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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.

169,051 papers · 148 categories

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243485728970 · Jun 202019922001200920182026
48 results for news aggregation

MANA-Net improves market predictions by dynamically weighting news sentiments.

problem Aggregated Sentiment Homogenization in financial news data.
method Dynamic market-news attention mechanism to aggregate sentiments.
result MANA-Net outperforms recent market prediction methods by 1.1% Profit & Loss and 0.252 daily Sharpe ratio.

Paper uses a new copula to model risk aggregation and capital allocation.

problem Modeling dependence between risks for risk aggregation and capital allocation.
method Uses a generalized Archimedean copula (mixed Bernstein copula) to define dependence structure and derives closed-form risk measures.
result Closed-form expressions for tail value-at-risk and allocations are derived.

New bounds for quantile aggregation unify and clarify existing methods.

problem Analytical bounds for quantile aggregation with dependence uncertainty.
method Using inf-convolution of quantile-based risk measures, establish new analytical bounds called convolution bounds.
result Convolution bounds are the best available and provide sharp results in many cases.

Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown regression function. More precisely, we consider a general regression model with fixed design and measure the distance between functions by …

2012-03-12abs ↗pdf ↗

Relational probabilistic models have the challenge of aggregation, where one variable depends on a population of other variables. Consider the problem of predicting gender from movie ratings; this is challenging because the number of movies per user and users per movie can vary greatly. Surprisingly, aggregation is not…

2017-07-25abs ↗pdf ↗

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.

Improves GCN by sampling neighbors and features for better node representation.

problem GCN's aggregation process treats all neighbors and features equally, leading to suboptimal node representations.
method Introduces a new convolution operation on feature maps constructed from a fixed node bandwidth, then passes to a standard GCN.
result Outperforms competing methods in semi-supervised node classification tasks.

We introduce a new family of minmax rank aggregation problems under two distance measures, the Kendall τ and the Spearman footrule. As the problems are NP-hard, we proceed to describe a number of constant-approximation algorithms for solving them. We conclude with illustrative applications of the aggregation methods on…

2017-01-28abs ↗pdf ↗

The paper proposes criteria and methods for evaluating and aggregating feature-based model explanations.

problem Lack of quantitative evaluation criteria for feature-based model explanations.
method Developed quantitative evaluation criteria (low sensitivity, high faithfulness, low complexity), devised a framework for aggregation, and derived a new aggregate Shapley value explanation function.
result A new aggregate Shapley value explanation function that minimizes sensitivity.

We introduce a nonlinear aggregation type classifier for functional data defined on a separable and complete metric space. The new rule is built up from a collection of MM arbitrary training classifiers. If the classifiers are consistent, then so is the aggregation rule. Moreover, asymptotically the aggregation rule b…

2015-09-04abs ↗pdf ↗

While a typical supervised learning framework assumes that the inputs and the outputs are measured at the same levels of granularity, many applications, including global mapping of disease, only have access to outputs at a much coarser level than that of the inputs. Aggregation of outputs makes generalization to new in…

2018-05-22abs ↗pdf ↗

The paper introduces a method to control false splits in tree-based data aggregation.

problem Identifying the correct subgroups to treat as a single entity in tree-based data.
method Introduces the 'false split rate' and proposes a multiple hypothesis testing algorithm for tree-based aggregation.
result The proposed algorithm controls the false split rate, demonstrating its effectiveness on stock volatility and taxi fare data.

New attacks break robust aggregation methods for SGD in Byzantine-tolerant systems.

problem Breaking Byzantine-tolerant techniques in distributed machine learning.
method Inner product manipulation to break robust aggregation methods (median and Krum).
result Coordinate-wise median and Krum can be broken using new attack strategies.

New games model strategic interactions in incomplete information settings.

problem Modeling strategic interactions in incomplete information settings.
method Introduced new games that map input to private player types, aggregate strategies, and converge to near-Nash equilibria.
result Games can recover meaningful strategic interactions from real data.

