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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.

168,694 papers · 148 categories

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0111 · Aug 201819922001200920172026
8 results for post-prediction

ELSA efficiently adapts to label shift without post-prediction calibrations.

problem Domain adaptation with label shift across training and testing datasets.
method Moment-matching framework based on influence function geometry; solves linear systems for adaptation weights.
result ELSA estimator is n\sqrt{n}-consistent and asymptotically normal, achieving state-of-the-art estimation performance.

Modular pipeline improves stock portfolio prediction robustness under regime changes.

problem Overfitting in deep learning models for non-stationary datasets.
method Modular machine learning pipeline with GBDT models and online learning techniques.
result GBDT models with dropout show high performance, robustness, and generalisability.

The development of fair machine learning models that effectively avert bias and discrimination is an important problem that has garnered attention in recent years. The necessity of encoding complex relational dependencies among the features and variables for competent predictions require the development of fair, yet ex…

2020-02-21abs ↗pdf ↗