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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.

168,982 papers · 148 categories

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48 results for predictability analysis

Optimizes predictions for specific tasks using parametrized decision analysis.

problem Optimizing predictions for specific decision tasks of interest.
method Designs a class of parametrized actions for Bayesian decision analysis.
result Derives efficient and interpretable solutions for various action parametrizations and loss functions.

Neural network learns kernel functions for survival analysis and prediction intervals.

problem Predicting survival times for individuals based on similar training subjects.
method Develops a neural network framework to learn kernel functions for kernel survival analysis and uses these to construct valid prediction intervals.
result Neural network survival estimators are competitive with existing methods and provide valid prediction intervals.

BERTopic enhances stock market prediction by analyzing sentiment in topic models.

problem Improving stock price prediction accuracy using sentiment analysis.
method Employed BERTopic for sentiment analysis of stock market comments integrated with deep learning models.
result Enhanced model performance through topic sentiment integration.

Study compares LSTM models with sentiment analysis for stock price prediction.

problem Efficient stock price prediction models using LSTM with sentiment analysis.
method Various types of LSTM models combined with sentiment analysis.
result Identifies the most effective model for short and long-term stock price prediction.

Paper compares stock price prediction models using Heston and Geometric Brownian Motion.

problem Predicting stock prices accurately.
method Developed Heston and Geometric Brownian Motion models using Ito's lemma and Euler-Maruyama methods.
result Models outperform statistical indicators in predicting stock prices.

New method identifies predictive biomarkers for subgroup analysis.

problem Identifying predictive biomarkers from large covariates.
method Generalized penalized regression with overlapped group penalties.
result Asymptotically consistent method for sparse, interpretable models.

The paper sets limits for sequential prediction and recursive algorithms using entropy analysis.

problem Fundamental limitations in sequential prediction and recursive algorithms.
method Entropic analysis to investigate underlying relationships of data and noises.
result Derives Lp\mathcal{L}_{p} bounds quantifiable in conditional entropy.

AI models predict stock trends using historical data and public sentiment.

problem Improving stock market prediction accuracy using AI.
method Employed regression and classification ML algorithms for technical and fundamental analysis respectively.
result Median performance suggests AI is not yet superior to stock markets.

This study evaluates LLMs for sentiment analysis in stock price prediction.

problem Improving stock price prediction accuracy using LLMs for news sentiment analysis.
method Compared 3 LLMs (DeBERTa, RoBERTa, FinBERT) for sentiment-driven stock prediction.
result DeBERTa outperforms other models with 75% accuracy, and ensemble model increases accuracy to 80%.

Rugby-Bot predicts multiple metrics from a single source using fine-grain data.

problem Complexity of sporting events requires multiple metrics for accurate analysis.
method Multi-task learning with fine-grain spatial data and wide-and-deep learning.
result Predictions are consistent and can be in distribution form.

A new Twitter sentiment model predicts stock market trends with high accuracy.

problem Real-time prediction of future stock market prices.
method Baseline correlation approach using polynomial regression, classification, and lexicon-based sentiment analysis.
result Predicts stock market trends with 67.22% accuracy, up to 15 time samples in advance.

Study combines quantum and classical deep learning for better credit risk assessment.

problem Enhancing accuracy and efficiency in credit risk evaluation.
method Hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis.
result Proposed framework enhances predictive models for different loan categories.

Enhanced AI analysis predicts S&P 500 stock dynamics using various financial metrics.

problem Predicting S&P 500 stock performance with complex interplay of factors.
method Advanced financial metrics, machine learning, and integration of traditional and modern analytics.
result Enhanced predictive accuracy in market behavior and investment strategies.

CD-RCA method identifies causal relationships in prediction errors without predefined graphs.

problem Challenges in diagnosing prediction errors due to lack of transparency in black-box models.
method Causal-Discovery-based Root-Cause Analysis (CD-RCA) method that estimates causal relationships without predefined causal graphs.
result CD-RCA outperforms heuristic attribution methods in identifying variable contributions to prediction errors.

The paper bounds estimation and prediction errors in time series using entropy.

problem Estimating and predicting errors in time series analysis.
method Information-theoretic approach focusing on conditional entropy.
result Generic bounds on estimation and prediction errors determined by conditional entropy.

Transformer model predicts stock trends using technical data and sentiment analysis.

problem Lack of accurate long-term stock trend prediction using traditional models.
method Developed a Transformer-based model integrating technical stock data and sentiment analysis.
result Transformer model shows significant improvement in directional accuracy over RNNs, especially for longer sequence lengths.

