Research
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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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150300450600 · Jun 202019922001200920172026
48 results for online prediction

Proposes online conformal prediction method with adversarial semi-bandit feedback.

problem Online uncertainty quantification with adversarial semi-bandit feedback.
method Formulates online conformal prediction as an adversarial bandit problem and uses regret minimization.
result Achieves long-run coverage guarantee with adversarial semi-bandit feedback.

Predicts student performance in interactive online question pools using GNNs.

problem Predicting student performance in interactive online question pools with evolving knowledge.
method Proposes R^2GCN, a GNN model for heterogeneous networks to predict student performance.
result Achieves higher accuracy in student performance prediction than traditional methods.

New online conformal prediction methods minimize strongly adaptive regret and achieve near-optimal coverage.

problem Uncertainty quantification in online settings with changing data distributions.
method Developed new online conformal prediction methods that minimize strongly adaptive regret.
result Achieve near-optimal strongly adaptive regret and approximately valid coverage.

Proposes methods for online conformal prediction with nested prediction sets across multiple confidence levels.

problem Need for uncertainty quantification with multiple confidence levels in diverse applications.
method Online optimization perspective to enforce nestedness of prediction sets while controlling quantile estimation error.
result Achieves stable coverage across all levels, strictly nested prediction sets, and improved efficiency.

COP improves online conformal prediction by incorporating data patterns, leading to tighter prediction sets.

problem Overly conservative prediction sets in online conformal prediction methods when data distribution shifts.
method Conformal Optimistic Prediction (COP) incorporating estimated cumulative distribution function of non-conformity scores.
result COP produces tighter prediction sets with valid coverage guarantees, outperforming other methods.

New algorithms for constrained online optimization with memory and predictions.

problem Control of constrained dynamical systems and scheduling with reconfiguration budgets.
method Proposed algorithms achieving sublinear regret and constraint violation under time-varying constraints, both with and without predictions.
result First algorithms achieving sublinear regret and constraint violation in constrained online optimization with memory.

Hybrid model predicts stock prices using online forum sentiments and popularity.

problem Predicting stock prices accurately considering investor sentiment.
method XLNET for sentiment analysis, BiLSTM-highway model integration, combining post popularity.
result Hybrid model outperforms traditional methods in stock price prediction.

Paper proposes faster adaptation to distribution shifts in online settings.

problem Violation of exchangeability assumption in evolving data environments.
method Online conformal inference with retrospective adjustment.
result Faster adaptation to distributional shifts demonstrated through numerical studies.

The paper addresses errors in online selective conformal prediction and proposes new strategies to ensure valid inference.

problem Online selective conformal prediction's exchangeability issues and false coverage rate control problems.
method Evaluation and correction of existing calibration selection strategies, proposing new ones that preserve exchangeability.
result Novel calibration selection strategies ensure both selection-conditional coverage and FCR control.

Study online conformal prediction for non-stationary data with optimal training-conditional regret.

problem Online prediction for non-stationary data streams with unknown distribution drift.
method Proposes split-conformal and full-conformal algorithms that adapt to drift detection and incorporate stability for online learning.
result Proves minimax-optimal regret for online full conformal algorithm under appropriate restrictions.

Develops a new method for online conformal prediction without manual tuning.

problem Achieving long-run 1α1-α coverage for arbitrary data streams in an informative manner.
method Linearized regret theory and universal portfolio algorithms.
result Strong finite-time bounds on miscoverage for UP-OCP, outperforming prior methods.

Study of online learning for structured prediction problems.

problem Structured prediction in online learning settings.
method Developed algorithms for structured prediction in online learning, generalizing from supervised learning.
result Achieved the same excess risk upper bound for non-i.i.d. data and bounded the stochastic regret for non-stationary data.

New insights link no-regret learning to online conformal prediction in adversarial settings.

problem Understanding the relationship between no-regret learning and online conformal prediction in adversarial environments.
method Analysis of existing algorithms and new connections between no-regret learning and conformal prediction.
result No-regret learning algorithms can provide group-conditional coverage guarantees in adversarial settings.

Study predicts purchasing decisions of online food delivery customers.

problem Understanding and predicting consumer purchasing decisions in online food delivery.
method Used machine learning techniques including CART, C4.5, random forest, and rule-based classifiers to predict purchasing decisions.
result C4.5 decision tree model outperformed others with 91.67% accuracy.

