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.

169,051 papers · 148 categories

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57114170227 · Jun 202019922001200920182026
48 results for open competition

Study uses Open Banking data to estimate customer value, showing potential 21% increase.

problem Limited CLV estimation using single-entity data.
method Introduces PCLV framework using Open Banking data for comprehensive customer value estimation.
result Open Banking data can estimate PCLV per competitor, showing a 21.06% increase over Actual CLV.

Study time-inconsistent portfolio optimization for competitive agents with relative performance criteria.

problem Time-inconsistent mean field and n-agent games under relative performance criteria.
method Construct open-loop equilibrium strategies for n-agent games and mean field games.
result Explicit solutions for n-agent games and mean field games, unique in a special class of equilibria.

A competition increases financial transaction models' robustness against attacks.

problem Neural networks used by banks are vulnerable to adversarial attacks in financial transaction data.
method A novel competition where participants propose attacks and defenses, simulating real-world conditions.
result Participants' strategies and outcomes provide insights into improving financial transaction models' robustness.

Study predicts customer data sharing in Open Banking and explains key factors.

problem Predicting and explaining customer data sharing in Open Banking environments.
method Hybrid data balancing strategy with ADASYN and NEARMISS, XGBoost models, SHAP, CART.
result 91.39% accuracy for inflow and 91.53% for outflow predictions, revealing influential features.

We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …

2018-07-22abs ↗pdf ↗

Study examines machine learning competitions' impact on AI development.

problem Fostering innovation and skill development in AI.
method Analysis of major competition platforms, workflows, and participant demographics.
result MLCs promote collaboration, reproducibility, and continuous innovation in AI.

ICLR 2021 challenge in computational geometry and topology attracted 16 teams.

problem Designing and evaluating computational methods in differential geometry and topology.
method Designing and hosting an open-source competition with repositories Geomstats and Giotto-TDA.
result 16 teams participated in the challenge, showcasing innovative contributions to computational geometry and topology.

Paper uses machine learning to evaluate financial simulations.

problem Quantify the realism of simulated financial time series.
method Machine learning classification of simulated vs real financial data.
result Improved simulation methods through competition results.

ICP separates and competes feature representations to learn diverse information.

problem Learning representations with diversified information.
method Information Competing Process (ICP) separates representations into parts with different mutual information constraints, forcing them to learn independently in a competitive environment.
result ICP facilitates obtaining diversified representations with rich information.

Combining causality, control, and reinforcement learning for system control.

problem Learning to control dynamical systems using causal, control, and reinforcement learning approaches.
method Combining causal identification, control strategies, and reinforcement learning to control dynamical systems.
result Combining different learning paradigms for effective system control.

Few-shot image classification is improved by correcting CNNs' texture bias.

problem Few-shot image classification performance is hindered by CNNs' texture bias.
method Corrected CNNs' texture bias using a simpler method than state-of-the-art approaches.
result State-of-the-art performance on miniImageNet task achieved.

New algorithms prove self-play can be effective in competitive RL.

problem Proving self-play algorithms' effectiveness in competitive reinforcement learning.
method Introduced Value Iteration with Upper/Lower Confidence Bound (VI-ULCB) and explore-then-exploit algorithms.
result Achieved regret bounds of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) and ildeO(T2/3) ilde{\mathcal{O}}(T^{2/3}).

Paper introduces a specialized text classification system for French Open Banking transactions.

problem Classifying specialized banking text data with high accuracy and efficiency.
method Data collection, labeling, preprocessing, modeling, and evaluation stages with language-specific techniques.
result Enhanced performance and efficiency compared to generic approaches.

Framework for multi-agent RL with human feedback in a Snake game.

problem Improving multi-agent reinforcement learning with human feedback.
method Developed a simulated game environment for offline model training and online competitions. Introduced HILL methods and reward manipulation heuristics.
result Agents with HILL methods outperform those without in online competitions.

ModHiFi identifies critical components for model modification without gradients or loss function.

problem Modifying open weight models without access to training data or loss function.
method Theoretical analysis of Lipschitz-continuous networks, Subset Fidelity metric, and ModHiFi algorithm.
result ModHiFi-P and ModHiFi-U achieve significant performance improvements in model pruning and unlearning.

Scoping review and benchmarking of synthetic EHR data generation methods.

problem Creating realistic synthetic electronic health records for research and training.
method Conducted a scoping review and benchmarked seven methods on open-source EHR datasets.
result GAN-based methods excel in fidelity and utility, while rule-based methods excel in privacy protection.

Cardea automates machine learning for EHRs, improving model building efficiency.

problem Lack of a trusted, open-source framework for automated machine learning in EHRs.
method Uses FHIR for data structure, AUTOML frameworks for feature engineering, model selection, and tuning, and an adaptive data assembler.
result Demonstrates framework's effectiveness on 5 prediction tasks, highlighting its flexibility and human competitiveness.

Method quantifies relation similarity using entity pair distributions.

problem Measuring similarity between relations in knowledge bases.
method Simple neural network parameterizes conditional probability distributions over entity pairs. Sampling-based approximation for similarity computation.
result Approximation correlates with human judgments and detects redundant relations.

We present two new statistical machine learning methods designed to learn on fully homomorphic encrypted (FHE) data. The introduction of FHE schemes following Gentry (2009) opens up the prospect of privacy preserving statistical machine learning analysis and modelling of encrypted data without compromising security con…

2015-08-27abs ↗pdf ↗

We propose NetGAN - the first implicit generative model for graphs able to mimic real-world networks. We pose the problem of graph generation as learning the distribution of biased random walks over the input graph. The proposed model is based on a stochastic neural network that generates discrete output samples and is…

2018-03-02abs ↗pdf ↗

msPCA solves sparse PCA for multiple components efficiently.

problem Sparse principal component analysis with multiple components.
method Alternating maximization algorithm for sparse loading vectors, with orthogonality or zero correlation constraints.
result Achieves high variance explained with sparse components and controlled feasibility violations.

Reinforcement learning improves insurance claims reserving by learning from all claim trajectories.

problem Traditional reserving models learn only from settled claims, missing valuable data from ongoing claims.
method Formulated as a Markov decision process, uses reinforcement learning to update OCL estimates sequentially.
result Soft Actor-Critic implementation achieves competitive claim-level accuracy and strong aggregate performance.

The paper analyzes strategic irreversible investments with novel dynamic strategies.

problem Tradeoff between preemption incentives and option value of waiting in oligopolistic markets.
method Developed novel Markov perfect equilibrium to handle singular control of optimal investment.
result Simpler strategies lead to a 'preemption trap' with zero net present values.

Paper tackles uncertainty prediction for deep sequential regression.

problem Challenges in generating accurate uncertainty estimates for deep recurrent networks.
method Flexible method that generates symmetric and asymmetric uncertainty estimates without stationarity assumptions.
result Outperforms competitive baselines on both drift and non-drift scenarios.

This master thesis focuses on practical application of Convolutional Neural Network models on the task of road labeling with bike attractivity score. We start with an abstraction of real world locations into nodes and scored edges in partially annotated dataset. We enhance information available about each edge with pho…

2018-06-27abs ↗pdf ↗

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

Kaggle competitions offer valuable insights for business forecasting.

problem Lack of attention to Kaggle competitions in academic forecasting studies.
method Review of results from six Kaggle competitions featuring real-life business forecasting tasks.
result Global ensemble models outperform local single models in Kaggle competitions.