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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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96191287382 · Jun 202019922001200920172026
48 results for socioeconomic challenges

This study uses causal Shapley values to analyze how socioeconomic factors cause the spread of COVID-19.

problem Understanding how socioeconomic factors cause the spread of COVID-19.
method The study employs an explanatory framework from cooperative game theory augmented with do calculus, specifically causal Shapley values, to analyze the causal connections.
result The causal Shapley values reveal distinct advantages of non-linear machine learning models over linear models in multivariate analysis.

Optimizes control interventions in real-world networks using deep-learning and network science.

problem Optimizing control over socioeconomic networks subject to constraints.
method Integrates optimization tools from deep-learning with network science.
result Characterizes vulnerability of corporate networks to takeovers.

Model uses Navier-Stokes equations to assess liquidity and systemic risk.

problem Traditional models fail to capture real market fluctuations and extreme events.
method Develops and validates a mathematical model based on Navier-Stokes equations, incorporating 13 macroeconomic and financial parameters.
result Model effectively describes liquidity dynamics, systemic risk, and extreme scenarios.

Financial market created for wellbeing indices to mitigate socioeconomic risks.

problem Risk mitigation in financial indices of socioeconomic wellbeing.
method Developed new quantitative measure, created financial market, and implemented insurance instruments.
result Optimal portfolio weights and efficient frontiers for wellbeing indices.

The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically the quantitative state of socioeconomic systems is subject to constant change. …

2014-08-29abs ↗pdf ↗

Graph embeddings from commute networks identify socioeconomic disparities in urban areas.

problem Urban delineation and socioeconomic group identification.
method Graph Neural Network (GNN) for modeling commute networks and deriving node embeddings.
result GNNs effectively capture socioeconomic disparities between urban communities.

Graphs model human mobility patterns, reducing errors in data matching.

problem Lack of high-quality data and computational resources for graph-based mobility analysis.
method Embedding graphs into a continuous space to address matching, modeling, and visualization challenges.
result Approx 40% decrease in error on average in matched graphs vs unmatched ones.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

Unfulfilled expectations from macro-economic initiatives during the Great Recession and the massive shift into globalization echo today with political upheaval, anti-establishment propaganda, and looming trade/currency wars that threaten domestic and international value chains. Once stable entities like the EU now look…

2019-06-25abs ↗pdf ↗

Research on long-range memory in financial and social systems using various models.

problem Understanding the nature of long-range memory in socioeconomic systems.
method Various Markov processes including point processes, stochastic differential equations, and agent-based models.
result New estimators of self-similarity and long-range memory for non-Gaussian systems are needed.

New method evaluates multiple social disparities using machine learning.

problem Reduction of educational disparities across multiple dimensions.
method Triply-Robust Machine Learning Approach for Causal Decomposition Analysis.
result Simultaneous interventions across multiple domains reduce disparities.

FSL-Net detects and localizes feature shifts in large, high-dimensional datasets.

problem Feature shifts between data sources lead to erroneous features in various applications.
method FSL-Net is a neural network trained on multiple datasets to localize feature shifts.
result FSL-Net accurately localizes feature shifts from unseen datasets without re-training.

We study how language on social media is linked to diseases such as atherosclerotic heart disease (AHD), diabetes and various types of cancer. Our proposed model leverages state-of-the-art sentence embeddings, followed by a regression model and clustering, without the need of additional labelled data. It allows to pred…

2019-06-13abs ↗pdf ↗

Recurring international financial crises have adverse socioeconomic effects and demand novel regulatory instruments or strategies for risk management and market stabilization. However, the complex web of market interactions often impedes rational decisions that would absolutely minimize the risk. Here we show that, for…

2009-08-05abs ↗pdf ↗

Study improves seasonal forecasts using deep learning.

problem Challenges in generating large forecast ensembles and limited observations for verification.
method Developed a probabilistic deep neural network model.
result Demonstrated favorable skill compared to state-of-the-art dynamical forecast systems.

