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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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1122 · Jul 201919922001200920172026
48 results for policy-making

DeepPPMNet forecasts EMS demand and performs causal analyses for policy-making.

problem Accurate prediction and causal analysis of EMS demand for effective policy-making.
method DeepPPMNet, a LSTM-based framework, globally forecasts and analyzes causal relationships using Granger causality.
result DeepPPMNet outperforms traditional methods in forecasting EMS demand and policy-making.

Automates infectious disease policy-making via inference in epidemiological models.

problem Improving policy-making for infectious diseases during pandemics.
method Performing inference in existing epidemiological models using a probabilistic programming language.
result Automated inference leads to better disease progression outcomes and policy prescriptions.

Study uses machine learning to estimate effective policies in settings with hidden individual actions.

problem Estimating effective policies in settings with hidden individual actions.
method Instrumental Regression and Generalized Method of Moments (GMM) estimator.
result Demonstrates how to estimate a good contract in principal-agent problems.

New split rules improve subpopulation targeting in policy-making.

problem Improving binary classification for subpopulation targeting in policy-making.
method MDFS, PFS, wEFS for maximizing distance and penalizing final splits.
result Proposed methods target more vulnerable subpopulations than classic CART/KD-CART.

This research quantifies cross-sectoral inequalities using latent class analysis.

problem Addressing multiple and intersecting forms of inequality in various sectors.
method Innovative latent class analysis approach to quantify discrepancies.
result Significant discrepancies found among minority ethnic groups and between them and non-minority groups.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

Policy gradient based reinforcement learning algorithms coupled with neural networks have shown success in learning complex policies in the model free continuous action space control setting. However, explicitly parameterized policies are limited by the scope of the chosen parametric probability distribution. We show t…

2019-06-27abs ↗pdf ↗

Composite development indicators used in policy making often subjectively aggregate a restricted set of indicators. We show, using dimensionality reduction techniques, including Principal Component Analysis (PCA) and for the first time information filtering and hierarchical clustering, that these composite indicators m…

2019-11-25abs ↗pdf ↗

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to errors introduced by extrapolation, standard off-policy deep reinforcement learn…

2018-12-07abs ↗pdf ↗

When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far been neglected in supervised learning. When ignored, performativity surfaces as…

2020-02-16abs ↗pdf ↗

Overlap between treatment groups is required for non-parametric estimation of causal effects. If a subgroup of subjects always receives the same intervention, we cannot estimate the effect of intervention changes on that subgroup without further assumptions. When overlap does not hold globally, characterizing local reg…

2019-07-09abs ↗pdf ↗

Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we consider the well known GARCH(1…

2014-12-19abs ↗pdf ↗

Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the only consideration--in trading situations, time is of the essence. Thus, machine le…

2017-03-31abs ↗pdf ↗

Combines structured inference and targeted learning to tackle causal inference challenges.

problem Treatment assignment heterogeneity and lack of counterfactual data.
method Factorizes joint distribution into risk, confounding, instrumental, and miscellaneous factors; applies regularizer derived from influence curve.
result TVAE demonstrates competitive and state-of-the-art performance on benchmark datasets.

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.

Optimizes biomolecular simulations by ranking adaptive sampling policies.

problem Efficiently sampling biomolecular systems to capture complex dynamical behaviors.
method Metric-driven ranking of adaptive sampling policies to identify the optimal policy for each round.
result Different adaptive sampling policies lead to faster convergence and improved sampling performance.

Study improves carbon price forecasting using quantile regression and feature selection.

problem Accurately predicting carbon prices influenced by geopolitical, social, and economic factors.
method Collect and analyze various influencing factors, select significant features, and use Sparse Quantile Group Lasso and Adaptive Sparse Quantile Group Lasso for robust predictions.
result Proposed methods outperform existing ones and provide a complete profile of future carbon prices.

New method estimates bidirectional causal effects in large-scale systems.

problem Estimating bidirectional causal effects in systems with mutual dependence and heteroskedasticity.
method Heteroskedasticity-based identification with online kernel learning and random Fourier features.
result Superior accuracy and stability compared to single equation and polynomial approximations.

