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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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1122 · Jun 201919922001200920172026
36 results for multi-criteria

Multi-criteria recommender systems have been increasingly valuable for helping consumers identify the most relevant items based on different dimensions of user experiences. However, previously proposed multi-criteria models did not take into account latent embeddings generated from user reviews, which capture latent se…

2019-06-26abs ↗pdf ↗

A new method for multi-criteria recommender systems using graph attention networks.

problem Lack of nuanced relationships between users and items based on specific criteria.
method MDGAT, a multi-edge bipartite graph with dual attention networks and contrastive learning.
result MDGAT achieves higher accuracy in predicting item ratings compared to baseline methods.

Develops scenario theory for multi-criteria decision making.

problem Need for robustness assessment with multiple criteria and datasets.
method Collectively treats risks associated with individual criteria for multi-criteria decision problems.
result More accurate robustness certificates and sharper quantification of simultaneous criterion satisfaction.

A game-theoretic approach to multi-criteria ranking from ordinal data.

problem Ranking objects from ordinal data with multiple criteria.
method Generalizing von Neumann winner to multi-criteria setting using Blackwell's approachability.
result The Blackwell winner can be computed as a convex optimization problem and achieves near-optimal sample complexity.

We solve the multi-criteria benchmarking problem by formalizing it as a social choice problem and identifying conditions for meaningful rankings.

problem Aggregating multiple metrics into a single ranking for models in benchmarking problems.
method Formalizing multi-criteria benchmarking as a social choice problem and identifying sufficient conditions for meaningful rankings.
result We prove that meaningful multi-criteria benchmarking becomes possible under certain preference conditions (single-peaked, group-separable, distance-restricted).

Proposes a new framework for predicting stock market movements using sparse neural architectures.

problem Challenging problem of predicting stock market movements using technical indicators.
method Multi-criteria optimization approach to evolve sparse neural architectures.
result Evolved parsimonious networks with better generalization capabilities.

Framework selects real estate redevelopment uses by integrating value, risk, complexity, and irreversibility.

problem Persistent underperformance of real estate assets due to structural misalignment.
method Integrates real-options logic and multi-criteria decision analysis.
result Reduces over-complexification and misalignment in strategic use selection.

This work forecasts electricity prices using Bayesian regime detection and conditional neural processes.

problem Forecasting electricity prices with optimal operational outcomes.
method Bayesian regime detection with conditional neural processes, integrating multi-criteria decision support.
result R-NP model outperformed other models in comprehensive operational utility assessments.

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single criterion, such as Euclidean distance. However, in many cases there may not exist …

2011-10-17abs ↗pdf ↗

MOSAIC selects few informative exemplars from high-dimensional data with non-linear structures.

problem Representative selection from high-dimensional data with non-linear structures.
method MOSAIC uses a multi-criteria approach with a quadratic formulation to maximize global representation power, diversity, and outlier detection.
result MOSAIC maximizes data coverage in a transformed space and achieves robustness to various outlier types.

Algorithm minimizes regret in multi-criteria bandits with constraints.

problem Optimize primary attribute while respecting secondary constraints.
method Con-LCB algorithm that guarantees logarithmic regret and feasibility identification.
result Logarithmic regret and feasibility identification with high probability.

Proposes a new stability measure for model fitting on similar feature data sets.

problem Model fitting on data sets with similar features is challenging.
method Tuning hyperparameters in a multi-criteria fashion with predictive accuracy and feature selection stability.
result Our approach achieves similar or better predictive performance than single-criteria and stability selection approaches.

Online learning with one-sided feedback aims to maximize accuracy while ensuring fairness.

problem Maximizing accuracy in online learning with limited feedback and ensuring fairness.
method Extending the framework of Bechavod et al. (2020) to incorporate dynamic panels of auditors, reducing the problem to a contextual combinatorial semi-bandit, and leveraging Exp2 and Context-Semi-Bandit-FTPL algorithms.
result Multi-criteria no regret guarantees for accuracy and fairness are provided.

Dealing with sparse rewards is a longstanding challenge in reinforcement learning. The recent use of hindsight methods have achieved success on a variety of sparse-reward tasks, but they fail on complex tasks such as stacking multiple blocks with a robot arm in simulation. Curiosity-driven exploration using the predict…

2019-06-09abs ↗pdf ↗

Study enhances financial forecasting with machine learning and fuzzy MCDM.

problem Increasing financial uncertainty and market complexity.
method Integrates machine learning (XGBoost, LSTM, GNN) and intuitionistic fuzzy MCDM.
result High forecasting accuracy with low MAPE and narrow confidence intervals.

