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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.

168,657 papers · 148 categories

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48 results for individualized decisions

The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.

problem Unmeasured confounding in causal inference leads to biased estimates and affects individualized decision-making.
method The authors establish a formal link between individualized decision-making under partial identification and classical decision theory, providing a minimax solution and a paradox.
result A novel minimax solution for individualized decision-making/policy assignment is provided, and an interesting paradox is drawn.

Proposes a compensation mechanism for improving individual forecast confidence.

problem Difficult to assess the quality of individual probabilistic forecasts and their utilities.
method Compensation mechanism based on fair bets and online learning.
result The proposed mechanism cannot be exploited and ensures forecasted utility matches actual utility.

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 ↗

RISE learns decisions with sensitive variables, improving worst-case outcomes.

problem Uncertainty and bias in decisions due to delayed sensitive variable data.
method Incorporates sensitive variables offline but not at deployment, using quantile or infimum optimization.
result Improves worst-case outcomes for individuals affected by unavailable sensitive variables.

New framework for contesting algorithmic decisions, not just explaining them.

problem Helping individuals review and correct erroneous algorithmic decisions.
method Operationalized contestability as a natural complement to explainable AI (XAI), identifying three types of evidence for reversal.
result Existing EU legislation already grants individuals legal rights to contest algorithmic decisions.

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision policies. At the same time, individuals may use knowledge, gained by transparency, …

2019-05-22abs ↗pdf ↗

Method constructs prediction intervals for time-varying individual treatment effects.

problem Accurately quantify uncertainty of individual treatment effects across multiple decision points.
method Conformal inference techniques for time-varying ITEs with weaker assumptions.
result Guaranteed lower bound for coverage dependent on data non-exchangeability.

New diagnostics detect variability in individual risk estimates from machine learning models in healthcare.

problem Variability in individual risk estimates from machine learning models in healthcare, leading to unreliable treatment decisions.
method Proposed evaluation framework using empirical prediction interval width and empirical decision flip rate diagnostics.
result Randomness in optimization and initialization can lead to substantial individual-level variability in risk estimates, affecting clinical decisions.

A new meta-learner improves prediction of individualized outcomes in sequential decisions.

problem Predicting individualized outcomes over long horizons in sequential decision-making.
method Developed a novel meta-learner called DRQ-learner with theoretical guarantees of orthogonality and quasi-oracle efficiency.
result DRQ-learner achieves quasi-oracle efficiency, doubly robustness, and Neyman-orthogonality.

We study notions of fairness in decision-making systems when individuals have diverse preferences over the possible outcomes of the decisions. Our starting point is the seminal work of Dwork et al. which introduced a notion of individual fairness (IF): given a task-specific similarity metric, every pair of individuals …

2019-04-03abs ↗pdf ↗

The paper studies how noisy labels impact decision-making in machine learning.

problem The impact of noisy labels on decision-making in machine learning.
method Introducing a notion of regret, studying standard approaches, and estimating individual-level mistakes.
result Standard approaches can lead to unforeseen mistakes for individuals, revealing the need for anticipation.

LI-ITR combines flexible ML with interpretable approximations for personalized treatment rules.

problem Combining flexibility and interpretability in personalized treatment rules.
method Uses variational autoencoders and a mixture of interpretable experts.
result Accurately recovers true local coefficients and optimal treatment strategies.

New method to quantify feature contributions to disparity without access to decision-making model.

problem Quantifying feature contributions to disparity when decision-making model is not accessible.
method Use information theory to measure redundant statistical dependency between protected attribute and feature.
result Quantify feature contributions to disparity using information theory.

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.

Paper extends transfer learning for decision rules, improving treatment rule estimation.

problem Estimating optimal individualized treatment rules under changing conditions.
method Bayes decision rules and low-dimensional empirical risk minimization.
result Consistent estimators and risk bounds established under mild conditions.

The influence of additional information on the decision making of agents, who are interacting members of a society, is analyzed within the mathematical framework based on the use of quantum probabilities. The introduction of social interactions, which influence the decisions of individual agents, leads to a generalizat…

2012-02-21abs ↗pdf ↗

New approach models individual vitality for better mortality predictions.

problem Limited ability of existing mortality models to capture individual complexity.
method Developed a four-component framework for individual vitality dynamics.
result Demonstrates improved analytical and practical outcomes in life insurance and lifetime decision-making.

Develops methods for personalized treatment decisions in the presence of unmeasured factors.

problem Personalized treatment decisions in the presence of unmeasured confounding.
method Proximal learning approaches to estimate optimal individualized treatment regimes (ITRs).
result Established identification results for different classes of ITRs, improving decision-making value function.

The paper introduces CPICFs for better counterfactual explanations in high-dimensional spaces.

problem Creating useful counterfactual explanations for complex machine learning models.
method Modeling individual knowledge and using conformal prediction intervals to identify informative counterfactuals.
result CPICFs provide more informative counterfactuals by considering individual knowledge and prediction uncertainty.

