Research
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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.

169,341 papers · 148 categories

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4007991,1991,598 · Jun 202019922001200920182026
48 results for traditional machine learning

This study compares traditional ML and deep learning for classifying multilingual user feedback.

problem Classifying multilingual user feedback for software development teams.
method Comparison of traditional machine learning and deep learning approaches.
result Traditional machine learning can achieve comparable results to deep learning for multilingual user feedback classification.

Machine learning models outperform traditional time series models in financial series prediction.

problem Precise financial series prediction due to instability and noise.
method Comparison between traditional time series models (ARIMA, GARCH) and machine learning models (deep learning) using real stock index data.
result Machine learning models significantly outperform traditional models in financial series prediction accuracy.

Machine learning models outperform traditional option pricing models.

problem Improving option pricing accuracy using complex models.
method Evaluation of machine learning (NN, RF, CatBoost) and traditional models (Black-Scholes, Heston) on synthetic and real data.
result Machine learning models outperform traditional models in predicting option prices.

Deep Super Learner combines traditional machine learning algorithms in a hierarchical structure for improved performance.

problem Improving performance of traditional machine learning algorithms using ensemble methods.
method Deep Super Learner combines traditional machine learning algorithms in a hierarchical structure.
result Deep Super Learner achieves log loss and accuracy results competitive to deep neural networks.

Study compares traditional and machine learning methods for handling missing data in longitudinal studies.

problem Handling missing Not at Random (MNAR) and nonnormal data in longitudinal research.
method Monte Carlo simulations to assess six missing data techniques.
result FIML is most effective for MNAR data, while TSRE excels for MAR data.

The paper compares machine learning methods with traditional techniques for pricing and sensitivities of financial products with path-dependent structures.

problem Evaluating financial products with early-termination clauses, especially those with path-dependent structures.
method The paper compares regression methods including randomized recurrent and feed-forward neural networks, and a novel approach using signatures of the underlying price process, with traditional polynomial basis functions for pricing and sensitivities.
result Machine learning algorithms often match the accuracy and efficiency of traditional methods for Asian and look-back options, while randomized neural networks are best for callable certificates.

This paper compares traditional econometric and contemporary machine/deep learning techniques for forecasting foreign exchange rates.

problem Accurate prediction of foreign exchange rates for investment purposes.
method Multivariate time series analysis using Vector Auto Regression, Support Vector Machine, and Recurrent Neural Networks.
result Contemporary machine/deep learning techniques outperform traditional econometric methods in forecasting foreign exchange rates.

AI improves credit rating predictions over traditional methods.

problem Improving credit rating predictions for global corporate entities.
method Applying deep learning techniques, specifically neural networks with categorical embeddings, to a large dataset of corporate obligations.
result Deep learning models achieve adequate accuracy in predicting different credit rating classes.

This paper accelerates hyperparameter optimization using known information.

problem Traditional hyperparameter optimization methods do not utilize known properties of hyperparameters.
method Uses gradient information and machine learning model analysis information to accelerate SMBO.
result Yielded state-of-the-art performance and outperformed previous methods.

Machine learning improves portfolio optimization by reducing estimation risk.

problem Suboptimal portfolio choices due to estimation risk in traditional methods.
method Using machine learning to estimate optimal portfolio weights from asset returns.
result Machine learning significantly reduces estimation risk compared to traditional methods.

Machine learning models outperform traditional CAPM in forecasting financial asset prices.

problem Predicting and forecasting financial asset prices and returns.
method Comparison of modern Machine Learning algorithms with the Capital Asset Pricing Model (CAPM) on U.S. equities data.
result Implemented Machine Learning models significantly outperform the CAPM on out-of-sample test data.

BERT outperforms traditional machine learning in text classification tasks.

problem Comparing BERT to traditional machine learning methods for text classification.
method Empirical testing of BERT against TF-IDF-based machine learning models in various scenarios.
result BERT demonstrates superior performance and independence from text features.

Paper proposes FedPer to combat statistical heterogeneity in federated learning for personalized tasks.

problem Statistical heterogeneity in federated learning data degrades performance of traditional federated averaging.
method FedPer: a base + personalization layer approach for federated training of deep feedforward neural networks.
result FedPer effectively combats statistical heterogeneity in non-identical data partitions of CIFAR datasets and personalized image aesthetics datasets.

Improved fuzzy support vector machine for stock price trend forecasting.

problem Weak performance of traditional support vector machines in handling fuzzy and noisy data.
method Proposed a novel advanced fuzzy support vector machine (NA-FSVM) to improve precision.
result Improved model precision in predicting stock price trends.

