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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.

168,657 papers · 148 categories

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59119178237 · Jun 202019922001200920172026
48 results for recency weighting

Introduces recency bias to improve time-series forecasting.

problem Lack of recency bias in standard Transformer attention for time-series data.
method Reweights attention scores with a smooth heavy-tailed decay to emphasize nearby observations.
result Recency-biased attention consistently improves sequential modeling and achieves competitive performance on time-series forecasting benchmarks.

We describe a Markov latent state space (MLSS) model, where the latent state distribution is a decaying mixture over multiple past states. We present a simple sampling algorithm that allows to approximate such high-order MLSS with fixed time and memory costs.

2017-11-08abs ↗pdf ↗

ReWTS ensemble improves time-series forecasting by adapting to changing dynamics.

problem Complex, multi-faceted, evolving data in process industries.
method Chunk-based, recency-weighted temporal segmentation of data for multi-step forecasting.
result Significantly outperforms conventional models in mean squared forecasting error.

AI agents in experimental markets exhibit behavioral patterns that aggregate into market dynamics.

problem Understanding AI trading behavior and its impact on market dynamics.
method Experimental asset markets populated by AI agents trained on Large Language Models (LLMs).
result AI agents' behavior leads to market dynamics similar to human traders, including bubbles.

DEAP Cache learns prefetching, eviction, and admission using machine learning.

problem Improving cache performance through better prefetching, eviction, and admission strategies.
method End-to-end pipeline using machine learning, inspired by pretraining on large corpora and online reinforcement learning.
result Optimal policy distribution between two orthogonal eviction strategies based on frequency and recency.

Language models fail to execute simple steps, showing gating and binding errors.

problem Procedural hallucinations in language models, failing to execute simple steps.
method Analyzed long-context binding tasks, identifying gating and binding errors.
result Procedural errors are due to gating and binding failures, with recency bias contributing to the latter.

Adaptive data analysis is frequently criticized for its pessimistic generalization guarantees. The source of these pessimistic bounds is a model that permits arbitrary, possibly adversarial analysts that optimally use information to bias results. While being a central issue in the field, still lacking are notions of na…

2019-01-30abs ↗pdf ↗

We study the effect of impairment on stochastic multi-armed bandits and develop new ways to mitigate it. Impairment effect is the phenomena where an agent only accrues reward for an action if they have played it at least a few times in the recent past. It is practically motivated by repetition and recency effects in do…

2018-11-22abs ↗pdf ↗

Financial advisors use KYC info but not client behaviours to guide investments.

problem Financial advisors use KYC info but not client behaviours to guide investments.
method Modified behavioural finance recency, frequency, monetary model for features; machine learning clustering algorithms.
result Trade and transaction frequency and volume are most informative for investor behaviours.

Improved genetic algorithm optimizes SVR for robust long-term stock index forecasting.

problem Inaccurate long-term stock price predictions.
method Adaptive Weighted Genetic Algorithm-Optimized SVR (IGA-SVR).
result Reduction in MAPE by 19.87% compared to LSTM and 50.03% compared to OGA-SVR.

Study detects and explains positional bias in financial LLMs.

problem Positional bias in financial decision-making using LLMs.
method Unified framework and benchmark for detecting and quantifying bias in Qwen2.5 models.
result Positional bias is pervasive, scale-sensitive, and resurfaces under nuanced prompt designs.

Automating the customer analytics process is crucial for companies that manage distinct customer bases. In such data-rich and dynamic environments, visualization plays a key role in understanding events of interest. These ideas have led to the popularity of analytics dashboards, yet academic research has paid scant att…

2015-11-17abs ↗pdf ↗

News recommender systems are aimed to personalize users experiences and help them to discover relevant articles from a large and dynamic search space. Therefore, news domain is a challenging scenario for recommendations, due to its sparse user profiling, fast growing number of items, accelerated item's value decay, and…

2018-07-31abs ↗pdf ↗

A new weighted MCC measure improves classifier performance evaluation.

problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.

Develops theory of weightings for Lie groupoids and algebroids.

problem Understanding differential geometry of weightings for Lie groupoids and algebroids.
method Extending work on weighted manifolds, defining weighted submanifolds, and developing theories of linear weightings and multiplicative weightings.
result Characterizes infinitesimally multiplicative weightings for Lie algebroids and classifies multiplicative weightings of Lie groupoids.

