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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.

169,181 papers · 148 categories

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129258386515 · Jun 202019922001200920182026
48 results for sign predictability

SELO model predicts link signs better than SDGNN using subgraph encoding and linear optimization.

problem Inferring the sign of links in signed networks with limited sign data.
method Subgraph Encoding via Linear Optimization (SELO) approach to learn edge embeddings.
result SELO model outperforms state-of-the-art methods on multiple real-world signed networks.

Sign equivariant networks improve model expressiveness for spectral geometric learning.

problem Limited expressiveness of sign invariant models for tasks like graph link prediction.
method Developed sign equivariant neural network architectures based on new analytic sign equivariant polynomials.
result Sign equivariant models achieve theoretical benefits in spectral geometric learning tasks.

Method predicts which high-dimensional correlation signs will change in the future.

problem Predicting which correlation matrix coefficients will change signs in high-dimensional data.
method Stability of correlation signs depends on three-by-three relationships, inspired by Heider social cohesion theory.
result The method accurately predicts the stability of correlation signs in high-dimensional data.

The paper discovers patterns in Maass forms' coefficients related to Fricke signs.

problem Identifying Fricke signs in Maass forms with unknown signs.
method Averaging Fourier coefficients, Linear Discriminant Analysis (LDA), neural networks.
result 96% accuracy in predicting Fricke signs for forms with even parity, 94% for odd parity.

Novel GNN for signed and directed networks using magnetic signed Laplacian.

problem Efficiently modeling signed and directed networks for tasks like clustering and link prediction.
method Introduced a magnetic signed Laplacian for directed signed graphs, used it to construct a spectral GNN.
result Demonstrated effective performance on tasks involving signed and directional information.

CSNE embeds signed networks by separating structural and fine-grained information.

problem Improving sign prediction in signed networks using inaccurate or incomplete balance theories.
method Conditional Signed Network Embedding (CSNE) models structural and fine-grained information separately, integrating them rigorously.
result CSNE outperforms state-of-the-art on sign prediction tasks, and MaxEnt priors are competitive in resource-constrained settings.

A new method learns node embeddings for signed directed networks by capturing both first-order and high-order topologies.

problem Learning representative node embeddings for signed directed networks considering both first-order and high-order topologies.
method Proposes a decoupled variational embedding (DVE) method that leverages a specially designed auto-encoder structure to capture both first-order and high-order topologies.
result Extensive experiments on real-world datasets show the effectiveness of DVE in link sign prediction and node recommendation tasks.

A new method models financial returns by separating sign and magnitude, improving forecasting accuracy.

problem Capturing nonlinear predictability in financial return dynamics.
method Decomposes returns into sign and magnitude components, using a joint distribution model.
result Significantly outperforms traditional linear models in forecasting U.S. stock market returns.

Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions to measure evidence conflict and stability.

problem Modern data analysis lacks mechanisms to show the clarity, conflict, or stability of evidence behind predictions.
method Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions.
result SEF measures conflict and stability, and shows that conflict can improve loss prediction beyond confidence.

Novel metrics improve machine learning models for ICU patient care.

problem Predicting vital sign trajectories for early detection of adverse events.
method Developed novel performance metrics aligned with clinical contexts, validated on simulated and real datasets, and optimized neural networks using these metrics.
result Neural networks trained with these metrics excel in predicting clinically significant events.

Study improves Cox model for predicting stock trading signs using Japanese market data.

problem Improving Cox model for predicting stock trading signs using Japanese market data.
method Added new covariates and used high-frequency trading data for 222 Nikkei 225 stocks.
result Cox-type model performs well in Japanese market and identifies key factors for accurate estimation.

Recent successes in word embedding and document embedding have motivated researchers to explore similar representations for networks and to use such representations for tasks such as edge prediction, node label prediction, and community detection. Such network embedding methods are largely focused on finding distribute…

2017-02-22abs ↗pdf ↗

SAPSAM trains CNNs on lung CTs with binary labels, improving CPA detection and localization.

problem Chronic Pulmonary Aspergillosis (CPA) detection and localization on CT scans using binary labels.
method Binary labels, average intensity projections, 2D RGB-like images, hierarchical CNN architectures.
result High classification accuracy, precise localization, predictive power of 2-year survival.

Deep CapsNet improves sign language recognition from wearable IMUs.

problem Continuous recognition of sign language from wearable devices.
method Custom CapsNet architecture using deep capsule networks and game theory.
result Improved accuracy of 94% and 92.50% for 3 and 5 routings respectively, compared to 87.99% for CNN.

New method clusters signed graphs using matrix power means.

problem Clustering signed graphs with positive and negative relations.
method Signed Power Mean Laplacian, defined as matrix power mean of normalized standard and signless Laplacians.
result Signed power mean Laplacian captures ground truth clusters under reasonable settings.

SHINE predicts sentiment links in social networks using diverse information.

problem Predicting sentiment links in social networks using only textual information is insufficient.
method SHINE uses a labeled heterogeneous sentiment dataset and multiple deep autoencoders to predict unobserved sentiment links.
result SHINE outperforms state-of-the-art baselines on link prediction and node recommendation.