The paper evaluates criteria for selecting cryptocurrencies based on historical data.

problem High risk of cryptocurrencies due to volatility.
method Characterized returns and risks using historical data in short time windows (7 and 15 days). Analyzed the importance of criteria using various methods.
result Importance of criteria for selecting cryptocurrencies is analyzed and evaluated.

This research assesses uncertainty quantification and sensitivity analysis for DTs in nuclear fuel performance.

problem Understanding the reliability and performance of advanced nuclear fuels using DTs.
method Introduces ML-based uncertainty quantification and sensitivity analysis methods applied to BISON fuel performance code.
result Demonstrates the effectiveness of DTs in multi-criteria decision-making for nuclear fuel performance.

AutoML systems are currently rising in popularity, as they can build powerful models without human oversight. They often combine techniques from many different sub-fields of machine learning in order to find a model or set of models that optimize a user-supplied criterion, such as predictive performance. The ultimate g…

2019-08-28abs ↗pdf ↗

With the wealth of information produced by social networks, smartphones, medical or financial applications, speculations have been raised about the sensitivity of such data in terms of users' personal privacy and data security. To address the above issues, Federated Learning (FL) has been recently proposed as a means t…

2019-08-20abs ↗pdf ↗

HRTPP improves TPP interpretability and accuracy in medical event modeling.

problem Lack of interpretability in TPPs for medical event sequences.
method Hybrid-Rule Temporal Point Processes (HRTPP) integrating temporal logic rules and numerical features.
result HRTPP outperforms state-of-the-art interpretable TPPs in predictive performance and clinical interpretability.

Bayesian active learning improves holistic educational assessments.

problem Gap between holistic CJ and criterion-based rubrics in education.
method Extends Bayesian CJ to handle multiple LO components, using entropy-based active learning.
result Enhanced predictive rankings with uncertainty estimates and quantified assessor agreement.

New method optimizes multiple objectives in A/B testing for AI and clinical trials.

problem Minimizing cumulative regret, maximizing CATE, and ensuring differential privacy in large-scale experiments.
method ConSE and DP-ConSE algorithms for sequential segmentation and elimination, achieving Pareto-optimal frontier.
result Privacy comes 'for free' in our framework, with only asymptotically negligible costs to regret and accuracy.

A two-stage decision support system optimizes long-short portfolios under ESG considerations.

problem Optimizing long-short portfolios under environmental, social, and governance (ESG) considerations.
method First stage: Multi-criteria evaluation using TODIMSort and MEREC. Second stage: Non-convex portfolio optimization with Omega ratio.
result ESG-enhanced long-short portfolios outperform non-ESG and market-value-weighted benchmarks.

This paper solves optimal consumption-investment problems with time-varying preferences.

problem Optimal consumption-investment problems under time-varying incomplete preferences.
method Develops a martingale-type solution in a topological vector space, using stochastic processes and scalarization methods.
result Optimal investment policies are set-valued, with selectors decomposed into four components.

Deep Learning Accelerators are prone to faults which manifest in the form of errors in Neural Networks. Fault Tolerance in Neural Networks is crucial in real-time safety critical applications requiring computation for long durations. Neural Networks with high regularisation exhibit superior fault tolerance, however, at…

2019-07-06abs ↗pdf ↗

Paper tackles ESG rating disagreement in sustainable investing portfolios.

problem Lack of alignment between ESG ratings from different agencies affects investment decisions.
method Proposes a nonlinear optimization model reformulated as a convex quadratic program to address ESG rating disagreement.
result The proposed model can effectively manage ESG rating disagreement and improve investment decisions.

Federated Learning prioritizes client data contributions for better model quality.

problem Privacy concerns and reluctance to share private data in machine learning.
method Prioritizes client data contributions in Federated Learning by assigning scores based on defined criteria.
result The proposed approach yields a higher quality global model compared to standard Federated Learning.

FinReflectKG benchmarks financial QA by linking relevant context from a financial KG, improving model performance and efficiency.

problem Efficiently retrieving and navigating relevant financial information across diverse sources and years.
method A benchmark built on a temporally indexed financial KG, generating QA pairs via pattern-specific prompts and quality control, evaluating retrieval scenarios.
result KG-guided retrieval yields substantial gains in correctness and token utilization, improving model performance by 24%.