Machine learning models outperform traditional econometric methods for forecasting term structure of government bonds

problem Forecasting the term structure of government bonds
method Combining traditional econometric models with neural network architectures
result Neural network models consistently outperform traditional models in both forecasting accuracy and portfolio performance

Study evaluates and compares traditional and causal machine learning methods for estimating direct price effects of environmental amenities.

problem Estimating direct price effects of environmental amenities in housing markets.
method Empirical Monte Carlo simulation to compare traditional regression and causal machine learning approaches.
result Causal Machine Learning (CML) methods, particularly causal forest DID, perform comparably to generalized DID in most scenarios.

Deep learning outperforms traditional methods in estimating OU process parameters.

problem Parameter estimation of the Ornstein-Uhlenbeck process is challenging.
method Used a multi-layer perceptron to estimate OU process parameters compared to traditional methods like Kalman filter and maximum likelihood estimation.
result Deep learning method outperforms traditional methods in parameter estimation of the OU process.

Study compares geostatistical and machine learning models for PM2.5 prediction.

problem Improving accuracy of hourly PM2.5 maps across California.
method Traditional geostatistical methods (kriging, land use regression) and machine learning models (neural networks, random forests, support vector machines) were evaluated.
result Ensemble model enhanced predictive accuracy of PM2.5 concentration by correcting PurpleAir data bias.

Machine learning improves risk prediction for online lending.

problem Traditional credit scoring models fail to utilize big data effectively.
method Collected diverse data, built and tested ensemble machine learning models (random forest and XGBoost).
result XGBoost model outperforms traditional models in loan default probability prediction.

Proposes a new stock prediction method that accounts for market dynamics.

problem The dynamic nature of the stock market invalidates traditional machine learning assumptions.
method Develops a second-order learning paradigm with multi-scale patterns.
result Demonstrates effectiveness in stock prediction on real-world data.

Machine learning outperforms traditional models in financial forecasting.

problem Lack of comparative performance metrics for machine learning in financial markets.
method Comprehensive literature review and performance analysis of 150+ studies.
result Machine learning algorithms, especially recurrent neural networks, outperform traditional models in financial forecasting.

This paper uses SampEn to measure and predict oil price volatility.

problem Measuring and predicting volatility in international oil prices.
method Sample Entropy (SampEn) compared with standard deviation; machine learning algorithms used.
result SampEn effectively predicts traditional volatility measures, especially during financial crises.

This paper reviews traditional and modern methods for detecting structural damage using vibrations.

problem Early warning of structural damage to maintain civil structures.
method Vibration-based methods and ML/DL algorithms.
result ML and DL algorithms show superior performance in detecting structural damage.

The study uses machine learning to forecast stock volatility, showing superior performance over traditional methods.

problem Forecasting stock volatility using machine learning.
method Pooling stock data, using a proxy for market volatility, and applying neural networks.
result The proposed methodology yields superior out-of-sample forecasts over traditional methods.

StreamEnsemble dynamically selects ML models for ST data streams to improve predictive accuracy.

problem Predictive queries over spatiotemporal data streams are challenging due to varying distributions and patterns.
method Dynamic selection and allocation of ML models based on time series distributions and characteristics.
result Significantly outperforms traditional ensemble and single model approaches, reducing prediction error by over 10 times.

Quantum models generalize well with little data, challenging traditional generalization theories.

problem Quantum machine learning models generalize well with few data, contradicting traditional theories.
method Systematic randomization experiments and theoretical constructions.
result Quantum neural networks can fit random states and labels, defying current generalization measures.

Machine learning factors outperform traditional portfolio optimization methods.

problem Comparing machine learning and traditional portfolio optimization methods.
method Examined machine learning and factor-based portfolio optimization using autoencoder neural networks and dimensionality reduction techniques.
result Minimum-variance portfolios using latent factors derived from autoencoders and sparse methods outperform simpler benchmarks in risk minimization.

Paper uses ML for electricity price forecasting using order book data.

problem Forecasting German electricity spot market prices.
method Developed feature extraction for order book data, used cross-validation, compared neural networks and random forests to statistical models.
result Machine learning models outperform traditional approaches.

A new machine learning framework reduces IoT data transfer by two orders of magnitude.

problem Reducing data transfer in IoT devices over wireless channels.
method Developed a machine learning framework for distributed functional compression over GMAC and AWGN channels.
result The framework reduces communication by two orders of magnitude compared to cloud-based methods.

This paper reviews ML applications in finance, enhancing asset pricing models.

problem Limitations of traditional asset pricing models in complex market dynamics.
method Exploring ML models including supervised, unsupervised, semi-supervised, and reinforcement learning.
result Enhanced return prediction and portfolio optimization through ML integration.