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.

168,878 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jul 199219922001200920172026
48 results for violent neighborhood prediction

Paper operationalizes individual fairness using side-information and a unified representation.

problem Difficulty in eliciting a human specification of a similarity metric for individual fairness.
method Proposes a Pairwise Fair Representation (PFR) model that learns from fairness graph and side-information.
result Unified PFR model effectively operationalizes individual fairness without human specification.

Methodology that recently lead us to predict to an amazing accuracy the date (July 11, 2008) of reverse of the oil price up trend is briefly summarized and some further aspects of the related oil price dynamics elaborated. This methodology is based on the concept of discrete scale invariance whose finance-prediction-or…

2008-08-25abs ↗pdf ↗

Nested model averaging improves high-dimensional linear regression performance.

problem High-dimensional linear regression with predictor ordering impact.
method Combining model averaging with regularized estimators on the solution path.
result Nested model averaging with lasso and SLOPE outperforms competing methods.

Many prediction problems can be phrased as inferences over local neighborhoods of graphs. The graph represents the interaction between entities, and the neighborhood of each entity contains information that allows the inferences or predictions. We present an approach for applying machine learning directly to such graph…

2016-11-21abs ↗pdf ↗

Machine learning algorithms are increasingly involved in sensitive decision-making process with adversarial implications on individuals. This paper presents mdfa, an approach that identifies the characteristics of the victims of a classifier's discrimination. We measure discrimination as a violation of multi-differenti…

2019-03-18abs ↗pdf ↗

Urban2Vec combines street view imagery and POIs for better urban neighborhood embeddings.

problem Lack of comprehensive representation of urban neighborhoods using heterogeneous data.
method Unsupervised multi-modal framework using CNN for visual features and bag-of-words for POI data.
result Urban2Vec achieves better performance than baseline models and comparable to fully-supervised methods.

An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging. Intricate problems related to violent behaviors of the underlying, like the existence of j…

2012-06-07abs ↗pdf ↗

Neighborhood sampling affects graph neural network training outcomes.

problem Understanding the impact of neighborhood sampling on graph neural network training.
method Theoretical analysis using neural tangent kernels and Gaussian processes.
result Posterior covariance differs for different neighborhood sampling approaches, indicating no dominant approach.

GraphAIR improves graph representation learning by capturing non-linear interactions.

problem Challenges in capturing non-linear interactions in graph data.
method Integrates neighborhood aggregation and interaction modeling.
result Demonstrates improved performance on node classification and link prediction tasks.

Cryptocurrency markets exhibit violent, synchronised drawdowns, challenging diversification claims.

problem Cryptocurrency markets' violent drawdowns challenge diversification claims.
method Dynamic conditional tail dependence analysis
result Near-complete and stable lower-tail graph, upper tail that thins over time, dissolution of token categories into a core.

Prediction tasks over nodes and edges in networks require careful effort in engineering features used by learning algorithms. Recent research in the broader field of representation learning has led to significant progress in automating prediction by learning the features themselves. However, present feature learning ap…

2016-07-03abs ↗pdf ↗

The estimation of probabilities of network edges from the observed adjacency matrix has important applications to predicting missing links and network denoising. It has usually been addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong a…

2015-09-29abs ↗pdf ↗

A new classifier encodes local neighborhoods for each class using Fly Bloom Filters.

problem Efficiently classify data with single-pass learning.
method Proposes a new classifier that encodes local neighborhoods for each class with per-class Fly Bloom Filters.
result The proposed classifier's performance is competitive with nearest-neighbor classifiers and other single-pass classifiers.

Proposes a measure to predict generalization in non-matching environments.

problem Characterizing and comparing generalization of machine learning models in non-matching environments.
method Neighborhood invariance measure, calculating invariance as the largest fraction of transformed points classified into the same class.
result Strong and robust correlation between neighborhood invariance and actual out-of-domain generalization.

NCP improves deep classifier uncertainty quantification efficiency.

problem Uncertainty quantification for deep classifiers in high-stake applications.
method Neighborhood Conformal Prediction (NCP) algorithm.
result NCP produces smaller prediction sets than traditional CP methods.

This paper tackles selection bias in recommender systems by considering the neighborhood effect.

problem Selection bias in recommender systems due to filtering and user selection.
method Formalizes neighborhood effect as interference problem, introduces treatment representation, and proposes ideal loss.
result Proposed methods achieve unbiased learning when both selection bias and neighborhood effect are present.

