Research
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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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48 results for responder detection

Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation

problem Auditing whether VLMs use chart evidence or trend extrapolation
method Proving formal limitations and designing controlled mechanisms
result Identifying regression coefficients for evidence vs. trend

Based on interviews with 28 organizations, we found that industry practitioners are not equipped with tactical and strategic tools to protect, detect and respond to attacks on their Machine Learning (ML) systems. We leverage the insights from the interviews and we enumerate the gaps in perspective in securing machine l…

2020-02-04abs ↗pdf ↗

New model detects gradual changes in processes more accurately.

problem Traditional change-point models fail to identify gradual changes effectively.
method Introduces a Bayesian change-dynamic model using hierarchical models for gradual change detection.
result The model identifies gradual changes faster and more accurately than traditional models.

New method calibrates false detection rates in sequential change detection.

problem Challenges in setting time-invariant thresholds for false positives.
method Simulation-based approach to time-varying thresholds.
result Accurately targets desired expected runtime while keeping false positive rate constant.

AI-assisted interviews allow respondents to describe experiences naturally, but mapping those accounts into structured survey variables is fallible.

problem Mapping AI-assisted interview responses into structured survey variables is fallible.
method Adaptive Matrix Validation (AMV) is proposed, which involves mapping responses into tabular data and using a small set of structured questions for statistical adjustment.
result The estimator calibrates mapped values using validation answers from other respondents and corrects remaining error with validation answers observed for the target respondent.

Digital personas improve survey results for stable attributes but fail for subjective responses.

problem When can digital personas reliably approximate human survey findings?
method Using LISS panel, constructed personas from background variables and survey histories, tested against held-out post-cutoff answers.
result Digital personas improve alignment with human response distributions for stable attributes but fail for subjective responses.

Auditing fairness of decision-makers is now in high demand. To respond to this social demand, several fairness auditing tools have been developed. The focus of this study is to raise an awareness of the risk of malicious decision-makers who fake fairness by abusing the auditing tools and thereby deceiving the social co…

2019-01-24abs ↗pdf ↗

Satellite imaging is a critical technology for monitoring and responding to natural disasters such as flooding. Despite the capabilities of modern satellites, there is still much to be desired from the perspective of first response organisations like UNICEF. Two main challenges are rapid access to data, and the ability…

2019-10-04abs ↗pdf ↗

This research generates synthetic data streams for handling concept drifts and novel classes.

problem Handling concept drifts and novel classes in dynamic data streams.
method Synthetic data stream generation for both concept drifts and novel classes.
result Demonstrates the effectiveness of unsupervised drift detectors in open set recognition.

Responds to comments on Bayesian Logic Regression algorithm, provides extensions and tutorial.

problem Improving Bayesian Logic Regression algorithm and its applications.
method Summarizes and responds to discussants' comments, provides extensions and tutorial.
result Extensions and tutorial for the Bayesian Logic Regression algorithm.

Machine learning research for developing countries can demonstrate clear sustainable impact by delivering actionable and timely information to in-country government organisations (GOs) and NGOs in response to their critical information requirements. We co-create products with UK and in-country commercial, GO and NGO pa…

2018-11-29abs ↗pdf ↗

Data taggants verify dataset ownership without harming models or requiring model internals.

problem Verifying dataset ownership without harming models or requiring model internals.
method Using pairs of out-of-distribution samples and random labels as secret keys, subtly altering a dataset to detect models trained on it.
result Data taggants reliably detect models trained on the protected dataset with high confidence, without compromising validation accuracy.

Smart reply systems have been developed for various messaging platforms. In this paper, we introduce Uber's smart reply system: one-click-chat (OCC), which is a key enhanced feature on top of the Uber in-app chat system. It enables driver-partners to quickly respond to rider messages using smart replies. The smart repl…

2019-07-18abs ↗pdf ↗

Computer algorithms are written with the intent that when run they perform a useful function. Typically any information obtained is unknown until the algorithm is run. However, if the behavior of an algorithm can be fully described by precomputing just once how this algorithm will respond when executed on any input, th…

2018-10-18abs ↗pdf ↗

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and a binary outcome (e.g., recovery from disease). As a classification task, the pr…

2019-02-14abs ↗pdf ↗

Online surveys have the potential to support adaptive questions, where later questions depend on earlier responses. Past work has taken a rule-based approach, uniformly across all respondents. We envision a richer interpretation of adaptive questions, which we call dynamic question ordering (DQO), where question order …

2016-07-14abs ↗pdf ↗

Social media plays a major role during and after major natural disasters (e.g., hurricanes, large-scale fires, etc.), as people ``on the ground'' post useful information on what is actually happening. Given the large amounts of posts, a major challenge is identifying the information that is useful and actionable. Emerg…

2019-12-13abs ↗pdf ↗

We propose a novel active learning framework for activity recognition using wearable sensors. Our work is unique in that it takes physical and cognitive limitations of the oracle into account when selecting sensor data to be annotated by the oracle. Our approach is inspired by human-beings' limited capacity to respond …

2019-07-28abs ↗pdf ↗

Improved trading strategy using deep learning and changepoint detection for market changes.

problem Traditional momentum strategies struggle with rapid market changes, especially after trend reversals.
method Inserted an online changepoint detection module into a Deep Momentum Network (DMN) pipeline.
result Improvement in Sharpe ratio by one-third over 1995-2020 period, especially beneficial in nonstationary periods.

