Introduces pro-rata rationing for groundwater markets to resolve supply-demand imbalances.
problem Resolving supply-demand imbalances in groundwater markets.
method Introduces a pro-rata rationing mechanism and analyzes its properties in markets with exogenous restrictions and a leader-follower setting.
result Pro-rata approach provides a unique and fair rationing device.
Deep-Gap predicts crowdsourcing supply-demand gaps using deep learning.
problem Balancing supply and demand in mobile crowdsourcing.
method Residual learning-based deep neural networks trained on time series data and external factors.
result Deep-Gap achieves lowest forecasting errors compared to state-of-the-art methods.
Study uses agent-based simulation to analyze impact of OBI strategy on financial markets.
problem Improving execution in markets with supply-demand imbalance.
method Built an execution algorithm that accounts for OBI, tested it in artificial markets.
result OBI strategy can improve execution, especially in volatile markets.
Two prediction models improve supply-demand forecasting for autonomous vehicles.
problem Improving accuracy and stability of supply-demand predictions for autonomous vehicles.
method Two prediction models based on residual network, LSTM, attention mechanism, and multi-attention mechanism.
result Our frameworks provide more accurate and stable prediction results than existing methods.
Unified theory explains market impact using a simplified supply-demand parameter.
problem Understanding the market impact of metaorders and excess volatility.
method Coarse-grained approach with a single parameter ρ to model supply-demand equilibrium and market impact.
result Establishes a connection between excess volatility and order-driven markets through the square-root law.
Improved car-hailing service by analyzing POI effects.
problem Minimize passenger waiting time and optimize vehicle utilization.
method Analyzed POI effects on supply-demand gap and proposed a POI selection scheme integrated with XGBoost.
result More accurate and stable estimation results.
Model predicts daily closing price distributions in call auctions.
problem Predicting price distributions in financial markets.
method Modeling price formation in call auctions with random orders and equilibrium equation.
result Model accurately predicts daily closing price distributions for financial indices.
Develops price dynamics equations with symmetric supply/demand functions, affecting tail behavior of price distributions.
problem Understanding the tail behavior of price distributions based on supply and demand functions.
method Created price dynamics equations using a symmetric function of demand/supply, analyzing linear and nonlinear cases.
result The exponent of the tail behavior of price distributions depends on the function of supply and demand, with exponents approaching -1 for large exponents in the function.
Simpler models outperform deep architectures with proper preprocessing and tuning.
problem Signal extraction from noisy cryptocurrency LOB data.
method Benchmarked a range of models including deep architectures and interpretable baselines.
result Simpler models can match and exceed deep architectures' performance with proper preprocessing and tuning.
This paper analyses the relationship between BitCoin price and supply-demand fundamentals of BitCoin, global macro-financial indicators and BitCoin attractiveness for investors. Using daily data for the period 2009-2014 and applying time-series analytical mechanisms, we find that BitCoin market fundamentals and BitCoin…
Deep learning shows ETF imbalances are more informative than market imbalances.
problem Determining causality between ETF and market imbalances.
method Deep learning econometric methodology applied to stock and ETF transactions.
result ETF imbalance messages are more informative than market imbalance messages.
Improved stock price prediction model using generalized order flow imbalance.
problem Improving stock price prediction models using new order flow imbalance indicators.
method Proposed a generalized order flow imbalance construction method and applied it to CSI 500 stocks.
result Generalized Stationarized Order Flow Imbalance (log-GOFI) shows significant improvement in explaining stock price changes.
Predicts fine-grained OD matrices for ridesharing platforms to optimize supply-demand balance.
problem Accurately predicting spatial-temporal OD demands for ridesharing platforms.
method OD-CED model combining unsupervised space coarsening and encoder-decoder architecture.
result Significant improvement in prediction accuracy (45% RMSE reduction, 60% WAPE reduction).
New index measures class imbalance impact on classification performance.
problem Class imbalance affects classifier performance beyond imbalance ratio.
method Theoretical study of Bayes optimal classifier, proposing IBI3 and BI3 measures. result Demonstrates the extent of imbalance impact on classification performance.
Study finds power-law tails in order imbalance distributions of Chinese stocks.
problem Analyzing the distribution of order imbalance in Chinese stock markets.
method Examined order imbalance based on order number and size, analyzed distributions at different time scales.
result Order imbalance distributions exhibit power-law tails with varying tail indices across stocks.
This paper examines biases in foundation models under long-tailed data and proposes a method to mitigate parameter imbalance.
problem The bias introduced by imbalanced training data in foundation models affects long-tailed downstream tasks.
method The paper examines parameter imbalance and data imbalance, proposing a backdoor adjustment method to mitigate parameter imbalance.
result An average performance increase of about 1.67% on each dataset.
