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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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48 results for multiple benchmarks

Combines absolute and relative wealth in portfolio optimization with power utility functions.

problem Optimizing portfolios with both absolute and relative wealth considerations.
method Integrates power utility functions for absolute and relative wealth, considering multiple benchmarks.
result Obtains an explicit solution for portfolio optimization combining absolute and relative wealth.

The study examines how hyperparameters affect prediction discrepancies in machine learning models.

problem Prediction inconsistencies across different machine learning models trained on the same dataset.
method Investigation of six models (Elastic Net, Decision Tree, k-NN, SVM, RF, XGBoost) on 21 benchmark datasets, focusing on key hyperparameters.
result Hyperparameter tuning improves model performance but increases prediction discrepancies, especially in Extreme Gradient Boosting.

Molecular machine learning has been maturing rapidly over the last few years. Improved methods and the presence of larger datasets have enabled machine learning algorithms to make increasingly accurate predictions about molecular properties. However, algorithmic progress has been limited due to the lack of a standard b…

2017-03-02abs ↗pdf ↗

Machine learning (ML) needs industry-standard performance benchmarks to support design and competitive evaluation of the many emerging software and hardware solutions for ML. But ML training presents three unique benchmarking challenges absent from other domains: optimizations that improve training throughput can incre…

2019-10-02abs ↗pdf ↗

MAMBA learns policies competitive with multiple conflicting oracles.

problem Learning policies from multiple conflicting oracles in reinforcement learning.
method MAMBA uses a gradient estimator in the style of GAE to optimize policies, leveraging demonstrations from multiple weak oracles.
result MAMBA outperforms the state-of-the-art in learning policies competitive with multiple conflicting oracles.

Fidel-TS creates a new benchmark for time series forecasting models.

problem Lack of high-quality benchmarks for time series forecasting models.
method Formalized high-fidelity benchmark principles, including data sourcing integrity, leak-free design, and structural clarity. Created Fidel-TS, a new large-scale benchmark.
result Demonstrated the limitations of prior benchmarks and potential discrepancies in model evaluation.

The paper quantifies uncertainty in aggregated machine learning metrics.

problem Uncertainty in summarizing model performance across multiple tasks.
method Statistical methodologies including bootstrapping and Bayesian modeling.
result Insights into model performance dominance for specific tasks.

EGMU optimizes portfolios using KL divergence, ensuring positive solutions.

problem Constructing multi-factor target-exposure portfolios efficiently and accurately.
method Convex optimization framework minimizing KL divergence, with explicit solvers.
result Established feasibility and uniqueness of strictly positive solutions under convex-hull conditions.

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).

ZeroSCROLLS benchmarks zero-shot natural language understanding over long texts.

problem Evaluate natural language understanding models over long texts without training data.
method Adapt six tasks from SCROLLS benchmark and add four new datasets, including novel aggregation tasks.
result Claude outperforms ChatGPT, and GPT-4 achieves highest average score.

DIGEN benchmark provides synthetic datasets for ML algorithm evaluation.

problem Understanding and comparing machine learning algorithms' performance.
method Synthetic datasets generated using 40 mathematical functions to evaluate machine learning algorithms.
result DIGEN resource facilitates understanding why algorithms perform poorly and provides ideas for improvement.

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of developing scalable methods for forecasting distributed solar and other renewable powe…

2018-06-07abs ↗pdf ↗

msPCA solves sparse PCA for multiple components efficiently.

problem Sparse principal component analysis with multiple components.
method Alternating maximization algorithm for sparse loading vectors, with orthogonality or zero correlation constraints.
result Achieves high variance explained with sparse components and controlled feasibility violations.

Paper extends RPD for better handling multiple modalities and non-convexity.

problem Handling multiple modalities and non-convexity in data clouds.
method Computes RPD in a reproducing kernel Hilbert space using kernel principal component analysis.
result The method outperforms RPD and is comparable to other models on benchmark datasets.

