Predictive process monitoring is concerned with the analysis of events produced during the execution of a business process in order to predict as early as possible the final outcome of an ongoing case. Traditionally, predictive process monitoring methods are optimized with respect to accuracy. However, in environments …
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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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48 results for “temporal stability”
New TD method stabilizes average-reward learning.
problem Stability issues in average-reward TD learning.
method Implicit fixed point update for average-reward TD().
result Improved numerical stability and broader step-size range.
Paper improves TD learning algorithm bounds with linear approx.
problem Sharp bounds for TD method performance in MDPs.
method Polyak-Ruppert averaging, universal step size, refined error bounds, stability of random matrices.
result Near-optimal variance and bias terms achieved.
The paper solves a complex option pricing model using finite elements.
problem Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model with transaction costs.
method Spatial finite element models based on P1 and/or P2 elements, combined with a Crank-Nicolson-type temporal scheme.
result Results compare favorably with finite difference methods in the literature.
New insights link memory loss to system stability in dynamical systems.
problem Understanding the relationship between dynamics and computation, especially stability and memory loss.
method Analyzing driven dynamical systems responding to temporal inputs.
result Memory loss in driven systems leads to consistent responses to similar inputs and affects stability.
We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning (RL) algorithms can be cast as SAs driven by a `controlled Markov' process. In t…
Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagationq-fin.RM
GraphShield uses dynamic graph learning to detect and visualize financial risks.
problem Detecting and mitigating risks in financial networks.
method Enhanced Cross-Domain Information Learning, Advanced Risk Recognition, Risk Propagation Visualization.
result GraphShield effectively identifies and visualizes hidden financial risks.
We present a principled approach for detecting overlapping temporal community structure in dynamic networks. Our method is based on the following framework: find the overlapping temporal community structure that maximizes a quality function associated with each snapshot of the network subject to a temporal smoothness c…
To understand the fundamental trade-offs between training stability, temporal dynamics and architectural complexity of recurrent neural networks~(RNNs), we directly analyze RNN architectures using numerical methods of ordinary differential equations~(ODEs). We define a general family of RNNs--the ODERNNs--by relating t…
New TD algorithms stabilize RL tasks by reformulating updates into fixed point equations.
problem TD learning's sensitivity to step size specification.
method Implicit TD algorithms reformulate TD updates into fixed point equations.
result Implicit TD algorithms are more stable and less sensitive to step size.
Finite element method applied to Leland's model for option pricing with transaction costs.
problem Option pricing with transaction costs using Leland's model.
method Spatial finite element models based on P1 and/or P2 elements combined with a Crank-Nicolson-type temporal scheme.
result Results compare favorably with finite difference methods in the literature.
Mathematical methods of population genetics and framework of exchangeability provide a Markov chain model for analysis and interpretation of stochastic behaviour of equity markets, explaining, in particular, market shape formation, statistical equilibrium and temporal stability of market weights.
The paper introduces metrics for robust unsupervised learning of vehicle interactions.
problem Robust representation learning of temporal dynamic interactions in robotics.
method Geometric approach using Procrustes distance and optimal transport for comparing interaction distributions.
result Metrics for assessing stability and comparing interaction learning algorithms.
New algorithms improve policy evaluation in reinforcement learning.
problem Off-policy stability and on-policy efficiency issues in policy evaluation.
method Introduced novel algorithms using oblique projection method.
result Demonstrated both off-policy stability and on-policy efficiency.
Stability in clinical prediction models is crucial for transferability between studies, yet has received little attention. The problem is paramount in high dimensional data which invites sparse models with feature selection capability. We introduce an effective method to stabilize sparse Cox model of time-to-events usi…
The paper improves reinforcement learning stability and efficiency with a new theoretical framework.
problem Stability and efficiency in reinforcement learning, especially in data-scarce scenarios.
method Theoretical framework using resampled - and -statistics to model experience replay, applied to policy evaluation and kernel ridge regression.
result Significant improvements in stability and efficiency, particularly in data-scarce scenarios.
Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true value function . Two novel algorithms are proposed to approximate the true value…
New method embeds dynamic networks with stability for node behavior.
problem Embed time-evolving node representations with stability.
method Unfolded adjacency spectral embedding for dynamic networks.
result Method satisfies cross-sectional and longitudinal stability.
Stable long-term predictions for fluid flows using neural networks.
problem Predicting complex dynamics of fluid flows with high temporal stability.
method End-to-end trained neural network architecture combining CNN for spatial compression and LSTM for temporal prediction.
result Novel latent space subdivision (LSS) allows stable and controllable long-term predictions.
Developed a new symmetric hyperbolic formulation for Einstein-Yang-Mills system.
problem Future stability of solutions of the Einstein-Yang-Mills system with arbitrary dimension.
method Tensorial symmetric hyperbolic formulation and local well-posedness for Cauchy problem.
result Established local well-posedness for the Cauchy problem of EYM equations in the temporal gauge.
Study of convergence in Lorentzian spacetimes using temporal functions.
problem Non-compactness of spacetime isometries and convergence in semi-Riemannian settings.
method Introduced anchored convergence and used Cauchy temporal functions to define convergence for spacetimes.
result Established local and global regularity of Cauchy temporal functions and their properties.
One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key strategies in scaling up reinforcement learning algorithms. In this setting, we hav…
The stability and robustness of compact schemes for parabolic PDEs are analyzed.
problem Stability and robustness of compact schemes for solving parabolic PDEs.
method Compact spatial discretization, Crank-Nicolson temporal discretization, eigenvalue analysis of amplification matrix.
result An upper bound on the condition number of the amplification matrix is derived, showing stability.
Spatial-temporal prediction is a fundamental problem for constructing smart city, which is useful for tasks such as traffic control, taxi dispatching, and environmental policy making. Due to data collection mechanism, it is common to see data collection with unbalanced spatial distributions. For example, some cities ma…
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Modelsq-fin.RM
Paper uses Time Series Transformer for bank stability prediction.
problem Predicting bank stability using complex financial data.
method Time Series Transformer model with self-attention mechanism.
result Time Series Transformer model outperforms other models in MSE and MAE.
Temporal-difference and Q-learning learn feature representations that converge to optimal ones.
problem Understanding how feature representations evolve in temporal-difference and Q-learning with neural networks.
method Mean-field theory applied to overparameterized two-layer neural networks.
result The feature representation converges to the optimal one, generalizing previous results.
Deep learning improves weather modeling for electricity load forecasting.
problem Accurate load and renewable energy forecasting requires complex spatio-temporal weather modeling.
method Automated spatio-temporal feature extraction using deep neural networks.
result Deep learning outperforms traditional methods in French national load forecasting.
Meta-learning framework for credit risk assessment of SMEs, aligning financial statement dates with evaluation dates.
problem Temporal misalignment of credit scoring models leading to bias and inconsistent predictions.
method Two-step temporal decomposition: static model for annual PDs, dynamic model for monthly PDs; stacking architecture to aggregate multiple models.
result Framework effectively captures credit risk evolution over time, improving temporal consistency and predictive stability.
Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans converges weakly to a transport plan , then is also optimal (between its marginals). Alfonsi, Corbetta and Jourdain asked whether the same property is true for th…
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the nonparametric nature of Quantile Regression and the efficiency of Direct Multi-Ho…
Paper proposes a new stock price forecasting method using DRAGAN and feature matching.
problem Capturing correlations and training instability in GANs for stock price forecasting.
method Introduces DRAGAN and feature matching for improved training stability and correlation capture.
result Proposed method outperforms LSTM and basic GANs in stock price forecasting.
The current work characterizes the users of a VoD streaming space through user-personas based on a tenure timeline and temporal behavioral features in the absence of explicit user profiles. A combination of tenure timeline and temporal characteristics caters to business needs of understanding the evolution and phases o…
New metric assesses reliability of AI explanations.
problem Unreliable AI explanations under realistic conditions.
method Explanation Reliability Index (ERI) metrics quantifying stability under four axioms.
result Widespread reliability failures in popular explanation methods.
