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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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102204306408 · Jun 202019922001200920172026
48 results for protected features

ARL improves fairness without protected features, showing AUC improvements for worst-case groups.

problem Training fairness in ML without known protected features.
method Adversarially Reweighted Learning (ARL) using non-protected features and task labels.
result ARL improves Rawlsian Max-Min fairness with notable AUC improvements for worst-case groups.

BCDP enhances privacy by protecting sensitive features more precisely.

problem Uniform privacy protection in LDP degrades performance for sensitive features.
method Bayesian Coordinate Differential Privacy (BCDP) adjusts privacy protection per feature sensitivity.
result BCDP improves accuracy in downstream tasks without sacrificing privacy.

Develops methods to measure and reduce fairness in datasets with limited protected attribute labels.

problem Measuring and reducing fairness in datasets with limited protected attribute labels.
method Proposes methods to estimate fairness metrics and train models to limit fairness violations using probabilistic protected attribute labels.
result Our methods provide tighter bounds on true disparity and effectively reduce fairness violations with lesser fairness-accuracy trade-offs.

Federated Learning is introduced to protect privacy by distributing training data into multiple parties. Each party trains its own model and a meta-model is constructed from the sub models. In this way the details of the data are not disclosed in between each party. In this paper we investigate the model interpretation…

2019-05-11abs ↗pdf ↗

New private learning algorithms improve utility in tasks with public features.

problem Private learning with public features in recommendation and ad prediction.
method Developed algorithms that protect only certain sufficient statistics, improving utility for linear regression and private recommendation benchmarks.
result Achieved state-of-the-art performance on private recommendation benchmarks.

TIPRDC anonymizes data features to protect privacy while retaining useful information.

problem Privacy concerns from crowdsourced data hinder deep learning applications.
method Hybrid training method combining adversarial and mutual information estimation.
result Feature extractor hides private information while preserving original data features.

In this paper, we consider a dynamic asset pricing model in an approximate fractional economy to address empirical regularities related to both investor protection and past information. Our newly developed model features not only in terms with a controlling shareholder who diverts a fraction of the output, but also goo…

2019-11-01abs ↗pdf ↗

New EPS insurance offers partial protection against superannuation losses.

problem Lack of efficient investment insurance for superannuation holders.
method Developed a new financial derivative, equity protection swap (EPS), and derived a fair pricing formula.
result EPS can be an efficient investment insurance tool for superannuation accounts.

This research compares two encoding methods for categorical attributes in machine learning, affecting model fairness.

problem The impact of encoding protected categorical attributes on fairness in machine learning models.
method Comparison of one-hot encoding and target encoding methods.
result Target encoding can lead to more unfair models compared to one-hot encoding due to induced bias.

This paper detects function-level obfuscation in binary code using graph-based methods.

problem Detecting and characterizing function-level obfuscation in binary code.
method Graph-based approaches, including GNNs, are compared on various datasets.
result GNNs outperform baselines in function-level obfuscation detection, especially in a 11-class classification task.

Patient notes contain a wealth of information of potentially great interest to medical investigators. However, to protect patients' privacy, Protected Health Information (PHI) must be removed from the patient notes before they can be legally released, a process known as patient note de-identification. The main objectiv…

2016-10-30abs ↗pdf ↗

New method to quantify feature contributions to disparity without access to decision-making model.

problem Quantifying feature contributions to disparity when decision-making model is not accessible.
method Use information theory to measure redundant statistical dependency between protected attribute and feature.
result Quantify feature contributions to disparity using information theory.

Introduces privilege scores to measure and interpret protected attribute-related privilege in machine learning models.

problem Lack of explicit formulation of non-neutrality in fairness-aware machine learning methods.
method Privilege scores (PS) and privilege score contributions (PSCs) to measure and interpret protected attribute-related privilege.
result Demonstrates the broad applicability of PS and PSCs in gender and racial privilege in mortgage and college admissions applications.

Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participation in the performance of a risky asset while protecting the invested capital. This protection is however not perfect and the gap risk must be quantified. CPPI strategies are path-dependent and may have American exercise…

2009-05-18abs ↗pdf ↗

5D AI model detects bad loans without biased features, improving consumer protection.

problem Detecting bad loans without biased features and improving consumer protection.
method Machine learning, BiMOPT features, European Banking Authority principles, AI principles, historical and validation datasets.
result 5D correctly detected 1,461 bad loans out of 1,613 (Sensitivity = 0.91, Prevalence = 0.0253, Positive Predictive Value = 0.19).

PriRec preserves privacy in POI recommendation by keeping data and models on users' devices.

problem Privacy concerns in centralized POI recommendation models.
method Local differential privacy for sensitive data, secure decentralized gradient descent for linear models, secure aggregation for feature interactions.
result PriRec achieves comparable or better recommendation accuracy than FM while protecting user privacy.

Study protects federated learning models from eavesdropping attacks.

problem Protecting client models in federated learning from eavesdropping adversaries.
method Theoretical analysis and numerical experiments examining various factors.
result Theoretical and experimental results show the effectiveness of protection methods.

