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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.

168,695 papers · 148 categories

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55110164219 · May 202619922001200920172026
48 results for orientation score

Classifies intrinsically linked tournaments by their score sequences.

problem Classifying intrinsically linked tournaments using their score sequences.
method Examining the score sequences of tournaments and identifying linkless sequences.
result The vast majority of score sequences for 8-vertex tournaments are linkless.

Identification and scoring functions are statistical tools to assess the calibration and the relative performance of risk measure estimates, e.g., in backtesting. A risk measures is called identifiable (elicitable) it it admits a strict identification function (strictly consistent scoring function). We consider measure…

2019-07-02abs ↗pdf ↗

Proposes RDASS for better Korean text summarization evaluation.

problem ROUGE scores fail to capture semantic meaning in Korean text summarization.
method Introduces RDASS metrics and a method to improve their correlation with human judgment.
result RDASS metrics correlate better with human judgment than ROUGE scores.

The study proposes a framework to assess sustainability of firms using fund-level classifications and portfolio holdings.

problem To capture market-based sustainability assessments of firms.
method Exploiting fund-level sustainability classifications and granular portfolio holdings to construct Market-Implied Sustainability (MIS) scores.
result MIS scores capture sustainability dimensions different from conventional ESG ratings and improve portfolio performance.

The paper explores fairness in credit scoring using machine learning.

problem The lack of research on fair machine learning in credit scoring.
method Revisits statistical fairness criteria, catalogs algorithmic options, and empirically compares fairness processors.
result Multiple fairness criteria can be approximately satisfied at once, and fair processors deliver a good balance between profit and fairness.

Proposes a new method to minimize non-singleton predictions in conformal prediction.

problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.

Study categorizes time series anomaly detection metrics based on evaluation challenges.

problem Challenges in evaluating time series anomaly detection due to diverse application objectives and metric assumptions.
method Problem-oriented framework categorizing metrics into six dimensions based on evaluation challenges.
result Quantifies each metric's discriminative ability and reveals limitations of widely used metrics.

This paper improves credit scoring models using a novel dataset distillation technique.

problem Limited scalability of pretrained models for tabular credit scoring datasets.
method Integrates class imbalance-aware dataset distillation with pretrained models.
result Improved AUC by 2.5% in financial datasets.

CCHM algorithm learns BN structure with latent variables, improving causal effect measurement.

problem Latent variables cause spurious relationships in BN structure learning.
method Hybrid approach combining constraint-based and score-based learning, incorporating do-calculus.
result CCHM outperforms state-of-the-art in reconstructing true BN structure.

Study shows pooling scores for conformal prediction distorts group coverage.

problem Pooling scores for conformal prediction distorts group coverage.
method Derived conservation law and lower bound, demonstrated tension between fairness definitions, quantified trade-off between policies.
result Pooling scores for conformal prediction distorts group coverage.

CCI combines Bayesian and gradient boosting to create fair, reliable credit risk scores.

problem Tackles high-stakes lending decisions with changing data distributions and fairness constraints.
method Combines Bayesian neural risk scorer and fairness-constrained gradient boosting with shift-aware fusion.
result CCI achieves best trade-off between discrimination, calibration, stability, and fairness.

ENCOD learns causal graphs efficiently without acyclicity constraints.

problem Learning causal graphical models from observational and interventional data.
method ENCOD uses optimization of edge likelihoods with separate orientation parameters.
result ENCOD efficiently recovers large graphs (hundreds of nodes) without acyclicity constraints.

Algorithm finds connected components on Lie groups for multi-orientation image analysis.

problem Finding connected components in complex, multi-orientation images.
method Iterative algorithm using morphological dilations and Hamilton-Jacobi-Bellman kernels on Lie groups.
result Algorithm converges in finitely many steps and can differentiate between crossing and aligned structures.

Automatic text summarization tools have a great impact on many fields, such as medicine, law, and scientific research in general. As information overload increases, automatic summaries allow handling the growing volume of documents, usually by assigning weights to the extracted phrases based on their significance in th…

2019-06-26abs ↗pdf ↗

A new diffusion model generates novel protein backbones without relying on pretrained networks.

problem Generating novel protein backbones without relying on pretrained networks.
method Developed a SE(3) invariant diffusion model on multiple frames, called FrameDiff.
result Generated designable protein monomers up to 500 amino acids without pretrained networks.

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

problem Dynamic allocation of growth and defensive ETF baskets using macro-market timing signals.
method Continuous smooth score combining multiple factors, mapped to G/D weights, smoothed with EWMA.
result Continuous style timing strategy outperforms static benchmarks in risk-adjusted returns.

Adapts AUM to identify ambiguous tasks in crowdsourced learning, improving generalization.

problem Discerning ambiguous tasks in crowdsourced labels to prevent mislabeling.
method Introduces Weighted Areas Under the Margin (WAUM) to average AUMs weighted by task-specific scores.
result Improves generalization performance by discarding ambiguous tasks.

Proposes EPIG for active learning to improve predictive performance.

problem Suboptimal predictive performance of traditional active learning methods.
method Introduces EPIG, a new acquisition function measuring information gain in the space of predictions.
result EPIG leads to stronger predictive performance compared to BALD across various datasets and models.

Exploration is a difficult challenge in reinforcement learning and even recent state-of-the art curiosity-based methods rely on the simple epsilon-greedy strategy to generate novelty. We argue that pure random walks do not succeed to properly expand the exploration area in most environments and propose to replace singl…

2018-07-05abs ↗pdf ↗

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

A new method improves data generation quality by correcting score mismatches.

problem Score mismatch issue in conditional score-based data generation methods.
method Denoising Likelihood Score Matching (DLSM) loss for classifier training.
result The proposed method outperforms previous methods on Cifar-10 and Cifar-100 benchmarks.

New scoring rules improve probabilistic classification model evaluation.

problem Traditional scoring rules misalign with the preference for correct classifications.
method Introduces Penalized Brier Score (PBS) and Penalized Logarithmic Loss (PLL) to modify proper scoring rules.
result PBS and PLL better identify optimal checkpoints and early stopping points, leading to superior F1 scores.

New scoring rules for multivariate distributions and level sets.

problem Evaluating forecast accuracy for multivariate distributions and level sets.
method Theoretical framework for scoring rules, decomposition of multivariate scoring functions, numerical algorithm for computation.
result New scoring functions for multivariate distributions and level sets, including density and cumulative distribution level sets.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

problem Estimating score functions and Hessians efficiently in high-dimensional data.
method Implicit score matching and denoising score matching, leveraging Gagliardo-Nirenberg inequalities.
result Achieves convergence rates similar to denoising score matching and estimates Hessians without dimensionality issues.

The statistical leverage scores of a complex matrix ACn×dA\in\mathbb{C}^{n\times d} record the degree of alignment between col(A)(A) and the coordinate axes in Cn\mathbb{C}^n. These score are used in random sampling algorithms for solving certain numerical linear algebra problems. In this paper we present a max-plus algebr…

2016-09-29abs ↗pdf ↗