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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.

168,742 papers · 148 categories

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97195292389 · Jun 202019922001200920172026
48 results for specificity

NOTMAD estimates context-specific Bayesian networks without breaking datasets.

problem Non-convexity of acyclic graphs limits sharing information between context-specific estimators.
method NOTMAD models context-specific Bayesian networks as mixtures of archetypal DAGs, estimating structures and parameters jointly.
result NOTMAD shares information between context-specific acyclic graphs, enabling single-sample resolution.

Investigates physical properties on surfaces of rotation using Clairaut's theorem.

problem Understanding specific energy and angular momentum on surfaces of rotation.
method Used Clairaut's theorem with geodesic conditions to derive specific energy and angular momentum.
result Physical expressions for specific energy and angular momentum on surfaces of rotation were derived.

In this paper we formulate a probabilistic model for class-specific discriminant subspace learning. The proposed model can naturally incorporate the multi-modal structure of the negative class, which is neglected by existing class-specific methods. Moreover, it can be directly used to define a class-specific probabilis…

2018-12-14abs ↗pdf ↗

Introduces CStrees for modeling context-specific causal models from observational and interventional data.

problem Modeling context-specific causal relationships from mixed data types.
method Introduces CStrees with a novel factorization criterion and graphical characterization for context-specific conditional independence models.
result Derives a graphical characterization of model equivalence for observational CStrees and extends it to CStree models under context-specific interventions.

Statistical model checking for PCTL on MDPs using reinforcement learning.

problem Model checking PCTL specifications on MDPs with statistical methods.
method Reinforcement learning for policy search, statistical model checking with UCB-based Q-learning.
result Provably guaranteed statistical model checking method for PCTL specifications on MDPs.

Prior work on neural network verification has focused on specifications that are linear functions of the output of the network, e.g., invariance of the classifier output under adversarial perturbations of the input. In this paper, we extend verification algorithms to be able to certify richer properties of neural netwo…

2019-02-25abs ↗pdf ↗

New model identifies patient-specific disease root causes.

problem Identifying root causes of complex diseases varying between patients.
method Generalized Root Causal Inference (GRCI) algorithm for heteroscedastic noise model.
result GRCI accurately extracts patient-specific root causes.

Formulates approach for guiding explanation types based on user specifications.

problem Creating explainable AI components from user-defined specifications.
method Develops a method for generating explanations based on user-defined specifications.
result Demonstrates feasibility of user-defined explanations for complex models like Bayesian networks and graph neural networks.

A site-specific Gordian distance between two spatial embeddings of an abstract graph is the minimal number of crossing changes from one to another where each crossing change is performed between two previously specified abstract edges of the graph. It is infinite in some cases. We determine the site-specific Gordian di…

2017-03-28abs ↗pdf ↗

A novel validation method improves feature importance analysis in subject-specific ML models.

problem Limited effectiveness of general ML models trained on large datasets for individual patient outcomes.
method A novel validation approach using a general ML model with repeated trials and random seed variation.
result Consistent identification of key features at the subject level and improved group-level feature importance analysis.

We address the problem of tuning word embeddings for specific use cases and domains. We propose a new method that automatically combines multiple domain-specific embeddings, selected from a wide range of pre-trained domain-specific embeddings, to improve their combined expressive power. Our approach relies on two key c…

2019-09-05abs ↗pdf ↗

Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of regions and region-specific models. This paper proposes novel convex region-specific…

2014-10-31abs ↗pdf ↗

Extends specific relative entropy to multidimensional continuous martingales.

problem Mutual singularity of martingale laws in continuous time.
method Extension of specific relative entropy from one to multiple dimensions, including closed-form expressions for simple examples.
result Establishes that the lower bound on specific relative entropy from Gantert carries over to higher dimensions and is tight.

Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.

problem Timeliness of write-downs for adverse macroeconomic and industry outcomes versus firm-specific issues.
method Comparative analysis of write-downs driven by macroeconomic and industry outcomes versus firm-specific outcomes.
result Firms delay write-downs for adverse macroeconomic and industry outcomes but not for firm-specific issues.

This work defines observation-specific explanations for black-box models.

problem Assigning importance to data points in black-box model predictions.
method Surrogate model construction using scattered data approximation and orthogonal matching pursuit.
result Validated approach on simulated and real-world datasets.

Research in deep learning for multi-speaker source separation has received a boost in the last years. However, most studies are restricted to mixtures of a specific number of speakers, called a specific scenario. While some works included experiments for different scenarios, research towards combining data of different…

2018-08-24abs ↗pdf ↗

Efficiently fine-tunes patient-independent seizure detection models with tensor kernel machine.

problem Improving seizure detection accuracy for wearable devices.
method Transfer learning with tensor kernel machine using canonical polyadic decomposition.
result Patient fine-tuned model achieves high performance with smaller model size.

