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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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186373559745 · Jun 202019922001200920172026
48 results for predictive systems

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems tha…

2019-02-18abs ↗pdf ↗

New method improves predictive systems with better theoretical guarantees.

problem Constructing predictive systems with out-of-sample calibration guarantees.
method Residual Distribution Predictive Systems (RDPs) that nest conformal predictive systems and offer flexibility.
result Empirically, RDPs perform competitively with conformal predictive systems and can be implemented with various regression methods.

System uses conformal prediction to help experts make accurate decisions without understanding when to trust it.

problem Helping experts make accurate decisions in multiclass classification tasks.
method Develops an automated decision support system using conformal prediction to provide precise prediction sets and an efficient search method.
result System improves expert predictions by providing precise prediction sets and forcing experts to predict from these sets.

Combining LETKF and RC improves chaotic system prediction from noisy, sparse data.

problem Improving chaotic system prediction from imperfect observations and models.
method Combining LETKF and RC to predict spatio-temporal chaotic systems from noisy and sparsely distributed observations.
result The proposed method using LETKF and RC outperforms LETKF in predicting chaotic systems from noisy and sparse observations.

New decision support systems use prediction sets to help experts update their predictions, improving performance.

problem Challenges in explaining and updating predictions from decision support systems.
method Developed a methodology leveraging nested structure of prediction sets and counterfactual monotonicity to improve performance.
result Limiting experts' agency leads to better performance in decision support systems based on prediction sets.

Economics tool predicts failure times in reliability systems.

problem Predicting optimal failure times in weighted k-out-of-n reliability systems with heterogeneous component failure.
method Using rational expectations to analyze and predict failure times in reliability systems with heterogeneous component failure.
result Different measures are optimal for predicting system failure depending on component failure distributions.

MA-COPP predicts multi-agent system outcomes using data from a different policy, with probabilistic guarantees.

problem Predicting outcomes in multi-agent systems using data from a different policy.
method Conformal prediction framework applied to multi-agent systems, avoiding exhaustive search.
result Achieves probabilistic guarantees for multi-agent system predictions.

This work shifts focus from prediction to intervention in social systems.

problem The limitations of focusing solely on prediction in automated decision systems.
method Shift from prediction-focused paradigm to intervention-oriented approach.
result A new perspective unifies statistical frameworks and tools for ADS design, implementation, and evaluation.

The paper extends conformal prediction to MDP trajectories for autonomous systems.

problem Ensuring reliability of autonomous systems by providing probabilistic guarantees.
method Applying conformal corrections to quantile regression prediction intervals.
result Conformal prediction intervals ensure the observed trajectory lies inside with high probability.

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.

Framework predicts responses in misspecified systems using GPLFM and BNNs.

problem Predicting responses in dynamical systems with model misspecification.
method Integrates GPLFM and BNNs for uncertainty-aware inference and prediction.
result Systematic propagation of uncertainty from diagnosis to prediction.

System recommends workouts and predicts success rates using RNNs.

problem Promoting healthy lifestyles through personalized exercise recommendations.
method Two interconnected recurrent neural networks (RNNs) using historical workout data.
result Interconnected-RNN model predicts exercise success rates with improved accuracy.

Controller seeks informative system observations to predict nonlinear dynamics.

problem Predicting nonlinear dynamics with uncertain parameters.
method Expected free energy minimization for balancing goal state and informative observations.
result Controller improves performance in uncertain parameter scenarios.

We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their predictions do not violate physical laws. This is achieved by introducing an additional lo…

2019-04-09abs ↗pdf ↗

An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to predict the squared deviation around these predicted returns. These two expectations a…

2018-06-15abs ↗pdf ↗

This paper evaluates deferring systems using causal inference.

problem Evaluating the impact of deferring systems on model accuracy is challenging.
method The paper uses a causal inference framework to evaluate deferring systems, distinguishing between scenarios with and without access to human predictions.
result The approach allows identifying causal effects of deferring strategies on predictive accuracy.

One fundamental issue in managing bike sharing systems is the bike flow prediction. Due to the hardness of predicting the flow for a single station, recent research works often predict the bike flow at cluster-level. While such studies gain satisfactory prediction accuracy, they cannot directly guide some fine-grained …

2018-07-28abs ↗pdf ↗

Neural networks improve predictions of complex network dynamics.

problem Improving neural network predictions for complex network dynamics.
method Extended neural network models to complex systems, ensuring they conform to dynamical model assumptions and using a statistical significance test.
result Achieved advanced generalization of neural network predictions for complex systems.

Photovoltaic systems have been widely deployed in recent times to meet the increased electricity demand as an environmental-friendly energy source. The major challenge for integrating photovoltaic systems in power systems is the unpredictability of the solar power generated. In this paper, we analyze the impact of havi…

2018-02-12abs ↗pdf ↗

Develops methods for spectral estimation and rare-event prediction in complex systems.

problem Challenges in understanding dynamics in complex systems with many degrees of freedom.
method Inexact iterative numerical linear algebra methods for spectral estimation and rare-event prediction.
result Demonstrates methods on low-dimensional and high-dimensional models, showing their effectiveness.

Dockless bike sharing systems need effective bike flow prediction models.

problem Imbalanced and dynamic use of bikes leads to mandatory rebalancing operations.
method Divide urban area into regions, model spatio-temporal bike flows, extract traffic patterns, and predict bike flows.
result Interpretable bike flow prediction model provides valuable insights into bike flow analysis.

Predictability enables efficient parallelization of nonlinear models.

problem Understanding which nonlinear state space models can be efficiently parallelized.
method Established a relationship between system dynamics and optimization problem conditioning, quantified by the largest Lyapunov exponent.
result Predictable systems can be evaluated in O((logT)2)O((\log T)^2) time, improving over conventional sequential approaches.

The paper introduces recklessness to improve recommendation quality and quantity.

problem The reliability/coverage dilemma in recommender systems limits the number of recommended items.
method Incorporates a new term (recklessness) into matrix factorization-based recommender systems to address the dilemma.
result Recklessness improves the quantity and quality of recommendations by allowing for risk regulation.

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.

Study on learning to predict dynamical systems without assuming their structure.

problem Learning to predict the next state of a dynamical system with unknown evolution function.
method Defined new combinatorial measures to quantify mistake and regret bounds in realizable and agnostic settings.
result In the realizable setting, the number of mistakes can grow arbitrarily with time.

A new explainable CBR system predicts financial risks with interpretability and good performance.

problem Predicting financial risks with interpretability and good performance.
method A novel explainable case-based reasoning (CBR) approach.
result The CBR system provides a good prediction performance and interpretability.

Machine learning predicts synchronization transitions in unknown systems.

problem Predicting synchronization transitions in systems with unknown equations.
method Developed a 'parameter-aware' machine learning scheme using reservoir computing or echo state networks.
result Machine learning accurately predicts synchronization transitions, including hysteresis loops.

Enhanced model predicts chaotic systems with improved long-term accuracy.

problem Learning chaotic systems and long-term predictions from incomplete data.
method Path-dependent Neural Jump ODE (PD-NJ-ODE) model for online prediction.
result The model matches true chaotic system dynamics closely and improves long-term predictions.

Unified model predicts stock and systemic risks from diverse financial data.

problem Isolating financial tasks leads to missed cross-scale dependencies.
method Shared Transformer backbone with modular task heads for cross-modal attention and multi-task optimization.
result Uni-FinLLM significantly outperforms baselines in stock forecasting, credit-risk assessment, and systemic-risk detection.