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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 selective protection

New algorithm mitigates bias in subset selection with noisy protected attributes.

problem Mitigating bias in subset selection when protected attributes are noisy.
method Formulated a denoised selection problem and developed a linear-programming based approximation algorithm.
result The approach can produce fairer subsets despite noisy protected attributes.

Vanilla CNNs, as uncalibrated classifiers, suffer from classifying out-of-distribution (OOD) samples nearly as confidently as in-distribution samples. To tackle this challenge, some recent works have demonstrated the gains of leveraging available OOD sets for training end-to-end calibrated CNNs. However, a critical que…

2019-10-18abs ↗pdf ↗

New method protects whistleblowers from retaliation by ensuring their reports remain private.

problem Whistleblowers face retaliation, and current protections are insufficient.
method Formalizes protection against strong-adversary threat model as per-report (0,δ)(0, δ)-differential privacy, and provides a generic mechanism to reduce private auditing to private continual counting.
result Demonstrates a reduction in selection error and improved utility over randomized response.

Study protects federated learning models from eavesdropping attacks.

problem Protecting client models in federated learning from eavesdropping adversaries.
method Theoretical analysis and numerical experiments examining various factors.
result Theoretical and experimental results show the effectiveness of protection methods.

Fairness audits fail under missing protected labels, especially at zero access.

problem Understanding the reliability of fairness audits with incomplete protected-label data.
method Introduced a seed-calibrated stress test to separate missingness effects from seed-to-seed movement.
result Missing protected labels do not significantly alter fairness mitigation methods, but they can lead to harmful intersectional outcomes.

New optimizer improves privacy-protected hyperparameter tuning.

problem No practical methods for differentially private hyperparameter selection.
method Study honest hyperparameter selection under DP, show adaptive optimizers like DPAdam have an advantage.
result DPAdam optimizes hyperparameters more efficiently under DP constraints.

New EPS insurance offers partial protection against superannuation losses.

problem Lack of efficient investment insurance for superannuation holders.
method Developed a new financial derivative, equity protection swap (EPS), and derived a fair pricing formula.
result EPS can be an efficient investment insurance tool for superannuation accounts.

The paper examines how risk reduction and insurance choices interact under convex premium principles.

problem Interaction between self-protection and insurance demand under convex premium principles.
method Investigates optimal prevention efforts and insurance shares using distortion risk measures.
result Self-protection and insurance are complementary, but ex ante moral hazard can turn this into a substitution effect.

This paper discusses the financial risks faced by the UK Pension Protection Fund (PPF) and what, if anything, it can do about them. It draws lessons from the regulatory regimes under which other financial institutions, such as banks and insurance companies, operate and asks why pension funds are treated differently. It…

2011-03-30abs ↗pdf ↗

FedSel uses local differential privacy to protect data privacy in federated SGD.

problem Privacy leakage from gradients in federated SGD.
method Two-stage framework with top-k dimension selection and gradient accumulation.
result FedSel reduces privacy leakage by privately selecting important dimensions.

LDP-Fed protects privacy in federated learning with neural networks.

problem Privacy protection for high-dimensional, continuous model parameters in federated learning.
method Local Differential Privacy (LDP) for repeated collection of model training parameters, selection and filtering of parameter updates.
result LDP-Fed achieves model accuracy comparable to non-private methods while preserving privacy.

Develops methods to measure and reduce fairness in datasets with limited protected attribute labels.

problem Measuring and reducing fairness in datasets with limited protected attribute labels.
method Proposes methods to estimate fairness metrics and train models to limit fairness violations using probabilistic protected attribute labels.
result Our methods provide tighter bounds on true disparity and effectively reduce fairness violations with lesser fairness-accuracy trade-offs.

This paper develops a CVaR framework for managing tail risks using puts and trend-following strategies.

problem Managing tail risks, especially crashes and drawdowns, requires different forms of protection.
method Develops a continuous-time CVaR framework that integrates long out-of-the-money put options and systematic trend-following overlays.
result Shows how convex crash protection and drawdown protection can be optimally combined in a mandate.

The paper examines how to protect LASSO-based feature selection from adversarial attacks.

problem Adversarial attacks on LASSO-based feature selection.
method Formulated as a bi-level optimization problem, reformulated LASSO with linear inequality constraints, solved using interior-point method, and modified using projected gradient descent.
result Demonstrated the effectiveness of the proposed method in protecting LASSO-based feature selection from adversarial attacks.

What does it mean for an algorithm to be biased? In U.S. law, unintentional bias is encoded via disparate impact, which occurs when a selection process has widely different outcomes for different groups, even as it appears to be neutral. This legal determination hinges on a definition of a protected class (ethnicity, g…

2014-12-11abs ↗pdf ↗

Optimal fees protect passive LPs in AMMs under varying market conditions.

problem Adverse selection losses in AMMs are not offset by static trading fees.
method Dynamic reduced-form model with parallel AMM and CEX, large-scale simulations, real market data analysis.
result Optimal AMM fees are stable under normal conditions but high in volatile periods to protect LPs.

