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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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3106209301,240 · Jun 202019922001200920172026
48 results for performance effects

Study compares Islamic banks' accounting and market performance.

problem Assessing the relationship between Islamic banks' accounting and market performance.
method Selected six Islamic banks, collected data from 2009-2013, used random-effect models.
result Superior accounting performance does not correlate with superior market performance.

We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts. The metrics used include Lower Partial Moments (LPM), Value at Risk (VaR) and Conditional Value…

2011-03-28abs ↗pdf ↗

This paper concentrates on the time series momentum or contrarian effects in the Chinese stock market. We evaluate the performance of the time series momentum strategy applied to major stock indices in mainland China and explore the relation between the performance of time series momentum strategies and some firm-speci…

2017-02-07abs ↗pdf ↗

New distributed clustering algorithms show resilience to initialization issues.

problem Resilience of distributed gradient-based clustering algorithms to center initialization.
method Distributed gradient-based clustering algorithms with novel center initialization.
result The algorithms are more resilient to initialization compared to baseline methods.

Study evaluates machine learning for predicting treatment effects in observational studies.

problem Challenges in measuring treatment effects due to confounding bias in observational studies.
method Simulated two scenarios with and without confounding, using linear and non-linear relationships. Used machine learning models (linear regression, lasso regression, random forest) to predict counterfactuals and treatment effects.
result Machine learning models perform well under linearity but poorly under non-linearity, even in the presence of confounding.

causalKANs provides interpretable treatment effect estimates using neural networks.

problem The opacity of deep neural networks limits their adoption in sensitive domains.
method Proposes causalKANs, a framework that transforms neural estimators into interpretable closed-form formulas.
result causalKANs performs on par with neural baselines in CATE error metrics and offers a favorable accuracy--interpretability trade-off.

The paper compares methods for estimating heterogeneous treatment effects using multiple randomized trials.

problem Estimating heterogeneous treatment effects reliably and precisely with a single dataset is challenging.
method Non-parametric approaches for estimating heterogeneous treatment effects using data from multiple trials.
result Methods that directly allow for heterogeneity of the treatment effect across trials perform better than those that do not.

Proposes Robust Matrix Factorization with Grouping Effect (GRMF) for better performance and robustness.

problem Improves matrix factorization by incorporating grouping effect for better performance and robustness.
method Integrates grouping effect into matrix factorization, using an efficient alternating minimization framework with DC programming and ADMM.
result Demonstrates improved performance and robustness compared to five benchmark algorithms on real-world data sets with outliers and noise.

Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.

problem Understanding asymmetry's impact on modeling and forecasting realized volatility in Japanese stock markets.
method Employed heterogeneous autoregressive (HAR) models with three types of asymmetry: positive and negative realized semivariance, asymmetric jumps, and leverage effects.
result Leverage effects significantly influence realized volatility modeling and forecast performance in Japanese stock markets.

The leverage effect-- the correlation between an asset's return and its volatility-- has played a key role in forecasting and understanding volatility and risk. While it is a long standing consensus that leverage effects exist and improve forecasts, empirical evidence paradoxically do not show that most individual stoc…

2016-05-20abs ↗pdf ↗

We study the effect of structural variation in graph data on the predictive performance of graph kernels. To this end, we introduce a novel, noise-robust adaptation of the GraphHopper kernel and validate it on benchmark data, obtaining modestly improved predictive performance on a range of datasets. Next, we investigat…

2018-06-29abs ↗pdf ↗

R-Learning uses inverse-variance weights to estimate treatment effects more accurately.

problem Estimating heterogeneous treatment effects (CATEs) with stable and accurate methods.
method R-Learning with inverse-variance weights (IVWs) for pseudo-outcome regression.
result IVWs improve the stability and accuracy of CATE estimation.

New framework models algorithmic decisions affecting data distribution, enabling efficient learning.

problem Algorithmic decisions can alter data distribution, affecting model performance.
method Model performative effects as push-forward measures, estimating gradients under shift operators.
result Prove convexity of performative risk, allowing more accurate models to be harder to classify.

Study evaluates the impact of academic support center's face-to-face assistance on student performance.

problem Underestimation of Academic Support Center's true impact due to group bias.
method Applied causal inference theory and T-learner to evaluate conditional average treatment effect (CATE) of F2F personal assistance.
result Developed a new CATE function that depends on the number of F2F sessions, predicting improved CATE performance.