New methods improve Bayesian inference and decision-making in online learning.

problem Current Bayesian deep learning does not fully utilize joint predictives for sequential decision-making.
method Proposes new evaluation settings for active learning and active sampling, focusing on marginal and joint cross-entropies.
result Initial experiments suggest challenges in applying current BDL inference techniques in high-dimensional spaces.

New algorithm reduces regret and constraint violation in online convex optimization with predictions.

problem Online convex optimization with time-varying constraints and predictions.
method Primal-dual algorithm combining Follow-The-Regularized-Leader with adaptive steps.
result Achieves O(T3β4)\mathcal O(T^{\frac{3-β}{4}}) regret and O(T1+β2)\mathcal O(T^{\frac{1+β}{2}}) constraint violation bounds.

The paper explores trade-offs between regret and variance in online learning algorithms.

problem Investigating the trade-offs between regret and variance in online learning.
method Analysis of the Exponentially Weighted Average (EWA) algorithm and its variants.
result A variant of EWA either achieves negative regret or guarantees a logarithmic bound on both variance and regret.

As more data are produced each day, and faster, data stream mining is growing in importance, making clear the need for algorithms able to fast process these data. Data stream mining algorithms are meant to be solutions to extract knowledge online, specially tailored from continuous data problem. Many of the current alg…

2019-07-16abs ↗pdf ↗

Paper proposes using online text data to predict CPI with LLMs.

problem Forecasting Consumer Price Index (CPI) using low-frequency survey-based data.
method Develops an LLM-based approach combining online text time series with monthly CPI data.
result Establishes the asymptotic properties and provides prediction intervals for CPI forecasts.

New method calibrates probabilistic linear solver for online coverage guarantees.

problem Uncertainty in probabilistic linear solver solutions without coverage guarantees.
method Online conformal prediction-PLS (OCP-PLS) method to calibrate uncertainty thresholds.
result Validates online calibration of uncertainty thresholds via online conformal prediction.

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are computationally efficient to train and test, making them excellent candidates for r…

2014-06-10abs ↗pdf ↗

A new method for online prediction uncertainty quantification in non-exchangeable panel data.

problem Challenges in quantifying predictive uncertainty for non-exchangeable panel data.
method Online conformal prediction framework for non-exchangeable panel data, using similarity weights and adaptive miscoverage levels.
result Improves coverage on worst-covered target units through adaptive interval-width allocation.

Universal online optimization for dynamic environments using uniclass prediction.

problem Online optimization in changing environments with dynamic regret.
method Reduces dynamic online optimization to uniclass prediction problem, allowing control over dynamic regret bounds.
result First paper with state-of-the-art dynamic regret guarantees for general convex cost functions.

The nearest neighbor rule is proven consistent in a broad setting.

problem Proving consistency of the nearest neighbor rule in various settings.
method Proving online consistency for all measurable functions in doubling metric spaces under mild assumptions.
result The nearest neighbor rule is online consistent in all measurable functions in doubling metric spaces.

A new framework predicts hidden Markov model regimes online.

problem Efficiently identify hidden Markov model regimes in streaming data.
method Develops a predictive-first optimisation framework for streaming HMMs, approximating the full posterior predictive distribution.
result The method provides competitive prequential performance compared to Online EM and Sequential Monte Carlo.

The paper proposes calibration to improve algorithm performance using machine learning predictions.

problem Improving real-world performance of online algorithms with machine learning predictions.
method Calibration as a tool to bridge the gap between prediction uncertainty and algorithm design.
result Calibrated advice leads to more effective guidance in high-variance settings and significant performance improvements in real-world data.

HireVAE adapts to market regimes for online stock prediction.

problem Building an online and adaptive factor model for stock prediction.
method HireVAE uses a hierarchical latent space to estimate latent factors from historical market information.
result HireVAE outperforms previous methods in active returns across benchmarks.

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

problem Online learning with set-valued feedback, where labels are sets rather than single labels.
method Introduced new combinatorial dimensions (Set Littlestone and Measure Shattering) to characterize learnability.
result Characterized deterministic and randomized online learnability, and established bounds for various learning settings.

NeSGD efficiently updates tensor-based features for online model learning in multi-way data.

problem Incremental updates of tensor-based features and model coefficients for evolving data distributions.
method Online NeSGD for CP decomposition of tensor data.
result Proposed NeSGD method significantly improves classification accuracy and adapts to changing data distributions.