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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.

169,341 papers · 148 categories

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48 results for real-world events

Survey on modeling event sequences through temporal processes.

problem Modeling phenomena with sequences of events over continuous time.
method Probabilistic models based on point processes, categorized into simple, marked, and spatio-temporal.
result Analysis of existing approaches and their applicability to prediction and modeling.

Extract real-world events from sensor data with minimal labels.

problem Challenges in extracting value from sensor-generated time series data.
method Identify features repeating in same temporal arrangement to isolate examples of real-world events.
result Up to 96% precision and recall in isolating diverse events like human actions and spoken words.

Real-time event detection using human sensor data and adaptive machine learning.

problem Lack of effective real-time event detection using human sensor data.
method Combination of corroborative and probabilistic sources with drift adaptive machine learning.
result Automated continuous learning maintains high performance in the face of concept drift.

Dataset for rare event prediction in industrial multivariate time series.

problem Building a model to predict rare events in a multivariate time series dataset.
method The dataset is used to build a classification model for early prediction of rare events.
result The dataset can be used for various types of models including classification and exploration.

Paper proposes PP-GCN for fine-grained social event categorization.

problem Challenges in mining social events due to heterogeneous event elements and social network structures.
method Design an event meta-schema, build an HIN, propose PP-GCN, and use KIES.
result PP-GCN outperforms other techniques in social event detection and clustering.

New framework infers causal shifts in event sequences under out-of-domain interventions.

problem Inferring causal relationships in event sequences without considering out-of-domain interventions.
method Proposes a new causal framework to define ATE, designs an unbiased ATE estimator, and uses a Transformer-based neural network model.
result Demonstrates superior performance in ATE estimation and goodness-of-fit under out-of-domain-augmented point processes.

Paper tackles domain adaptation for crisis event classification using adversarial and graph embeddings.

problem Classifying social media posts during a crisis event with limited labeled data.
method Adversarial learning for domain adaptation and graph-based semi-supervised learning.
result Significant improvements over baselines in classifying crisis event posts.

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

Proposes a model for predicting events from event streams.

problem Predicting events like part replacement and failure in manufacturing and teleservice systems.
method Non-parametric prognostic framework using MGCP modulated Poisson processes.
result MGCP prior facilitates sharing of information and analysis of flexible event patterns.

Latent Block-Diffusion Temporal Point Processes (LBDTPP) is a semi-autoregressive framework for generating asynchronous event sequences.

problem Generating asynchronous event sequences
method Latent Block-Diffusion Temporal Point Processes
result Outperforms state-of-the-art TPP baselines in both unconditional and conditional generation tasks

Neural model uses deductive database to predict events from past patterns.

problem Difficulty in predicting future events from past patterns when event types are large.
method Temporal deductive database with rules to prove facts from other facts and past events. Neural nets model fact states and probabilities.
result Neural models derived from concise Datalog programs improve prediction by encoding domain knowledge.

New framework models time-uncertain point processes for better event prediction.

problem Uncertainty in event times in point processes.
method Formulated and discretized continuous-time Hawkes processes with time grid, enabling optimization methods for inference.
result Parameter recovery with O(1/k)O(1/k) convergence rate using gradient descent and VI.

REST framework predicts stock trends by considering stock-specific and related-stock events.

problem Predicting stock trends using event information from news, social media, and discussion boards.
method REST framework addresses two main shortcomings of existing event-driven methods: stock-specific event influence and related-stock event influence.
result REST framework achieves higher investment returns compared to baselines.

Detects outliers in continuous-time event sequences, including unexpected absences and occurrences.

problem Identifying unexpected events in event sequences that may indicate abnormal situations.
method Developed methods based on Bayesian decision theory and hypothesis testing for context-aware outlier detection.
result Effective methods for detecting outliers in both synthetic and real-world data.