Proposes a generalized causal tree for handling multiple treatments in uplift modeling.

problem Handling multiple treatments in uplift modeling.
method Generalizes causal tree algorithm to handle multiple discrete and continuous-valued treatments.
result Demonstrates improved performance over existing methods in experiments and real data examples.

Adaptive spectral RL method enhances RL performance and interpretability.

problem Balancing interpretability and performance in reinforcement learning.
method Spectral based linear RL approach with adaptive regularization.
result Near-optimal bounds for parameter estimation and generalization error.

Scalable method for regionalizing and extracting temporal patterns from time series data.

problem Static spatial snapshots and ad hoc regularization limit effective spatial analysis and resource management.
method Minimum description length principle for fully nonparametric spatial partitioning and time series archetypes.
result Accurately recovers planted regional structure and drivers in synthetic and empirical data.

SurvHTE-Bench benchmarks HTE estimation in survival analysis with diverse datasets.

problem Challenges in estimating HTEs from right-censored survival data.
method Modular synthetic datasets, semi-synthetic datasets, and real-world datasets.
result First rigorous comparison of survival HTE methods under diverse conditions.

New method estimates policy performance under unobserved confounding.

problem Estimating policy performance when decisions depend on unobserved variables.
method Developed worst-case bounds for robust OPE under unobserved confounding.
result Efficient procedure for computing worst-case bounds, proving statistical consistency.

Study on Goodhart's law without independence assumptions, finds new patterns in optimisation.

problem Understanding when and how optimisation of a proxy metric leads to over-optimisation of the intended goal.
method Formalized Goodhart's law without independence and paradigm assumptions, studied different cases of goal and discrepancy tailness.
result Dependence between proxy metric and goal does not change Goodhart's effect for light-tailed cases, but over-optimisation occurs in heavy-tailed discrepancy cases.

Deep Bayesian models estimate causal effects for dynamic treatment regimes over long follow-up times.

problem Challenges in causal effect estimation for dynamic treatment regimes with long follow-up times.
method Combining outcome regression models with deep Bayesian models for high-dimensional features.
result Stable and accurate dynamic causal effect estimation from observational data, especially with long-term follow-up.

We propose a methodological framework to study the dynamics of inter-regional investment flow in Europe from a Complex Networks perspective, an approach with recent proven success in many fields including economics. In this work we study the network of investment stocks in Europe at two different levels: first, we comp…

2005-08-29abs ↗pdf ↗

The paper develops a method to optimize individualized treatment rules for cost-effectiveness.

problem Developing cost-effective individualized treatment rules for healthcare policy.
method Using conditional random forest and net-monetary-benefit (NMB) to estimate optimal CE-ITR.
result The approach optimizes healthcare resource allocation by maximizing health gains and minimizing costs.

Enhances optimization in multi-source settings with causal principles.

problem Optimizing functions with multiple sources of data and causal dependencies.
method Integrates Multi-Source Bayesian Optimization with Causal Bayesian Optimization principles.
result Improves optimization efficiency and reduces computational complexity.

In this chapter the complex systems are discussed in the context of economic and business policy and decision making. It will be showed and motivated that social systems are typically chaotic, non-linear and/or non-equilibrium and therefore complex systems. It is discussed that the rapid change in global consumer behav…

2012-08-06abs ↗pdf ↗

Study uses non-parametric method to analyze EU ETS price determinants.

problem Understanding price determinants of EU ETS to inform policy.
method Non-parametric measure (Information Imbalance) to study variables.
result Commodity variables are most informative in Phase 3, while financial variables become more important in Phase 4.

This paper examines risks and uncertainties of changing data sources in machine learning for official statistics.

problem Risks and uncertainties associated with changing data sources in machine learning for official statistics.
method An overview of risks, causes, and repercussions of changing data sources, with a checklist of measures.
result Maintaining integrity, reliability, consistency, and relevance in official statistics.