This study analyzes and predicts airline delays using machine learning models.

problem Improving the accuracy of predicting airline flight delays.
method The study combines airline and weather datasets, using various machine learning models (Logistic Regression, Naive Bayes, K-NN, Decision Tree, Random Forest) to predict flight delays.
result The Random Forest model achieved an accuracy of 82% in predicting flight delays of 15 minutes or more.

SurvMixClust clusters survival data and predicts individual survival curves.

problem Integrating clustering into survival analysis for precision medicine.
method SurvMixClust learns latent representations for clustering and predicts survival functions using a mixture of non-parametric experts.
result SurvMixClust creates balanced clusters with distinct survival curves, outperforming clustering baselines and competing with non-clustering models in predictive accuracy.

Predicts short-term futures contract direction using neural networks and order flow data.

problem Challenges in predicting short-term directional movement of futures contracts.
method Engineering features from technical analysis, order flow, and order-book data; training a Tabnet neural network.
result Achieved an accuracy of 0.601 in predicting directional change on the Silver Futures Contract.

Paper predicts urban dispersal events using deep survival analysis on mobility data.

problem Predicting abnormal dispersal events in urban areas to mitigate congestion and safety risks.
method Formulated as a survival analysis problem, developed a two-stage deep learning framework (DILSA).
result DILSA predicts dispersal events with F1-score of 0.7 and average time error of 18 minutes.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

Paper proposes an adaptive modeling approach for row-type dependent predictive analysis in banking.

problem Accurate prediction of diverse row types within a single dataset.
method Adaptive modeling approach, tailored data pre-processing, feature engineering, traditional and ensemble machine learning models.
result All predictive approaches achieve a precision rate of no less than 90% for different row types.

Layer-wise relevance propagation (LRP) is a recently proposed technique for explaining predictions of complex non-linear classifiers in terms of input variables. In this paper, we apply LRP for the first time to natural language processing (NLP). More precisely, we use it to explain the predictions of a convolutional n…

2016-06-23abs ↗pdf ↗

Proposes a hybrid deep learning network for better heart failure survival prediction.

problem Improving survival prediction in heart failure patients.
method Joint analysis of cardiac motion features and clinical risk factors using a hybrid deep learning network.
result Optimal integration of clinical risk factors into deep prediction networks.

Machine learning models predict EUR/USD currency direction with 58.52% accuracy.

problem Predicting the directional movement of EUR/USD in the Foreign Exchange market.
method Comparative analysis of machine learning models, including decorrelated and non-decorrelated feature sets, and meta-estimators.
result 58.52% accuracy for one-day ahead forecasts.

Two approaches use TDA and graph theory for tennis match prediction.

problem Predicting tennis match outcomes using network features.
method Lower-star filtration on player competitive networks, Random Forest model, modified Katz similarity index.
result TDA features alone can achieve above-chance prediction in tennis match outcomes.

Study uses LCA to identify ARDS sub-phenotypes improving predictive models.

problem Complex and heterogeneous nature of ARDS makes early recognition difficult.
method Applied latent class analysis to identify sub-groups, then built predictive models.
result Significantly improved prediction performance for two sub-phenotypes of ARDS.

The goal of this research was to find a way to extend the capabilities of computers through the processing of language in a more human way, and present applications which demonstrate the power of this method. This research presents a novel approach, Rhetorical Analysis, to solving problems in Natural Language Processin…

2013-01-16abs ↗pdf ↗

The paper predicts Bitcoin prices using machine learning and sentiment analysis.

problem Predicting the future price of Bitcoin in USD.
method Applied supervised machine learning and sentiment analysis to Twitter and Reddit data.
result LSTM models with multi-feature analysis outperformed ARIMA models in predicting Bitcoin prices.

DyS model improves survival analysis accuracy and interpretability.

problem Accurate and interpretable survival analysis models for healthcare.
method Feature-sparse Generalized Additive Model combining feature selection and interpretable prediction.
result DyS model outperforms other survival analysis models in interpretability and accuracy.

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a small number of principal components to explain the variation found in a data set…

2018-03-13abs ↗pdf ↗

Improves model predictability by mixing forecasts and orthogonalizing models.

problem Redundant models contaminate model space and degrade predictive performance.
method Principal Component Analysis for model orthogonalization in Bayesian forecast mixing.
result Better prediction accuracy and excellent uncertainty quantification.