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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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18355370 · May 202619922001200920172026
48 results for payer response

Deep Claim predicts payer responses from claims data using deep learning.

problem Predicting payer responses from claims data to improve healthcare performance.
method Learning complex dependencies in claim inputs to create a compact representation, then using deep learning to predict responses.
result Deep Claim improves claim denial prediction by 22.21%.

The z-transform technique is used to investigate the model for distribution of high-tax payers, which is proposed by two of the authors (K. Y and S. M) and others. Our analysis shows an asymptotic power-law of this model with the exponent -5/2 when a total ``mass'' has a certain critical value. Below the critical value…

2005-10-26abs ↗pdf ↗

Developed a cost and revenue model for HEMS to estimate breakeven transport volumes under different reimbursement and labor cost assumptions.

problem Estimating breakeven transport volumes for HEMS under varying reimbursement and labor cost assumptions.
method Developed a two-part model: cost framework and actuarial revenue model using healthcare encounter data and payer reimbursement rates.
result Estimated breakeven transport volumes under different reimbursement and labor cost assumptions.

We study American swaptions in the linear-rational (LR) term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable. It reduces to a free-boundary problem that we tackle by the local time-space calculus of [7]. We characterize th…

2016-07-07abs ↗pdf ↗

There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average cross-responses show different characteristic dependences on the time lag. The passive cross-r…

2016-03-04abs ↗pdf ↗

Previous studies of the stock price response to individual trades focused on single stocks. We empirically investigate the price response of one stock to the trades of other stocks. How large is the impact of one stock on others and vice versa? -- This impact of trades on the price change across stocks appears to be tr…

2015-10-12abs ↗pdf ↗

Study evaluates different price response definitions for NASDAQ stocks.

problem Understanding the long-lasting effects of trading activity on stock prices.
method Examined two different price response implementations for NASDAQ Trades and Quotes (TAQ) data.
result Results are qualitatively the same for two different time scale definitions, but response can vary by up to a factor of two.

Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the trades of other stocks in a correlated market, i.e. the cross-responses. How large is the impact of one stock on other…

2016-03-04abs ↗pdf ↗

LaRT models LLMs' response accuracy and CoT length to evaluate reasoning ability and speed.

problem Valid evaluation of Large Language Models (LLMs) via response accuracy and chain-of-thought length.
method Introduces Latency-Response Theory (LaRT) to jointly model response accuracy and CoT length using latent ability and latent speed.
result LaRT yields higher estimation accuracy and shorter confidence intervals for latent traits compared to IRT.

New method handles correlated responses and interaction effects in multi-response regression.

problem Handling correlated responses and interaction effects in multi-response regression.
method MADMMplasso, an ADMM-based approach for multi-response regression with overlapping groups and interaction effects.
result The proposed method outperforms in prediction and variable selection for correlated responses and interaction effects.

Study analyzes price response and spread impact in foreign exchange markets.

problem Understanding deviations from Markovian behavior in foreign exchange markets.
method Detailed large-scale data analysis of price response functions for different years and time scales, using pip bid-ask spread definition.
result Large pip spreads significantly impact price response in foreign exchange markets.

PEER tackles multi-response regression with incomplete outcomes efficiently.

problem Challenges in estimating, predicting, and computing with large-scale multi-response regression and incomplete outcomes.
method PEER converts multi-response regression into parallel univariate-response regressions.
result PEER achieves consistency in estimation, prediction, and variable selection.

An important, yet largely unstudied, problem in student data analysis is to detect misconceptions from students' responses to open-response questions. Misconception detection enables instructors to deliver more targeted feedback on the misconceptions exhibited by many students in their class, thus improving the quality…

2017-03-24abs ↗pdf ↗

Enhances traditional MV model for socially responsible investors.

problem Traditional MV models ignore ESG scores relevant to socially responsible investors.
method Implemented an amended MV model considering ESG scores.
result SR investors can achieve competitive SR portfolios with a trade-off between Sharpe Ratio and ESG scores.

