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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.

168,695 papers · 148 categories

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18355370 · May 202619922001200920172026
48 results for repeated events

Predicts clinical events using a landmark approach with machine learning for large biomarker histories.

problem Dynamic prediction of clinical events from large biomarker histories.
method Landmark approach extended to endogenous markers history combined with machine learning methods for survival data.
result Superlearner combining regularized regressions and random survival forests outperforms standard survival models.

The study examines Cox models for lifetime loan default risk, addressing biased estimates by incorporating recurrent events.

problem Ignoring recurrent default events in Cox models leads to biased and inaccurate PD estimates.
method Investigates and compares different Cox models (Andersen-Gill and Prentice-Williams-Peterson) for lifetime loan default risk.
result The Andersen-Gill model underperforms compared to the Prentice-Williams-Person model and the time to first default model.

Thanks to the rise of wearable and connected devices, sensor-generated time series comprise a large and growing fraction of the world's data. Unfortunately, extracting value from this data can be challenging, since sensors report low-level signals (e.g., acceleration), not the high-level events that are typically of in…

2016-09-29abs ↗pdf ↗

DynForest predicts event probabilities from longitudinal data, handling endogenous predictors.

problem Predicting individual risk using longitudinal patient history.
method Random survival forests with time-fixed features from longitudinal predictors.
result DynForest provides accurate individual event probability predictions.

Develops FSC for maxima nominated samples, improving classification in rare-event data.

problem Combining labeled and unlabeled data in rare-event scenarios.
method Introduces a latent representation to account for maxima nomination sampling.
result Improves classification performance in rare-event contamination mixtures.

Unified framework detects changes in complex system models.

problem Accurate identification of dynamic changes in simulation models.
method Combines machine learning and process-driven simulation modeling.
result Significantly improves change point detection accuracy.

FSNet improves online time series forecasting by balancing fast adaptation and old knowledge.

problem Online time series forecasting challenges in handling abrupt and recurring patterns.
method Inspired by CLS theory, FSNet uses a dynamic balance between fast adaptation and old knowledge retrieval.
result FSNet achieves robustness to both new and recurring patterns through dynamic balancing and associative memory.

Study finds non-adherence to schizophrenia meds leads to earlier adverse events.

problem Impact of medication non-adherence on adverse outcomes in schizophrenia patients.
method Survival analysis, causal inference methods (T-learner, S-learner, nearest neighbor matching), different amounts of longitudinal information.
result Non-adherence to schizophrenia meds advances adverse events by 1 to 4 months.

Technology offers new ways to measure the locations of the players and of the ball in sports. This translates to the trajectories the ball takes on the field as a result of the tactics the team applies. The challenge professionals in soccer are facing is to take the reverse path: given the trajectories of the ball is i…

2015-08-10abs ↗pdf ↗

Firms miscount their customers who stop buying without saying goodbye.

problem Counting non-contractual customers accurately.
method Estimating repeat purchase probabilities and extrapolating to infinite time.
result The count of alive customers is only partially identified, with a wide range of estimates.

Algorithm learns to bid in auctions with shilling, masking real bids.

problem Learning to bid in auctions manipulated by shilling.
method Combines interval-elimination and optimistic branches, debiases losing-side reports.
result Achieves dynamic-pricing rate ildeO(T2/3) ilde{\mathcal{O}}(T^{2/3}) and first-price auctions rate ildeO(T) ilde{\mathcal{O}}(\sqrt{T}).

Optimal strategies are found for a repeated betting game using diffusion approximation.

problem Finding optimal strategies for a repeated betting game with i.i.d. outcomes.
method Constructing a diffusion approximation of the repeated game and analyzing the wealth share process.
result Necessary and sufficient conditions for the wealth share process to be transient or recurrent are derived.