Modeling business cycles via collective risk fluctuations in economic agents' risk space.
problem Understanding and predicting business cycles through economic agents' risk dynamics.
method Continuous numerical risk grades for economic agents, modeling collective economic variables and flows as functions of risk coordinates, deriving equations for their evolution.
result Business and credit cycles are explained as fluctuations of collective economic variables and their mean risks in the risk space of economic agents.
Queue-based resampling tackles online class imbalance learning with selective resampling of past examples.
problem Online class imbalance learning under class imbalance and concept drift.
method Queue-based resampling algorithm that selectively includes past examples in the training set.
result Queue-based resampling outperforms state-of-the-art methods in terms of learning speed and quality.
This chapter tackles class imbalance in datasets to promote data democracy.
problem Class imbalance in datasets leading to biased decisions and policies.
method Statistical measures and data-level methods (oversampling, undersampling, etc.) applied to a real dataset.
result Popular data-level methods improve performance in handling class imbalance.
We analyze anomaly detection class imbalance using a solvable model.
problem Class imbalance hampers anomaly detection performance.
method We use an exact solution of the teacher-student perceptron model through replica theory.
result Optimal train imbalance is often different from 50%, influenced by intrinsic imbalance and data abundance.
Theoretical and empirical taxonomy of imbalance in binary classification.
problem Class imbalance degrades binary classification performance.
method Proposed a principled framework based on three scales: imbalance coefficient, sample-dimension ratio, and intrinsic separability. Derived closed-form Bayes errors and analyzed degradation across models.
result The triplet (η, κ, Δ) provides a model-agnostic explanation of imbalance-induced deterioration.
New methods improve evaluation of models under varying class imbalance.
problem Optimistic evaluation metrics lead to incorrect conclusions.
method Methods focusing on evaluation under non-constant class imbalance.
result Order of classifiers can change with class imbalance rate.
Proposes methods to improve multi-label learning by addressing local label imbalance.
problem Local label imbalance within minority class examples degrades multi-label learning performance.
method Introduces a measure to assess local label imbalance and two sampling approaches (MLSOL, MLUL) to address it.
result Experimental results show MLSOL and MLUL improve performance on multi-label datasets.
Combines active learning and imbalance-aware classification for protein function prediction.
problem Scarce positive labels and lack of explicit negative labels in supervised learning.
method Active learning for selecting negative examples and imbalance-aware classification for mitigating label imbalance.
result The combined techniques outperform state-of-the-art methods on protein function prediction benchmarks.
Modeling price dynamics in response to order flow imbalance in Chinese futures markets.
problem Understanding price dynamics in markets with order flow imbalance.
method Modeling order flow imbalance as an Ornstein-Uhlenbeck process with memory and mean-reverting characteristics.
result Horizon-dependent heterogeneity in conventional metrics' interaction with order flow imbalance.
Study investigates class imbalance in CNNs and compares methods to address it.
problem Class imbalance in convolutional neural networks (CNNs).
method Three benchmark datasets (MNIST, CIFAR-10, ImageNet) and comparison of oversampling, undersampling, two-phase training, and thresholding.
result Oversampling is the dominant method for addressing class imbalance in CNNs.
The study examines how class imbalance impacts logistic regression models in low-default credit portfolios.
problem The impact of class imbalance on logistic regression models in low-default credit portfolios.
method Simulation study with controlled data-generating mechanisms to vary class imbalance and predictor-response association strength.
result Classification accuracy decreases significantly as event rate decreases, and optimal cut-off shifts with imbalance.
New method addresses class imbalance in federated learning.
problem Class imbalance in federated learning training data.
method Proposes a monitoring scheme to infer training data composition and a new loss function, Ratio Loss, to mitigate imbalance.
result Demonstrates effectiveness in mitigating class imbalance in federated learning, outperforming previous methods.
The study analyzes trading imbalances from SEC Form 13F-HR filings to identify profitable trading opportunities.
problem Identifying profitable trading opportunities based on SEC Form 13F-HR filings.
method Statistical analysis of holdings variations and imbalances between consecutive reporting periods.
result A profitable trading strategy can be implemented by betting against the sign of imbalances with a 1-2 month time horizon.
Analysis shows data imbalance slows learning curves for minority and majority classes.
problem Data imbalance impacts learning dynamics and model performance.
method Theoretical analysis of GD and SGD, including per-class normalization.
result Data imbalance causes sub-optimal learning trajectories for minority and majority classes.
Study characterizes and mitigates imbalances in neurosymbolic learning.
problem Characterizing and mitigating class-specific risks in neural classifiers.
method Theoretical analysis and practical techniques including estimating marginal gold labels and mitigating imbalances at training and testing time.
result Learning imbalances can be greatly impacted by the symbolic component σ, unlike in supervised and weakly supervised learning.
