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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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471114 · Jun 202019922001200920172026
48 results for time-dependent c-index

SurvMixClust clusters survival data and predicts individual survival curves.

problem Integrating clustering into survival analysis for precision medicine.
method SurvMixClust learns latent representations for clustering and predicts survival functions using a mixture of non-parametric experts.
result SurvMixClust creates balanced clusters with distinct survival curves, outperforming clustering baselines and competing with non-clustering models in predictive accuracy.

Ensemble model predicts AD progression from CN status with high accuracy.

problem Early prediction of clinical progression from cognitively normal to mild cognitive impairment or Alzheimer's disease.
method Ensemble survival analysis combining penalized Cox regression, advanced survival models, and aggregation techniques.
result Ensemble model achieved peak C-index of 0.907 and integrated time-dependent AUC of 0.904, outperforming baseline models.

A new concordance loss improves model performance and reliability in survival prediction.

problem Inconsistent evaluation of deep survival models using likelihood losses.
method Proposed a value-monotone concordance loss (SCL) to improve reliability and optimization.
result SCL achieves comparable discrimination and is the best or within one standard deviation of the best C-index across multiple datasets.

Researchers analyze the relationship between ML cost functions and the C-index in survival analysis.

problem Understanding the relationship between ML cost functions and the C-index in survival analysis.
method Provided C-index Fisher-consistency results and excess risk bounds for various cost functions in survival analysis.
result Identified conditions under which ML cost functions are consistent with the C-index.

Paper decomposes C-index to analyze survival prediction model performance.

problem Evaluating the performance of survival prediction models.
method Decomposes C-index into two weighted quantities: ranking observed vs. other events and observed vs. censored cases.
result Deep learning models outperform classical models in ranking observed events, leading to better C-index stability.

Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual in the test set. Prediction error is estimated using Harrell's concordance inde…

2010-08-24abs ↗pdf ↗

Proposes FarmHazard model for hazard regression with correlated covariates.

problem Model selection challenges in high-dimensional data with correlated covariates.
method Factor-Augmented Regularized Model for Hazard Regression (FarmHazard) that learns latent factors and idiosyncratic components.
result Proves model selection and estimation consistency under mild conditions.

This paper enhances the Random Survival Forest model for better predictive maintenance.

problem Improving time-to-failure estimation in predictive maintenance with Random Survival Forest.
method A three-level framework for quantifying hyperparameter tunability, including model-level and hyperparameter-level metrics.
result Hyperparameter tuning significantly improves Random Survival Forest model performance in predictive maintenance.

DeepHazard uses neural networks to predict time-varying survival risks.

problem Traditional survival models assume proportional hazards and do not account for time-varying covariate information.
method DeepHazard is a neural network approach that models time-varying hazards without proportional hazards assumption.
result DeepHazard outperforms existing methods in predicting survival time, as shown by C-index metrics on real datasets.

We prove the index theorem for elliptic operators acting on sections of bundles where fiber is equal to a projective module over a C*-algebra, in the situation of action of a compact Lie group on this algebra as well as on the total space commuting with symbol. As an application the equivariant index theorem for famili…

1999-04-01abs ↗pdf ↗

SDPM models survival analysis without parametric assumptions, achieving competitive performance.

problem Estimating survival distributions from censored data with flexibility and accuracy.
method Generative model using denoising diffusion, avoiding parametric assumptions and discretization.
result SDPM achieves competitive predictive performance across various metrics.

Study on relativistic nonholonomic mechanics with time-dependent constraints.

problem Formulating classical time-dependent nonholonomic mechanics.
method Invariant formulation using moving frames and Chaplygin systems.
result Hamiltonization of time-dependent constraints achieved.

The aim of this paper is to geometrize time dependent Lagrangian mechanics in a way that the framework of second order tangent bundles plays an essential role. To this end, we first introduce the concepts of time dependent connections and time dependent semisprays on a manifold MM and their induced vector bundle struc…

2016-07-08abs ↗pdf ↗

Proposes a method to estimate time-dependent probability density functions using binary classifiers.

problem Estimating time-dependent probability density functions of stochastic processes.
method Trains a time-dependent binary classifier to discriminate between realizations of a stochastic process at two nearby time instants.
result Explicitly models and accurately reconstructs complex time-dependent, multi-modal, and near-degenerate densities.

A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging used for estimation of the random survival forest hazard function by weighted av…

2019-01-01abs ↗pdf ↗

In this article we get a time-dependent Sobolev inequality along the Ricci flow which generalizes the earlier results of Zhang, Ye, Hsu. As an application of the time-dependent Sobolev inequality, we also get a growth of the ratio of bob-collapsing along the Ricci flow.

