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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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190380570760 · Jun 202019922001200920172026
48 results for negative predictive value

A new method STMF improves missing value prediction using tropical semiring.

problem Limited capability of linear models to model complex relations.
method Sparse Tropical Matrix Factorization (STMF) using tropical semiring.
result STMF outperforms NMF on real data, especially in handling extreme values.

The paper discusses thresholds and bounds for accuracy in binary classification systems.

problem The accuracy of binary classification systems and its dependence on prevalence.
method Analyzing the precision-prevalence curve and negative predictive value-prevalence curve to find thresholds and bounds.
result Thresholds (φeφ_e and φnφ_n) bound various accuracy metrics (Fβ, F1, FM, MCC) and the ratio of maximum accuracy to prevalence.

Machine learning models predict brain age with systematic bias, corrected in this study.

problem Systematic bias in machine learning regression models for brain age prediction.
method General constrained optimization approach to correct bias.
result Our method effectively eliminates the bias from brain age predictions.

In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations of transaction graphs in the time period from 2012 to 2017 using Bitcoin blockc…

2018-09-19abs ↗pdf ↗

Study finds financial YouTube channel 3PROTV predicts stock market performance and sentiment changes.

problem Determining the informational value of financial YouTube channels.
method Analyzing 3PROTV's content and its impact on stock market performance and sentiment.
result 3PROTV's content, particularly negative sentiment, predicts stock market performance and sentiment changes.

We propose to explain the predictions of a deep neural network, by pointing to the set of what we call representer points in the training set, for a given test point prediction. Specifically, we show that we can decompose the pre-activation prediction of a neural network into a linear combination of activations of trai…

2018-11-23abs ↗pdf ↗

New theory shows how learning algorithms can create a bias towards negative outcomes.

problem Negativity bias in adaptive learning algorithms.
method Generalization of the Hot Stove Effect to settings with negative estimates leading to smaller sample sizes.
result Negativity bias persists even when negative estimates do not lead to avoidance.

Extends conformal prediction for controlling expected risk of monotone loss functions.

problem Controlling expected risk of monotone loss functions.
method Generalizes split conformal prediction with coverage guarantee, extending to distribution shift, quantile risk, multiple, adversarial, and expectations of U-statistics.
result Tight up to an O(1/n)\mathcal{O}(1/n) factor, with worked examples in computer vision and natural language processing.

Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it favorable games}, in the sense that there is a small probabilistic edge that smar…

1999-01-22abs ↗pdf ↗

The paper finds optimal threshold strategies for insurance companies with a positive terminal value at creeping ruin.

problem Optimizing dividend payments in an insurance company's surplus process with a positive terminal value at creeping ruin.
method Using fluctuation theory, the paper derives explicit formulas for the objective function and shows the optimality of threshold strategies.
result Threshold strategies are optimal for the dividend optimization problem under certain conditions.

Bayesian approach confirms no return predictability for 1926-2004 data, weak evidence for 1953-2021.

problem Investigating return predictability using Bayesian methods.
method Developed a new shrinkage type prior for a model parameter in a VAR system, compared to other estimation methods.
result Bayesian approach outperforms reduced-bias estimator in terms of size and power.

A matrix completion problem, which aims to recover a complete matrix from its partial observations, is one of the important problems in the machine learning field and has been studied actively. However, there is a discrepancy between the mainstream problem setting, which assumes continuous-valued observations, and some…

2018-03-13abs ↗pdf ↗

The paper introduces Absolute Shapley Value to handle negative contributions in machine learning model training.

problem Negative marginal contributions in machine learning model training.
method Investigates three philosophies: Original Shapley Value, Zero Shapley Value, and Absolute Shapley Value.
result Absolute Shapley Value significantly outperforms other definitions in evaluating data importance.

We analyse an issue when comparing survival curves between two subgroups. We show that there is a direct relationship between estimates of subgroups' survival at a time point and positive and negative predictive values in the binary classification settings. Our findings present a case where current methods of comparing…

2016-11-04abs ↗pdf ↗

Two new models improve option valuation for negative or mean reverting futures markets.

problem Valuation of futures contracts with negative underlying prices.
method Proposed two models: Ornstein-Uhlenbeck and continuous time GARCH.
result Improved option values compared to Black 76, especially for negative or mean reverting markets.

Bayesian GPR model predicts extreme stock market losses.

problem Forecasting rare but impactful extreme negative returns in equity markets.
method Developed a Bayesian Generalised Pareto Regression model linking scale parameter to market volatility.
result The Cauchy prior provides the best balance between predictive accuracy and model simplicity.

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet distributions, Negative binomial regression, Poisson-Gamma hierarchical models, …

2019-05-29abs ↗pdf ↗

The paper assesses how equity tail risk impacts US Treasury bond returns.

problem The effects of equity tail risk on the US government bond market.
method Estimating equity tail risk using option-implied stock market volatility and assessing its predictive power in reduced-form regressions and a term structure model.
result Equity tail risk significantly predicts one-month excess returns on Treasuries.

Predicts stock price changes based on clinical trial announcements.

problem Forecasting the impact of clinical trial results on pharma stock prices.
method BERT for sentiment analysis, Temporal Fusion Transformer for forecasting, graph convolution network for event relationships, gradient boosting for price change prediction.
result Identifies two crucial factors: drug portfolio size and network effect of related events.

Separable losses are inconsistent for structured prediction models.

problem Inconsistency of separable losses in structured prediction models.
method Analysis of separable negative log-likelihood losses for structured prediction.
result Separable losses are not Bayes consistent and may not predict the most probable structure.

Investigates maps and properties in spaces with negative dimensions and curvature.

problem Existence of transport maps and local-to-global property in spaces with negative dimensions and bounded Ricci curvature.
method Examines metric measure spaces with negative curvature dimensions and applies reduced curvature-dimension conditions.
result Establishes the existence of transport maps and proves the local-to-global property.

Paper compares neural networks and classical statistics for dementia prediction, highlighting interpretability of classical methods.

problem Tackles the challenge of interpreting risk factors for dementia prediction.
method Compares neural networks and classical statistics for dementia prediction.
result Classical statistics provide clearer interpretation of risk factors compared to neural networks.

The study proves a new inequality and formula for manifolds with non-negative Ricci curvature.

problem Proving a sharp mean value inequality for non-negative superharmonic functions.
method Develops a new sharp mean value inequality and an explicit formula for weighted scalar curvature.
result The new inequality removes the radius restriction of Schoen-Yau's result and provides an explicit formula for integral of weighted scalar curvature.

Study expands classical harmonic function results to Riemannian manifolds.

problem Classical harmonic function properties in domains of Riemannian manifolds.
method Generalized classical results to Riemannian manifolds, including pinched negative curvature.
result Generalized results for Riemannian manifolds, including pinched negative curvature.