Anomaly-aware forecast improves accuracy for extreme events.

problem Challenges in automatically detecting and learning from extreme events and anomalies in large-scale datasets.
method Proposes an anomaly-aware forecast framework that automatically detects and incorporates anomalies using an attention mechanism and dynamic uncertainty optimization.
result Demonstrated superior accuracy and reduced uncertainty on three datasets with different types of anomalies.

New model for multivariate discrete event data with flexible interactions.

problem Modeling multivariate discrete event data with categorical interactions.
method Developed a new modeling approach with convex constraints, two estimation procedures (LS and ML).
result Proposed model can capture arbitrary shapes of historical event influence.

Predicting event attendance using social influence from social networks.

problem Predicting people's participation in real-world events.
method Modeling social influence, using non-geotagged posts and social group structures, applying graph embedding techniques, and training a neural network.
result The proposed classifier achieves 89% accuracy on the VFestival dataset, outperforming state-of-the-art methods.

Framework predicts events from longitudinal and time-to-event data using MGCP and Cox model.

problem Predicting events from mixed longitudinal and time-to-event data.
method Uses multivariate Gaussian convolution process (MGCP) and Cox model for joint modeling. Implements variational inference to estimate parameters.
result Framework outperforms state-of-the-art approaches in synthetic and real-world data.

Proposes a non-conjugate model selection method for chain event graphs.

problem Existing model selection algorithms for chain event graphs rely on conjugate priors, which is unrealistic for many real-world applications.
method Proposes a mixture modelling approach to model selection in chain event graphs that does not rely on conjugacy.
result The proposed method is more scalable and robust than existing algorithms.

New method generates synthetic survival data by conditioning on event times and censoring indicators.

problem Generating accurate synthetic survival data with censored event times.
method Conditioning covariates on event times and censoring indicators using existing tabular data generation models.
result Our method consistently outperforms baselines and improves survival model performance.

SurvSurf predicts first hitting times for intermittent events without monotonic violations.

problem Predicting first hitting times for intermittent events with monotonicity guarantees.
method Partially monotonic neural network for sequential events, incorporating unobserved events.
result SurvSurf outperforms existing models in MSE and IBS metrics.

Graph neural networks detect anomalies in object-centric business processes.

problem Detecting anomalies in graph-like business processes.
method Graph convolutional autoencoder architecture for anomaly detection.
result Promising performance in detecting anomalies at the activity type and attributes level.

Develops a method to simulate rare dangerous events in autonomous systems.

problem Rare dangerous events in safety-critical systems are hard to test in real-world settings.
method Combines exploration, exploitation, and optimization techniques for rare-event simulation.
result Provides rigorous guarantees for the performance of the method.

LOBDIF predicts limit order book events using a diffusion model.

problem Predicting the timing and type of events in a dynamic market system.
method LOBDIF uses a diffusion model to learn the complex time-event distribution in limit order book streams.
result LOBDIF significantly outperforms existing methods in real-world data experiments.

Paper uncovers causal structures in Hawkes processes with latent subprocesses.

problem Tackles latent subprocesses in Hawkes processes with complex event-driven interactions.
method Proposes a two-phase iterative algorithm that infers causal relationships and identifies latent subprocesses.
result Successfully recovers causal structures in datasets with latent subprocesses.

We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Ins…

2013-02-12abs ↗pdf ↗

Simple tabular event prediction model outperforms existing methods.

problem Predicting events from tabular data with historic events.
method Standard autoregressive LLM-style transformers with elementary positional embeddings and causal language modeling.
result Simple model outperforms existing approaches across various datasets and use-cases.

Deep-PrAE improves rare-event simulation for black-box systems.

problem Evaluating rare safety-critical events in learning-based systems.
method Combines deep neural networks with IS to create statistically guaranteed estimations.
result Deep-PrAE provides accurate bounds on safety-critical event probabilities.

Deep learning models learn chaotic system dynamics from real and simulated data.

problem Training deep learning models for chaotic systems requires big data.
method Jointly train deep neural networks on real and simulated data, enforcing physical laws.
result Proposes knowledge-based deep learning (KDL) for accurate forecasting of chaotic systems.