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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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285684112 · Jun 202019922001200920172026
48 results for top-rank focus

Protocol for constructing tailored evaluation datasets for semantic models.

problem Evaluation of domain-specific semantic models, focusing on top ranks.
method Adaptive pairwise comparisons, relatedness-based evaluation dataset, metrics, stochastic transitivity model.
result Effectiveness of the proposed dataset construction protocol confirmed.

This paper presents an exclusive classification of the largest crashes in Dow Jones Industrial Average (DJIA), SP500 and NASDAQ in the past century. Crashes are objectively defined as the top-rank filtered drawdowns (loss from the last local maximum to the next local minimum disregarding noise fluctuations), where the …

2004-01-13abs ↗pdf ↗

Atlas models are systems of Ito processes with parameters that depend on rank. We show that the parameters of a simple Atlas model can be identified by measuring the variance of the top-ranked process for different sampling intervals.

2015-02-14abs ↗pdf ↗

Learning-to-rank techniques have proven to be extremely useful for prioritization problems, where we rank items in order of their estimated probabilities, and dedicate our limited resources to the top-ranked items. This work exposes a serious problem with the state of learning-to-rank algorithms, which is that they are…

2018-02-21abs ↗pdf ↗

We study the problem of using low computational cost to automate the choices of learners and hyperparameters for an ad-hoc training dataset and error metric, by conducting trials of different configurations on the given training data. We investigate the joint impact of multiple factors on both trial cost and model erro…

2019-11-12abs ↗pdf ↗

Elite ONNs learn better with synaptic plasticity, improving performance over CNNs.

problem Limited heterogeneity in ONNs due to fixed operator sets.
method Synaptic plasticity-based search for optimal operator sets.
result Elite ONNs achieve superior learning performance compared to conventional methods.

New methods ensure feature importance rankings are correct with high probability.

problem Stability issues in feature importance scores due to random sampling.
method Hypothesis testing-based techniques to assess and verify the stability of top-ranked features.
result Ensures the most important features are correct with high-probability guarantees.

We decompose returns for portfolios of bottom-ranked, lower-priced assets relative to the market into rank crossovers and changes in the relative price of those bottom-ranked assets. This decomposition is general and consistent with virtually any asset pricing model. Crossovers measure changes in rank and are smoothly …

2018-12-13abs ↗pdf ↗

In this paper we propose a novel accurate method for dead-reckoning of wheeled vehicles based only on an Inertial Measurement Unit (IMU). In the context of intelligent vehicles, robust and accurate dead-reckoning based on the IMU may prove useful to correlate feeds from imaging sensors, to safely navigate through obstr…

2019-04-12abs ↗pdf ↗

The paper introduces metrics to rank potential outcomes for better decision-making.

problem Optimal action selection in uncertain situations using causal reasoning.
method Introducing two new metrics: probabilities of potential outcome ranking (PoR) and probability of achieving the best potential outcome (PoB). Establishing identification theorems and deriving bounds for these metrics, and presenting estimation methods.
result The estimators' finite-sample properties and their application to a real-world dataset are demonstrated.

A novel one-class classifier fusion method for robust anomaly detection.

problem Fundamental challenges in ensemble-based anomaly detection.
method Locally adaptive learning with dynamic ℓp-norm constraints and interior-point optimization.
result Significantly improved computational efficiency and superior performance across diverse anomaly types.

SCORE resolves the robustness vs accuracy trade-off by redefining robust error.

problem The inherent trade-off between robustness and accuracy in adversarial training.
method SCORE defines local equivariance as the ideal robust behavior, leading to a new robust error metric.
result SCORE reconciles robustness and accuracy, improving model performance on RobustBench.

Paper proposes a deep learning method for better IMU gyroscope data.

problem Improving accuracy of IMU gyroscope data for robot orientation estimation.
method Dilated convolution neural network, proper loss function, key points identification.
result Algorithm outperforms state-of-the-art on unseen test sequences.

Sentiment analysis (SA) is a task related to understanding people's feelings in written text; the starting point would be to identify the polarity level (positive, neutral or negative) of a given text, moving on to identify emotions or whether a text is humorous or not. This task has been the subject of several researc…

2018-11-29abs ↗pdf ↗

Dropping a tiny fraction of preferences can significantly alter the rankings of top LLMs.

problem Robustness of LLM ranking systems to small changes in preference data.
method A computational method based on the Bradley-Terry model to evaluate robustness.
result Top LLM rankings can be highly sensitive to the removal of a small fraction of preferences.

A fuzzy expert system selects stocks for BSE using AI techniques.

problem Selecting stocks for investment allocation is challenging due to many influencing factors.
method Dempster-Shafer (DS) evidence theory for rule base generation, portfolio optimization model with ACO algorithm.
result The model's performance is satisfactory for short-term investment.

Social media plays a major role during and after major natural disasters (e.g., hurricanes, large-scale fires, etc.), as people ``on the ground'' post useful information on what is actually happening. Given the large amounts of posts, a major challenge is identifying the information that is useful and actionable. Emerg…

2019-12-13abs ↗pdf ↗

Standardizes weighted ranking correlation coefficients to maintain zero expected value.

problem Measuring correlation between weighted rankings of items.
method Develops a standardization function g(·) that transforms coefficients to zero expected value under randomness.
result A general standardization function g(Γ) that preserves the domain [-1,1] and reduces to the identity for coefficients already satisfying zero-expected-value property.

