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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.

168,742 papers · 148 categories

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188377565753 · Jun 202019922001200920172026
48 results for qualitative studies

A new method clusters qualitative data with mixed variables, improving interpretability.

problem Clustering qualitative data with context and high-dimensional mixed datasets.
method Hierarchical Qualitative Clustering (HQC) using Maximum Mean Discrepancy.
result HQC maintains interpretability of qualitative information and clusters effectively.

We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit (DB) problem where the duel is carried out by comparing the qualitative feedbac…

2018-09-14abs ↗pdf ↗

Develops fully Bayesian LVGP for better uncertainty quantification.

problem Uncertainty in qualitative inputs for GP models.
method Maps qualitative inputs to latent variables, uses standard GP over LVs, estimates LVs through ML, develops fully Bayesian approach.
result Significant improvements in prediction accuracy and uncertainty quantification over plug-in approach.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

New method integrates latent variables for Bayesian Optimization of materials with both qualitative and quantitative factors.

problem Bayesian Optimization for materials design with mixed qualitative and quantitative variables.
method Integrates latent variables for mixed-variable Gaussian process modeling within the Bayesian Optimization framework.
result LVGP provides superior modeling accuracy compared to existing methods for mixed-variable problems.

Study uses LLMs to improve financial forecasting by integrating textual and numerical data.

problem Challenges in fusing multimodal information and measuring qualitative outputs from LLMs.
method Created context sets by segmenting daily securities reports into key factors and combining them with numerical data. Used dynamic updates and crafted prompts to assign scores to qualitative insights.
result LLMs outperform time-series models in market forecasting, though challenges remain.

The study examines the dynamic behavior of RMSprop and Adam algorithms.

problem Understanding the training loss curve patterns of adaptive gradient algorithms.
method Careful numerical experiments and theoretical explanations using the signGD flow.
result Adam converges smoother and faster when momentum factors are close to each other.

Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore some variables that are poor in prediction but are critical for decision-making…

2014-05-20abs ↗pdf ↗

Study develops a new algorithm for assessing clinical trial abstracts.

problem Limited tools for assessing qualitative statements in clinical research.
method Developed a three-class sentiment classification algorithm using BERT model.
result Algorithm achieved 91.3% classification accuracy and 0.92 macro F1-Score.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

Study of public and private VC relationships in France using qualitative methods.

problem Understanding interactions between public and private venture capitalists in France.
method Qualitative approach with semi-structured interviews and thematic content analysis.
result Formal or informal relationships between public and private VCs are a 'economico-cognitive' approach to networking and innovation.

This paper introduces a new method to cluster qualitative attribute data using tree structures.

problem Clustering qualitative attribute data, especially when values are not in Euclidean space.
method Developed a joint learning mechanism to iteratively learn trees representing qualitative values' order relationships.
result The joint learning mechanism successfully clusters qualitative attribute data, yielding accurate results.

Study shows negative stock returns after Moroccan companies issue profit warnings.

problem Impact of profit warnings on stock returns in Moroccan market.
method Event study methodology, analyzing Casablanca Stock Exchange, 2009-2016.
result Negative average abnormal return after profit warning announcements, greater for qualitative than quantitative warnings.

New method reveals insights about stochastic optimization methods using modified equations.

problem Understanding the qualitative behavior of stochastic optimization algorithms.
method Developed a class of stochastic differential equations to approximate the dynamics of stochastic optimization methods.
result Mean-square stability of the modified equation provides qualitative insights about stochastic coordinate descent.

LMGPs extend GPs to handle mixed data, offering better accuracy and interpretability.

problem Handling mixed data types (quantitative and qualitative) in metamodeling.
method Introduce LMGPs that learn a latent manifold for qualitative inputs, using a low-rank linear map.
result LMGPs outperform existing methods in accuracy and versatility.

Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functio…

2009-12-04abs ↗pdf ↗

GPs' decisions can vary significantly with different kernels, even if kernels are qualitatively similar.

problem Robustness of GP decisions to kernel choice.
method Solved a constrained optimization problem over a finite-dimensional space to identify changes in GP decisions.
result Decisions made with a GP can be non-robust to kernel choice, even with qualitatively similar kernels.

Method estimates parameters for disease spread models robustly.

problem Estimating parameters for disease spread models.
method Statistical Learning applied to Approximate Bayesian Computation.
result Qualitative properties of disease evolution can be assessed.

This survey summarizes the results discussed in a talk at "Bielefeld Geometry & Topology Days" held at Bielefeld University in July 2015. We are interested in quantitative and qualitative properties of Bott-Chern cohomology. We announce new results obtained in [D. Angella, N. Tardini, Quantitative and qualitative cohom…

2015-07-25abs ↗pdf ↗

When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is not suitable for risk measurement and we propose and analyze a refined notion of robustness that applies to tail-depend…

2012-04-11abs ↗pdf ↗

Sentiment analysis from LLMs improves financial trading performance.

problem Improving dynamic strategy optimization in financial markets.
method Integration of sentiment analysis from LLMs into RL frameworks.
result Sentiment-enhanced RL models outperform traditional RL models in net worth and cumulative profit.

The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically the quantitative state of socioeconomic systems is subject to constant change. …

2014-08-29abs ↗pdf ↗

In the complex setting, let F(x,y,y)=0F(x,y,y')=0 be an analytic or algebraic differential equation with yy'-degree dd. We deal with the qualitative study of such equations through the geometry of the planar dd-web generated by the generic family of integral curves. Infinitesimal symmetries of these configurations are discu…

2017-09-28abs ↗pdf ↗

We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the basic qualitative properties of this law, such as its support, monotonicity and…

2016-06-18abs ↗pdf ↗

We derive an analytic formula for the hydrodynamic Green function and the Robin function on every orientable surface admitting a hydrodynamic Killing vector field. Closed-form expressions are provided for all fourteen canonical Riemann surfaces, covering both compact and non-compact cases; the formulae satisfy the slip…

2018-10-11abs ↗pdf ↗

Study on solutions to conformally invariant fourth order equations, classifying their properties.

problem Classify qualitative properties of solutions to conformally invariant fourth order equations.
method Analyze two cases: removable and non-removable singularities, using Pohozaev-type invariant.
result Non-existence of semi-singular solutions, classifying them as multiples of the Emden--Fowler solution.

The simplest patterns of qualitative changes on the configurations of lines of principal curvature} around umbilic points on surfaces whose immersions into R3\mathbb R^3 depend smoothly on a real parameter (codimension one umbilic bifurcations) are described in this paper. Global effects, due to umbilic bifurcations, o…

2003-11-25abs ↗pdf ↗