CAggNet improves medical image segmentation by fusing coarse and fine features.

problem Medical image segmentation accuracy and efficiency.
method Crossing Aggregation Network with nested skip connections and weighted aggregation.
result CAggNet achieves more accurate and efficient segmentation compared to existing methods.

New aggregation method improves GNN robustness to structural perturbations.

problem Graph Neural Networks (GNNs) are vulnerable to adversarial attacks that manipulate graph structure.
method Proposes a robust aggregation function with a breakdown point of 0.5, inspired by robust statistics.
result Improves GNN robustness by a factor of 3 on Cora ML and 5.5 on Citeseer, and 8 for low-degree nodes.

Paper proposes an algorithm to estimate state aggregation from Markov transition data.

problem Estimating probabilistic aggregation map from system's trajectory.
method Two-step algorithm: spectral decomposition and linear transformation of singular vectors.
result Sharp error bounds for estimating aggregation and disaggregation distributions.

Study improves forecasting of aggregated curves in electricity markets.

problem Improving accuracy in predicting aggregated curves like demand and supply in electricity markets.
method Exploits hierarchical structure of aggregated curves, uses reconciliation methods (bottom-up, top-down, linear optimal, aggregated-down).
result Hierarchical reconciliation methods can significantly improve forecast accuracy of aggregated curves.

U-aggregation combines multiple models without labels for better risk prediction.

problem Challenges in selecting best model for new populations due to limited data and lack of true labels.
method U-aggregation, an unsupervised model aggregation method that integrates pre-trained models without observed labels.
result U-aggregation improves genetic risk prediction of complex traits using publicly available models.

The paper uses tensor decompositions to improve neural network models for tree data.

problem Encoding structural knowledge from tree-structured data efficiently.
method Introduces new aggregation functions using Canonical and Tensor-Train decompositions.
result Proposed models outperform traditional methods on tree classification tasks.

Improved defense against data poisoning attacks by aggregating smaller subsets.

problem Mitigating the impact of poisoned data on model robustness.
method Finite Aggregation method that combines duplicates of smaller disjoint subsets for training.
result Consistent improvement in certified robustness bounds, up to 4.77% on GTSRB.

Model infers functions for attributes using multi-aggregate datasets with knowledge transfer.

problem Modeling aggregate data with varying granularities and spatial supports.
method Multi-output Gaussian process (MoGP) with linear mixing of independent latent GPs, aggregation process, and prior distribution of mixing weights.
result Proposed model outperforms in refining coarse-grained aggregate data.

A new method for faster prediction in distributed Gaussian processes.

problem Inefficient aggregation of distributed Gaussian processes with correlations.
method Proposes a novel approach for aggregated prediction in distributed GPs that incorporates correlations among experts.
result Results in more stable predictions in less time compared to state-of-the-art methods.

A new loss function improves classification accuracy in imbalanced datasets.

problem Suboptimal decision boundaries in classification with average, maximal, and average top-kk losses.
method Proposes a new classification objective called the close-kk aggregate loss, which minimizes the loss for points close to the decision boundary.
result Close-kk aggregate loss achieves significant gains in 0-1 test accuracy compared to average, maximal, and average top-kk losses.

New algorithm extracts device profiles for short-term power predictions in commercial buildings.

problem Short-term power prediction in commercial buildings with high accuracy.
method Unsupervised extraction of device profiles from aggregate power measurements, disaggregation using particle swarm optimization, and state changes forecast by artificial neural networks.
result Developed approach outperforms existing methods with high accuracy.

New method aggregates Gaussian experts by detecting conditional independence violations.

problem Aggregation of dependent Gaussian experts leads to sub-optimal solutions.
method Uses Gaussian graphical model to detect and correct conditional independence violations.
result Improves aggregation of Gaussian experts, outperforming SOTA DGP approaches.