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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.

168,786 papers · 148 categories

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48 results for readmission risk

With the emergence of the Hospital Readmission Reduction Program of the Center for Medicare and Medicaid Services on October 1, 2012, forecasting unplanned patient readmission risk became crucial to the healthcare domain. There are tangible works in the literature emphasizing on developing readmission risk prediction m…

2018-12-11abs ↗pdf ↗

Categorical Co-Frequency Analysis clusters diagnoses to predict hospital readmissions.

problem Predicting patients' risk of 30-day hospital readmission.
method Categorical Co-Frequency Analysis (CoFA) measures diagnosis similarity using random forests.
result Identified three groups of diagnoses with varying readmission risk.

We develop a model using deep learning techniques and natural language processing on unstructured text from medical records to predict hospital-wide 3030-day unplanned readmission, with c-statistic .70.70. Our model is constructed to allow physicians to interpret the significant features for prediction.

2017-11-29abs ↗pdf ↗

Natural language processing predicts ICU readmissions with 74.8% accuracy.

problem Early detection of ICU readmissions to improve patient outcomes and reduce costs.
method Natural language processing of discharge summaries, machine learning classifiers, UMLS standardization.
result Best configuration achieved an AUC of 0.748 for predicting ICU readmissions.

Model predicts wound and episode-level readmission risk and time to re-admit.

problem Identify patients at high risk of re-admission to prevent wound recurrences and reduce healthcare costs.
method Data-driven analysis of wound care and episode-level patient data.
result Model achieves high recall and precision for predicting re-admission risk and time.

Improved model predicts ICU readmission and mortality with interpretable results.

problem Lack of clinically interpretable predictions from deep learning models on clinical notes.
method Augmented a convolutional model with an attention mechanism for clinical note prediction.
result Attention mechanism improves prediction performance while providing interpretable results.

Proposes inference for DNNs in GNRMs, addressing non-independence issues.

problem Inference for DNN-estimated means in GNRMs under non-independence.
method Develops a DNN estimator and ESM for variance estimation and confidence intervals.
result Demonstrates feasibility of inference under GNRMs with ESM.

Feature engineering remains a major bottleneck when creating predictive systems from electronic medical records. At present, an important missing element is detecting predictive regular clinical motifs from irregular episodic records. We present Deepr (short for Deep record), a new end-to-end deep learning system that …

2016-07-26abs ↗pdf ↗

This research tackles monitoring machine learning algorithms post-deployment, addressing performativity issues.

problem Monitoring machine learning algorithms after deployment, especially when they affect their own data-generating process.
method Uses causal inference techniques to navigate performativity and compares different monitoring criteria and data sources.
result Different monitoring systems have varying operating characteristics and implications for ML monitoring design.

Unsupervised learning summarizes EHR data into a patient status vector.

problem Challenges in modeling electronic health records due to irregularities and varying procedures/diagnoses.
method Two-step unsupervised representation learning scheme using auto-encoders and forecasting tasks.
result Improved generalization performance on mortality and readmission tasks.

New method reduces variance in subpopulation model performance estimates.

problem High variance in subpopulation performance metrics for small groups.
method Using an evaluation model to form model-based metric (MBM) estimates.
result MBMs produce more accurate and lower variance estimates for small subpopulations.

Study evaluates approaches to improve worst-case model performance across patient subpopulations.

problem Improving model accuracy for specific patient subpopulations.
method Comparison of distributionally robust optimization (DRO) and standard learning procedures.
result Standard learning procedures generally outperform DRO approaches for improving model performance across subpopulations.

Improved AI lung ultrasound segmentation using expert confidence values.

problem Label uncertainty in lung ultrasound due to subjective interpretation by radiologists.
method Designing a data annotation protocol capturing expert confidence, training AI on binarized labels with confidence thresholds.
result Improved AI segmentation and better clinical outcomes (e.g., S/F oxygenation ratio estimation, patient readmission prediction).

New scalable method balances hospital profit status and heart attack outcomes.

problem Balancing covariate distributions and minimizing weight dispersion in large datasets.
method Combines kernel basis expansion and convex optimization for efficient and flexible weighting.
result For-profit hospitals use interventional cardiology similarly to other hospitals but have higher mortality and readmission rates.

Develops a new method for risk diversification using dynamic risk measures.

problem Dynamic risk diversification in investment portfolios.
method Introduces dynamic risk contributions and a recursive optimization approach for coherent dynamic distortion risk measures.
result Dynamic risk budgeting strategies can be solved using deep learning.

Study examines risk premium convergence rates in risk sharing contracts.

problem Analyzing risk premium convergence rates in risk sharing contracts.
method Examines the limiting behavior of risk premium associated with Pareto optimal risk sharing contracts under general law-invariant risk measures.
result Risk premium convergence rate is typically n1/2n^{1/2}, not nn.

Optimal risk sharing found for heterogeneous risk attitudes using distortion risk measures.

problem Risk sharing in economies with diverse risk attitudes.
method Modeling preferences with distortion risk measures, using comonotonic and counter-monotonic principles.
result Optimal risk sharing strategies identified based on risk attitudes, reducing the nn-agent problem to a two-agent formulation.

This paper extends risk parity to continuous-time, solving risk budgeting problems.

problem Achieving robust risk across different assets in continuous-time.
method Characterizing risk contributions and solving risk budgeting problems using continuous-time terminal variance.
result Risk contributions and risk budgets can be represented as predictable processes in continuous-time.

Approximate Incremental Value-at-Risk formulae provide an easy-to-use preliminary guideline for risk allocation. Both the cases of risk adding and risk pooling are examined and beta-based formulae achieved. Results highlight how much the conditions for adding new risky positions are stronger than those required for ris…

2002-04-28abs ↗pdf ↗

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

Study risk sharing among agents with varying risk preferences.

problem Risk sharing among agents with heterogeneous risk measures.
method Derive explicit solutions for inf-convolution and counter-monotonic inf-convolution under varying risk seeking.
result Explicit solutions for inf-convolution and counter-monotonic inf-convolution can be represented by a generalization of distortion risk measures.

The article develops a model for skewness risk in risk parity portfolios.

problem Managing skewness risk in asset allocation models.
method Modeling asset returns with skewness and jumps, deriving analytical formulas for risk contributions.
result Skewness-based risk parity portfolios outperform volatility-based portfolios in managing jump risks.

The paper establishes a connection between different risk measures and their risk contributions.

problem Understanding the relationship between conditional coherent and deviation risk measures.
method Axiomatic framework and continuous-time risk contribution analysis.
result Risk contributions of time-consistent risk measures are also time-consistent.

The study reveals unspanned risks in equity option risk premiums, explaining negative premiums for certain options.

problem Explaining negative risk premiums for certain equity option types.
method Developed a decomposition of equity option risk premiums, operationalized the pricing kernel process, and incorporated unspanned risks.
result Empirical evidence supports the presence of unspanned risks, explaining negative risk premiums for certain options.

Paper introduces new risk measures for default risk and model uncertainty.

problem Model uncertainty and default risk in rating systems.
method Introduces default risk measures and discusses their properties and impacts.
result Different default risk measures and margins of conservatism affect risk-weighted assets.

Diversified risk parity strategies outperform equally-weighted portfolios in various asset universes.

problem Finding optimal portfolio allocations that balance risk and reward.
method Integrates various reward-risk measures and generic allocation rules into diversified risk parity.
result Diversified reward-risk parity strategies exhibit higher average returns, Sharpe ratios, and Calmar ratios compared to equally-weighted risk portfolios.