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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.

169,051 papers · 148 categories

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84168252336 · Jun 202019922001200920182026
48 results for joint loss

Dynamic weights improve multimodal emotion and gender recognition.

problem Improving performance in multiple classification tasks with a single model.
method Dynamic joint loss weights for multimodal emotion and gender recognition.
result Lower joint loss and better generalizability than static weights.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

NullSpaceNet maps inputs to a joint-nullspace for clearer class separability.

problem Class separability and interpretability in image classification.
method NullSpaceNet maps inputs to a joint-nullspace, collapsing same-class inputs and separating different classes.
result NullSpaceNet achieves superior performance with reduced parameters and time.

Proposes new loss functions for GANs to improve estimation accuracy and robustness.

problem Improving the training of GANs to achieve more accurate and robust models.
method Introduces Hellinger-type loss functions and analyzes their statistical properties.
result Demonstrates improved estimation accuracy and robustness of the proposed loss functions.

JoCoR improves deep learning with noisy labels by reducing network diversity.

problem Learning with noisy labels in deep learning.
method JoCoR uses two networks to make predictions, calculates a joint loss with Co-Regularization, and updates both networks simultaneously.
result JoCoR outperforms state-of-the-art approaches in learning with noisy labels.

New research suggests continual learning should focus on both optimization objective and optimization trajectory.

problem Even with perfect joint loss approximation, continual learning still suffers from forgetting when starting a new task.
method Proposes focusing on both optimization objective and optimization trajectory, combining replay-approximated joint objectives with gradient projection-based optimization routines.
result Combining replay-approximated joint objectives with gradient projection-based optimization routines did not show clear benefits in initial experiments.

FairNN learns fair representations and decisions by optimizing a multi-objective loss function.

problem Fairness in machine learning models for decision-making.
method Joint feature representation and classification with multi-objective loss function.
result Joint approach outperforms separate treatment of fairness in representation learning or supervised learning.

Framework for systemic risk modeling using jointly exchangeable arrays.

problem Systemic risk in insurance portfolios with interactions.
method Jointly exchangeable arrays, central limit theorems, simulation-based validation.
result Asymptotic approximations for total portfolio losses in large portfolios over long time horizons.

Paper proposes MMI-ALI for scalable joint distribution matching across multiple domains.

problem Scalability issue in matching joint distributions across multiple domains.
method Adversarial training with Multivariate Mutual Information maximization.
result MMI-ALI achieves scalable joint distribution matching across multiple domains.

We propose a novel approach for loss reserving based on deep neural networks. The approach allows for joint modeling of paid losses and claims outstanding, and incorporation of heterogeneous inputs. We validate the models on loss reserving data across lines of business, and show that they improve on the predictive accu…

2018-04-24abs ↗pdf ↗

We introduce a novel regression framework which simultaneously models the quantile and the Expected Shortfall (ES) of a response variable given a set of covariates. This regression is based on a strictly consistent loss function for the pair quantile and ES, which allows for M- and Z-estimation of the joint regression …

2017-04-07abs ↗pdf ↗

Proposes novel losses for fine-grained categorical domain adaptation.

problem Fine-grained alignment of categories across domains in unsupervised domain adaptation.
method Joint category-domain classifier with adversarial training losses for both domain and category levels, and vicinal domain adaptation.
result Achieves state-of-the-art performance on benchmark datasets.

New method for distributed online learning with communication constraints reduces joint regret.

problem Joint regret minimization in a distributed online learning setting with communication constraints.
method Adaptive graph partitioning and comparator-adaptive online convex optimization with delayed gradient information.
result Optimal graph partition selection for adversarial activations and gradients reduces joint regret.

We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with pair-copula constructions, and nest many standard models as special cases. The loss distribution of a portfolio of con…

2016-10-10abs ↗pdf ↗

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

A new model forecasts financial risks using multiple realized measures.

problem Forecasting financial risks using multiple realized measures.
method Developed a semi-parametric joint VaR and ES forecasting framework using realized measures.
result The proposed model outperformed other models in forecasting financial risks.

Machine learning improves joint default assessment by capturing non-linear dependencies.

problem Capturing non-linear dependencies among covariates for accurate joint default assessment.
method Application of machine learning techniques to credit card dataset, comparing with logistic regression.
result Machine learning outperforms logistic regression in assessing portfolio riskiness.

New method learns robust joint representations by translating between modalities.

problem Learning robust joint representations from noisy or missing modalities.
method Cyclic translations between modalities with cycle consistency loss.
result Achieves state-of-the-art results on multimodal sentiment analysis datasets.

