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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.

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9182635 · Jun 202019922001200920172026
48 results for protected status

CST detects discrimination by comparing protected and non-protected individuals with a counterfactual.

problem Detecting discrimination in classifiers using legal fairness conditions.
method Operationalizes fairness given the difference using counterfactual reasoning.
result CST uncovers more discrimination cases than traditional situation testing.

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.

We present FlipTest, a black-box technique for uncovering discrimination in classifiers. FlipTest is motivated by the intuitive question: had an individual been of a different protected status, would the model have treated them differently? Rather than relying on causal information to answer this question, FlipTest lev…

2019-06-21abs ↗pdf ↗

Triangle fees adjust fees based on trade size and price movement, improving price accuracy and revenue.

problem Price staleness and low fee revenue in AMMs.
method Decreasing marginal fees proportional to price movement, creating incentives for price accuracy.
result Triangle fees strictly improve the Pareto frontier of price accuracy versus losses.

Machine learning systems have received much attention recently for their ability to achieve expert-level performance on clinical tasks, particularly in medical imaging. Here, we examine the extent to which state-of-the-art deep learning classifiers trained to yield diagnostic labels from X-ray images are biased with re…

2020-02-14abs ↗pdf ↗

Controversies around race and machine learning have sparked debate among computer scientists over how to design machine learning systems that guarantee fairness. These debates rarely engage with how racial identity is embedded in our social experience, making for sociological and psychological complexity. This complexi…

2018-11-28abs ↗pdf ↗

Study proposes a tax-based system to share disaster risk among regions.

problem Systemic risk in catastrophic events and insurer insolvency.
method Public-private partnership with government intervention through taxation.
result Taxation system effectively shares residual claims in case of insurer insolvency.

Paper presents a privacy-preserving algorithm for estimating peer effects using the Ising model.

problem Privacy concerns in estimating peer effects using network data.
method Developed a (ε,δ)(\varepsilon,δ)-differentially private algorithm using Ising model.
result Established regret bounds and validated performance on synthetic and real-world networks.

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.

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 uses LLMs to automate strategy finding in quantitative finance.

problem Brittleness of traditional deep learning models in financial applications.
method Three-stage framework with prompt-engineered LLMs, multimodal agent-based evaluation, and dynamic weight optimization.
result Robust performance in Chinese & US markets, superior risk-adjusted performance.

Ubiquitous anomalies endanger the security of our system constantly. They may bring irreversible damages to the system and cause leakage of privacy. Thus, it is of vital importance to promptly detect these anomalies. Traditional supervised methods such as Decision Trees and Support Vector Machine (SVM) are used to clas…

2019-04-04abs ↗pdf ↗

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of arms after observing some context for each of the potential arm pulls. In our mo…

2019-12-09abs ↗pdf ↗

New privacy-preserving learning model for mixtures of private and public data.

problem Learning from datasets with both private and public data, where privacy concerns differ.
method Designing a differential privacy-preserving learning algorithm for a mixture of private and public sub-populations.
result Linear classifiers can be learned with sample complexity comparable to non-private PAC-learning, even when privacy status correlates with labels.

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.

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.

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.

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.

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.

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.

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.

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.

Study decomposes racial healthcare disparities via shifts in mediator distributions.

problem Racial disparities in healthcare expenditures and their underlying drivers.
method Framework decomposing disparities into mediator distribution shifts and residual components, using MEPS data.
result Substantial disparities persist even when mediators are equalized, suggesting unmeasured or structural factors.

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.

New algorithm mitigates bias in subset selection with noisy protected attributes.

problem Mitigating bias in subset selection when protected attributes are noisy.
method Formulated a denoised selection problem and developed a linear-programming based approximation algorithm.
result The approach can produce fairer subsets despite noisy protected attributes.

In survival analysis, estimating the failure time distribution is an important and difficult task, since usually the data is subject to censoring. Specifically, in this paper we consider current status data, a type of data where all of the observations are censored. The format of the data is such that the failure time …

2015-05-05abs ↗pdf ↗

Topologically protected vortex knots and links are proposed and proven.

problem Decaying of tangled vortex structures through local reconnections and strand crossings.
method Proposed and proven topologically protected vortex structures using non-Abelian topological vortices.
result Existence of topologically protected Q8Q_8-colored links and classification using the QQ-invariant.