2008-12-10abs ↗pdf ↗

Paper adapts causal analysis for time-dependent systems, especially energy management.

problem Challenges in root-cause analysis for systems with lagged time-dependencies, particularly in energy management.
method Adapts causal root-cause analysis method to time-dependent systems, discusses two truncation approaches.
result Extension effectively localizes root-causes in feature and time domain with enough lags.

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

We propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds derived from the extended musculo-skeletal configuration manifold. The …

2009-07-07abs ↗pdf ↗

Paper shows how scattering maps of Schrödinger equations relate to metrics.

problem Relating scattering maps of time-dependent Schrödinger equations to metrics.
method Analyzes scattering maps for specific classes of metrics and diffeomorphisms.
result Scattering maps differ by a compact operator if and only if metrics are related by diffeomorphism.

The usual formulation of time-dependent mechanics implies a given splitting Y=R×MY=R\times M of an event space YY. This splitting, however, is broken by any time-dependent transformation, including transformations between inertial frames. The goal is the frame-covariant formulation of time-dependent mechanics on a bundle…

1997-10-04abs ↗pdf ↗

A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.

problem Challenges in processing sequential inputs with long-time dependencies in RNNs.
method A novel RNN architecture based on a Hamiltonian system of oscillators.
result The proposed RNN mitigates exploding and vanishing gradient problems, providing state-of-the-art performance.

SurvSHAP(t) explains time-dependent survival predictions from machine learning models.

problem Interpreting complex survival models for time-dependent effects.
method SHapley Additive exPlanations (SHAP) adapted for time-dependent survival predictions.
result SurvSHAP(t) detects time-dependent effects and improves variable importance detection.

In this paper we propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds associated to the extended musculo-skeletal configuration…

2009-07-12abs ↗pdf ↗

Develops semi-closed form solutions for barrier and American options on time-dependent OU process.

problem Valuation of barrier and American options on a time-dependent Ornstein-Uhlenbeck process.
method Semi-closed form solutions involving numerical solution of Fredholm equations and integration of Jacobi theta functions.
result Method is more efficient than backward finite difference method and can be as efficient as forward finite difference solver with better accuracy and stability.

DynForest R package predicts outcomes with time-dependent predictors.

problem Handling time-dependent predictors in random forest models.
method Random forests with time-dependent predictors summarized using flexible linear mixed models.
result DynForest can predict continuous, categorical, and survival outcomes.

The usual formulations of time-dependent mechanics start from a given splitting Y=R×MY=R\times M of the coordinate bundle YRY\to R. From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …

1997-02-25abs ↗pdf ↗

Path integral method calculates PDBS option prices with time-dependent parameters.

problem Pricing proportional double-barrier step options with time-dependent interest rates and volatilities.
method Path integral method applied to a quantum mechanical analogy of barrier options.
result Derivation of pricing kernel for PDBS options with time-dependent parameters.

The paper analyzes time-dependent streaming data with biased gradient estimates and proposes improved stochastic optimization methods.

problem Stochastic optimization in a streaming setting with time-dependent and biased gradient estimates.
method Analysis of several first-order methods including SGD, mini-batch SGD, and time-varying mini-batch SGD, along with their Polyak-Ruppert averages.
result Time-varying mini-batch SGD methods can break long- and short-range dependence structures, and biased SGD methods can achieve comparable performance to their unbiased counterparts.

Based on our previous study [IS3] on the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function we complete our investigation by doing the time-dependent counterpart. A particular class of examples are manifolds with Euclidean and/or hyperbolic ends, possibly with unbounde…

2019-05-08abs ↗pdf ↗

This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.

2014-02-23abs ↗pdf ↗

The paper analyzes convergence of Langevin dynamics with time-dependent metrics.

problem Analyzing convergence of Langevin dynamics with time-dependent metrics.
method Formulated a modified gradient flow of the Kullback-Leibler divergence, selected a time-dependent relative Fisher information functional, and developed a time-dependent Hessian matrix condition.
result Proved convergence conditions for various Langevin dynamics.

We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a generic set of particular solutions of the system and some constants. We next study…

2010-03-18abs ↗pdf ↗

Proposes a Koopman operator method for time-dependent reliability analysis of nonlinear systems.

problem Challenges in time-dependent reliability analysis of nonlinear dynamical systems.
method Koopman operator approach for transforming nonlinear systems into linear ones, combined with deep learning for intrinsic coordinates.
result Robust and generalizable approach for time-dependent reliability analysis, superior to purely data-driven methods.