We provide a novel approach and an exploratory study for modelling life event choices and occurrence from a probabilistic perspective through causal discovery and survival analysis. Our approach is formulated as a bi-level problem. In the upper level, we build the life events graph, using causal discovery tools. In the…
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.
Trend · papers per month
Predict human lives using sequences of life events.
Study compares resampling methods for rare event prediction in longitudinal studies.
New approach models individual vitality for better mortality predictions.
Paper tackles event stream outliers using a novel weight function.
New methods improve insurance data quality for catastrophic events.
The study improves life insurance surrender risk modeling using various machine learning techniques.
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions…
Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these patterns may be interrupted by unexpected absence or occurrences of events. Identificat…
Discusses handling intercurrent events in clinical trials with time-to-event outcomes.
Sepsis is a life-threatening condition that seriously endangers millions of people over the world. Hopefully, with the widespread availability of electronic health records (EHR), predictive models that can effectively deal with clinical sequential data increase the possibility to predict sepsis and take early preventiv…
Study examines Bitcoin's price history and identifies recurring events.
New algorithm predicts spatio-temporal events with improved accuracy.
Crowdsourcing and active learning reduce manual annotation in social media event classification.
Proposes a new framework to disentangle event influences in MTPP.
Process mining is a research field focused on the analysis of event data with the aim of extracting insights in processes. Applying process mining techniques on data from smart home environments has the potential to provide valuable insights in (un)healthy habits and to contribute to ambient assisted living solutions. …
This paper considers an optimal life insurance for a householder subject to mortality risk. The household receives a wage income continuously, which is terminated by unexpected (premature) loss of earning power or (planned and intended) retirement, whichever happens first. In order to hedge the risk of losing income st…
Study finds consumers are more price-sensitive before livestreams than after.
SurvLatent ODE predicts VTE risk for cancer patients, outperforming current methods.
New model captures time and mark inter-dependence in TPPs.
Automated process discovery is a class of process mining methods that allow analysts to extract business process models from event logs. Traditional process discovery methods extract process models from a snapshot of an event log stored in its entirety. In some scenarios, however, events keep coming with a high arrival…
Proposes a federated learning approach for RUL prediction from nonparametric degradation and failure signals.
The electronic calendar is a valuable resource nowadays for managing our daily life appointments or schedules, also known as events, ranging from professional to highly personal. Researchers have studied various types of calendar events to predict smartphone user behavior for incoming mobile communications. However, th…
SurvivalBoost improves prediction of event times in competing risks scenarios.
Much attention has been given to automatic sleep staging algorithms in past years, but the detection of discrete events in sleep studies is also crucial for precise characterization of sleep patterns and possible diagnosis of sleep disorders. We propose here a deep learning model for automatic detection and annotation …
Proposes isotonic regression for calibrating Deep Cox models' survival probabilities.
Comparing business process variants using event logs is a common use case in process mining. Existing techniques for process variant analysis detect statistically-significant differences between variants at the level of individual entities (such as process activities) and their relationships (e.g. directly-follows rela…
Process mining sheds new light on the relationship between process models and real-life processes. Process discovery can be used to learn process models from event logs. Conformance checking is concerned with quantifying the quality of a business process model in relation to event data that was logged during the execut…
FastCPH efficiently predicts survival times using neural networks.
NDI aims to forecast future natural disasters risk for insurers.
Respiratory infections and chronic respiratory diseases impose a heavy health burden worldwide. Coughing is one of the most common symptoms of many such infections, and can be indicative of flare-ups of chronic respiratory diseases. Whether at a clinical or public health level, the capacity to identify bouts of coughin…
In this paper, we show an approach to build deep learning algorithms for recognizing signals in distributed fiber optic monitoring and security systems for long perimeters. Synthesizing such detection algorithms poses a non-trivial research and development challenge, because these systems face stringent error (type I a…
Machine learning models predict depression risk based on various factors.
A vast amount of textual web streams is influenced by events or phenomena emerging in the real world. The social web forms an excellent modern paradigm, where unstructured user generated content is published on a regular basis and in most occasions is freely distributed. The present Ph.D. Thesis deals with the problem …
In this paper we consider a multivariate model-based approach to measure the dynamic evolution of tail risk interdependence among US banks, financial services and insurance sectors. To deeply investigate the risk contribution of insurers we consider separately life and non-life companies. To achieve this goal we apply …
Study predicts when ALS patients will lose speech, swallowing, etc. based on covariates.
Exclusive Lasso improves survival prediction in cancer datasets.
This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.
The process of morphogenesis, which can be defined as an evolution of the form of an organism, is one of the most intriguing mysteries in the life sciences. It is clear, that gene expression patterns cannot explain the development of the precise geometry of an organism and its parts in space. Here, we suggest a set of …
We introduce an extension to Merton's famous continuous time model of optimal consumption and investment, in the spirit of previous works by Pliska and Ye, to allow for a wage earner to have a random lifetime and to use a portion of the income to purchase life insurance in order to provide for his estate, while investi…
New algorithm predicts lung cancer progression and mortality.
Unified model predicts multi-mode failure with multi-sensor data.
Predictive process monitoring is a family of techniques to analyze events produced during the execution of a business process in order to predict the future state or the final outcome of running process instances. Existing techniques in this field are able to predict, at each step of a process instance, the likelihood …
GC 2022 challenges real-time trend detection in financial tick data.
Develops platforms to analyze social media data for human behavior and emotions.
PHASE dataset simulates complex social interactions in physical environments.
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the nonparametric nature of Quantile Regression and the efficiency of Direct Multi-Ho…
This paper reviews radar-based nowcasting techniques for short-term weather predictions.