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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.

168,742 papers · 148 categories

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76151227302 · Jun 202019922001200920172026
48 results for multiple criteria sorting

Framework for sorting with diverse value models and valued assignment examples.

problem Sorting with diverse value models and valued assignment examples.
method Optimization model for constructing preference model from valued examples, regularization techniques, and efficient algorithm.
result Improved predictive ability and flexibility in classification performance.

Review and compare sorting model selection methods for preference disaggregation.

problem Selecting a representative sorting model from multiple compatible models.
method Reviewed and proposed new procedures for selecting sorting models, including robust assignment rule.
result Identified most efficient procedures in terms of classification accuracy and robustness.

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

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 ↗

The paper sorts big data by revealed preferences, improving consumer and policy decisions.

problem Sorting diverse consumer preferences for big data objects like colleges.
method Endogenous weighting of revealed preferences, considering spillover effects.
result Consistent steady-state solution to counterbalance equilibrium.

The paper provides criteria and curvatures for singularities of curves in R^N.

problem Tackles the classification and characterization of singularities of curves in R^N.
method Systematic procedure for constructing criteria, explicit criteria for multiplicities 2-4, generalized curvatures.
result Generalized curvatures reinterpret Fukui's theorem for curves of finite multiplicities.

The study examines Nash equilibria in utility maximization games with multiplicative performance criteria.

problem Existence and uniqueness of Nash equilibria in multiplicative performance criteria games.
method General characterization of Nash equilibria for a large class of utility functions.
result Existence and uniqueness of Nash equilibria for arbitrary initial wealth vectors.

We propose an O(NM)O(N\cdot M) sorting algorithm by Machine Learning method, which shows a huge potential sorting big data. This sorting algorithm can be applied to parallel sorting and is suitable for GPU or TPU acceleration. Furthermore, we discuss the application of this algorithm to sparse hash table.

2018-05-11abs ↗pdf ↗

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 novel multi-objective optimization framework improves insurance pricing fairness.

problem Exacerbated trade-offs between competing fairness criteria in insurance pricing using machine learning.
method Proposes a novel multi-objective optimization framework using NSGA-II to jointly optimize accuracy and fairness criteria.
result Consistently achieves a balanced compromise between accuracy and fairness, outperforming single-model approaches.

Inference-aware meta-alignment of LLMs reduces computational cost.

problem Aligning LLMs to diverse human preferences is challenging due to conflicting criteria.
method IAMA trains a base model to be aligned to multiple tasks via different inference-time alignment algorithms, using non-linear GRPO for optimization.
result IAMA enables effective alignment of LLMs to multiple criteria with limited computational budget.

Paper proposes a new method to compare classifiers across multiple datasets.

problem Comparing classifiers over multiple datasets with multiple criteria.
method Adopting decision theory, the paper introduces generalized stochastic dominance for ranking classifiers.
result Generalized stochastic dominance can be used to rank classifiers and statistically tested.

Curvature criteria for A-simple singularities and their parallel curves identified.

problem Determining singularity types of A-simple singularities and their parallel curves.
method Defined curvature parameters and criteria for A-simple singularities.
result Criteria to determine singularity types of A-simple singularities and their parallel curves.

This paper compares spike sorting techniques for rat brain neuronal activity.

problem Improving the accuracy of spike sorting for neuronal activity analysis.
method Three-step spike sorting process: detection, feature extraction, and clustering. Various methods are compared.
result Kernel PCA outperforms in feature extraction, leading to better spike sorting results.

Sorting an array is a fundamental routine in machine learning, one that is used to compute rank-based statistics, cumulative distribution functions (CDFs), quantiles, or to select closest neighbors and labels. The sorting function is however piece-wise constant (the sorting permutation of a vector does not change if th…

2019-05-28abs ↗pdf ↗

We propose a novel concept of a Systemic Optimal Risk Transfer Equilibrium (SORTE), which is inspired by the Bühlmann's classical notion of an Equilibrium Risk Exchange. We provide sufficient general assumptions that guarantee existence, uniqueness, and Pareto optimality of such a SORTE. In both the Bühlmann and the SO…

2019-07-09abs ↗pdf ↗

Paper introduces differentiable sorting and ranking with O(nlogn)O(n \log n) time complexity.

problem Non-differentiability of sorting and ranking operations in machine learning.
method Differentiable proxies constructed as projections onto the permutahedron and reduction to isotonic optimization.
result First differentiable sorting and ranking operators with O(nlogn)O(n \log n) time and O(n)O(n) space complexity.

