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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.

168,742 papers · 148 categories

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0111 · Feb 201919922001200920172026
6 results for order-robust

New methods improve estimation accuracy in noisy settings.

problem Estimating treatment effects in the presence of treatment noise.
method Developed new structure-agnostic cumulant estimators and practical procedures for higher-order robustness.
result Demonstrated that existing DML estimator is suboptimal for non-Gaussian treatment noise and introduced ACE procedures for improved accuracy.

C-kNN-LSH identifies similar patient histories for causal inference in longitudinal data.

problem Estimating causal effects from longitudinal trajectories with high-dimensional confounding.
method C-kNN-LSH uses locality-sensitive hashing to find clinical twins and estimate treatment effects.
result C-kNN-LSH outperforms existing methods in capturing recovery heterogeneity and estimating policy values.

SOR-Mamba improves Mamba for robust time series forecasting by minimizing channel order bias.

problem Robust time series forecasting with Mamba's sequential order bias.
method SOR-Mamba incorporates regularization to minimize channel order discrepancy and introduces CCM for channel correlation preservation.
result SOR-Mamba enhances robustness to channel order and improves forecasting accuracy.