Although deep convolutional networks have achieved improved performance in many natural language tasks, they have been treated as black boxes because they are difficult to interpret. Especially, little is known about how they represent language in their intermediate layers. In an attempt to understand the representatio…

2019-02-18abs ↗pdf ↗

New methods detect modular structure in neural networks, revealing surprising effects of dropout.

problem Detecting functional modules in neural networks for learning, compositionality, and generalization.
method Two families of methods: upstream and downstream, to define similarity between units.
result Dropout dramatically increased modularity, and there's little agreement between upstream and downstream methods.

This study evaluates subgroup analysis methods for time-to-event outcomes in randomized controlled trials.

problem Identifying subgroups of good responders in non-significant randomized controlled trials.
method Evaluation of several subgroup analysis algorithms for time-to-event outcomes using synthetic and semi-synthetic data.
result Provides a new synthetic and semi-synthetic data generation process and an open-source Python package for benchmarking.

Customer Satisfaction is the most important factors in the industry irrespective of domain. Key Driver Analysis is a common practice in data science to help the business to evaluate the same. Understanding key features, which influence the outcome or dependent feature, is highly important in statistical model building.…

2018-05-25abs ↗pdf ↗

New ensemble models classify mouse movement trajectories to assess survey question difficulty.

problem Assessing survey question difficulty based on respondents' interaction data.
method Ensemble models combining semi-metric-based weak learners to classify multivariate functional data.
result Improved survey data quality through better identification of respondent difficulty.

New metric for disentangling multivariate representations, accounting for more complex entanglements.

problem Current disentanglement metrics fail to detect entanglements involving more than two variables.
method Partial Information Decomposition framework to analyze information sharing and propose a new disentanglement metric.
result The proposed metric correctly identifies entanglements in high-dimensional spaces.

Process discovery has seen a rise in popularity in the last decade for both researchers and businesses. Recent developments mainly focused on the power and the functionalities of the discovery algorithm. While continuous improvement of these functional aspects is very important, non-functional aspects such as visualiza…

2018-08-13abs ↗pdf ↗

In this work we essentially reinterpreted the Sieczka-Hołyst (SH) model to make it more suited for description of real markets. For instance, this reinterpretation made it possible to consider agents as crafty. These agents encourage their neighbors to buy some stocks if agents have an opportunity to sell these stocks.…

2013-01-11abs ↗pdf ↗

Study optimizes classifiers for credit card mail campaigns and default prediction.

problem Optimizing classifiers for credit card mail campaigns and default prediction.
method Three distinct models: response, risk, and response-risk. Optimized various performance metrics.
result Random Forest classifier achieves highest accuracy (83.2%) in multi-class response-risk model.

Optimal trading strategy under market resistance and concave price impact model.

problem Optimal trading in a market with endogenous resistance and concave price impact.
method Modeling market resistance, deriving a stochastic Fredholm equation, proving existence and uniqueness, proposing an iterative scheme.
result Existence and uniqueness of optimal control under certain conditions, exponential convergence of iterative scheme.

Co-TSFA improves time series forecasting by distinguishing between short-lived and persistent anomalies.

problem Standard forecasting models fail to distinguish between short-lived and persistent anomalies, leading to overreaction or underreaction.
method Co-TSFA learns to ignore forecast-irrelevant anomalies and respond to forecast-relevant ones through input-only and input-output augmentations and a latent-output alignment loss.
result Co-TSFA improves performance under anomalous conditions while maintaining accuracy on normal data.

Study optimal treatment assignment policies under strategic agent responses.

problem Learning optimal treatment policies with strategic agents complicates estimation.
method Dynamic model with threshold convergence to mean-field equilibrium, consistent estimator for policy gradient.
result Threshold for treatment assignment converges to mean-field equilibrium threshold under large but finite number of agents.

This paper provides theoretical insights into why and how deep learning can generalize well, despite its large capacity, complexity, possible algorithmic instability, nonrobustness, and sharp minima, responding to an open question in the literature. We also discuss approaches to provide non-vacuous generalization guara…

2017-10-16abs ↗pdf ↗