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.

168,695 papers · 148 categories

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145290435580 · Jun 202019922001200920172026
48 results for predictive signal

Neural process model improves real-time condition monitoring signal prediction.

problem Real-time adaptation for complex condition monitoring signals.
method Label-aware neural processes encoding and reconstruction.
result Advantages in real-time adaptation, enhanced signal prediction with uncertainty quantification, and joint prediction for labels and signals.

Conformal prediction improves signal detection accuracy in railway images.

problem Improving the reliability of machine learning models for railway signal detection.
method Applying conformal prediction to a novel dataset of train operator perspective images.
result The approach enhances the reliability of machine learning models for detecting railway signals.

Optimal trading strategy adapts to signals in markets with price impact.

problem Optimal liquidation in markets with linear price impact and predictive signals.
method Formulated as a stochastic control problem, solved using probabilistic and convex analytic techniques.
result Explicit solution for optimal trading strategy in terms of SDEs.

Proposes a federated learning approach for RUL prediction from nonparametric degradation and failure signals.

problem Cost-effective RUL prediction from limited, non-shared CM signals with unknown parametric forms.
method Joint modeling of nonlinear degradation signals and failure events using federated learning.
result Superior RUL prediction compared to alternatives, validated through simulations and real data.

Unified framework linking firm signals and cross-asset spillovers for SDF estimation.

problem Estimating SDF with cross-asset spillovers and firm-level predictive signals.
method Maximizing Sharpe ratio to jointly estimate signals and spillovers, yielding interpretable SDF.
result SDF consistently outperforms benchmarks across various investment universes and market states.

The paper uses conformal prediction to detect railway signals with confidence.

problem Deploying deep learning models in certified systems requires accurate uncertainty estimates.
method The paper uses conformal prediction and risk control to detect railway signals.
result The conformal prediction framework provides reliable and trustworthy uncertainty estimates for model performance.

Kernel and linear regression have been recently explored in the prediction of graph signals as the output, given arbitrary input signals that are agnostic to the graph. In many real-world problems, the graph expands over time as new nodes get introduced. Keeping this premise in mind, we propose a method to recursively …

2019-11-26abs ↗pdf ↗

Timely prediction of clinically critical events in Intensive Care Unit (ICU) is important for improving care and survival rate. Most of the existing approaches are based on the application of various classification methods on explicitly extracted statistical features from vital signals. In this work, we propose to elim…

2018-11-14abs ↗pdf ↗

This paper proposes a real-time signal plan recommendation system for traffic incidents.

problem Limited effectiveness of traffic incident management due to late response and workload.
method Decomposes recommendation task into real-time traffic prediction and plan association, learning from historical data and metric learning.
result Precision score of 96.75% and recall of 87.5% on testing plan, with 22.5 minutes lead time ahead of Waze alerts.

Prediction markets can shape political behavior through persistent signals, not just forecast accuracy.

problem The role of prediction markets beyond forecasting.
method Transaction-level evidence from the 2024 U.S. presidential election, Signal Credibility Index (SCI).
result Price signals in prediction markets are more influential due to persistence, breadth of trader types, and cross-platform consensus.

Early hospital mortality prediction is critical as intensivists strive to make efficient medical decisions about the severely ill patients staying in intensive care units. As a result, various methods have been developed to address this problem based on clinical records. However, some of the laboratory test results are…

2018-03-18abs ↗pdf ↗

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 ↗

Estimates signals from a continuous dictionary with sparse mixtures using optimization.

problem Estimating signals from a continuous dictionary with unknown mixtures and noise.
method Formulates a regularized optimization problem with data fidelity and (1,Lp)(\ell_1,L^p)-penalty.
result High probability bounds on prediction error for the Group-Nonlinear-Lasso solution.

The paper improves prediction and testing for signals from a linear combination of translated features with Gaussian noise.

problem Predicting and testing signals from a linear combination of translated features with varying scale parameter and Gaussian noise.
method Extends previous off-the-grid prediction results, improves minimal distance between features, proposes a goodness-of-fit test with upper bounds.
result Upper bounds on the minimax separation rate match those for the high-dimensional linear model, matching the lower bound.

Paper fine-tunes a language model to predict long-term stock buy signals.

problem Predicting long-term stock price movements with narrative text.
method Fine-tuning a small language model on 10-K reports for buy/sell decisions.
result Buy signals generated from 10-K text are most precise at 6 and 9 months, providing 4.8-9% improvement over random selection.

Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating the consequences of possible actions, so that planning, control, and decision-maki…

2013-11-11abs ↗pdf ↗

The paper explains stock market predictability through a model of heterogeneous beliefs.

problem Understanding and predicting stock market behavior based on news and investor beliefs.
method A discrete-time model of heterogeneous beliefs where some agents receive noisy signals about asset fundamentals.
result Momentum and reversal in stock prices arise from investors' incorrect beliefs about signal accuracy and fundamental values.

Research compares ML and Time Series methods for generating trading signals.

problem Efficiency of on-line learning Algorithms in generating trading signals.
method Used technical indicators and ensemble of Random Forests, also Kalman Filter.
result Kalman Filter outperformed Random Forests in on-line learning predictions of stock prices.

Graph-based framework predicts ADR signals from clinical data.

problem Detecting ADRs in post-market surveillance using clinical data.
method Developed a Drug-disease graph with Graph Neural Network for ADR signal prediction.
result Improved AUROC and AUPRC performance (0.795 and 0.775) compared to other algorithms.

Generative networks have made it possible to generate meaningful signals such as images and texts from simple noise. Recently, generative methods based on GAN and VAE were developed for graphs and graph signals. However, the mathematical properties of these methods are unclear, and training good generative models is di…

2018-09-28abs ↗pdf ↗

New framework models graph signals as distribution-valued signals in Wasserstein space.

problem Limitations of classical vector-based GSP, including synchronous observations and uncertainty.
method Introduces graph distribution-valued signals (GDSs) in the Wasserstein space.
result GDSs naturally encode uncertainty and stochasticity, generalizing traditional graph signals.

Improved crude oil price forecasting using multi-dimensional LLM sentiment signals.

problem Challenges in predicting crude oil prices due to unstructured news.
method Extracted five sentiment dimensions from GPT-4o, Llama 3.2-3b, and FinBERT models on energy-sector news articles.
result Combining GPT-4o and FinBERT yields the best predictive performance for weekly WTI crude oil futures returns.

Google's multilingual speech recognition system combines low-level acoustic signals with language-specific recognizer signals to better predict the language of an utterance. This paper presents our experience with different signal combination methods to improve overall language identification accuracy. We compare the p…

2019-10-21abs ↗pdf ↗

In this article, we improve extreme learning machines for regression tasks using a graph signal processing based regularization. We assume that the target signal for prediction or regression is a graph signal. With this assumption, we use the regularization to enforce that the output of an extreme learning machine is s…

2018-03-12abs ↗pdf ↗

This research improves asset life prediction by integrating deep learning with mixture distributions.

problem Predicting residual useful life for assets with multiple failure modes.
method Integrates mixture (log)-location-scale distribution with deep learning.
result Proposed models outperform existing methods in predicting residual useful life.

Cyber attacks are growing in frequency and severity. Over the past year alone we have witnessed massive data breaches that stole personal information of millions of people and wide-scale ransomware attacks that paralyzed critical infrastructure of several countries. Combating the rising cyber threat calls for a multi-p…

2018-06-08abs ↗pdf ↗

Conformal prediction sets improve human decision making by quantifying model uncertainty.

problem Humans signal uncertainty and offer alternatives when unsure, but machine learning models often lack this feature.
method Conducted a randomized controlled trial with human subjects given conformal prediction sets.
result Human accuracy improves when given conformal prediction sets compared to fixed-size prediction sets.

We create a formal framework for the design of informative securities in prediction markets. These securities allow a market organizer to infer the likelihood of events of interest as well as if he knew all of the traders' private signals. We consider the design of markets that are always informative, markets that are …

2012-10-16abs ↗pdf ↗

Model predicts epileptic seizures with high accuracy using EEG signals.

problem Predicting epileptic seizures with high accuracy for diagnosis and treatment.
method Pearson's product-moment correlation coefficient with a linear classifier on generalized Gaussian modeling.
result 100% effectiveness for sensitivity and specificity greater than 83%.

Falls prevention, especially in older people, becomes an increasingly important topic in the times of aging societies. In this work, we present Gated Recurrent Unit-based neural networks models designed for predicting falls (syncope). The cardiovascular systems signals used in the study come from Gravitational Physiolo…

2019-08-02abs ↗pdf ↗