Study optimizes stock portfolios using network analysis and forecasting.

problem Optimizing stock portfolios with network analysis and forecasting.
method Constructs dependency networks using VAR and FEVD, applies MST algorithm, and incorporates ARIMA and NNAR forecasts.
result MST-based strategies outperform buy-and-hold benchmarks, achieving higher returns.

dcFCI discovers causal relationships robustly under latent confounding and mixed data.

problem Causal discovery under latent confounding and unfaithfulness.
method dcFCI integrates a new score to assess PAG compatibility, guided by FCI search.
result Significantly outperforms state-of-the-art methods in small and heterogeneous datasets.

Non-experts have long made important contributions to machine learning (ML) by contributing training data, and recent work has shown that non-experts can also help with feature engineering by suggesting novel predictive features. However, non-experts have only contributed features to prediction tasks already posed by e…

2018-02-14abs ↗pdf ↗

MOTGNN integrates multi-omics data for disease classification with improved accuracy and interpretability.

problem Challenges in integrating multi-omics data due to high dimensionality, heterogeneity, and lack of reliable interaction networks.
method MOTGNN uses XGBoost for graph construction, modality-specific GNNs for representation learning, and a deep feedforward network for cross-omics integration.
result MOTGNN outperforms state-of-the-art baselines by 5-10% in accuracy, ROC-AUC, and F1-score across three real-world disease datasets.

This work forecasts electricity prices using Bayesian regime detection and conditional neural processes.

problem Forecasting electricity prices with optimal operational outcomes.
method Bayesian regime detection with conditional neural processes, integrating multi-criteria decision support.
result R-NP model outperformed other models in comprehensive operational utility assessments.

We show a natural relation between the monodromy formula for focus-focus singularities of integrable Hamiltonian systems and a formula of Duistermaat-Heckman, and extend the main results of our previous note on focus-focus singularities ($\bbS^1$-action, monodromy, and topological classification) to the degenerate case…

2001-10-14abs ↗pdf ↗

Optimal survival trees ensemble reduces tree count and improves predictive performance.

problem Improving predictive performance in survival analysis.
method Grows a forest of optimal survival trees by ranking and selecting the best trees based on out-of-bag error.
result Reduces the number of trees in the ensemble while improving predictive performance.

In this paper, we study hyperkahler metric and practice GMN's construction of hyperkahler metric on focus-focus fibrations. We explicitly compute the action-angel coordinates on the local model of focus-focus fibration, and show its semi-global invariant should be harmonic to admit a compatible holomorphic 2-form. Then…

2014-01-02abs ↗pdf ↗

Paper tackles underranking in group-fair ranking systems, proving a trade-off and presenting an algorithm.

problem Underranking in group-fair ranking systems can worsen social and economic inequalities.
method Formulated underranking as a new problem, proved a lower bound, and presented a fair ranking algorithm.
result Algorithm achieves best of underranking and group fairness, confirming theoretical trade-off.

We give a topological and geometrical description of focus-focus singularities of integrable Hamiltonian systems. In particular, we explain why the monodromy around these singularities is non-trivial, a result obtained before by J.J. Duistermaat and others for some concrete systems.

2001-10-14abs ↗pdf ↗

Algorithm classifies saddle-focus singularities in Hamiltonian systems.

problem Classifying nondegenerate saddle-focus singularities in integrable Hamiltonian systems.
method Developed an algorithm based on semi-local equivalence to represent singularities as almost direct products.
result Obtained complete lists of saddle-focus singularities of complexities 1, 2, and 3.

Corpus poisoning can manipulate word meanings in word embeddings, affecting natural language processing tasks.

problem Controlling word meanings via corpus modifications.
method Developed an explicit expression over corpus features to control word embeddings.
result Demonstrated the ability to manipulate word meanings in word embeddings, affecting various downstream tasks.

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior quarterly percentage changes in price and in earnings for each equity (by quart…

2008-06-16abs ↗pdf ↗

New metric scores perturbations across populations, not cells, improving model comparison.

problem Single-cell perturbation data overlaps, making per-cell accuracy unreliable.
method Average per-cell probability vectors over all cells of a perturbation to form a population profile and rank candidate perturbations.
result Classifier Discrimination Score (CDS) identifies true perturbation more reliably than pseudobulk-based scores.

We study ranking quantilized mean-field games to select top-performing agents.

problem Selecting top-performing agents in competitive scenarios.
method Developed two formulations: target-based and threshold-based, and provided analytic and semi-explicit solutions.
result Analytic and semi-explicit solutions for quantilized mean-field consistency conditions.

Study the monodromy and center-focus problems for rational maps defined by products of generic lines.

problem Monodromy and center-focus problems for rational maps defined by products of generic lines.
method Analyze the 1-homology group and meromorphic 1-forms to characterize vanishing Abelian integrals.
result Characterize meromorphic 1-forms whose Abelian integrals vanish on cycles around a center singularity.

A symplectic semitoric manifold is a symplectic 44-manifold endowed with a Hamiltonian (S1×R)(S^1 \times \mathbb{R})-action satisfying certain conditions. The goal of this paper is to construct a new symplectic invariant of symplectic semitoric manifolds, the helix, and give applications. The helix is a symplectic analogu…

2016-10-18abs ↗pdf ↗