New algorithms improve reinforcement learning stability and performance.
problem Stability issues in TD learning algorithms with function approximation and off-policy sampling.
method Developed and adapted emphatic temporal difference (ETD()) algorithms for deep reinforcement learning.
result Demonstrated improved performance in Atari games and small problems.
STOIC improves energy demand forecasting with reliable uncertainty estimates.
problem Accurate point forecasts alone are insufficient for energy systems; reliable uncertainty estimates are needed.
method Integrates graph-based forecasting with tabular foundation models for zero-shot calibration of spatial-temporal residuals.
result STOIC delivers more reliable and robust uncertainty estimates for complex graph-structured energy time series.
The paper analyzes stability of random matrix products with Markovian noise.
problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.
This study improves convergence of two-timescale SA under Markovian noise in reinforcement learning.
problem Stability and convergence of two-timescale stochastic approximations under Markovian noise.
method Introduced a new control strategy for the fast timescale parameter.
result Established almost sure convergence of TDC with eligibility traces under off-policy learning with linear function approximation.
We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the per-family error rate (PFER). The model is fitted repeatedly to subsampled data…
A new framework models uncertainty in structured temporal data using SDEs and neural networks.
problem Uncertainty quantification in machine learning applications involving structured and temporal data.
method Integrates stochastic differential equations (SDEs) with deep generative models in a variational autoencoder framework.
result Improves uncertainty quantification in machine learning applications involving structured and temporal data.
Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an inaccurate step taken by one of them might adversely affect the other and destabilize…
PSTN improves traffic condition forecasting with deep neural networks.
problem Challenges in accurately forecasting traffic conditions due to complex spatiotemporal correlations.
method Proposes PSTN with three modules: graph convolutional network, temporal convolutional network, and gated recurrent unit framework.
result Significantly outperforms state-of-the-art benchmarks in short-term traffic conditions forecasting.
Study analyzes bond traders' views on equity market dynamics.
problem Understanding temporal shifts in equity market parameters.
method Utilizes Black-Derman-Toy model and zero-coupon bond pricing.
result Discovers correlations between risk-neutral probability and market variables.
Paper presents a novel method to assess boundedness and stability of nonlinear systems with variable delays.
problem Challenges in assessing boundedness and stability of vector nonlinear systems with variable delays and coefficients.
method Develops a novel framework to evaluate the evolution of solution norms in such systems by constructing scalar counterparts.
result Introduces new criteria for boundedness and stability and estimates the radii of containing balls for history functions.
The paper extends stability theorem for Navier-Stokes equations to negatively curved manifolds.
problem Stability of the three-dimensional Navier-Stokes equations on negatively curved manifolds.
method Analysis of the deformation Laplacian, overcoming obstacles with curvature pinching and spectral gap.
result Global mild solution with exponential decay for small data on negatively curved manifolds.
A new method for reinforcement learning scales errors without tuning.
problem Error scaling varies across reinforcement learning tasks and stages.
method A simple scaling mechanism for temporal-difference learning.
result The method effectively mitigates interference between learning tasks.
A new method stabilizes deep reinforcement learning by using QGraphs to retain replay memory information.
problem Stabilizing model-free off-policy deep reinforcement learning with soft divergence.
method Representing past experiences as a QGraph, selecting a subgraph with favorable structure, and using lower bounds for temporal difference learning.
result QG-DDPG method is less prone to soft divergence and more robust to hyperparameters.
FS-GCLSTM predicts stock returns by leveraging value-chain relationships.
problem Traditional time series models fail to capture complex interdependencies in modern markets.
method FS-GCLSTM integrates value-chain networks and graph convolutions to predict stock returns.
result FS-GCLSTM consistently delivers superior portfolio performance compared to traditional models.
Stability of catenoid in 4D Minkowski space proven without symmetry assumptions.
problem Stability of the catenoid as a nonflat stationary solution to the HVMC equation in 4D.
method Established asymptotic stability under codimension-1 assumption, using new commutator vector field estimates.
result Catenoid stability in 4D proven without symmetry assumptions, with improved pointwise decay.