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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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48 results for virtual drift

Paper proposes a semi-supervised method for detecting concept drift in streaming environments.

problem Detecting concept drift in streaming environments with limited labeled data.
method Utilizes density estimation of posterior probabilities in partially labeled streaming data.
result Demonstrates superior concept drift detection in streaming environments with limited labeled data.

Proposes a virtual bidding strategy for electricity markets using stochastic control.

problem Optimizing electricity prices in day-ahead and real-time markets.
method Modeling price differences as Brownian motion with meteorological variables, transforming into portfolio management problem.
result Developed a strategy to manage electricity prices efficiently.

Approach to detect and adapt to concept drift in unlabeled streaming data.

problem Detect and adapt to concept drift in high-dimensional, noisy, low-context data.
method Density-based clustering for virtual drift and weak supervision for real drift.
result 90% precision in detecting and adapting to concept drift for 4 years after initial deployment.
Virtual volatilityphysics.soc-ph

We introduce the concept of virtual volatility. This simple but new measure shows how to quantify the uncertainty in the forecast of the drift component of a random walk. The virtual volatility also is a useful tool in understanding the stochastic process for a given portfolio. In particular, and as an example, we were…

2006-07-11abs ↗pdf ↗

Enhash detects concept drift in data streams quickly and efficiently.

problem Detecting abrupt, gradual, virtual, or recurring events in data streams.
method Uses projection hash to insert incoming samples and detects concept drift.
result Enhash has competitive performance and moderate resource requirements compared to existing ensemble learners.

Framework monitors insurance pricing models for drift and recalibration.

problem Maintaining predictive performance of pricing models in evolving insurance portfolios.
method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.
result Framework guides decisions on refitting or recalibrating pricing models.

Detects drifts in data for classification tasks using constrained embeddings.

problem Drifts in data affect model performance; unsupervised methods ignore label information.
method Task-sensitive semi-supervised drift detection with constrained low-dimensional embedding.
result Successfully detects real drifts affecting classification performance.

This review covers learning under concept drift, including detection, understanding, and adaptation.

problem Unforeseeable changes in data distribution over time impact machine learning performance.
method Reviews and analyzes methodologies and techniques for concept drift detection, understanding, and adaptation.
result Establishes a framework for learning under concept drift with three main components.

We propose an efficient protocol for decentralized training of deep neural networks from distributed data sources. The proposed protocol allows to handle different phases of model training equally well and to quickly adapt to concept drifts. This leads to a reduction of communication by an order of magnitude compared t…

2018-07-09abs ↗pdf ↗

This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.

problem The challenge of detecting data distribution changes (drift) in real-time systems.
method Developed adversarial data streams to show weaknesses in existing drift detection schemes.
result Demonstrated that common drift detection methods can be fooled by adversarial data streams.

Classifiers operating in a dynamic, real world environment, are vulnerable to adversarial activity, which causes the data distribution to change over time. These changes are traditionally referred to as concept drift, and several approaches have been developed in literature to deal with the problem of drift handling an…

2018-03-24abs ↗pdf ↗

Classifies polynomial growth solutions to drift-harmonic equations on asymptotically paraboloidal manifolds.

problem Classifying polynomial growth solutions to drift-harmonic equations on specific types of manifolds.
method Inductive argument that alternates between constructing and asymptotically controlling drift-harmonic functions.
result All drift-harmonic functions with polynomial growth asymptotically separate variables and dimensions of spaces are computed.

PDD detects concept drift using explainable AI, improving model performance in dynamic environments.

problem Detecting and adapting to concept drift in predictive models.
method Profile Drift Detection (PDD) using Partial Dependence Profiles (PDPs).
result PDD outperforms existing methods in detecting concept drift and maintaining high predictive performance.

Paper proposes a framework to detect adversarial concept drifts under poisoning attacks.

problem Adversarial concept drift in data streams.
method Augmented Restricted Boltzmann Machine with improved gradient computation and energy function.
result High robustness and efficacy of the proposed drift detection framework in adversarial scenarios.

CURIE uses cellular automata to detect concept drift in data streams.

problem Detecting changes in data distribution (concept drift) in data streams.
method CURIE represents data stream distribution in a cellular automata grid and uses its neighborhood rule to detect changes.
result CURIE, when hybridized with base learners, performs competitively in detection metrics and classification accuracy.

Refines virtual link equality criterion for diagrams with one virtual crossing.

problem Determining when a virtual link diagram represents a properly virtual link.
method Refines the Kauffman-Murasugi-Thislethwaite type inequality for virtual links.
result Criterion for virtual link diagrams with exactly one virtual crossing to represent a properly virtual link.

Gradient-based methods for games suffer from discrete update steps that cause drift, affecting performance.

problem Gradient-based methods for two-player games suffer from drift due to discrete update steps.
method Derived modified continuous dynamical systems to closely follow the discrete dynamics of games.
result Identified distinct components of discretization drift that can alter or destabilize game performance.

We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous semimartingale price representations, and is thus consistent with virtually any ass…

2018-10-30abs ↗pdf ↗

Estimates drift functions in SDEs using denoising diffusion models.

problem Estimating time-homogeneous drift functions in multivariate SDEs.
method Formulates drift estimation as a denoising problem, trains a conditional diffusion model.
result Proposed estimator matches classical methods in low dimensions and remains competitive in higher dimensions.

The virtual unknotting number of a virtual knot is the minimal number of crossing changes that makes the virtual knot to be the unknot, which is defined only for virtual knots virtually homotopic to the unknot. We focus on the virtual knot obtained from the standard (p,q)-torus knot diagram by replacing all crossings o…

2017-01-15abs ↗pdf ↗

This paper connects virtual biquandles to biquandles for virtual link colorings.

problem Extending invariants from biquandles to virtual biquandles.
method Establishing equivalence between two representations of virtual braid groups and introducing new labeling rules.
result The number of colorings of a virtual link by virtual biquandles can be recovered from colorings by biquandles.

A new approach switches between simple and complex models to handle concept drifts in regression tasks.

problem Handling concept drifts in regression models to maintain accurate predictions over time.
method Error Intersection Approach: switches between simple and complex models based on drift detection.
result The Error Intersection Approach significantly outperforms baselines in handling concept drifts in a real-world taxi demand dataset.