Naive investors make riskier choices than optimal strategies in continuous-time finance.
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.
Trend · papers per month
We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies of sophisticated agents who anticipate but lack control over their future selves…
Interprets AI model for identifying boosted H → b̄b jets.
MPANF improves naive forecast by incorporating directional information.
Despite its simplicity, the naive Bayes classifier has surprised machine learning researchers by exhibiting good performance on a variety of learning problems. Encouraged by these results, researchers have looked to overcome naive Bayes primary weakness - attribute independence - and improve the performance of the algo…
Paper introduces Generalized Naive Bayes for better data fitting.
Improved Naive Bayes classifier with neural network models.
Sophisticated volatility models outperform naive portfolio strategies.
Naive Bayes estimator is widely used in text classification problems. However, it doesn't perform well with small-size training dataset. We propose a new method based on Naive Bayes estimator to solve this problem. A correlation factor is introduced to incorporate the correlation among different classes. Experimental r…
A widely applied diversification paradigm is the naive diversification choice heuristic. It stipulates that an economic agent allocates equal decision weights to given choice alternatives independent of their individual characteristics. This article provides mathematically and economically sound choice theoretic founda…
The paper compares one-hot encoding to Naïve Bayes for categorical variables.
Proposes a non-convex optimization method for a parsimonious weighted naive Bayes classifier.
Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This leads to a combinatorial maximum-likelihood problem, for which we provide an exact…
Proposes a sparse Naïve Bayes classifier to improve performance and interpretability.
We study the (standard) cohomology of a Courant algebroid . We prove that if is transitive, the standard cohomology coincides with the naive cohomology as conjectured by Stienon and Xu. For a general Courant algebroid we define a spectral sequence converging to its stan…
This paper proposes an efficient method for calculating Shapley values in Naive Bayes classifiers.
Naive Bayes can be used as a discriminative classifier, matching the definition of logistic regression.
Two new Hie-TAN and Hie-TAN-Lite algorithms improve TAN for hierarchical feature spaces.
Study on mapping class groups of infinite type surfaces.
In this paper, we propose and develop the novel idea of treating musical sheets as literary documents in the traditional text analytics parlance, to fully benefit from the vast amount of research already existing in statistical text mining and topic modelling. We specifically introduce the idea of representing any give…
The paper revisits discriminative vs. generative classifiers, showing naive Bayes requires fewer samples.
Optimal projections enhance Naive Bayes classification.
This paper improves wind power prediction via weather forecast-contextualized Long Short-Term Memory Neural Network (LSTM) models. Initially, only wind power data was fed to a generic LSTM, but this model performed poorly, with erratic and naive behavior observed on even low-variance data sections. To address this issu…
New algorithms explain Naive Bayes classifiers in polynomial time and delay.
Bayesian network classifiers are used in many fields, and one common class of classifiers are naive Bayes classifiers. In this paper, we introduce an approach for reasoning about Bayesian network classifiers in which we explicitly convert them into Ordered Decision Diagrams (ODDs), which are then used to reason about t…
A great deal of interest has recently focused on conducting inference on the parameters in a high-dimensional linear model. In this paper, we consider a simple and very naïve two-step procedure for this task, in which we (i) fit a lasso model in order to obtain a subset of the variables, and (ii) fit a least squares mo…
In this paper, we examine previous work on the naive Bayesian classifier and review its limitations, which include a sensitivity to correlated features. We respond to this problem by embedding the naive Bayesian induction scheme within an algorithm that c arries out a greedy search through the space of features. We hyp…
We compare in this paper several feature selection methods for the Naive Bayes Classifier (NBC) when the data under study are described by a large number of redundant binary indicators. Wrapper approaches guided by the NBC estimation of the classification error probability out-perform filter approaches while retaining …
Smart Bayes integrates generative and discriminative features for improved classification.
In this paper we present a new Bayesian network model for classification that combines the naive-Bayes (NB) classifier and the finite-mixture (FM) classifier. The resulting classifier aims at relaxing the strong assumptions on which the two component models are based, in an attempt to improve on their classification pe…
We introduce the concept of Loday algebroids, a generalization of Courant algebroids. We define the naive cohomology and modular class of a Loday algebroid, and we show that the modular class of the double of a Lie bialgebroid vanishes. For Courant algebroids, we describe the relation between the naive and standard coh…
Study compares optimal vs. naive diversification in crypto markets, finds time-varying moments improve performance.
In this draft, which reports on work in progress, we 1) adapt the information bottleneck functional by replacing the compression term by class-conditional compression, 2) relax this functional using a variational bound related to class-conditional disentanglement, 3) consider this functional as a training objective for…
In this paper, we empirically evaluate algorithms for learning four types of Bayesian network (BN) classifiers - Naive-Bayes, tree augmented Naive-Bayes, BN augmented Naive-Bayes and general BNs, where the latter two are learned using two variants of a conditional-independence (CI) based BN-learning algorithm. Experime…
The presence of noisy instances in mobile phone data is a fundamental issue for classifying user phone call behavior (i.e., accept, reject, missed and outgoing), with many potential negative consequences. The classification accuracy may decrease and the complexity of the classifiers may increase due to the number of re…
XNB classifier improves model interpretability by selecting class-specific features.
In machine learning, classification models need to be trained in order to predict class labels. When the training data contains personal information about individuals, collecting training data becomes difficult due to privacy concerns. Local differential privacy is a definition to measure the individual privacy when th…
Random imputation is surprisingly effective for linear predictors in missing data scenarios.
Exact learning improves naive Bayes classifier performance for small samples.
In order to investigate the breast cancer prediction problem on the aging population with the grades of DCIS, we conduct a tree augmented naive Bayesian network experiment trained and tested on a large clinical dataset including consecutive diagnostic mammography examinations, consequent biopsy outcomes and related can…
Many existing fairness criteria for machine learning involve equalizing some metric across protected groups such as race or gender. However, practitioners trying to audit or enforce such group-based criteria can easily face the problem of noisy or biased protected group information. First, we study the consequences of …
We introduce and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is defined as the integrated parameter , where is the time-varying parameter, and we consider the high-frequency…
Hybrid models forecast EPEC energy spot prices.
Inference of hidden classes in stochastic block model is a classical problem with important applications. Most commonly used methods for this problem involve naïve mean field approaches or heuristic spectral methods. Recently, belief propagation was proposed for this problem. In this contribution we perform a comparati…
This study's goal is to create a model of sentiment analysis on a 2000 rows IMDB movie comments and 3200 Twitter data by using machine learning and vector space techniques; positive or negative preliminary information about the text is to provide. In the study, a vector space was created in the KNIME Analytics platform…
We consider large-scale studies in which it is of interest to test a very large number of hypotheses, and then to estimate the effect sizes corresponding to the rejected hypotheses. For instance, this setting arises in the analysis of gene expression or DNA sequencing data. However, naive estimates of the effect sizes …
As machine learning is increasingly used to make real-world decisions, recent research efforts aim to define and ensure fairness in algorithmic decision making. Existing methods often assume a fixed set of observable features to define individuals, but lack a discussion of certain features not being observed at test ti…
As a consequence of the strong and usually violated conditional independence assumption (CIA) of naive Bayes (NB) classifier, the performance of NB becomes less and less favorable compared to sophisticated classifiers when the sample size increases. We learn from this phenomenon that when the size of the training data …