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.
Stacked regressions improve predictive accuracy by combining estimators.
pystacked combines machine learning models for improved predictions.
Stacking methods improve the prediction performance of regression models. A simple way to stack base regressions estimators is by combining them linearly, as done by \citet{breiman1996stacked}. Even though this approach is useful from an interpretative perspective, it often does not lead to high predictive power. We pr…
Heart rate estimation from electrocardiogram signals is very important for the early detection of cardiovascular diseases. However, due to large individual differences and varying electrocardiogram signal quality, there does not exist a single reliable estimation algorithm that works well on all subjects. Every algorit…
To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma distributions, whose scales depend on the covariates. Generalizing logistic regression that…
Classification outperforms regression in portfolio construction, yielding higher Sharpe ratios.
LESS combines local predictors for subsets to learn from heterogeneous input-output pairs.
The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression problems. We propose two extensions to the standard stacking approach. In the fir…
Study evaluates different meta-learners for multi-view stacking.
A method to improve gradient boosting models using stacking.
Stacking improves inference for multimodal Bayesian posterior distributions.
The paper proposes a demand prediction model for e-commerce sites using machine learning and stacking.
Combination of distributional regression algorithms improves uncertainty estimation of satellite precipitation products.
Improved prediction of soil parameters using Multi-target Stacked Generalisation on EDXRF spectra.
MetaStackVis aids in choosing better metamodels for stacking ensembles.
The aim of this paper is to discuss the use of Haar scattering networks, which is a very simple architecture that naturally supports a large number of stacked layers, yet with very few parameters, in a relatively broad set of pattern recognition problems, including regression and classification tasks. This architecture…
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the cryptocurrency market. Using historical data from 01/01/2012 to 16/08/2019, machin…
The paper explores MMPR to select diverse models for scientific insight.
Fuzzy systems have achieved great success in numerous applications. However, there are still many challenges in designing an optimal fuzzy system, e.g., how to efficiently optimize its parameters, how to balance the trade-off between cooperations and competitions among the rules, how to overcome the curse of dimensiona…
The paper evaluates company investment value using machine learning models.
Paper tackles multi-source domain adaptation for regression.
One of the current challenges in machine learning is how to deal with data coming at increasing rates in data streams. New predictive learning strategies are needed to cope with the high throughput data and concept drift. One of the data stream mining tasks where new learning strategies are needed is multi-target regre…
In biomedical research, many different types of patient data can be collected, such as various types of omics data and medical imaging modalities. Applying multi-view learning to these different sources of information can increase the accuracy of medical classification models compared with single-view procedures. Howev…
Paper combines multiple ETA models into a stacked ensemble for better ETA predictions.
Study develops ensemble machine learning framework for predicting groundwater heavy metal pollution.
Stacking is a general approach for combining multiple models toward greater predictive accuracy. It has found various application across different domains, ensuing from its meta-learning nature. Our understanding, nevertheless, on how and why stacking works remains intuitive and lacking in theoretical insight. In this …
We review the basic definition of a stack and apply it to the topological and smooth settings. We then address two subtleties of the theory: the correct definition of a ``stack over a stack'' and the distinction between small stacks (which are algebraic objects) and large stacks (which are generalized spaces).
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending, have been studied and adopted extensively in research and practice. While baggi…
This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to their ranking with respect to the return-to-volatility ratio. Algorithms ranging fro…
In this article, we derive many properties of étale stacks in various contexts, and prove that étale stacks may be characterized categorically as those stacks that arise as prolongations of stacks on a site of spaces and local homeomorphisms. Moreover, we show that the bicategory of étale differentiable stacks and loca…
This research predicts Bitcoin prices using wavelet and deep stacking approach.
New method for disaggregate electricity demand forecasting at household level.
Ensembles are popular methods for solving practical supervised learning problems. They reduce the risk of having underperforming models in production-grade software. Although critical, methods for learning heterogeneous regression ensembles have not been proposed at large scale, whereas in classical ML literature, stac…
Constructs cohomology decompositions for symmetric stacks.
Conventional seismic techniques for detecting the subsurface geologic features are challenged by limited data coverage, computational inefficiency, and subjective human factors. We developed a novel data-driven geological feature detection approach based on pre-stack seismic measurements. Our detection method employs a…
New neural stack and Turing Machine architectures prove stability and computational power.
Warfarin dosing remains challenging due to narrow therapeutic index and highly individual variability. Incorrect warfarin dosing is associated with devastating adverse events. Remarkable efforts have been made to develop the machine learning based warfarin dosing algorithms incorporating clinical factors and genetic va…
Bayesian stacking improves model performance with varying model weights.
Paper combines machine learning and model averaging for robust parameter estimation.
We generalize the notion of a small sheaf of sets over a topological space or manifold to define the notion of a small stack of groupoids over an étale topological or differentiable stack. We then provide a construction analogous to the étalé space construction in this context, establishing an equivalence of 2-categori…
This work characterizes global quotient stacks---smooth stacks associated to a finite group acting a manifold---among smooth quotient stacks , where is a smooth manifold equipped with a smooth proper action by a Lie group . The characterization is described in terms of the action of the connected componen…
The BPS decomposition theorem splits cohomology of symmetric stacks into invariant parts.
Stacked conformal prediction simplifies model validation.
Constructs moduli stacks for quiver connections and extends non-Abelian Hodge theory.
A new machine learning framework called machine collaboration improves prediction accuracy.
Study connections on Lie groupoids and stacks using Atiyah sequences.
In this paper, we consider diffeological spaces as stacks over the site of smooth manifolds, as well as the "underlying" diffeological space of any stack. More precisely, we consider diffeological spaces as so-called concrete sheaves and show that the Grothendieck construction sending these sheaves to stacks has a left…
Constructs moduli stacks of quiver bundles and applies to Higgs bundles.