CSD learns a common component for domain generalization, outperforming existing methods.

problem Training models to generalize across unseen domains.
method CSD decomposes the model into a common and specific component, discarding the latter.
result CSD outperforms state-of-the-art domain generalization methods.

Study evaluates if LLMs have company-specific biases in financial sentiment analysis.

problem Evaluating if large language models exhibit company-specific biases in financial sentiment analysis.
method Comparing sentiment scores with and without company names, constructing economic models, and empirical analysis.
result LLMs show company-specific biases in sentiment analysis, impacting investor behavior and stock prices.

QuantNet learns global market trends to improve trading strategies.

problem Developing global trading strategies from multiple markets' data.
method QuantNet integrates transfer and meta-learning to learn market-agnostic trends and market-specific strategies.
result QuantNet outperformed top baseline strategies by 51% Sharpe and 69% Calmar ratios.

cube2net efficiently constructs query-specific networks using data cube technology.

problem Efficiency bottlenecks in network mining for specific queries.
method Data cube organization and reinforcement learning for query-specific network construction.
result cube2net outperforms existing methods in efficiency and effectiveness.

Low-rank framework for task-specific LLM ranking from sparse comparisons.

problem Challenges in reliable task-specific ranking of LLMs under sparse, imbalanced comparisons.
method Low-rank modeling of task-by-model ability matrix, max-norm accurate estimator, task-wise top-K recovery guarantees, uncertainty quantification framework.
result Improves sample efficiency and produces tighter, better-calibrated ranking certificates.

CosML combines domain-specific meta-learners for cross-domain few-shot classification.

problem Generalizing to unseen domains while meta-learning on multiple seen domains.
method CosML trains domain-specific meta-learners and combines their meta-parameters in the parameter space.
result CosML outperforms state-of-the-art methods and achieves strong cross-domain generalization.

Interventional domain adaptation improves feature transferability by removing spurious correlations.

problem Improper feature transferability due to spurious correlations in domain adaptation.
method Intervention strategy using unlabeled target data to generate counterfactual features and train discriminability invariance.
result Consistent performance improvements over state-of-the-art approaches in various domain adaptation tasks.

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 ↗

New definition of patient-specific root causes of disease using counterfactuals.

problem Lack of rigorous mathematical formulation for automatic detection of root causes.
method Proposes a counterfactual definition matching clinical intuition and uses Shapley values for causal contribution scores.
result Adapts to disease prevalence, accounts for noisy labels, and admits fast computation.

Study introduces KorFinMTEB for Korean financial texts, revealing model limitations.

problem Limited evaluation benchmarks for low-resource domains, especially Korean.
method Developed KorFinMTEB, a tailored benchmark for Korean financial texts.
result Models perform better on translated benchmarks than on domain-specific ones.

Identifies patient-specific root causes of disease using structural equation models.

problem Detecting significant variables in complex diseases that differ between patients.
method Defining patient-specific root causes as exogenous errors in a structural equation model, quantifying predictivity using Shapley values, and developing a fast algorithm called Root Causal Inference.
result Significant improvements in accuracy by uncovering root causes with large effect sizes at the individual level but clinically insignificant effect sizes at the group level.

Recent advancements in language representation models such as BERT have led to a rapid improvement in numerous natural language processing tasks. However, language models usually consist of a few hundred million trainable parameters with embedding space distributed across multiple layers, thus making them challenging t…

2019-12-10abs ↗pdf ↗

Study proposes a machine learning method to predict stock price crashes based on investor sentiment.

problem Predicting stock price crashes due to investor sentiment.
method Minimum covariance determinant methodology and cross-sectional regression analysis.
result The proposed method effectively captures stock price crash risk and is robust across different firm sizes.

Many real-world problems, including multi-speaker text-to-speech synthesis, can greatly benefit from the ability to meta-learn large models with only a few task-specific components. Updating only these task-specific modules then allows the model to be adapted to low-data tasks for as many steps as necessary without ris…

2019-09-12abs ↗pdf ↗

Log-linear models are the popular workhorses of analyzing contingency tables. A log-linear parameterization of an interaction model can be more expressive than a direct parameterization based on probabilities, leading to a powerful way of defining restrictions derived from marginal, conditional and context-specific ind…

2014-09-09abs ↗pdf ↗

Configuration spaces for computer systems can be challenging for traditional and automatic tuning strategies. Injecting task-specific knowledge into the tuner for a task may allow for more efficient exploration of candidate configurations. We apply this idea to the task of index set selection to accelerate database wor…

2019-09-16abs ↗pdf ↗