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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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5111621 · Apr 202019922001200920172026
48 results for macro F1

The 'macro F1' metric is frequently used to evaluate binary, multi-class and multi-label classification problems. Yet, we find that there exist two different formulas to calculate this quantity. In this note, we show that only under rare circumstances the two computations can be considered equivalent. More specifically…

2019-11-08abs ↗pdf ↗

Enhances multi-tag classification using low-dimensional vector representations and virtual data.

problem Improving the performance of multi-tag classifiers.
method Embedding raw data into a low-dimensional feature space, then generating virtual data from linear operations on these vectors, to train multi-tag classifiers.
result Significant improvement in F1 scores (up to 224%) compared to training directly with raw data.

This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the success of a binary classifier when one class is rare. Micro average, macro average, a…

2014-02-08abs ↗pdf ↗

SELO model predicts link signs better than SDGNN using subgraph encoding and linear optimization.

problem Inferring the sign of links in signed networks with limited sign data.
method Subgraph Encoding via Linear Optimization (SELO) approach to learn edge embeddings.
result SELO model outperforms state-of-the-art methods on multiple real-world signed networks.

Trajectory owner prediction is the basis for many applications such as personalized recommendation, urban planning. Although much effort has been put on this topic, the results archived are still not good enough. Existing methods mainly employ RNNs to model trajectories semantically due to the inherent sequential attri…

2020-01-05abs ↗pdf ↗

Drug-Drug Interactions (DDIs) Extraction refers to the efforts to generate hand-made or automatic tools to extract embedded information from text and literature in the biomedical domain. Because of restrictions in hand-made efforts and their lower speed, Machine-Learning, or Deep-Learning approaches have become more po…

2019-07-31abs ↗pdf ↗

Paper fine-tunes a language model to predict long-term stock buy signals.

problem Predicting long-term stock price movements with narrative text.
method Fine-tuning a small language model on 10-K reports for buy/sell decisions.
result Buy signals generated from 10-K text are most precise at 6 and 9 months, providing 4.8-9% improvement over random selection.

BTZSC benchmarks zero-shot text classification across diverse models.

problem Systematically comparing zero-shot text classification across various models.
method Comprehensive benchmark of 22 datasets, comparing NLI cross-encoders, embedding models, rerankers, and instruction-tuned LLMs.
result Rerankers and instruction-tuned LLMs outperform NLI cross-encoders, with rerankers setting a new state-of-the-art.

Generative compression technique reduces neural network size and improves performance on microcontrollers.

problem Memory constraints on microcontrollers limit the size of neural networks, especially for 1x1 pointwise (PW) mixers.
method HYPER-TINYPW uses a shared micro-MLP to generate PW kernels from tiny per-layer codes, reducing memory usage.
result HYPER-TINYPW achieves comparable performance to larger models while being significantly smaller (225 kB vs 1.4 MB).

Dialogue act (DA) classification has been studied for the past two decades and has several key applications such as workflow automation and conversation analytics. Researchers have used, to address this problem, various traditional machine learning models, and more recently deep neural network models such as hierarchic…

2019-08-02abs ↗pdf ↗

Machine learning models show intermarket data can predict stock market performance better than expected.

problem Evaluating the semi-strong form of the Efficient Market Hypothesis.
method Used machine learning techniques on various intermarket data sets to predict stock market performance.
result Intermarket data significantly outperforms baselines in predicting stock market movement, contradicting the semi-strong EMH.

Representation learning on graphs has been gaining attention due to its wide applicability in predicting missing links, and classifying and recommending nodes. Most embedding methods aim to preserve certain properties of the original graph in the low dimensional space. However, real world graphs have a combination of s…

2019-09-06abs ↗pdf ↗

We prove that each coarsely homogenous separable metric space XX is coarsely equivalent to one of the spaces: the sigleton, the Cantor macro-cube or the Baire macro-space. This classification is derived from coarse characterizations of the Cantor macro-cube and of the Baire macro-space given in this paper. Namely, we …

2011-03-26abs ↗pdf ↗

New approach improves black-box planning efficiency by discovering focused macros.

problem Difficulty of deterministic planning increases exponentially with depth.
method Discovering macro-actions with focused effects to improve goal-count heuristics.
result Focused macros dramatically improve black-box planning efficiency.

