Using the trends of estimated abilities in terms of item response theory for online testing, we can predict the success/failure status for the final examination to each student at early stages in courses. In prediction, we applied the newly developed nearest neighbor method for determining the similarity of learning sk…
On-device research index
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.
168,695 papers · 148 categories
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48 results for “predictive ability”
Generative model improves time series prediction quality.
problem Lack of effective generative models for time series data.
method Proposed XIRP for time series, trained with WGAN-GP.
result XIRP significantly outperforms RNN-based models in predictive ability.
Study finds stock selection ability of Chinese mutual funds is better than asset allocation ability.
problem Evaluating the performance of actively managed mutual funds in China.
method Developed performance measures for asset allocation and selection using holding-based models and compared them with Fama-French and Treynor-Mazuy models.
result Stock selection ability from holding-based models is positively correlated with Fama-French model, while industry allocation is positively correlated with Treynor-Mazuy model.
Deep learning predicts baseball home runs with better accuracy.
problem Predicting player performance in baseball.
method Long Short-Term Memory (LSTM) neural network.
result LSTM outperformed other models in predicting home runs.
Humans learn a predictive model of the world and use this model to reason about future events and the consequences of actions. In contrast to most machine predictors, we exhibit an impressive ability to generalize to unseen scenarios and reason intelligently in these settings. One important aspect of this ability is ph…
Often we wish to predict a large number of variables that depend on each other as well as on other observed variables. Structured prediction methods are essentially a combination of classification and graphical modeling, combining the ability of graphical models to compactly model multivariate data with the ability of …
Throughout science and technology, receiver operating characteristic (ROC) curves and associated area under the curve (AUC) measures constitute powerful tools for assessing the predictive abilities of features, markers and tests in binary classification problems. Despite its immense popularity, ROC analysis has been su…
Recurrent Neural Networks with more flexible memory: better predictions than rough volatilityq-fin.ST
Extended LSTMs improve volatility prediction by 20%.
problem Predicting asset price volatility with long memory.
method Extended LSTMs with multiple flexible timescales.
result Extended LSTMs outperform rough volatility predictions by 20%.
Trans-Bifurcation Prediction of Dynamics in terms of Extreme Learning Machines with Control Inputsnlin.CD
Extremely accurate prediction of dynamical system bifurcations using control inputs.
problem Predicting complex bifurcation structures in dynamical systems.
method Extending extreme learning machines with control inputs to model system dynamics.
result The model can nearly reproduce the entire structure of bifurcations using only a few parameter values.
This paper proposes a deep learning model combining CNN and Transformer for improved credit default prediction.
problem Traditional machine learning models struggle with complex financial data and risk patterns.
method Combines CNN for local feature extraction and Transformer for global dependency modeling.
result The CNN+Transformer model outperforms traditional models in accuracy, AUC, and KS value.
The implied volatility smile surface is the basis of option pricing, and the dynamic evolution of the option volatility smile surface is difficult to predict. In this paper, attention mechanism is introduced into LSTM, and a volatility surface prediction method combining deep learning and attention mechanism is pioneer…
Transformers can approximate posterior predictive distributions through in-context learning.
problem Bayesian prediction tasks, especially beyond point predictions.
method Gradient descent algorithm targeting posterior predictive mean and variance, followed by nonlinear mappings.
result Transformers can implement algorithms to approximate posterior predictive distributions.
Study shows gMPNNs struggle with OOD link prediction in larger test graphs.
problem Inductive out-of-distribution link prediction in larger test graphs.
method Theoretical analysis and development of a gMPNN with structural pairwise embeddings.
result Structural node embeddings from gMPNNs converge to random guessing as test graphs grow.
Deep generative models (DGMs) are effective on learning multilayered representations of complex data and performing inference of input data by exploring the generative ability. However, it is relatively insufficient to empower the discriminative ability of DGMs on making accurate predictions. This paper presents max-ma…
Given a model that predicts a target from a vector of input features , we seek to measure the importance of each feature with respect to the model's ability to make a good prediction. To this end, we consider how (on average) some measure of goodness or badness of prediction (wh…
Neural Logic Reasoning integrates deep learning and symbolic logic for better prediction tasks.
problem Lack of cognitive reasoning in deep neural networks limits their ability to solve complex prediction tasks.
method Proposes Logic-Integrated Neural Network (LINN) that learns logical operations and conducts propositional logical reasoning.
result LINN significantly outperforms state-of-the-art recommendation models in Top-K recommendation.