Fairness audits fail under missing protected labels, especially at zero access.

problem Understanding the reliability of fairness audits with incomplete protected-label data.
method Introduced a seed-calibrated stress test to separate missingness effects from seed-to-seed movement.
result Missing protected labels do not significantly alter fairness mitigation methods, but they can lead to harmful intersectional outcomes.

A central goal of algorithmic fairness is to reduce bias in automated decision making. An unavoidable tension exists between accuracy gains obtained by using sensitive information (e.g., gender or ethnic group) as part of a statistical model, and any commitment to protect these characteristics. Often, due to biases pre…

2018-10-19abs ↗pdf ↗

Differentially private algorithms protect model explanations from leaking training data.

problem Model explanations can leak training data, compromising privacy.
method Adaptive differentially private gradient descent algorithm to produce accurate, private explanations.
result Privacy amplification and reduction of overall privacy loss on explanation data.

The paper analyzes how to combine self-protection and self-insurance for risk reduction.

problem Combining self-protection and self-insurance for risk reduction when market insurance is absent.
method The approach uses Value-at-Risk and Tail Value-at-Risk to evaluate residual risk and solves the problem using isoquant geometry based on marginal-balance curves.
result The analysis identifies the conditions under which self-protection and self-insurance behave as substitutes or complements.

Proposes a new feature preprocessing method using kernel density integral transformation.

problem Feature preprocessing for tabular data in machine learning and statistics.
method Kernel density integral transformation as a drop-in replacement or improved alternative to min-max scaling and quantile transformation.
result Frequently outperforms min-max scaling and quantile transformation with hyperparameter tuning.

Researchers create topologically protected knots in a realizable system.

problem Creating topologically protected vortex knots in experimentally realizable systems.
method Investigated non-Abelian vortices in tetrahedral order in spin-2 Bose--Einstein condensates and bent-core nematic liquid crystals.
result Discovered the first topologically protected knots in an experimentally realizable system.

In this paper we consider some insurance policies related to drawdown and drawup events of log-returns for an underlying asset modeled by a spectrally negative geometric Lévy process. We consider four contracts, three of which were introduced in Zhang et al. (2013) for a geometric Brownian motion. The first one is an i…

2017-01-07abs ↗pdf ↗

The paper proposes methods to infer from privacy-protected data using simulation-based techniques.

problem Valid statistical inference from privacy-protected data is computationally challenging.
method Simulation-based inference methods, including sequential Monte Carlo and neural conditional density estimators.
result Valid statistical inferences can be made from privacy-protected data.

Proposes GLWB-LTC for enhanced life care annuities with dynamic withdrawal strategies and stochastic interest rates.

problem Improving life care annuity features and pricing methods.
method Introduces GLWB-LTC with dynamic withdrawal strategies and stochastic interest rates. Solves the stochastic control problem using a robust tree method.
result Optimal withdrawal strategies vary over time with policyholder's health status, highlighting the advantage of flexibility.

Framework for fair classification with noisy protected attributes and provable guarantees.

problem Fair classification with noisy protected attributes.
method Optimization framework for linear and linear-fractional fairness constraints, handling multiple non-binary attributes.
result Provably fair classifier with minimal accuracy loss, even with large noise.

Fair clustering under the disparate impact doctrine requires that population of each protected group should be approximately equal in every cluster. Previous work investigated a difficult-to-scale pre-processing step for kk-center and kk-median style algorithms for the special case of this problem when the number of …

2019-01-29abs ↗pdf ↗

A multi-task network avoids indirect discrimination in insurance pricing.

problem Indirect discrimination in insurance pricing models based on protected characteristics.
method Multi-task neural network architecture trained with partial protected characteristic information.
result Multi-task network produces discrimination-free insurance prices with comparable accuracy to conventional models.

Recent work on fairness in machine learning has focused on various statistical discrimination criteria and how they trade off. Most of these criteria are observational: They depend only on the joint distribution of predictor, protected attribute, features, and outcome. While convenient to work with, observational crite…

2017-06-08abs ↗pdf ↗

Protects user privacy in models using optional personal data.

problem Ensuring fairness for users who opt-out of data sharing.
method Formalizes protection requirements, introduces Protected User Consent (PUC), devises data augmentation strategy.
result PUC-compliant models can improve performance without disadvantaging opt-out users.

Proposes a new method to explain model predictions for consumer recourse.

problem Current explanation methods fail to provide meaningful recourse to decision subjects.
method Develops feature responsiveness scores to highlight actionable features.
result Standard practices can undermine decision subjects by highlighting unresponsive features.

Proposes a new method for fairness in machine learning with multiple protected attributes.

problem Ensuring fairness in machine learning models with continuous and multiple protected attributes.
method Distance covariance regularisation framework to mitigate association between model predictions and protected attributes.
result Demonstrates effectiveness in mitigating fairness gerrymandering in regression tasks.