This paper presents a multi-staged approach to nonmyopic adaptive Gaussian process optimization (GPO) for Bayesian optimization (BO) of unknown, highly complex objective functions that, in contrast to existing nonmyopic adaptive BO algorithms, exploits the notion of macro-actions for scaling up to a further lookahead t…

2020-02-22abs ↗pdf ↗

Aggregated variables can mask causal effects, turning unconfounded into confounded relations.

problem Aggregated variables can mask causal effects, leading to paradoxical confounding.
method Analysis of how aggregated variables can change the definition of causality and the feasibility of causal relations.
result Macro causal relations are defined by micro states, not just aggregated variables.

New method uses label-weighted conformal prediction for macro-coverage guarantees in classification.

problem Finding a balance between class-conditional and marginal coverage in long-tailed datasets.
method Label-weighted conformal prediction for macro-coverage guarantees.
result Validated prediction sets with macro-coverage guarantees on large-scale image datasets.

Deep learning improves tree species classification accuracy in imbalanced contexts.

problem Inaccurate tree species maps for large areas, especially in imbalanced contexts.
method Used deep learning models (including convolutional and attention-based) on Sentinel-2 multispectral satellite time series data.
result Deep learning models achieve higher accuracy and F1-macro scores compared to Random Forest in imbalanced contexts.

HANET combines LSTM and attention mechanisms for better financial forecasting.

problem Lack of distinct macroeconomic regimes in financial datasets.
method Hierarchical Cross-Attention mechanism integrating long-run macro contexts with high-frequency market dynamics.
result HANET outperforms neural forecasters, especially during turbulent periods.

Study predicts stock price direction on earnings announcement days using multi-modal deep learning.

problem Predicting stock price movements during earnings announcements is challenging due to market noise and discontinuities.
method Constructed a multi-modal feature space combining fundamental metrics, technical indicators, and sentiment scores from financial news articles. Evaluated LSTM and Transformer models against a baseline.
result Transformer model outperforms LSTM in identifying volatile movements, achieving higher macro F1-score.

We present a domain-general account of causation that applies to settings in which macro-level causal relations between two systems are of interest, but the relevant causal features are poorly understood and have to be aggregated from vast arrays of micro-measurements. Our approach generalizes that of Chalupka et al. (…

2015-12-25abs ↗pdf ↗

Background and objective: Stacking is an ensemble machine learning method that averages predictions from multiple other algorithms, such as generalized linear models and regression trees. An implementation of stacking, called super learning, has been developed as a general approach to supervised learning and has seen f…

2018-05-21abs ↗pdf ↗

Two methods improve 10-K item segmentation using large language models.

problem Challenges in extracting specific items from 10-K reports due to variations in document formats and item presentation.
method Two advanced item segmentation methods: GPT4ItemSeg and BERT4ItemSeg.
result BERT4ItemSeg achieves a macro-F1 of 0.9825, surpassing other methods.

Network embedding aims to embed nodes into a low-dimensional space, while capturing the network structures and properties. Although quite a few promising network embedding methods have been proposed, most of them focus on static networks. In fact, temporal networks, which usually evolve over time in terms of microscopi…

2019-09-10abs ↗pdf ↗

This paper predicts legal proceedings status using NLP and machine learning.

problem Classify Brazilian legal proceedings into archived, active, and suspended categories.
method Combined NLP techniques with machine learning to classify legal proceedings sequences.
result Achieved maximum accuracy of 93% and top average F1 Scores of 89% (macro) and 93% (weighted).

The study examines the generalization of Macro-AUC in multi-label learning, identifying label imbalance as a critical factor.

problem Theoretical understanding of Macro-AUC in multi-label learning is lacking.
method Characterization of generalization properties of learning algorithms based on surrogate losses w.r.t. Macro-AUC, identification of label imbalance as a critical factor.
result The widely-used univariate loss-based algorithm is more sensitive to label imbalance than pairwise and reweighted loss-based ones, implying worse performance.

A power-law fit to the empirical inference-compute frontier in LOB prediction suggests a scaling-law-style frontier.

problem Limit order book prediction
method Using a suite of models ranging from small decision trees to neural LOB architectures
result A power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains R2=0.941R^2=0.941 on the excluded high-compute MLPLOB target frontier.

LLM forecasting benchmarks suffer from information leakage, which confounds model performance.

problem LLM forecasting benchmarks suffer from information leakage.
method A retrieval-augmented LLM forecaster observes only decision-time information.
result The full pipeline obtains a median monthly Spearman rank IC of +0.154.

A framework for multi-label sentiment analysis in 100 languages with dynamic weighting.

problem Cross-lingual sentiment analysis in multi-label settings with label imbalance.
method Dynamic weighting method, focal loss adaptation, optimal class-specific thresholds.
result State-of-the-art performance in 7 out of 9 metrics across 3 languages.