The paper analyzes how to combine self-protection and self-insurance for risk reduction.

problem Combining self-protection and self-insurance for risk reduction when market insurance is absent.
method The approach uses Value-at-Risk and Tail Value-at-Risk to evaluate residual risk and solves the problem using isoquant geometry based on marginal-balance curves.
result The analysis identifies the conditions under which self-protection and self-insurance behave as substitutes or complements.

Researchers create topologically protected knots in a realizable system.

problem Creating topologically protected vortex knots in experimentally realizable systems.
method Investigated non-Abelian vortices in tetrahedral order in spin-2 Bose--Einstein condensates and bent-core nematic liquid crystals.
result Discovered the first topologically protected knots in an experimentally realizable system.

The paper proposes methods to infer from privacy-protected data using simulation-based techniques.

problem Valid statistical inference from privacy-protected data is computationally challenging.
method Simulation-based inference methods, including sequential Monte Carlo and neural conditional density estimators.
result Valid statistical inferences can be made from privacy-protected data.

Framework for fair classification with noisy protected attributes and provable guarantees.

problem Fair classification with noisy protected attributes.
method Optimization framework for linear and linear-fractional fairness constraints, handling multiple non-binary attributes.
result Provably fair classifier with minimal accuracy loss, even with large noise.

Fair clustering under the disparate impact doctrine requires that population of each protected group should be approximately equal in every cluster. Previous work investigated a difficult-to-scale pre-processing step for kk-center and kk-median style algorithms for the special case of this problem when the number of …

2019-01-29abs ↗pdf ↗

A multi-task network avoids indirect discrimination in insurance pricing.

problem Indirect discrimination in insurance pricing models based on protected characteristics.
method Multi-task neural network architecture trained with partial protected characteristic information.
result Multi-task network produces discrimination-free insurance prices with comparable accuracy to conventional models.

Protects user privacy in models using optional personal data.

problem Ensuring fairness for users who opt-out of data sharing.
method Formalizes protection requirements, introduces Protected User Consent (PUC), devises data augmentation strategy.
result PUC-compliant models can improve performance without disadvantaging opt-out users.

This paper combines RL with CPPI and TIPP for better trading strategies.

problem Challenges in quantitative trading due to swift dynamics and uncertainties.
method Fusion of CPPI and TIPP with MADDPG framework for multi-agent reinforcement learning.
result CPPI-MADDPG and TIPP-MADDPG outperform traditional strategies in real-market shares.

ARL improves fairness without protected features, showing AUC improvements for worst-case groups.

problem Training fairness in ML without known protected features.
method Adversarially Reweighted Learning (ARL) using non-protected features and task labels.
result ARL improves Rawlsian Max-Min fairness with notable AUC improvements for worst-case groups.

Proposes a new method for fairness in machine learning with multiple protected attributes.

problem Ensuring fairness in machine learning models with continuous and multiple protected attributes.
method Distance covariance regularisation framework to mitigate association between model predictions and protected attributes.
result Demonstrates effectiveness in mitigating fairness gerrymandering in regression tasks.

Topologically protected vortex knots and links are proposed and proven.

problem Decaying of tangled vortex structures through local reconnections and strand crossings.
method Proposed and proven topologically protected vortex structures using non-Abelian topological vortices.
result Existence of topologically protected Q8Q_8-colored links and classification using the QQ-invariant.

Generative Adversarial Networks (GANs) have made releasing of synthetic images a viable approach to share data without releasing the original dataset. It has been shown that such synthetic data can be used for a variety of downstream tasks such as training classifiers that would otherwise require the original dataset t…

2019-12-31abs ↗pdf ↗

Fairness has become a central issue for our research community as classification algorithms are adopted in societally critical domains such as recidivism prediction and loan approval. In this work, we consider the potential bias based on protected attributes (e.g., race and gender), and tackle this problem by learning …

2019-04-30abs ↗pdf ↗

Invariants for colored links found, with topological protection of certain knots.

problem Finding invariants for colored links and understanding their topological stability.
method Equivariant bordism groups of Conner and Floyd, topological surgeries.
result Topological protection of certain tricolored knots, with specific transformations.

Proposes a general deep neural network method for digital watermarking.

problem Protecting intellectual content in a massive, IoT-acquired image dataset.
method Train a neural network on an image set and use it to protect distinct test images in bulk.
result Demonstrates the robustness and practicality of the proposed method.

New fairness criterion for risk-sensitive decisions in regulated industries.

problem Ensuring equitable outcomes in risk-sensitive decision-making.
method Marginal fairness for generalized distortion risk measures, two-step decision-making process.
result Ensures fairness in decision-making under risk measures, regardless of protected attributes.