Extends expected value framework for cost-sensitive causal decision-making.

problem Optimizing operational decision-making with cost-sensitive causal classification.
method Introduces a cost-sensitive decision boundary based on estimated individual treatment effects, positive outcome probability, and cost parameters.
result Effective in maximizing expected causal profit, outperforming cost-insensitive ranking approach.

Consequential decision-making typically incentivizes individuals to behave strategically, tailoring their behavior to the specifics of the decision rule. A long line of work has therefore sought to counteract strategic behavior by designing more conservative decision boundaries in an effort to increase robustness to th…

2018-08-25abs ↗pdf ↗

Paper proposes a method to optimize policies for diverse individuals using heterogeneous data.

problem Learning optimal policies for a heterogeneous population from pre-collected data.
method Individualized offline policy optimization framework for heterogeneous MDPs.
result The proposed P4L algorithm achieves a fast rate of average regret.

The paper introduces metrics to rank potential outcomes for better decision-making.

problem Optimal action selection in uncertain situations using causal reasoning.
method Introducing two new metrics: probabilities of potential outcome ranking (PoR) and probability of achieving the best potential outcome (PoB). Establishing identification theorems and deriving bounds for these metrics, and presenting estimation methods.
result The estimators' finite-sample properties and their application to a real-world dataset are demonstrated.

New fairness notion helps identify fair auditors for evaluating decision-support systems.

problem Identifying fair auditors to evaluate decision-support systems for bias.
method Introducing a non-comparative fairness notion based on desired system properties.
result The proposed fairness notion provides guarantees in terms of comparative fairness.

New method minimizes decision errors in large treatment spaces.

problem Improving decision-making in large treatment spaces with biased observational data.
method Loss minimizes classification error of actions in large action space.
result Proves improved decision-making performance in large combinatorial action spaces.

FRONT optimizes decisions with interference, reducing regret over time.

problem Short-sighted policies in online decision-making due to ignoring interference.
method FRONT considers long-term impacts of decisions, using exploratory and exploitative strategies.
result FRONT achieves sublinear regret in both immediate and consequential impacts.

Develops a statistical learning framework for personalized asset allocation.

problem Continuous-action decision-making with a large number of characteristics.
method Discretization approach with generalized penalties for penalized regression.
result Improves financial well-being with individualized optimal asset allocation.

MAYA learns bee foraging decisions with limited memory.

problem Reproducing and predicting bees' foraging decisions with limited memory.
method Sequential imitation learning model based on multi-armed bandits, considering a temporal window τ of 7 trials.
result MAYA outperforms imitation baselines and classical models, providing interpretability and realistic trajectories.

Educational game on crypto investment helps students grasp macroeconomics.

problem Weak connections between microeconomic decision-making and macroeconomic concepts in classroom games.
method Design and study of an educational game on cryptocurrency investment.
result Engages students in understanding macroeconomics through incentivized individual investment decisions.

The paper develops deep learning models for personalized treatment rules in survival analysis.

problem Deriving optimal treatment rules for bivariate survival outcomes in randomized trials.
method Adaptive prediction-powered learning using deep neural networks and stochastic policies.
result Maximizes joint survival probability beyond fixed time points (t1,t2)(t_1, t_2).

As data-driven predictive models are increasingly used to inform decisions, it has been argued that decision makers should provide explanations that help individuals understand what would have to change for these decisions to be beneficial ones. However, there has been little discussion on the possibility that individu…

2020-02-11abs ↗pdf ↗

New method handles uncertainty in causal effect estimation for better decision-making.

problem Handling uncertainty in causal effect estimation, especially in high-dimensional data and covariate shift.
method Integrates uncertainty estimation into neural network methods for individual-level causal estimates.
result Uncertainty-aware methods improve decision-making by alerting when predictions are not reliable.

New framework identifies worst-case shifts for predictive resource allocation models.

problem Identifying harmful shifts in predictive models for resource allocation.
method Hierarchical model structure and submodular optimization for worst-case loss.
result Empirical evidence shows divergent worst-case shifts identified by different metrics.

Paper proposes a new framework for individualized treatment rules that generalize better across different distributions.

problem Existing individualized treatment rules may not generalize well when training and testing distributions differ.
method Distributionally robust individualized treatment rules (DR-ITR) framework that maximizes worst-case value function across close distributions.
result Calibrated DR-ITR outperforms standard ITR in generalizability.

An algorithmic decision-maker incentivizes people to act in certain ways to receive better decisions. These incentives can dramatically influence subjects' behaviors and lives, and it is important that both decision-makers and decision-recipients have clarity on which actions are incentivized by the chosen model. While…

2019-10-13abs ↗pdf ↗

This work surveys algorithmic recourse, aiming to clarify definitions and solutions.

problem Providing explanations and recommendations to individuals affected by automated decisions.
method Literature review and unified definitions, formulations, and solutions.
result Unified definitions and solutions for algorithmic recourse.