DSPO optimizes portfolio construction from raw stock data efficiently.

problem Manual design and misalignment in traditional portfolio construction methods.
method End-to-end neural network framework with Monotonical Logistic Regression loss.
result DSPO constructs optimal sorted portfolios with high performance metrics.

Sorting input objects is an important step in many machine learning pipelines. However, the sorting operator is non-differentiable with respect to its inputs, which prohibits end-to-end gradient-based optimization. In this work, we propose NeuralSort, a general-purpose continuous relaxation of the output of the sorting…

2019-03-21abs ↗pdf ↗

The paper introduces risk consistency properties for credit ratings.

problem Promoting prudent investment decisions in credit ratings.
method Introducing and studying risk consistency properties in the framework of Choquet rating criteria.
result Characterization of Choquet risk measures and rating criteria satisfying risk consistency properties.

Unified perspective unites Bayesian optimization and active learning for efficient goal-oriented optimization.

problem Efficiently optimize expensive engineering and scientific problems with limited data.
method Unified framework linking Bayesian infill criteria and active learning criteria.
result Unified approach formalizes Bayesian infill criteria and active learning criteria.

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.

This paper examines fairness and arbitrariness in bias mitigation methods.

problem Understanding how different bias mitigation strategies affect individual predictions and whether they introduce arbitrariness.
method FRAME framework to evaluate bias mitigation through five dimensions: Impact Size, Change Direction, Decision Rates, Affected Subpopulations, and Neglected Subpopulations.
result Significant differences in the behaviors of debiasing methods were exhibited, highlighting the limitations of current fairness criteria and the inherent arbitrariness in the debiasing process.

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.

Differentiable sorting and rank normalization are incompatible, with specific conditions for admissibility.

problem Incompatibility between differentiable sorting and rank normalization.
method Formalized admissibility through monotone invariance, batch independence, and rank-space stability conditions.
result Different gap-sensitive and batchwise relaxations of rank normalization violate the conditions for admissibility.

Extends SORTE to multivariate risk functions.

problem Analyzing systemic risk in financial institutions or insurance-reinsurance markets.
method Develops a new framework for multivariate utility functions and applies duality theory.
result Proves existence, uniqueness, and Nash Equilibrium property of Multivariate Systemic Optimal Risk Transfer Equilibrium.

This paper addresses two seemingly unrelated problems, (a) What is the entropy and energy accounting in the Maxwell Demon problem? and (b) How can the efficiency of markets be measured? Here we show, in a simple model for the Maxwell Demon, the entropy of the universe increases by an amount eta=0.839995520 in going fro…

2003-11-15abs ↗pdf ↗

A new method sorts projects using Quicksort and Bradley-Terry model for uncertain long-term benefits.

problem Selecting projects with uncertain long-term benefits.
method Combining Quicksort and Bradley-Terry model for ranking projects based on uncertain long-term benefits.
result Proposed methods outperform existing aggregation methods and can be combined with sampling techniques.

Meta-analysis improves personalized treatment rules across multiple sites.

problem Lack of generalizability in learning individualized treatment rules across different medical sites.
method Developed a method for individual-level meta-analysis of ITRs, borrowing sign-coherency information between sites.
result Jointly learned site-specific ITRs with improved generalizability.

The ultimate goal of optimization is to find the minimizer of a target function.However, typical criteria for active optimization often ignore the uncertainty about the minimizer. We propose a novel criterion for global optimization and an associated sequential active learning strategy using Gaussian processes.Our crit…

2012-02-09abs ↗pdf ↗

Let (M,ω)(M,ω) be a connected symplectic manifold on which a connected Lie group GG acts properly and in a Hamiltonian fashion with moment map $μ:M \lra \mf g^*$. Our purpose is investigate multiplicity-free actions, giving criteria to decide a multiplicity freenes of the action. As an application we give the complete cl…

2004-02-17abs ↗pdf ↗