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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.

168,695 papers · 148 categories

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58115173230 · Jun 202019922001200920172026
48 results for list regression

New algorithm for batch list-decodable linear regression with stronger guarantees.

problem Efficiently list-decoding linear regression with a fraction of corrupted batches.
method Uses higher-order moments and Sum-of-Squares (SoS) certification to achieve better guarantees.
result Achieves substantially smaller minimum batch size and final error, with optimal list size.

The outcome of a functional genomics pipeline is usually a partial list of genomic features, ranked by their relevance in modelling biological phenotype in terms of a classification or regression model. Due to resampling protocols or just within a meta-analysis comparison, instead of one list it is often the case that …

2010-04-08abs ↗pdf ↗

We give the first polynomial-time algorithm for robust regression in the list-decodable setting where an adversary can corrupt a greater than 1/21/2 fraction of examples. For any α<1α< 1, our algorithm takes as input a sample {(xi,yi)}in\{(x_i,y_i)\}_{i \leq n} of nn linear equations where αnαn of the equations satisfy $y_i = \l…

2019-05-14abs ↗pdf ↗

S-SIRUS explains RF for spatial data, improving accuracy and interpretability.

problem Non-interpretable nature of Random Forest in spatially dependent data.
method Proposes S-SIRUS, a spatial extension of SIRUS for extracting interpretable rules.
result S-SIRUS outperforms SIRUS in spatially dependent data, offering higher predictive accuracy and shorter rule lists.

Polynomial-time algorithm for estimating covariance in corrupted Gaussian data.

problem Estimating covariance in data with up to 1-α fraction of adversarial corruptions.
method Uses low-degree sum-of-squares certificates for anti-concentration and hypercontractivity.
result Outputs a list of candidate parameters with high probability containing a nearly correct covariance.

Paper tackles MLR prediction error without assuming realizable models.

problem Prediction error in mixture of linear regressions without realizable assumptions.
method Developed algorithms for list-decoding MLR predictions and minimized empirical risk.
result Alternating minimization algorithm finds best fit lines in non-realizable settings.

The real estate market is exposed to many fluctuations in prices because of existing correlations with many variables, some of which cannot be controlled or might even be unknown. Housing prices can increase rapidly (or in some cases, also drop very fast), yet the numerous listings available online where houses are sol…

2018-09-13abs ↗pdf ↗

Study examines the impact of employment benefit costs on firm profitability.

problem Impact of employment benefit costs on firm profitability.
method Panel data regression analysis using E-Views.
result There is a significant positive relationship between employment benefit costs and firm profitability.

We present a new classification method for quasar identification in the EROS-2 and MACHO datasets based on a boosted version of Random Forest classifier. We use a set of variability features including parameters of a continuous auto regressive model. We prove that continuous auto regressive parameters are very importan…

2013-04-01abs ↗pdf ↗

Study examines downsizing impact on Indian construction firms' profitability.

problem Impact of downsizing layoffs on construction firms' profitability in India.
method Used Co-integration test, OLS, and VAR models on secondary data of 15 companies.
result Employee Expenses and Number of Employees have significant impact on profitability.

Paper analyzes agnostic learning of mixed linear regression without generative models.

problem Learning mixed linear regression without assuming stochastic generation.
method Expectation Maximization (EM) and Alternating Minimization (AM) algorithms.
result AM and EM algorithms converge to population loss minimizers under standard conditions.

The study predicts bankruptcy in Indian companies using financial ratios.

problem Predicting early signs of corporate bankruptcy in Indian companies.
method Logistic regression considering profitability, leverage, and efficiency ratios for one and two years before bankruptcy.
result The model accurately predicts bankruptcy with 81.4% and 85.1% accuracy one and two years before filing, respectively.

Study on list learning with noisy data, showing limits and some learnable cases.

problem Learning from noisy data in a list learning context.
method Inspired by coding theory, extends list learning model to study sparse conjunctions and parities/majors.
result Sparse conjunctions can be efficiently list learned under certain conditions, but parities and majors cannot be efficiently learned.

A hybrid algorithm combines optimization and enumeration for symbolic regression.

problem Finding any function from a set of operators without prior specification.
method Mixed-integer nonlinear optimization with explicit enumeration and constraints.
result The hybrid algorithm is competitive with state-of-the-art methods.

Study finds dividend payout policy positively impacts firm profitability.

problem Determining the optimal dividend payout ratio and its effect on financial performance.
method Panel data analysis of 60 Indian listed firms over 10 years, using ROA as a proxy for profitability.
result Positive and significant relationship between dividend payout policy and firm performance.

Seglearn is an open-source python package for machine learning time series or sequences using a sliding window segmentation approach. The implementation provides a flexible pipeline for tackling classification, regression, and forecasting problems with multivariate sequence and contextual data. This package is compatib…

2018-03-21abs ↗pdf ↗

Research on predicting with lists of labels, characterizing learnability and providing algorithms.

problem Multiclass online prediction with multiple labels.
method Characterization using bb-ary Littlestone dimension, adaptation of classical algorithms, combinatorial results.
result Achievement of negative regret in some scenarios, complete characterization of learnability.

In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis of Chinese stock market. This influence network shows distinct topological prope…

2015-03-03abs ↗pdf ↗

Introduction. Case Based Reasoning (CBR) is an emerg- ing decision making paradigm in medical research where new cases are solved relying on previously solved similar cases. Usually, a database of solved cases is provided, and every case is described through a set of attributes (inputs) and a label (output). Extracting…

2013-03-07abs ↗pdf ↗

In this paper we introduce a novel family of decision lists consisting of highly interpretable models which can be learned efficiently in a greedy manner. The defining property is that all rules are oriented in the same direction. Particular examples of this family are decision lists with monotonically decreasing (or i…

2015-08-30abs ↗pdf ↗

We present the design and implementation of a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm produces rule lists with optimal training performance, according to the regularized empirical risk, with a certificate of optimality. By leveraging algorithmic bou…

2017-04-06abs ↗pdf ↗

Stock return forecasting is of utmost importance in the business world. This has been the favourite topic of research for many academicians since decades. Recently, regularization techniques have reported to tremendously increase the forecast accuracy of the simple regression model. Still, this model cannot incorporate…

2019-01-30abs ↗pdf ↗

In 1955, Berger \cite{Ber} gave a list of irreducible reductive representations which can occur as the holonomy of a torsion-free affine connection. This list was stated to be complete up to possibly a finite number of missing entries. In this paper, we show that there is, in fact, an infinite family of representations…

1995-08-30abs ↗pdf ↗

Interpretable classifiers have recently witnessed an increase in attention from the data mining community because they are inherently easier to understand and explain than their more complex counterparts. Examples of interpretable classification models include decision trees, rule sets, and rule lists. Learning such mo…

2019-05-01abs ↗pdf ↗

New method for estimating sparse means in noisy data.

problem Estimating the mean of a sparse distribution in the presence of outliers.
method Difference-of-Pairs Filtering technique for list-decodable sparse mean estimation.
result First sample and computationally efficient algorithm for list-decodable sparse mean estimation.

The paper forecasts corporate distress using a novel MIDAS logistic regression method.

problem Forecasting corporate distress with right-censored data, high-dimensional predictors, and mixed-frequency data.
method The paper introduces a novel high-dimensional censored MIDAS logistic regression method that handles censoring through inverse probability weighting and employs a sparse-group penalty for mixed-frequency predictors.
result The method achieves accurate estimation and superior performance in predicting financial distress of Chinese-listed firms.