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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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137274410547 · Jun 202019922001200920172026
48 results for text prediction

New distress dictionary improves bankruptcy prediction from disclosure text.

problem Bankruptcy prediction from financial disclosures.
method Proposes a distress dictionary based on managers' sentences, quantifies linguistic features, and builds predictive models.
result Predictive models based on the distress dictionary outperform existing methods.

Study uses AI to refine loan assessments, improving credit default predictions.

problem Improving credit default prediction accuracy using AI-refined text.
method Comparative analysis of human-written and AI-refined loan assessments using deep learning techniques.
result AI-refined texts significantly enhance credit default predictions, especially when combined with structured data.

Proposes a flexible neural recommendation framework for better prediction performance.

problem Data sparsity, cold start problem, and long-tail distribution in recommendations.
method A modular neural recommendation framework that includes a neural collaborative filtering part and a text processing part as a regularizer.
result Achieves better prediction performance than state-of-the-art text-aware methods using a simple text processing approach.

Paper proposes using online text data to predict CPI with LLMs.

problem Forecasting Consumer Price Index (CPI) using low-frequency survey-based data.
method Develops an LLM-based approach combining online text time series with monthly CPI data.
result Establishes the asymptotic properties and provides prediction intervals for CPI forecasts.

StonkBERT predicts stock price movements using company text data.

problem Can language models predict medium-run stock price movements?
method Fine-tuning transformer-based language models (BERT) on company text data (news articles, blogs, annual reports) for stock price performance classification.
result StonkBERT shows substantial improvement in predictive accuracy compared to traditional models, with news articles providing the best results.

Enhances medical code predictions for multi-morbidity patients using text classification.

problem Improving accuracy in predicting medical codes for patients with multiple illnesses.
method Used machine learning techniques, including multi-label medical text classification, to enhance predictions.
result High dimensional embeddings pre-trained on health data significantly improve multi-label classification performance.

ICP improves text infilling and POS tagging with valid confidence sets.

problem Statistical reliability of machine learning predictions.
method Inductive conformal prediction algorithms for text infilling and POS tagging.
result Valid set-valued predictions with small size for real-world applications.

System detects relevant financial news and predictions from unstructured text.

problem Manual extraction of relevant financial information from news is cumbersome and error-prone.
method Topic modeling with LDA, co-reference resolution, multi-paragraph segmentation, and temporal analysis.
result ROUGE-L values for relevant text and predictions/forecasts were 0.662 and 0.982, respectively.

Despite impressive performance on many text classification tasks, deep neural networks tend to learn frequent superficial patterns that are specific to the training data and do not always generalize well. In this work, we observe this limitation with respect to the task of native language identification. We find that s…

2019-09-01abs ↗pdf ↗

FRED explains text model predictions by identifying key words and providing counterfactual examples.

problem Lack of interpretable methods for text models that are complex, lack foundations, and have unguaranteed performance.
method FRED identifies minimal influential word sets, assigns token importance, and generates counterfactual examples.
result FRED provides reliable and effective explanations for text model predictions.

LFD method improves text classification by making features clearer and less label-leaking.

problem Creating interpretable text representations that are both predictive and understandable.
method LFD method: proposes lexical and semantic features from contrastive text pairs, screens candidates using κκ, and selects features by residual gain.
result LFD features achieve higher human-human and human-LLM agreement than baseline concepts and are less label-leaking.

Combining various data types predicts S&P 500 stock prices with high accuracy.

problem Predicting S&P 500 stock prices with high accuracy.
method Combined technical, fundamental, and text data with machine learning models like Random Forest and LSTM.
result Achieved 66.18% accuracy in S&P 500 index prediction and 62.09% in individual stock prediction.

Study improves cryptocurrency price prediction using unlabeled text data.

problem Predicting cryptocurrency returns from unlabelled text data.
method Introduced weak learning approach to finetune BERT on unlabeled text data.
result Finetuning pretrained NLP models with weak labels enhances forecast accuracy.

