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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.

168,932 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199419922001200920172026
48 results for individual differences

Consider a data set collected by (individuals-features) pairs in different times. It can be represented as a tensor of three dimensions (Individuals, features and times). The tensor biclustering problem computes a subset of individuals and a subset of features whose signal trajectories over time lie in a low-dimensiona…

2019-03-10abs ↗pdf ↗

Develops verifiers to check if machine learning models treat similar individuals equally.

problem Ensuring fairness in machine learning models by checking if similar individuals are treated differently.
method Constructs verifiers for proving individual fairness of machine learning models, considering relaxations of the problem.
result Developed verifiers for linear and kernelized polynomial/radial basis function classifiers.

InGRA models for efficient Granger causality learning in multivariate time series.

problem Efficiently modeling Granger causality in large-scale multivariate time series data.
method Inductive GRanger causal modeling (InGRA) framework with prototypical Granger causal attention.
result InGRA detects common causal structures and infers Granger causal structures for new individuals.

Investigates fairness in pipeline models where individuals may drop out.

problem Fairness in pipeline models where individuals may drop out and subsequent stages depend on remaining individuals.
method Rigorous framework for evaluating fairness guarantees, showing that naïve auditing is insufficient and dependence must exist between stages.
result Fairness in pipelines can be arbitrary, even with just two stages, and requires dependence between stages.

Paper proposes method to evaluate AI in ranking tasks with individual differences.

problem Difficulty in evaluating AI in tasks where correct answers vary by individual.
method Probabilistic model of human ranking behavior and efficient computation method.
result Demonstrates AI ranking results can be distinguished from human-generated ones.

The paper compares methods for estimating individual treatment effects.

problem Estimating the optimal treatment effect for each individual.
method Comparison of machine learning methods for individual treatment effect estimation.
result Combination of Logistic Regression and Difference Score method, as well as Uplift Random Forest method, provides the best prediction accuracy.

Bayesian optimization generates personalized face stimuli for cognitive neuroscience.

problem Lack of personalized face stimuli in cognitive neuroscience studies.
method Combines GANs with Bayesian optimization to identify individual response patterns to faces.
result Algorithm efficiently generates optimal faces maximizing individual subject's response.

CST detects discrimination by comparing protected and non-protected individuals with a counterfactual.

problem Detecting discrimination in classifiers using legal fairness conditions.
method Operationalizes fairness given the difference using counterfactual reasoning.
result CST uncovers more discrimination cases than traditional situation testing.

The relation between performance and stress is described by the Yerkes-Dodson Law but varies significantly between individuals. This paper describes a method for determining the individual optimal performance as a function of physiological signals. The method is based on attention and reasoning tests of increasing comp…

2015-07-13abs ↗pdf ↗

CalBehav models individual smartphone user behavior for calendar events.

problem Static calendar models do not reflect individual user behavior.
method Machine learning, context-aware, personalized model using time-series smartphone data.
result Data-driven model more effective for managing incoming mobile communications.

A microscopic dynamic model is here constructed and analyzed, describing the evolution of the income distribution in the presence of taxation and redistribution in a society in which also tax evasion and auditing processes occur. The focus is on effects of enforcement regimes, characterized by different choices of the …

2016-02-18abs ↗pdf ↗

An accurate model of a patient's individual survival distribution can help determine the appropriate treatment for terminal patients. Unfortunately, risk scores (e.g., from Cox Proportional Hazard models) do not provide survival probabilities, single-time probability models (e.g., the Gail model, predicting 5 year prob…

2018-11-28abs ↗pdf ↗

Model predicts individual insurance claim reserves using activation patterns.

problem Accurately predicting individual claim reserves in insurance contracts.
method Multinomial logistic regression to model claim activation and development.
result The model generates accurate predictions of total and per coverage reserves.

FlipTest detects discrimination in classifiers using optimal transport.

problem Detecting discrimination in classifiers without causal information.
method Optimal transport to match individuals in different protected groups, creating similar pairs of in-distribution samples.
result FlipTest identifies subgroups that may be harmed by model discrimination, even when the model satisfies group fairness criteria.

Optimizes contrastive learning with individualized temperatures for better performance on imbalanced datasets.

problem The common practice of using a global temperature parameter ignores the varying semantic similarity across different anchor data.
method Proposes a new robust contrastive loss inspired by distributionally robust optimization (DRO) and an efficient stochastic algorithm for automatic temperature individualization.
result Our method automatically learns a suitable temperature for each sample, improving performance on imbalanced datasets.

We present an analysis of the price impact associated with trades effected by different financial firms. Using data from the Spanish Stock Market, we find a high degree of heterogeneity across different market members, both in the instantaneous impact functions and in the time-dependent market response to trades by ind…

2011-09-01abs ↗pdf ↗

Study uses FDA to analyze discount functions of different temperaments.

problem Traditional finance models fail to capture individual differences in investment choices.
method Functional Data Analysis (FDA) to investigate temporal discounting behaviors.
result Heterogeneity within each temperament revealed, suggesting diverse investor profiles.