Multi-view clustering aims at integrating complementary information from multiple heterogeneous views to improve clustering results. Existing multi-view clustering solutions can only output a single clustering of the data. Due to their multiplicity, multi-view data, can have different groupings that are reasonable and …

2019-11-26abs ↗pdf ↗

In this study, we investigate the use of global information to speed up the learning process and increase the cumulative rewards of reinforcement learning (RL) in competition tasks. Within the actor-critic RL, we introduce multiple cooperative critics from two levels of the hierarchy and propose a reinforcement learnin…

2019-02-08abs ↗pdf ↗

We provide a benchmark dataset for hand gesture recognition using force myography.

problem Lack of publicly available benchmark data for force myography hand gesture recognition.
method Collected data from 20 persons covering 18 unique gestures using a commercially available sensor setup.
result Improved gesture recognition accuracy through transfer learning.

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates input dependent signal and noise correlations between multiple response variables,…

2011-10-19abs ↗pdf ↗

AI-Trader benchmarks LLMs in live financial markets, revealing poor trading performance.

problem Challenges in real-time financial decision-making by autonomous agents.
method Fully automated, live evaluation benchmark with minimal human intervention.
result General intelligence does not translate to effective trading, highlighting limitations.

QUACKIE creates a new benchmark for NLP interpretability.

problem Evaluating NLP interpretability methods is challenging due to biased ground truths.
method Formulated a custom classification task from question-answering datasets, generating unbiased ground truths.
result Demonstrated the effectiveness of current interpretability methods on the new benchmark.

Adversarial Training (AT) and Virtual Adversarial Training (VAT) are the regularization techniques that train Deep Neural Networks (DNNs) with adversarial examples generated by adding small but worst-case perturbations to input examples. In this paper, we propose xAT and xVAT, new adversarial training algorithms, that …

2019-12-04abs ↗pdf ↗

This paper analyzes how multiple investors can exploit relative arbitrage opportunities.

problem Analyzing how multiple investors can exploit relative arbitrage opportunities.
method Constructing a well-posed market dynamical system of McKean-Vlasov type, deriving optimal strategies, and finding Nash equilibrium.
result The conditions for relative arbitrage opportunities among competitive investors are derived.

Ensemble learning is a method of combining multiple trained models to improve model accuracy. We propose the usage of such methods, specifically ensemble average, inside Convolutional Neural Network (CNN) architectures by replacing the single convolutional layers with Inner Average Ensembles (IEA) of multiple convoluti…

2018-08-30abs ↗pdf ↗

Framework for generating multiple clusterings from multi-view data.

problem Challenges in finding optimal clustering criteria and handling incomplete multi-view data.
method DiMVMC framework that optimizes multiple decoder deep networks to complete data views and generate shared representations.
result DiMVMC outperforms state-of-the-art competitors in generating multiple clusterings with high diversity and quality.

FADE framework improves fairness and accuracy in ensemble learning.

problem Improving fairness in existing models without sacrificing accuracy.
method Flexible fair ensemble learning framework targeting multiple fairness criteria.
result Multiple unfairness measures can be minimized simultaneously with little impact on accuracy.

Motivated by the asset-liability management of a nuclear power plant operator, we consider the problem of finding the least expensive portfolio, which outperforms a given set of stochastic benchmarks. For a specified loss function, the expected shortfall with respect to each of the benchmarks weighted by this loss func…

2013-09-19abs ↗pdf ↗

Paper introduces a benchmark for predicting bankruptcy from text data.

problem Lack of a common benchmark dataset and evaluation strategy for unstructured data in bankruptcy prediction.
method Describes and evaluates several baseline models, including a bag-of-words model.
result A lightweight bag-of-words model performs surprisingly well, especially when considering data from multiple years.

A new teacher-class network method compresses DNNs by distributing knowledge to multiple student networks.

problem Overwhelming size of Deep Neural Networks (DNNs).
method Single teacher with multiple student networks, transferring knowledge to each student.
result The combined knowledge of the class of students achieves better performance and reduces parameters.

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent functions drawn from Gaussian process priors. The combination coefficients are als…

2018-05-24abs ↗pdf ↗

We created financial benchmarks for distribution shifts in crude oil prices and volatility.

problem Scarcity of task-labeled time-series benchmarks in finance.
method Transformed asset price data into volatility proxies, generated task labels based on distribution shifts, and made datasets publicly available.
result Inclusion of task labels improves continual learning algorithms' performance on real-world data.