Drawing an inspiration from behavioral studies of human decision making, we propose here a general parametric framework for a reinforcement learning problem, which extends the standard Q-learning approach to incorporate a two-stream framework of reward processing with biases biologically associated with several neurolo…

2019-06-21abs ↗pdf ↗

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originat…

2018-05-12abs ↗pdf ↗

Bayesian approach selects subsets of variables for interpretable prediction and identifies key factors in educational outcomes.

problem Challenges in subset selection for stability, regularization, and inference.
method Bayesian perspective on subset selection, deriving optimal subsets and variable importance metrics.
result Better prediction, interval estimation, and variable selection compared to competing methods.

By analyzing the relationships between a socioeconomical system modeled through evolutionary game theory and a physical system modeled through quantum mechanics we show how although both systems are described through two theories apparently different both are analogous and thus exactly equivalents. The extensions of qu…

2007-04-30abs ↗pdf ↗

We define the beta diffusion tree, a random tree structure with a set of leaves that defines a collection of overlapping subsets of objects, known as a feature allocation. A generative process for the tree structure is defined in terms of particles (representing the objects) diffusing in some continuous space, analogou…

2014-08-14abs ↗pdf ↗

Kernel-based tests detect dependencies in multivariate time series, including stationary and non-stationary data.

problem Detecting dependencies in multivariate time series data, especially non-stationary data.
method Kernel-based statistical tests of joint independence, extending dHSIC to handle both stationary and non-stationary processes.
result Robustly uncovers significant higher-order dependencies in synthetic and real-world data.

PyCFRL helps ensure fair reinforcement learning policies from offline data.

problem Ensuring fairness in reinforcement learning policies for disadvantaged groups.
method Sequential data preprocessing to learn counterfactually fair policies.
result PyCFRL implements a novel algorithm for fair RL policy learning.

Posterior conformal prediction improves prediction interval validity for subgroups.

problem Marginal and conditional prediction interval validity for subgroups.
method Modeling conditional nonconformity score distribution as a mixture of cluster distributions.
result PCP produces tighter prediction intervals, especially for well-represented clusters.

Large dataset released for ITE and UM research.

problem Estimating causal impact of actions in various sectors.
method Release of a large dataset, formalization of UM, synthetic response surfaces, heterogeneous treatment assignment.
result Validation of ITE prediction and UM methods with high statistical significance.

This paper tackles continuous domain generalization, improving model performance across unseen domains.

problem Existing domain generalization approaches fail to capture the complex, multidimensional nature of real-world variation.
method Introduces Continuous Domain Generalization (CDG), a principled framework grounded in geometric and algebraic theories. Proposes a Neural Lie Transport Operator (NeuralLio) for structure-preserving parameter transitions and a gating mechanism for robust generalization.
result Demonstrates significant improvement in generalization accuracy and robustness across various datasets.

Within the last fifteen years, network theory has been successfully applied both to natural sciences and to socioeconomic disciplines. In particular, bipartite networks have been recognized to provide a particularly insightful representation of many systems, ranging from mutualistic networks in ecology to trade network…

2015-03-17abs ↗pdf ↗

The paper proposes a fair reinforcement learning framework to prevent healthcare disparities.

problem Unfair reinforcement learning policies in healthcare can lead to socioeconomically-disadvantaged subgroups being underprivileged.
method The paper introduces a counterfactual fairness framework and a sequential data preprocessing algorithm to achieve fair sequential decision making.
result The proposed approach greatly enhances fair access to counseling in a digital health dataset designed to reduce opioid misuse.

Individuals do not respond uniformly to treatments, events, or interventions. Sociologists routinely partition samples into subgroups to explore how the effects of treatments vary by covariates like race, gender, and socioeconomic status. In so doing, analysts determine the key subpopulations based on theoretical prior…

2019-09-18abs ↗pdf ↗