Although reinforcement learning has made great strides recently, a continuing limitation is that it requires an extremely high number of interactions with the environment. In this paper, we explore the effectiveness of reusing experience from the experience replay buffer in the Deep Q-Learning algorithm. We test the ef…

2019-06-24abs ↗pdf ↗

Estimates treatment effects in rare extreme events using EVT.

problem Estimating treatment effects in rare, impactful events like extreme climate events.
method Introduces a novel framework using EVT and multivariate regular variation for consistent treatment effect estimation.
result Developed a consistent estimator for extreme treatment effects with rigorous non-asymptotic analysis.

The paper optimizes stock portfolios with constraints based on performance attribution.

problem Optimizing stock portfolios with performance attribution constraints.
method Minimizes expected tail loss, constrains asset allocation and selection effect, tests on Dow Jones stocks.
result Imposing constraints on asset allocation and selection effect improves portfolio performance.

Proposes integrating random effects into deep neural networks for better predictive performance.

problem Correlated data in real-life applications are not handled well by traditional deep neural networks.
method Uses mixed models with random effects to handle correlations in deep neural networks, minimizing Gaussian negative log-likelihood with SGD.
result Improves predictive performance over natural competitors in various correlation scenarios.

Paper proposes LCP for structural encodings, outperforming existing methods.

problem Improving Graph Neural Networks performance through effective structural encodings.
method Geometric perspective, Local Curvature Profiles (LCP) for structural encodings, combining with global positional encodings, comparing with rewiring techniques.
result LCP significantly outperforms existing structural encodings and combining LCP with global positional encodings improves performance.

This paper explores how effective sample size, dimensionality, and model performance are related in covariate shift adaptation.

problem Understanding the relationship between effective sample size, dimensionality, and generalization in covariate shift adaptation.
method Building a unified theory connecting effective sample size, data dimensionality, and generalization in the context of covariate shift adaptation.
result Dimensionality reduction or feature selection can increase effective sample size, supporting the practice of reducing dimensionality before covariate shift adaptation.

RoME optimizes mobile health interventions by modeling user and time-specific effects.

problem Challenges in optimizing mobile health interventions due to participant heterogeneity, nonstationarity, and nonlinear relationships.
method RoME uses a Robust Mixed-Effects contextual bandit algorithm with random effects, network cohesion penalties, and debiased machine learning.
result RoME achieves robust regret bounds even with complex baseline rewards, demonstrating superior performance in simulations and studies.

New methods combine machine learning with doubly robust estimators for better treatment effect estimation.

problem Estimating average treatment effects from observational data.
method Doubly robust methods using machine learning techniques.
result Machine learning improves the performance of doubly robust estimators.

In this paper, we propose deep learning techniques for econometrics, specifically for causal inference and for estimating individual as well as average treatment effects. The contribution of this paper is twofold: 1. For generalized neighbor matching to estimate individual and average treatment effects, we analyze the …

2018-03-01abs ↗pdf ↗

Gradient sparsification enhances privacy-preserving machine learning models.

problem Improving performance of differentially-private machine learning models under privacy constraints.
method Gradient sparsification combined with compressed sensing and additive Laplace noise.
result Gradient sparsification can improve performance of differentially-private machine learning models for small privacy budgets.

We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …

2012-11-28abs ↗pdf ↗

Data splitting enhances model performance in overparametrized ridgeless regression.

problem Computational inefficiency in training models with large datasets.
method Data splitting as a regularization technique in overparametrized ridgeless regression.
result Data splitting improves statistical performance and computational complexity.

Algorithm mitigates performance loss in constrained reinforcement learning with model misspecification.

problem Performance loss in reinforcement learning policies due to model misspecification in constrained control systems.
method Proposes an algorithm to handle constrained model misspecification in continuous control systems.
result Algorithm successfully mitigates performance loss in real-world reinforcement learning tasks.

We address the challenge of effective exploration while maintaining good performance in policy gradient methods. As a solution, we propose diverse exploration (DE) via conjugate policies. DE learns and deploys a set of conjugate policies which can be conveniently generated as a byproduct of conjugate gradient descent. …

2019-02-10abs ↗pdf ↗

CausalPFN automates causal effect estimation from observational data.

problem Manual selection of causal effect estimators is time-consuming and requires domain expertise.
method CausalPFN is a transformer that learns to infer causal effects from raw observations without task-specific adjustments.
result CausalPFN achieves superior performance on various benchmarks and real-world tasks.

Proposes a tabular transformer model to maintain feature effect intelligibility.

problem Losing marginal feature effects in deep tabular transformer networks.
method Adapts tabular transformer networks to identify marginal feature effects.
result The model accurately identifies marginal feature effects, matching black-box performance while maintaining intelligibility.

New insights into neural network complexity reveal better generalization performance.

problem Mysterious generalization in deep models despite high parameter counts.
method Effective dimensionality as a measure of parameter space complexity.
result Double descent behavior in generalization as a function of parameters explained.