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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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3787561,1331,511 · Jun 202019922001200920172026
48 results for prediction model

Acute kidney injury (AKI) commonly occurs in hospitalized patients and can lead to serious medical complications. In order to optimally predict AKI before it develops at any time during a hospital stay, we present a novel framework in which AKI is continually predicted automatically from EHR data over the entire hospit…

2019-02-26abs ↗pdf ↗

Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive multiplicity as the ability of a prediction problem to admit competing models with confl…

2019-09-14abs ↗pdf ↗

Proposes a method to apply conformal prediction to probabilistic time series forecasting models.

problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.

Method trains deep models to explain predictions with fewer examples.

problem Difficulty in humans understanding deep model predictions.
method Simultaneously trains prediction and explanation models with sparse regularization.
result Improves faithfulness of explanations with fewer examples while maintaining predictive performance.

Self-calibrating conformal prediction improves interval efficiency and offers a practical alternative.

problem Improving the reliability and uncertainty quantification of machine learning predictions.
method Combines Venn-Abers calibration and conformal prediction for binary and regression problems.
result Improves interval efficiency through model calibration and offers practical alternatives.

Long-term lane change prediction model predicts maneuvers with 75% accuracy.

problem Predicting long-term lane changes for safer autonomous driving.
method Introduced three models: logistic regression, MLP, and RNN. Used NGSIM dataset with new labeling scheme.
result Developed model predicts 75% of lane changes with an average advanced time of 8.05 seconds.

We interpret black box predictive models using causal attribution.

problem Interpreting models trained using machine learning in high-stakes applications.
method Estimate causal effects of model inputs on output using observational data.
result Effective interpretation of black box predictive models via causal attribution.

Prediction models can harm patients even when accurate, leading to self-fulfilling prophecies.

problem Prediction models can lead to harmful decisions that worsen patient outcomes.
method Formal characterization of harmful prediction models and analysis of their impact.
result Well-calibrated models are ineffective for decision-making as they do not change the data distribution.

Improved measure of predictive uncertainty for machine learning models.

problem Current measure of predictive uncertainty assumes BMA predictive distribution is equivalent to true model's distribution.
method Introduced a new measure based on information theory to correct the assumption.
result Our measure behaves more reasonably in synthetic tasks and is advantageous in real-world applications.

Review of methods enabling causal predictions under hypothetical interventions.

problem Need for predicting outcomes under hypothetical interventions in decision making.
method Systematic review of methods using causal inference for prediction models.
result Identified 13 methods for causal inference from observational data.

GeoConformal predicts spatial uncertainty without relying on specific models.

problem Measuring uncertainty in spatial predictions to enhance model credibility.
method GeoConformal Prediction integrates geographical weighting into conformal prediction.
result GeoConformal achieves higher coverage rates in uncertainty assessment compared to Bootstrap methods.

Proposes a method to infer the distributional impacts of predictive models on stakeholders.

problem The influence of predictive models on target variable distribution, leading to performative prediction.
method Modeling agents' responses as a cost-adjusted utility maximization problem and using optimal transport to align pre- and post-model distributions.
result Provides estimates for the cost associated with these responses and demonstrates the quality of these estimates.

Supervised topic models are often sought to balance prediction quality and interpretability. However, when models are (inevitably) misspecified, standard approaches rarely deliver on both. We introduce a novel approach, the prediction-focused topic model, that uses the supervisory signal to retain only vocabulary terms…

2019-10-12abs ↗pdf ↗

A new method for predicting insurance claims with statistical guarantees.

problem Creating accurate prediction intervals for insurance claims.
method Model-agnostic framework using split conformal prediction for frequency-severity modeling.
result Shows effectiveness on simulated and real datasets using various models.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

Projected random forests improve circular data prediction with adaptive arc length and finite-sample coverage.

problem Regression with circular responses.
method Adapting linear-response models to circular data using projection and random forest out-of-bag mechanism.
result Projected random forest out-of-bag conformal prediction sets are more efficient and shorter than alternative methods.

