Research
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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.

169,341 papers · 148 categories

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71143214285 · Jun 202019922001200920182026
48 results for prediction-based measures

The paper corrects bias in predictions used as explanatory variables in regression models.

problem Bias in predictions used as explanatory variables in regression models.
method Instrumental variables constructed from multiple splits of the original data.
result The proposed method recovers estimates close to the true values, even in small samples.

A new affinity measure for spectral clustering using conformal prediction improves clustering performance.

problem Improving the performance of spectral clustering by enhancing the affinity matrix.
method Employing the concept of non-conformity from Conformal Prediction to define a novel affinity measure.
result The proposed affinity measure leads to better clustering results compared to state-of-the-art methods.

Sequential tests for two-sample and independence testing using betting strategies.

problem Testing sequential data for two-sample and independence without kernel selection issues.
method Prediction-based betting strategies that adaptively determine distribution and joint distribution.
result Prediction-based tests outperform kernel-based approaches in high-dimensional or structured data settings.

REGAIN learns optimal auxiliary directions for forecast reconciliation.

problem Forecast reconciliation from fixed systems; identifying useful auxiliary directions.
method REGAIN learns normalized auxiliary directions, forecasts induced series, and selects directions by loss reduction.
result Gain-selected auxiliary directions improve forecast quality, especially for residual uncertainty.

New methods predict drug interactions using drug co-medication patterns and graph matching.

problem Predicting adverse drug reactions from drug combinations.
method Developed novel kernels over drug combinations using support vector machines and graph matching to measure similarities.
result Achieved an AUC of 0.912 on a real-world dataset.

Proposes a new selective regression method using conformal prediction.

problem The need for models to abstain from predictions in cases of uncertainty.
method Leverages conformal prediction to provide grounded confidence measures for individual predictions based on model-specific biases.
result Demonstrates an advantage over state-of-the-art baselines in selective regression.

New measures for prediction validity and consonant plausibility introduced.

problem Challenges in predicting future observations and quantifying prediction uncertainty.
method Introducing Type-2 validity and using consonant plausibility measures and conformal prediction.
result Achieving both Type-1 and Type-2 validity through consonant plausibility measures and conformal prediction.

Paper introduces MVS to detect non-Markovian observations in reinforcement learning.

problem Real-world sensors violate Markov property, leading to suboptimal reinforcement learning performance.
method Uses prediction-based Markov Violation Score (MVS) combining random forest and ridge regression.
result MVS detects non-Markovian structure in observation trajectories, quantifying its impact.

Paper predicts video popularity from web traces, not hosting services.

problem Predicting video popularity from web traces.
method Combining embed/link data and internal search logs to predict video popularity.
result Embed and link data can significantly improve video popularity prediction.

Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.

problem Inherently difficult stock price prediction due to low signal-to-noise ratio.
method Wavelet transform convolution, channel attention, and LSTM integration.
result Robust performance in post-pandemic market conditions.

Models predict patients at risk of uncontrolled hypertension.

problem Identifying patients at risk of uncontrolled hypertension.
method Developed machine learning models (logistic regression and recurrent neural networks) using EHR data.
result Best model achieved AUROC of 0.719, outperforming baseline.

CeCNN predicts SE and AL from UWF images, improving myopia screening.

problem Predicting axial length and spherical equivalence from UWF fundus images.
method Copula-enhanced Convolutional Neural Network (CeCNN) for multiresponse regression.
result CeCNN improves prediction of SE and AL compared to baseline CNNs.

Improved anti-cancer drug sensitivity prediction using REFINED CNN ensemble learning.

problem Challenges in predicting anti-cancer drug sensitivity for individual cell lines.
method Using REFINED CNN, which represents high-dimensional vectors as compact 2D images with spatial correlations, and building ensembles of these models.
result Ensemble approaches significantly improve drug sensitivity prediction performance compared to single models.

A novel feature representation method for non-image based features.

problem Inability of Convolutional Neural Networks for non-image based features or features without spatial correlations.
method REFINED: Representation of Features as Images with Neighborhood Dependencies.
result Higher prediction accuracy compared to existing methodologies.

This paper addresses the importance of defining locality for accurate surrogate explanations.

problem Accurate approximation of local black-box decision boundaries for generating explanations.
method Proposes a novel approach to generate surrogate-based explanations centered on relevant places of the decision boundary, rather than on predictions.
result The proposed approach outperforms state-of-the-art methods and a straightforward improvement thereof on UCI datasets.

X-Caps improves medical diagnosis explainability by encoding visual attributes in capsules.

problem Uninterpretable predictions from deep neural networks in healthcare.
method Teaches a novel multi-task capsule network to encode high-level visual attributes and malignancy scores.
result X-Caps outperforms state-of-the-art deep dense 3D CNNs in capturing visually interpretable attributes and malignancy prediction.

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.

Paper investigates personalization in emotion recognition from physiological data.

problem Emotion recognition from physiological signals.
method Features are extracted and ranked based on their effect on classification accuracy. Different classifiers are compared. Inter-subject variability and personalization effect are investigated through trial-based and subject-based cross-validation. A personalized model is introduced.
result Personalized model enhances emotional state prediction.

AER combines auto-encoder and LSTM for better time series anomaly detection.

problem Anomaly detection in time series data with limited labeled data and ambiguous definitions.
method AER (Auto-Encoder with Regression) integrates auto-encoder and LSTM for joint predictions and reconstructions.
result AER achieves the highest F1 score across 12 datasets with comparable runtime.

Study short-maturity VIX and European option prices with jumps.

problem Analyzing VIX and European options with jumps in short-maturity models.
method Local-stochastic volatility models with compound Poisson jumps, leading-order asymptotics in closed-form.
result Closed-form solutions for VIX and European option prices in short-maturity models.

Optimizes link prediction using matrix logistic regression.

problem Predicting links in networks with limited data.
method Formulated as matrix logistic regression, analyzed in high dimensions, combinatorial estimator with penalized maximum likelihood.
result Achieves minimax rate for Frobenius-norm risk, cannot be computed efficiently.

Most modern financial markets use a continuous double auction mechanism to store and match orders and facilitate trading. In this paper we develop a microscopic dynamical statistical model for the continuous double auction under the assumption of IID random order flow, and analyze it using simulation, dimensional analy…

2002-10-22abs ↗pdf ↗

New method detects and prevents unfairness in few-shot regression models.

problem Fairness issues in supervised few-shot meta-learning models.
method Causal Bayesian knowledge graph for dependency visualization, risk difference quantification, and fast-adapted bias-control approach.
result Efficiently detects and mitigates unfairness in model predictions.

Structure learning of Bayesian networks is an important problem that arises in numerous machine learning applications. In this work, we present a novel approach for learning the structure of Bayesian networks using the solution of an appropriately constructed traveling salesman problem. In our approach, one computes an…

2012-11-20abs ↗pdf ↗

BRP-NAS uses GCNs to predict neural network performance for more efficient NAS.

problem Inaccurate performance metrics in NAS lead to suboptimal model designs.
method Proposes BRP-NAS, a hardware-aware NAS using GCNs for accurate performance prediction.
result BRP-NAS outperforms previous methods on NAS-Bench-101 and 201, improving model sample efficiency.