For the London Stock Exchange we demonstrate that the signs of orders obey a long-memory process. The autocorrelation function decays roughly as τατ^{-α} with α0.6α\approx 0.6, corresponding to a Hurst exponent H0.7H \approx 0.7. This implies that the signs of future orders are quite predictable from the signs of past orde…

2003-11-04abs ↗pdf ↗

The study predicts bankruptcy in Indian companies using financial ratios.

problem Predicting early signs of corporate bankruptcy in Indian companies.
method Logistic regression considering profitability, leverage, and efficiency ratios for one and two years before bankruptcy.
result The model accurately predicts bankruptcy with 81.4% and 85.1% accuracy one and two years before filing, respectively.

Large traders disrupt the market's long-term memory of order signs.

problem Long-term memory of market order signs is weakened by large traders.
method Analyzed over 6.7 billion trades to investigate the impact of large investment funds on market order dynamics.
result The long-term memory of market order signs is weaker when large investment funds trade in a directional manner and when their participation is high.

New method identifies whether equity return predictability is due to magnitude shrinkage or directional reversal.

problem Determining the nature of equity return predictability (directional reversal vs magnitude shrinkage).
method Developed the Fourier-Residue Identity (FRI) to decompose return autocorrelation into sign and magnitude channels.
result The lag-1 autocorrelation in SPY is driven entirely by magnitude shrinkage, not directional reversal.

New neural network architectures use signed permutation representations for finite groups, improving performance.

problem Designing and optimizing neural networks for finite groups with signed permutation representations.
method Introduces GG-invariant deep neural networks with densely connected layers and signed permutation representations.
result Signed permutation representations lead to significantly better performance in classification tasks.

Predicting absolute magnitude of fluctuations of price, even if their sign remains unknown, is important for risk analysis and for option prices. In the present work, we display our predictions about absolute magnitude of daily fluctuations of the Dow Jones Industrials Average (DJIA), utilizing the original theory of c…

2006-02-08abs ↗pdf ↗

Study on signed graphs with random signs, focusing on community detection.

problem Community detection in signed stochastic block models.
method Strong concentration inequalities for adjacency and Laplacian matrices, applied to signed Laplacian matrix.
result The sign of the first eigenvector of the Laplacian matrix defines a weakly consistent estimator for balanced community detection.

Study validates Lillo-Mike-Farmer model predicting financial market long-range correlations.

problem Quantifying long-range correlations in financial markets.
method Analyzed nine years of market data to classify traders as order-splitting or random, measured metaorder-length distributions, and compared to LMF model predictions.
result Agreement between LMF model predictions and actual data, validating the model.

Detects physiological patterns to hemodynamic stress using unsupervised deep learning.

problem Identify and characterize physiological responses to hemorrhage in raw vital sign data.
method Transform vital sign time series into latent space using unsupervised deep learning, identify clusters, and evaluate latent embeddings.
result Clusters in latent embeddings correspond to physiological response patterns matching physicians' intuition.

We argue that the standard graph Laplacian is preferable for spectral partitioning of signed graphs compared to the signed Laplacian. Simple examples demonstrate that partitioning based on signs of components of the leading eigenvectors of the signed Laplacian may be meaningless, in contrast to partitioning based on th…

2017-01-05abs ↗pdf ↗

Improved node classification in signed social networks using diffuse interface methods.

problem Classifying nodes in signed social networks (positive and negative interactions).
method Diffuse interface methods based on Ginzburg-Landau functional and extended graph Laplacian.
result Performance improvement in real signed social networks, outperforming state of the art.

Model predicts increased social unrest during COVID-19 using social media data.

problem Detecting rising conflict potential in societies during pandemics.
method Neural implicit motive pattern recognition from social media texts.
result Significant increase in conflict indicators during the pandemic.

A limit order book provides information on available limit order prices and their volumes. Based on these quantities, we give an empirical result on the relationship between the bid-ask liquidity balance and trade sign and we show that liquidity balance on best bid/best ask is quite informative for predicting the futur…

2012-04-06abs ↗pdf ↗

Three methods detect informed trading on prediction markets, each focusing on different aspects.

problem Detecting informed trading in decentralized prediction markets.
method Composite screen, event-level sign-randomization test, and Information Leakage Score (ILS) framework.
result Different methods detect informed trading on prediction markets, each focusing on different aspects.

PyTorch Geometric Signed Directed fills the gap for GNNs on signed and directed graphs.

problem Lack of unified software packages for GNNs on signed and directed networks.
method Developed a software package with GNN models, synthetic and real-world data, and evaluation metrics.
result Demonstrates the effectiveness of the implemented methods through experiments.

The study uses equity order flow to forecast stock returns and resolves the liquidity premium puzzle.

problem The liquidity premium and its relation to investment horizons.
method Directly estimated Kyle's price-impact coefficient λ from daily equity order flow data.
result Signed order flow predicts stock returns, with volume volatility predicting lower returns.