CE-GAN improves deep learning for imbalanced data classification.
problem Difficulty in recognizing minority classes in imbalanced data.
method Class Expert Generative Adversarial Network (CE-GAN) architecture modification.
result CE-GAN provides better performance for imbalanced data classification.
This paper tackles class imbalance in high energy physics experiments.
problem Extracting a signal from a large background in high energy physics experiments.
method Overview of class imbalance techniques and case studies.
result Demonstrates the effectiveness of class imbalance techniques in high energy physics experiments.
A novel approach reduces class imbalance in network traffic classification.
problem Severe class imbalance in network traffic leads to poor classification performance.
method Group & Reweight strategy: clusters classes, updates weights, optimizes model.
result Improves comprehensive performance in prediction and reduces class imbalance.
This research examines anomaly detection metrics under class imbalance.
problem Challenges in interpreting evaluation metrics under class imbalance.
method Analysis of four common anomaly detection metrics (AUROC, AUPR, F1-score, MCC) under varying imbalance ratios.
result Visualisations of metric landscapes provide an intuitive view of metric preferences and stability.
Framework tackles class imbalance and noisy labels in active learning.
problem Class imbalance and noisy labels in real-world datasets.
method Uses foundation model priors to select informative samples for active learning.
result Substantial annotation savings (over 50%) with preserved performance and robustness.
Study reveals class disparities in balanced datasets through spectral imbalance.
problem Class disparities in balanced datasets are overlooked despite model performance gaps.
method Developed a theoretical framework and studied 11 encoders to diagnose spectral imbalance.
result Identified spectral imbalance as a source of class disparities in balanced datasets.
DIGRAC clusters directed graphs using flow imbalance, outperforming existing methods.
problem Clustering directed networks without label supervision.
method DIGRAC uses a graph neural network with a novel imbalance loss for directed flow imbalance.
result DIGRAC outperforms 10 state-of-the-art methods on directed graph clustering.
The paper tackles class imbalance in deep learning models and proposes a method to enhance feature extraction.
problem Class imbalance affects deep learning models, especially in imbalanced settings.
method The paper introduces an extension of deep over-sampling to use automatically-generated abstract-labels for weak-supervision.
result The proposed framework significantly improves image classification benchmarks with imbalanced classes.
Analyzes how class imbalance and heterogeneity affect diffusion model learning dynamics.
problem Understanding how class imbalance and heterogeneity impact the learning dynamics of diffusion models.
method Developed a high-dimensional analytical framework to study class-dependent learning in score-based diffusion models.
result Class variance is the primary determinant of learning order, favoring higher-variance classes; centroid geometry plays a secondary role.
The paper introduces a new price model based on entropy that better fits high-frequency market data.
problem Understanding fair prices in high-frequency markets with bid-ask imbalance.
method A parametrized family of prices derived from the Maximum Entropy Principle, minimizing bias given volume imbalance.
result The model can generate higher kurtosis and heavy-tailed distributions compared to standard models.
Paper optimizes internal balancing of wind and hydropower to reduce intraday market volatility.
problem Reduction of intraday market volatility for power producers with wind and hydropower assets.
method Internal balancing within the same river system and sales/purchase in a pay-as-bid intraday market.
result Reduction in short-term marginal cost and risk through internal balancing.
A novel probabilistic approach forecasts imbalance prices in Belgium.
problem Forecasting imbalance prices in short-term energy markets.
method Two-step approach: compute net regulation volume state transition probabilities, then infer imbalance prices.
result The probabilistic approach outperforms deterministic and Gaussian Process models.
APC overcomes missing data and class imbalance in time series data.
problem Missing data and class imbalance in time series data.
method Self-supervised learning with Autoregressive Predictive Coding (APC).
result APC improves classification performance on real-world medical datasets.
CCCDs tackle class imbalance in classification.
problem Class imbalance in statistical classification.
method Class cover catch digraphs (CCCDs) for graph theoretic solutions.
result CCCD classifiers perform well in class imbalance scenarios.
Paper introduces a new performance metric for class imbalance datasets.
problem Challenges in selecting and comparing models for imbalanced datasets.
method Proposes a new performance measure based on the harmonic mean of Recall and Selectivity normalized in class labels.
result The proposed measure is less sensitive to changes in the majority class and more sensitive to changes in the minority class.
Study uses online data to identify malicious websites, addressing imbalance.
problem Identifying malicious websites from many more benign ones.
method Integrated resampling approach combining SMOTE and PSO.
result Proposed approach outperforms other resampling methods.
Enhances ECC for multi-label learning under class imbalance.
problem Class imbalance in multi-label datasets.
method Coupling ECC with random undersampling, and extending ECC with varying binary models per label and chains of different sizes.
result Improves ECC's performance on multi-label datasets using various evaluation metrics.