Early detection of preventable diseases is important for better disease management, improved inter-ventions, and more efficient health-care resource allocation. Various machine learning approacheshave been developed to utilize information in Electronic Health Record (EHR) for this task. Majorityof previous attempts, ho…

2018-08-15abs ↗pdf ↗

Study integrates climate and text data to improve credit default prediction.

problem Improving credit risk assessment for mSEs with limited financial histories.
method Multimodal framework using LSTM, GRU, and transformer models.
result Integration of multiple data modalities improves credit default prediction.

Improved text-conditioned regression using LLMs and diffusion-based neural processes.

problem Major error cascades and computational inefficiency in LLMs for short sequences.
method Combining LLM predictive densities with a diffusion-based neural process.
result Better-calibrated predictions and locally consistent trajectories.

This study presents a multimodal machine learning model to predict ICD-10 diagnostic codes. We developed separate machine learning models that can handle data from different modalities, including unstructured text, semi-structured text and structured tabular data. We further employed an ensemble method to integrate all…

2018-10-31abs ↗pdf ↗

Language models help text classification tasks by predicting next words.

problem Lack of theoretical understanding of why language models perform well on downstream tasks.
method Mathematical study of the connection between next word prediction and text classification, formalizing it and quantifying the benefit.
result Language models that are ε-optimal in cross-entropy learn features that can solve classification tasks with linear approximation.

Paper tackles treatment leakage in text-based causal inference, proposing methods to mitigate bias.

problem Treatment leakage in text-as-confounder applications introduces bias in causal estimates.
method Formal definitions, four text distillation methods (passage removal, classification, salient feature removal, nullspace projection).
result Moderate distillation optimally balances bias reduction against confounder retention.

This paper fine-tunes LLMs for stock return prediction using financial news.

problem Improving stock return forecasting accuracy using LLMs.
method Fine-tuning LLMs with text and forecasting modules, comparing encoder-only and decoder-only models, and integrating token-level representations.
result LLMs' aggregated token-level embeddings enhance return predictions for long-only and long-short portfolios.

This paper addresses the problem of predicting duration of unplanned power outages, using historical outage records to train a series of neural network predictors. The initial duration prediction is made based on environmental factors, and it is updated based on incoming field reports using natural language processing …

2018-04-03abs ↗pdf ↗

Study challenges the necessity of data augmentation for improving predictions on imbalanced text datasets.

problem Improving predictions on imbalanced text datasets.
method Comparing classifier cutoff adjustments to data augmentation techniques.
result Classifier cutoff adjustments can produce similar results to data augmentation without the need for additional data.

Does adding a theorem to a paper affect its chance of acceptance? Does labeling a post with the author's gender affect the post popularity? This paper develops a method to estimate such causal effects from observational text data, adjusting for confounding features of the text such as the subject or writing quality. We…

2019-05-29abs ↗pdf ↗

In this paper, we study counterfactual fairness in text classification, which asks the question: How would the prediction change if the sensitive attribute referenced in the example were different? Toxicity classifiers demonstrate a counterfactual fairness issue by predicting that "Some people are gay" is toxic while "…

2018-09-27abs ↗pdf ↗

Sparse text alignments learned via optimal transport improve model explainability.

problem Building self-explaining models by selecting relevant text pieces.
method Employing optimal transport to find minimal cost alignments, introducing constrained variants for sparsity.
result Sparse and interpretable alignments achieved, preserving prediction accuracy.

As a result of social network popularity, in recent years, hate speech phenomenon has significantly increased. Due to its harmful effect on minority groups as well as on large communities, there is a pressing need for hate speech detection and filtering. However, automatic approaches shall not jeopardize free speech, s…

2019-09-16abs ↗pdf ↗

Textual network embedding leverages rich text information associated with the network to learn low-dimensional vectorial representations of vertices. Rather than using typical natural language processing (NLP) approaches, recent research exploits the relationship of texts on the same edge to graphically embed text. How…

2018-05-24abs ↗pdf ↗

Clinical notes are text documents that are created by clinicians for each patient encounter. They are typically accompanied by medical codes, which describe the diagnosis and treatment. Annotating these codes is labor intensive and error prone; furthermore, the connection between the codes and the text is not annotated…

2018-02-15abs ↗pdf ↗