Hybrid GARCH-LSTM models predict covariance matrices better than GARCH alone.
problem Predicting covariance matrices of high-dimensional asset returns.
method Combining GARCH processes with neural networks to forecast volatilities and correlations.
result The hybrid model outperforms both equally weighted portfolios and univariate GARCH models.
Embedding methods which enforce a partial order or lattice structure over the concept space, such as Order Embeddings (OE) (Vendrov et al., 2016), are a natural way to model transitive relational data (e.g. entailment graphs). However, OE learns a deterministic knowledge base, limiting expressiveness of queries and the…
MPNNs generalize poorly, study reviews current research.
problem Exploring generalization abilities of MPNNs.
method Systematic review of existing literature.
result Limited understanding of MPNNs' generalization abilities.
The study improves compound selection in in silico screening by focusing on model's ability to predict desirable outcomes.
problem Improving compound selection in in silico screening to reduce errors and enhance generalization.
method Extending learning theory, the study analyzes the impact of selection policies on generalization and proposes a method to mitigate challenges.
result Generalization can be enhanced by considering a model's ability to predict the fraction of desired outcomes in a batch.
Recommendation systems and computing advertisements have gradually entered the field of academic research from the field of commercial applications. Click-through rate prediction is one of the core research issues because the prediction accuracy affects the user experience and the revenue of merchants and platforms. Fe…
Bayesian neural networks' performance varies with prior choice, affecting their ability to identify unknowns.
problem The impact of prior choice on Bayesian neural networks' ability to identify unknowns.
method Evaluation of different prior distributions on classification tasks using BNNs and NNs with Monte Carlo dropout.
result Prior choice significantly impacts BNNs' ability to identify unknowns, affecting true and false positive rates.
Regression trees are becoming increasingly popular as omnibus predicting tools and as the basis of numerous modern statistical learning ensembles. Part of their popularity is their ability to create a regression prediction without ever specifying a structure for the mean model. However, the method implicitly assumes ho…
In this paper, we study the performance of extremum estimators from the perspective of generalization ability (GA): the ability of a model to predict outcomes in new samples from the same population. By adapting the classical concentration inequalities, we derive upper bounds on the empirical out-of-sample prediction e…
We present a novel recurrent neural network (RNN) based model that combines the remembering ability of unitary RNNs with the ability of gated RNNs to effectively forget redundant/irrelevant information in its memory. We achieve this by extending unitary RNNs with a gating mechanism. Our model is able to outperform LSTM…
Study shows different trajectory prediction models generalize better under OoD conditions.
problem Comparing trajectory prediction models' robustness across different datasets.
method Training models on Argoverse 2 and testing on Waymo Open Motion, and vice versa, with various augmentation strategies.
result Smallest model with highest inductive bias performs best in OoD generalization.
Predicting unobserved bifurcations in time series with unsupervised parameter extraction.
problem Predicting system behavior with unknown parameters from time series data.
method Reservoir computing framework for unsupervised extraction of slowly varying system parameters.
result Model predicts unknown bifurcations not present in training data.
FLUID-LLM: Learning Computational Fluid Dynamics with Spatiotemporal-aware Large Language Modelscs.LG
FLUID-LLM uses LLMs to predict fluid dynamics with improved accuracy.
problem Leveraging LLMs for CFD due to their pattern recognition abilities but struggles with fluid dynamics complexities.
method Combines pre-trained LLMs with spatiotemporal-aware encoding to predict unsteady fluid dynamics.
result Significant performance improvements in CFD predictions across various datasets.
New methods for scoring function decomposition improve forecast evaluation.
problem Improving forecast evaluation and understanding forecast components.
method Linear recalibration of forecasts for miscalibration, discrimination, and uncertainty.
result Enhanced statistical power and deeper insights into forecast components.
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…
Extends graph similarity theory to improve MPNNs' generalization abilities.
problem Understanding MPNNs' generalization beyond training data.
method Extends graph similarity theory, assesses graph structure, aggregation, and loss functions.
result Improves understanding of MPNNs' generalization properties.