The paper extends spin geometry to weighted manifolds and defines a new mass for Ricci flow.

problem Generalizing spin geometry to weighted manifolds and defining a new mass.
method Investigates spectral properties of the weighted Dirac operator and defines a new mass.
result Defines a new mass for weighted asymptotically Euclidean manifolds and shows its monotonicity under Ricci flow.

The study explores weightings on submanifolds and their geometric properties.

problem Understanding weightings on submanifolds and their geometric implications.
method Detailed exploration of weighted normal bundles, weighted deformation spaces, and weighted blow-ups.
result A description of weightings in terms of subbundles of higher tangent bundles, leading to new concepts for Lie algebroids and groupoids.

Defines and proves properties of weighted renormalized volume coefficients.

problem None explicitly stated; focuses on mathematical definitions and proofs.
method Defines weighted renormalized volume coefficients and proves their variational nature and polynomial representation.
result Weighted renormalized volume coefficients are variational and can be expressed as polynomials of specific tensors.

Method measures weight similarity in neural networks using normalization and statistical inference.

problem Quantifying weight similarity in non-convex neural networks.
method Chain normalization rule and hypothesis-training-testing statistical inference.
result Weights of identical neural networks converge to similar local solutions.

Study on stable minimal hypersurfaces under Ricci curvature constraints.

problem Stability of weighted minimal hypersurfaces under Ricci curvature bounds.
method Derive geometric consequences and prove a Schoen-Yau type criterion.
result Structure theorem for three-dimensional weighted manifolds of non-negative Ricci curvature.

The study establishes comparison theorems for weighted Finsler manifolds and spacetimes.

problem Analyzing weighted Finsler manifolds and spacetimes with curvature conditions.
method Using weight function and εε-range, the Bonnet-Myers theorem, Laplacian comparison theorem, and Bishop-Gromov volume comparison theorem are formulated.
result New comparison theorems for weighted Finsler manifolds and spacetimes are derived, including those for weighted Riemannian manifolds.

The study analyzes weighted manifolds with curvature bounds, proving eigenvalue estimates and inequalities.

problem Analyzing geometric properties of weighted manifolds under Ricci curvature bounds.
method Develops geometric analysis techniques on weighted Riemannian manifolds with lower 00-weighted Ricci curvature bounds.
result Proves eigenvalue estimates for Steklov and ABP inequalities on weighted manifolds.

The paper generalizes K-stability results to singular and weighted settings.

problem Generalizing K-stability to singular and weighted settings.
method Generalization of results in \cite{Li22a} to singular and weighted settings.
result The \(\mathbb{G}\)-uniform weighted K-stability for models implies \(\mathbb{G}\)-coercivity of the weighted Mabuchi functional.

Study on deformation of weighted scalar curvature, proving geometric results and stability.

problem Deformation of weighted scalar curvature and related geometric properties.
method Linearization of weighted scalar curvature, studying kernel of formal adjoint.
result Definition and study of weighted vacuum static spaces, stability results on flat spaces.

The Penrose theorem and Hawking's topology theorem are extended to weighted spacetimes.

problem Extending Penrose's singularity theorem and Hawking's topology theorem to weighted spacetimes.
method Using weighted null energy condition and synthetic dimension to generalize the theorems.
result Generalized versions of the Penrose and Hawking theorems hold under a weighted null energy condition.

The paper predicts edge weights in weighted directed networks using metric geometry.

problem Predicting edge weights in weighted directed networks.
method Introducing new types of weighted directed networks (AWDNs), constructing metrics, and proposing modified kNN and SVM methods.
result The proposed methods outperform traditional approaches in predicting edge weights.

Optimal weight windows are found by projecting the origin onto a convex polytope.

problem Finding the best weight windows for a weighted moving average smoother.
method Formulated as a quadratic program and projection onto a convex polytope.
result Optimal weight windows are symmetrical and decrease in weight away from the center.

Optimizes weights for better model performance in shifting data.

problem Improper importance weighting leads to poor model performance in data shifts.
method Interprets weights as a bias-variance trade-off and optimizes them simultaneously with model parameters.
result Optimizing weights significantly improves model generalization performance.

Study of weighted nonlinear flags in symplectic geometry.

problem Understanding the geometry of weighted nonlinear flags.
method Generalizing weighted nonlinear Grassmannians to Frechet manifolds and using them to describe coadjoint orbits.
result Description of coadjoint orbits of Hamiltonian diffeomorphisms using weighted isotropic nonlinear flags.