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.

ConfEviSurrogate improves surrogate model accuracy and uncertainty quantification.

problem Uncertainty in surrogate models hinders reliable analysis.
method Introduces ConfEviSurrogate, a novel model that learns evidential distributions, separates uncertainty sources, and provides reliable prediction intervals.
result Demonstrates accurate predictions and robust uncertainty estimates in various simulations.

The study examines how hyperparameters affect prediction discrepancies in machine learning models.

problem Prediction inconsistencies across different machine learning models trained on the same dataset.
method Investigation of six models (Elastic Net, Decision Tree, k-NN, SVM, RF, XGBoost) on 21 benchmark datasets, focusing on key hyperparameters.
result Hyperparameter tuning improves model performance but increases prediction discrepancies, especially in Extreme Gradient Boosting.

New metric MADD assesses fairness of predictive student models.

problem Predictive student models can be biased and unfair, leading to discrimination.
method Proposes MADD metric to analyze model's discriminatory behaviors.
result Fair predictive performance does not guarantee fair behaviors or outcomes.

Proposes a new model for time-to-event prediction with uncertainty quantification.

problem Lack of uncertainty in time-to-event predictions using recurrent neural networks.
method Deep Kernel Accelerated Failure Time models combining RNN and sparse Gaussian Process.
result Model delivers better uncertainty estimates compared to related methods.

Introduces Rashomon Capacity to measure predictive multiplicity in probabilistic classifiers.

problem Predictive multiplicity in classification models leading to unjustified decisions.
method Introduces Rashomon Capacity, a metric for probabilistic classifiers, and provides a rigorous derivation.
result Rashomon Capacity captures nuanced score variations and provides strategies for disclosing conflicting models.

In predictive process analytics, current and historical process data in event logs is used to predict the future, e.g., to predict the next activity or how long a process will still require to complete. Recurrent neural networks (RNN) and its subclasses have been demonstrated to be well suited for creating prediction m…

2019-04-15abs ↗pdf ↗

AutoCP automates the construction of accurate prediction intervals.

problem Creating valid and accurate prediction intervals for machine learning models.
method AutoML framework that optimizes prediction interval length for better accuracy and less conservatism.
result AutoCP significantly outperforms benchmark algorithms in constructing accurate prediction intervals.

Interpretable ML models predict recidivism as well as non-interpretable methods and are more fair.

problem Improving recidivism prediction models for fairness and interpretability.
method Trained interpretable ML models on two recidivism datasets, compared to existing methods, and analyzed fairness.
result Interpretable ML models can predict recidivism as well as non-interpretable methods and are more fair.

Clinical models can be unstable, leading to unreliable predictions.

problem Stability of clinical prediction models developed using statistical or machine learning methods.
method Simulation and case studies of statistical and machine learning approaches to show instability in model predictions.
result Model instability often leads to miscalibration of predictions in new data.

Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.

problem Complexity of successful price prediction models hinders understanding.
method Deep learning models for high-frequency price prediction, focusing on volatility and directional prediction.
result Inadequately defined target price process renders predictions meaningless.

condLSTM-Q predicts COVID-19 deaths at county level with quantile forecasts.

problem Predicting COVID-19 mortality at fine geographical scales.
method Conditional Long Short-Term Memory networks with quantile output.
result Fine-scale quantile predictions inform about death toll distribution.

Proposes a model combining difference-attention and error-correction LSTMs for improved time series prediction.

problem Improving accuracy in time series prediction.
method Combines difference-attention LSTM and error-correction LSTM in a cascade approach.
result Improves prediction accuracy in time series.

Study introduces TeMoP model for better stock market predictions.

problem Decreasing prediction errors and robustness across datasets in machine learning models.
method Probabilistic multiple lag order model based on trend encoding.
result TeMoP model outperforms machine learning models in accuracy and stability across different stock indexes.