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

The paper proposes a method to create domain-invariant representations using Wasserstein distance.

problem Domain shifts in training data affect machine learning model performance across different domains.
method The method combines classification/regression losses with a GAN-type discriminator to minimize the Wasserstein distance between domains.
result The approach produces the highest minimum classification accuracy and most invariant representation across domains.

Unified framework for simple question answering using subgraph ranking and joint-scoring.

problem Simple question answering with knowledge graphs is challenging.
method Unified framework focusing on subgraph selection and fact selection, with novel ranking and joint-scoring methods.
result Achieved state-of-the-art accuracy of 85.44% on SimpleQuestions dataset.

This work optimizes induced correlation in joint graph embeddings.

problem Optimizing correlation across embedded networks in joint graph embeddings.
method Developed corr2Omni algorithm to estimate optimal Omnibus weights.
result corr2Omni algorithm improves inference fidelity compared to classical Omnibus construction.

JoVA combines two VAEs to learn user and item representations for better recommendation.

problem Collaborative filtering with implicit feedback.
method Joint Variational Autoencoders (JoVA) with a hinge-based pairwise loss function (JoVA-Hinge).
result JoVA-Hinge outperforms state-of-the-art methods in top-k recommendation.

Sharp bounds on crash probability and loss from option quotes.

problem Uncertainty in risk-neutral crash probability and conditional loss from option data.
method Adaptive hull algorithm to recover probability-loss polygon; linear system for identified set.
result Complete put wing lowers median transformed area by 5.4-18.2% relative to local strikes, filling 63.40% of benchmark.

A new method learns features for one-class classification using intra-class splitting.

problem Challenges in one-class classification due to limited normal class samples.
method Intra-class splitting and joint training of typical and atypical samples with loss functions.
result The method outperforms other models in one-class classification tasks.

The stability of the financial system is associated with systemic risk factors such as the concurrent default of numerous small obligors. Hence it is of utmost importance to study the mutual dependence of losses for different creditors in the case of large, overlapping credit portfolios. We analytically calculate the m…

2017-06-29abs ↗pdf ↗

Study uses SVM to predict weather-induced home insurance claims and losses.

problem Assessing future weather-induced home insurance claims and losses for disaster preparedness.
method Support Vector Machine (SVM) regression for forecasting future claim dynamics.
result Illustrates SVM approach in forecasting weather-induced home insurance claims in a Canadian city.

Develops a new framework for joint portfolio risk forecasting.

problem Joint portfolio risk forecasting, especially for Value-at-Risk and Expected Shortfall.
method Semi-parametric multivariate framework with dynamic conditional correlation modeling.
result The proposed model outperforms existing approaches in risk forecasting.

New decision-theoretic characterization separates belief and decision posteriors.

problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.

Paper addresses FL over wireless networks, optimizing learning and resource allocation.

problem Training FL algorithms over wireless networks with limited resources and errors.
method Formulated as an optimization problem to minimize FL loss function, derived expected convergence rate, derived optimal transmit power, optimized user selection and RB allocation.
result Joint framework reduces FL loss by up to 10% and 16% compared to alternatives.

Individual risk models need to capture possible correlations as failing to do so typically results in an underestimation of extreme quantiles of the aggregate loss. Such dependence modelling is particularly important for managing credit risk, for instance, where joint defaults are a major cause of concern. Often, the d…

2014-12-10abs ↗pdf ↗

Paper proposes a CNN for speech emotion recognition using center loss and reconstruction.

problem Speech emotion recognition (SER) in audio signals.
method Convolutional Neural Network (CNN) with center loss and reconstruction as regularizers.
result Proposed method achieves highly discriminative features for SER.

Study uses property elicitation to understand how fairness regularizers affect optimal decisions.

problem Understanding how fairness regularizers change the optimal decision in predictive algorithms.
method Property elicitation to analyze the relationship between loss, regularization, and optimal decision.
result Necessary and sufficient condition for when a property changes with the addition of a regularizer.

A new multi-label classification model combining SVM and BR with low-rank learning.

problem Class imbalance and label correlation issues in multi-label classification.
method Joint Ranking SVM and Binary Relevance with robust Low-rank learning (RBRL).
result RBRL outperforms state-of-the-art methods in multi-label classification.

The paper tackles optimal policy learning with asymmetric counterfactual utilities in healthcare decisions.

problem Learning optimal policies from observed data with asymmetric counterfactual utilities.
method The approach involves identifying and minimizing the maximum expected utility loss using statistical decision theory and solving intermediate classification problems.
result One can learn minimax loss decision rules from observed data.