the main features of globalization. In this paper we investigate the effects of FDI on trade from a network perspective, since FDI takes not only direct but also indirect channels from origin to destination countries because of f…
Weakly-supervised learning is a paradigm for alleviating the scarcity of labeled data by leveraging lower-quality but larger-scale supervision signals. While existing work mainly focuses on utilizing a certain type of weak supervision, we present a probabilistic framework, learning from indirect observations, for learn…
New method for learning indirectly through control variables.
Financial markets are exposed to systemic risk, the risk that a substantial fraction of the system ceases to function and collapses. Systemic risk can propagate through different mechanisms and channels of contagion. One important form of financial contagion arises from indirect interconnections between financial insti…
This paper learns prior models from indirect data efficiently.
AI detects 38% NFT trades likely manipulated, improving on indirect methods.
Log-linear models are a family of probability distributions which capture relationships between variables. They have been proven useful in a wide variety of fields such as epidemiology, economics and sociology. The interest in using these models is that they are able to capture context-specific independencies, relation…
The study tackles indirect discrimination in insurance pricing models.
We study the ever more integrated and ever more unbalanced trade relationships between European countries. To better capture the complexity of economic networks, we propose two global measures that assess the trade integration and the trade imbalances of the European countries. These measures are the network (or indire…
Optimizes loan recovery timing across various portfolios.
Driven by the goal to enable sleep apnea monitoring and machine learning-based detection at home with small mobile devices, we investigate whether interpretation-based indirect knowledge transfer can be used to create classifiers with acceptable performance. Interpretation-based indirect knowledge transfer means that a…
This paper tackles structure learning in indirect observations of Gaussian and non-Gaussian random vectors.
Paper proposes an algorithm to learn DAGs with indirect dependencies.
New benchmark PVR tests neural network reasoning about indirection.
This paper studies communication efficiency in federated learning by optimizing the sum-rate-distortion function for indirect multiterminal source coding.
New method estimates corporate default probabilities using indirect data.
Study relaxes identification assumptions for natural direct effects in non-randomized settings.
In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In this paper, we bypass both obstacles for a class of what we call linear indirectl…
Machine learning has become pervasive in multiple domains, impacting a wide variety of applications, such as knowledge discovery and data mining, natural language processing, information retrieval, computer vision, social and health informatics, ubiquitous computing, etc. Two essential problems of machine learning are …
Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons between units of different size, and intertemporal analyses are vitiated by the popu…
Researchers show how to secretly train models with hidden data, detect usage with high confidence.
Optimal reinsurance contracts designed for a continuum of risk types.
Graph convolutional neural networks, which learn aggregations over neighbor nodes, have achieved great performance in node classification tasks. However, recent studies reported that such graph convolutional node classifier can be deceived by adversarial perturbations on graphs. Abusing graph convolutions, a node's cla…
The objective optimization of medical imaging systems requires full characterization of all sources of randomness in the measured data, which includes the variability within the ensemble of objects to-be-imaged. This can be accomplished by establishing a stochastic object model (SOM) that describes the variability in t…
End-to-end algorithm for controlling bilinear systems with probabilistic noise.
This study measures price risk aversion using indirect utility functions in a lab experiment.
A fundamental problem in geostatistical modeling is to infer the heterogeneous geological field based on limited measurements and some prior spatial statistics. Semantic inpainting, a technique for image processing using deep generative models, has been recently applied for this purpose, demonstrating its effectiveness…
A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing individual banks; associated with each node is a balance sheet consisting of assets and …
Paper develops models to forecast private equity fund cash flows.
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…
Extends causal inference to hidden mediators with proxies.
Serial section electron microscopy (ssEM) is a widely used technique for obtaining volumetric information of biological tissues at nanometer scale. However, accurate 3D reconstructions of identified cellular structures and volumetric quantifications require precise estimates of section thickness and anisotropy (or stre…
We propose a new method for assessing agents' influence in financial network structures, which takes into consideration the intensity of interactions. A distinctive feature of this approach is that it considers not only direct interactions of agents of the first level and indirect interactions of the second level, but …