We study two systems of tangle equations that arise when modeling the action of the Integrase family of proteins on DNA. These two systems--direct and inverted repeats--correspond to two different possibilities for the initial DNA sequence. We present one new class of solutions to the tangle equations. In the case of i…

2004-12-23abs ↗pdf ↗

Study explores algorithmic collusion in repeated games using various learning dynamics.

problem Understanding algorithmic collusion in repeated games with different learning dynamics.
method Examines QQ-learning, gradient learning, and other dynamics in a general repeated game setting.
result Characterizes the set of payoff vectors achievable by these dynamics, revealing possibilities for collusion.

We investigate the question of when distinct branched surfaces in the complement of a 2-bridge knot support essential surfaces with identical boundary slopes. We determine all instances in which this occurs and identify an infinite family of knots for which no boundary slopes are repeated.

2015-02-16abs ↗pdf ↗

LAFF algorithm balances adaptability and non-exploitability in repeated games.

problem Low regret in repeated games against unknown opponent classes.
method LAFF algorithm searches within sub-algorithms optimal for each opponent class and uses a punishment policy for exploitation.
result LAFF guarantees sublinear regret uniformly over possible opponents, except exploitative ones, for which it guarantees linear regret.

Neural Diffusion Intensity Models simplify Cox processes inference.

problem Intractable nonparametric estimation and posterior inference of latent stochastic intensity in Cox processes.
method Variational framework using neural SDEs, with theoretical guarantee of ELBO maximization coinciding with maximum likelihood estimation.
result Accurate recovery of latent intensity dynamics and posterior paths with significant speedup.

It has long been known that a Milnor invariant with no repeated index is an invariant of link homotopy. We show that Milnor's invariants with repeated indices are invariants not only of isotopy, but also of self C_k-moves. A self C_k-move is a natural generalization of link homotopy based on certain degree k clasper su…

2005-11-21abs ↗pdf ↗

Study optimizes product assortment for retailers with repeated exposures and patience costs.

problem Optimizing product assortment for online retailers with repeated exposures and varying consumer patience.
method Developed a cascade multinomial logit model to capture repeated exposures and patience costs.
result Proposed an approximation solution to the assortment optimization problem.

Graph Neural Networks (GNNs) are based on repeated aggregations of information across nodes' neighbors in a graph. However, because common neighbors are shared between different nodes, this leads to repeated and inefficient computations. We propose Hierarchically Aggregated computation Graphs (HAGs), a new GNN graph re…

2019-06-09abs ↗pdf ↗

A new method combines machine learning with mixed-effects models for better repeated measurement analysis.

problem Inference of linear coefficients in partially linear mixed-effects models with complex interactions and high-dimensional variables.
method Double machine learning approach to estimate nonparametrically nonlinear variables, then use standard linear mixed-effects techniques to estimate the linear coefficient.
result The estimated fixed effects coefficient converges at the parametric rate and is semiparametrically efficient.

Repeated self-distillation improves model performance significantly.

problem How much gain is possible by applying multiple steps of self-distillation?
method Investigated linear regression tasks, applied multiple steps of self-distillation, analyzed excess risk reduction.
result Multi-step self-distillation reduces excess risk by a factor as large as dd, where dd is the input dimension.

Develops a neural model to predict event occurrence and timing.

problem Standard event time models ignore the distinction between event occurrence probability and predicted time.
method Introduces a conditional event time model using a neural network with a binary stochastic layer.
result Shows superior event occurrence and timing predictions on various datasets.

New method interprets machine learning forecasts as historical analogies.

problem Interpreting machine learning predictions as a sum of predictor contributions.
method Expressing predictions as a linear combination of in-sample values with weights based on pairwise proximity scores.
result The approach provides sparser interpretations in settings with many regressors and little training data.

Paper proposes a new trading strategy using corporate event detection from news articles.

problem Predicting stock movements based on corporate events from news articles.
method Bi-level event detection model: low-level for token-level event identification, high-level for article-level event identification.
result The proposed strategy outperforms existing models in stock prediction metrics.

Non-spanning identification of scheduled event risk in option pricing.

problem Separating continuous surface from scheduled jump in option pricing.
method Modeling FOMC decisions, CPI releases, and NFP reports as deterministic-time jumps in risk-neutral option pricing.
result Improves held-out event-spanning pricing with Gaussian and two-component mixture jumps.