We study the dynamics of co-evolution of producers and customers described by bit-strings representing individual traits. Individual ''size-like'' properties are controlled by binary encounters which outcome depends upon a recognition process. Depending upon the parameter set-up, mutual selection of producers and custo…

2007-06-07abs ↗pdf ↗

A computationally simple genome-wide association study (GWAS) algorithm for estimating the main and epistatic effects of markers or single nucleotide polymorphisms (SNPs) is proposed. It is based on the intuitive assumption that changes of alleles corresponding to important SNPs in a pair of individuals lead to large d…

2017-08-05abs ↗pdf ↗

Learning nonlinear dynamics from diffusion data is a challenging problem since the individuals observed may be different at different time points, generally following an aggregate behaviour. Existing work cannot handle the tasks well since they model such dynamics either directly on observations or enforce the availabi…

2018-07-22abs ↗pdf ↗

Paper tackles estimating individual treatment effects from observational data.

problem Estimating the difference between outcomes with and without treatment from single observation.
method Formulated as inference from hidden variables, uses a model of four causal populations, proposes ECM algorithm.
result ECM algorithm provides better performance compared to baseline methods on synthetic and real-world data.

This paper presents a dynamic model to study the impact on the economic outcomes in different societies during the Malthusian Era of individualism (time spent working alone) and collectivism (complementary time spent working with others). The model is driven by opposing forces: a greater degree of collectivism provides…

2015-12-04abs ↗pdf ↗

New method optimizes individualized decision rules for precision medicine.

problem Heterogeneous patient responses to treatments.
method Proposes a decision-rule based optimized covariates dependent equivalent (CDE) for individualized decision making.
result Numerical experiments show improved performance in estimating optimal IDRs.

The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender…

2019-01-31abs ↗pdf ↗

Despite their ability to memorize large datasets, deep neural networks often achieve good generalization performance. However, the differences between the learned solutions of networks which generalize and those which do not remain unclear. Additionally, the tuning properties of single directions (defined as the activa…

2018-03-19abs ↗pdf ↗

Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.

problem Modeling longitudinal data with changing individual-level dynamics parameters.
method Combines deep learning for dimensionality reduction and differential equations for dynamic modeling, allowing different parameters for sub-periods.
result Successfully identifies dynamic parameters and predictors of resilience.

Study integrates diverse data sources to predict mental health conditions.

problem Predict individuals' mental health conditions using a heterogeneous network approach.
method Leverage a heterogeneous information network (HIN) to model social interaction, health data, and survey data. Apply recommender system (RS) and node classification (NC) paradigms to predict mental health states.
result RS and NC methods outperform traditional logistic regression models in predicting mental health conditions.

Person re-identification (re-id), an emerging problem in visual surveillance, deals with maintaining entities of individuals whilst they traverse various locations surveilled by a camera network. From a visual perspective re-id is challenging due to significant changes in visual appearance of individuals in cameras wit…

2014-06-13abs ↗pdf ↗

We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or, equivalently, to maximize profits. In equilibrium, however, rational agents who maxim…

2015-07-14abs ↗pdf ↗

Automated prediction of valence, one key feature of a person's emotional state, from individuals' personal narratives may provide crucial information for mental healthcare (e.g. early diagnosis of mental diseases, supervision of disease course, etc.). In the Interspeech 2018 ComParE Self-Assessed Affect challenge, the …

2019-05-09abs ↗pdf ↗

Settings such as lending and policing can be modeled by a centralized agent allocating a resource (loans or police officers) amongst several groups, in order to maximize some objective (loans given that are repaid or criminals that are apprehended). Often in such problems fairness is also a concern. A natural notion of…

2018-08-30abs ↗pdf ↗

AppsPred predicts smartphone app usage based on context.

problem Predicting personalized usage behavior of smartphone apps based on contexts.
method Random Forest machine learning technique considering multi-dimensional contexts.
result AppsPred significantly outperforms other machine learning approaches in predicting smartphone apps.

This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. We investigate the probability distributions of the execution time, the number of trades and the total trading volume of trade packages, and analyze the possible s…

2011-03-08abs ↗pdf ↗

Tailoring the presentation of information to the needs of individual students leads to massive gains in student outcomes~\cite{bloom19842}. This finding is likely due to the fact that different students learn differently, perhaps as a result of variation in ability, interest or other factors~\cite{schiefele1992interest…

2018-09-24abs ↗pdf ↗

Agents minimize individual regret in a networked multi-armed bandit problem.

problem Minimizing individual regret in a networked multi-armed bandit problem.
method Regret minimization algorithms for agents communicating over a network.
result Guaranteed individual expected regret of $\widetilde{O}\left(\sqrt{\left(1+\frac{K}{\left|\mathcal{N}\left(v ight) ight|} ight)T} ight)$ for each agent.

Since many critical decisions impacting human lives are increasingly being made by algorithms, it is important to ensure that the treatment of individuals under such algorithms is demonstrably fair under reasonable notions of fairness. One compelling notion proposed in the literature is that of individual fairness (IF)…

2018-12-10abs ↗pdf ↗