This paper develops a theory of Lipschitz comparisons of hyperbolic surfaces analogous to the theory of quasi-conformal comparisons. Extremal Lipschitz maps (minimal stretch maps) and geodesics for the `Lipschitz metric' are constructed. The extremal Lipschitz constant equals the maximum ratio of lengths of measured la…

1998-01-09abs ↗pdf ↗

We propose a non-parametric link prediction algorithm for a sequence of graph snapshots over time. The model predicts links based on the features of its endpoints, as well as those of the local neighborhood around the endpoints. This allows for different types of neighborhoods in a graph, each with its own dynamics (e.…

2012-06-27abs ↗pdf ↗

GAP learns node representations by attending to different parts of its neighborhood.

problem Context-free learning of node representations in graph representation learning.
method Graph Neighborhood Attentive Pooling (GAP) using attentive pooling networks.
result GAP outperforms 10 state-of-the-art methods on link prediction and clustering tasks.

TNC learns time series representations by leveraging temporal neighborhoods.

problem Complex, unlabeled time series data.
method Temporal Neighborhood Coding (TNC) with a debiased contrastive objective.
result TNC outperforms other unsupervised methods in time series clustering and classification.

Unified approach combines prediction-powered inference and variance reduction for semi-supervised optimization.

problem Scarcity of labeled data in semi-supervised optimization.
method PPI-SVRG, combining PPI and SVRG methods.
result Unified convergence bound with improved performance under label scarcity.

New approach predicts crime and terrorism events with high accuracy and transparency.

problem Predicting crime and terrorism events with high accuracy and interpretability.
method Granger Network inference for local transport rules learning.
result Achieved AUC of ~90% for crime predictions and ~80% for terrorism predictions.

A novel feature representation method for non-image based features.

problem Inability of Convolutional Neural Networks for non-image based features or features without spatial correlations.
method REFINED: Representation of Features as Images with Neighborhood Dependencies.
result Higher prediction accuracy compared to existing methodologies.

Graph Denoising Policy Network learns robust representations from noisy graphs.

problem Noise sensitivity in graph representation learning.
method Reinforcement learning to select signal neighborhoods and aggregate features.
result Significantly outperforms state-of-the-art methods on node classification tasks.

Feed-forward networks are widely used in cross-modal applications to bridge modalities by mapping distributed vectors of one modality to the other, or to a shared space. The predicted vectors are then used to perform e.g., retrieval or labeling. Thus, the success of the whole system relies on the ability of the mapping…

2018-05-19abs ↗pdf ↗

VisitHGNN predicts visit probabilities between neighborhoods and POIs using graph neural networks.

problem Estimating visit probabilities between neighborhoods and POIs for urban planning.
method Heterogeneous, relation-specific graph neural network (VisitHGNN) trained on mobility data.
result Strong predictive performance with high fidelity to observed travel behavior.

SOCP uses SOM to find groups and local calibration buffers for better regional coverage.

problem Heterogeneous regional coverage gaps in conformal prediction.
method Self-Organizing Map (SOM) for group discovery; local calibration buffers at BMU or fixed grid.
result Reduces regional coverage gaps on 7/8 benchmarks by 7.1%.

Improved anti-cancer drug sensitivity prediction using REFINED CNN ensemble learning.

problem Challenges in predicting anti-cancer drug sensitivity for individual cell lines.
method Using REFINED CNN, which represents high-dimensional vectors as compact 2D images with spatial correlations, and building ensembles of these models.
result Ensemble approaches significantly improve drug sensitivity prediction performance compared to single models.

I present here an experimental system for identifying and annotating metaphor in corpora. It is designed to plug in to Metacorps, an experimental web app for annotating metaphor. As Metacorps users annotate metaphors, the system will use user annotations as training data. When the system is confident, it will suggest a…

2018-10-19abs ↗pdf ↗

PGRec improves recommendation by modeling user-item preferences as a graph and embedding it for better predictions.

problem Sparse user-item data in recommender systems.
method PGRec models user-item preferences as a PrefGraph, then uses deep learning and factorization to embed and predict user preferences.
result PGRec outperforms state-of-the-art methods by up to 3.2% in NDCG@10.

Semi-supervised node classification in attributed graphs, i.e., graphs with node features, involves learning to classify unlabeled nodes given a partially labeled graph. Label predictions are made by jointly modeling the node and its' neighborhood features. State-of-the-art models for node classification on such attrib…

2018-05-31abs ↗pdf ↗

NNK algorithm improves neighborhood and graph construction for machine learning.

problem Ad hoc selection of k and ε parameters in kNN and ε-neighborhood methods.
method NNK algorithm for better sparse signal approximation.
result NNK leads to superior performance in local neighborhood and graph-based machine learning tasks.