Paper extends quantile factor analysis with probabilistic methods for better economic policy and financial condition prediction.
problem Improving accuracy in economic and financial condition prediction.
method Probabilistic quantile factor analysis with regularization and variational approximations.
result The probabilistic estimator outperforms a recent loss-based estimator in many cases.
In bankruptcy prediction, the proportion of events is very low, which is often oversampled to eliminate this bias. In this paper, we study the influence of the event rate on discrimination abilities of bankruptcy prediction models. First the statistical association and significance of public records and firmographics i…
Paper presents Transfer Portal model for accurate player performance predictions.
problem Predicting future player performance after a transfer.
method Personalized neural network and Bayesian updating framework.
result Model generates accurate predictions for player performance at new clubs.
Book teaches conformal prediction for complex machine learning systems.
problem Formal guarantees for machine learning prediction sets.
method Permutation tests and exchangeability for distribution-free inference.
result Provides formal, finite-sample guarantees for machine learning.
Technical trading rules have a long history of being used by practitioners in financial markets. Their profitable ability and efficiency of technical trading rules are yet controversial. In this paper, we test the performance of more than seven thousands traditional technical trading rules on the Shanghai Securities Co…
The ability to accurately predict the surrounding environment is a foundational principle of intelligence in biological and artificial agents. In recent years, a variety of approaches have been proposed for learning to predict the physical dynamics of objects interacting in a visual scene. Here we conduct a systematic …
SHAP clustering explains model predictions by grouping similar feature contributions.
problem Lack of explainability in black-box models.
method SHAP values for feature contributions, supervised clustering of SHAP values.
result Insight into pathways leading to similar predictions.
The study explores machine learning for predicting customer propensity-to-pay uncertainty.
problem Improving customer experience, reducing financial hardship, and managing cash flow risks.
method Investigated machine learning models for predicting propensity-to-pay, focusing on uncertainty estimation.
result Novel Bayesian Neural Network model for binary classification of propensity-to-pay.
Paper explores how uncertainty quantification improves Transformer's in-context learning ability.
problem Understanding and quantifying in-context learning ability of Transformers.
method Revisit linear regression tasks with bi-objective prediction (conditional expectation and variance).
result Trained Transformers achieve near Bayes-optimum performance, suggesting use of training distribution.
CARD models predict the distribution of continuous or categorical responses.
problem Uncertainty in predicting continuous or categorical responses.
method Combines denoising diffusion and conditional mean estimation.
result Outperforms state-of-the-art methods in conditional distribution prediction.
The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to problems such as the non-stationary nature of financial data, significant challenges …
Self Organizing Supply Chains for Micro-Prediction: Present and Future uses of the ROAR Protocolstat.AP
A multi-agent system is trialed as a means of crowd-sourcing inexpensive but high quality streams of predictions. Each agent is a microservice embodying statistical models and endowed with economic self-interest. The ability to fork and modify simple agents is granted to a large number of employees in a firm and empiri…
Infants are experts at playing, with an amazing ability to generate novel structured behaviors in unstructured environments that lack clear extrinsic reward signals. We seek to replicate some of these abilities with a neural network that implements curiosity-driven intrinsic motivation. Using a simple but ecologically …
Theory explains how AI models can predict unseen tasks without labeled data.
problem Understanding how AI models can generalize to unseen tasks.
method Developed a theoretical framework to analyze zero-shot prediction.
result Identified key quantities and independence relationships for generalization.
Deep neural networks are considered to be state of the art models in many offline machine learning tasks. However, their performance and generalization abilities in online learning tasks are much less understood. Therefore, we focus on online learning and tackle the challenging problem where the underlying process is s…
New method combines neural nets with epidemic models for better prediction.
problem Improving epidemic prediction and forecasting using deep neural networks.
method Integrates machine learning with compartmental disease models for data-driven analysis.
result Data augmentation strategy improves neural network reliability for epidemic forecasting.
PIML model improves hydrological predictions by blending physics and ML.
problem Hydrological models either lack predictive accuracy or fail to maintain physical consistency.
method Physics Informed Machine Learning (PIML) that integrates physics-based models and ML algorithms.
result PIML model outperforms both physics-based and ML models in predicting streamflow and evapotranspiration.