Active learning suffers from biased non-response, which this paper addresses.

problem Active learning's effectiveness is compromised by biased non-response in real-world contexts.
method Proposes a cost-based correction to the sampling strategy, UCB-EU, to mitigate the impact of biased non-response.
result UCB-EU successfully reduces the harm from labelling non-response in many settings.

The paper proposes a new method to evaluate LLM agent responses using ECDF clustering.

problem The standard evaluation of LLM agent responses via majority voting obscures response quality and distribution.
method The paper introduces a novel evaluation framework based on ECDF of cosine similarities and clustering of ECDFs using distances and kk-medoids algorithm.
result ECDF clustering reveals interpretable group structures in LLM responses, offering insights into agent settings.

Previous work on recommender systems mainly focus on fitting the ratings provided by users. However, the response patterns, i.e., some items are rated while others not, are generally ignored. We argue that failing to observe such response patterns can lead to biased parameter estimation and sub-optimal model performanc…

2012-10-16abs ↗pdf ↗

The paper provides risk bounds for learning many response functions using linear regression.

problem Learning many response functions from a single dataset.
method Ordinary least squares regression in a high-dimensional feature space.
result Convergence guarantees on worst-case excess prediction risk for infinite response functions with finite VC dimension.

Study optimizes classifiers for credit card mail campaigns and default prediction.

problem Optimizing classifiers for credit card mail campaigns and default prediction.
method Three distinct models: response, risk, and response-risk. Optimized various performance metrics.
result Random Forest classifier achieves highest accuracy (83.2%) in multi-class response-risk model.

We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given L2L \ge 2 response surfaces over a continuous input space X\cal X, the aim is to efficiently find the index of the minimal response across the entire X\cal X. The response surfaces are not known and ha…

2015-09-03abs ↗pdf ↗

Proposes a method for generating prediction intervals in dose-response models using conformal prediction.

problem Uncertainty quantification in continuous treatments for personalized healthcare decisions.
method Causal dose-response problem framed as covariate shift, using weighted conformal prediction with propensity estimation and kernel functions.
result Demonstrates the significance of covariate shift assumptions for robust prediction intervals.

Study analyzes non-Markovian effects in financial markets over multiple years.

problem Understanding non-Markovian dynamics and trader interactions in financial markets.
method Empirical analysis of self-response functions and trade sign correlators for different stocks over multiple years.
result Significant variations in traders' interactions over time, indicating changes in market mechanisms.

A new model estimates mixed memberships for categorical data with weighted responses.

problem Limited applicability of existing GoM model to weighted categorical data.
method Proposes Weighted Grade of Membership (WGoM) model, relaxing distribution constraints.
result WGoM can describe any response matrix with finite distinct elements.

How to generate human like response is one of the most challenging tasks for artificial intelligence. In a real application, after reading the same post different people might write responses with positive or negative sentiment according to their own experiences and attitudes. To simulate this procedure, we propose a s…

2019-05-16abs ↗pdf ↗

Proposes active learning for meta-learning in graph node response prediction.

problem Difficulty in improving performance with meta-learning due to unbalanced observations.
method Combines graph convolutional neural networks and reinforcement learning for both prediction and node selection.
result Can predict responses and select nodes even for unseen response variables.

The paper enhances preference learning by incorporating response time data.

problem Lack of temporal information in user decision-making for reward model learning.
method Integrates response time alongside binary choice data using the EZ model and Neyman-orthogonal loss functions.
result Response time-augmented approach reduces error rates from exponential to polynomial scaling, improving sample efficiency.

This paper compares two loss functions for learning from aggregated responses and introduces an interpolating estimator.

problem Learning from aggregated responses in privacy-sensitive settings.
method Investigates bag-level and instance-level loss functions, and introduces an interpolating estimator.
result Instance-level loss can be seen as a regularized form of bag-level loss, leading to improved estimators.