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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.

169,051 papers · 148 categories

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4691137182 · Jun 202019922001200920182026
48 results for volume uncertainty

The volume of a credal set correlates with epistemic uncertainty in binary classification but not in multi-class.

problem Representing and quantifying epistemic uncertainty in machine learning.
method Examined the geometric representation of credal sets as dd-dimensional polytopes and their volume as a measure of uncertainty.
result The volume of a credal set is a meaningful measure of epistemic uncertainty in binary classification but not in multi-class.

The paper sets limits on the accuracy of macroeconomic forecasts based on statistical moments and trade volumes.

problem Uncertainty in predicting macroeconomic variables like prices and returns.
method Defines theoretical lower bounds of uncertainty and upper limits on forecast accuracy based on statistical moments and trade volumes.
result Accuracy of forecasts of probabilities of macroeconomic variables doesn't exceed Gaussian approximations.

This paper treats prediction markets as Bayesian inverse problems to quantify uncertainty and identify event outcomes.

problem Uncertainty and identifiability in prediction market outcomes from price-volume histories.
method Formulates prediction markets as Bayesian inverse problems, introduces a log-odds observation model, and derives posterior uncertainty quantification and identifiability criteria.
result Explicit diagnostics for informative and stable inference regimes, and validation through synthetic data experiments.

Graph convolutional networks refine organ segmentation using uncertainty analysis.

problem Challenges in organ segmentation due to variability and tissue similarity.
method Uncertainty analysis of graph convolutional networks for semi-supervised learning.
result Improved segmentation accuracy (1% for pancreas, 2% for spleen) compared to state-of-the-art methods.

Temporal mixture ensemble predicts cryptocurrency exchange volumes better than traditional methods.

problem Intraday volume forecasting in cryptocurrency markets.
method Temporal mixture ensemble model using transaction and order book data.
result The model outperforms traditional time series and machine learning methods.

A new method improves Bayesian deep learning by balancing scalability and accuracy.

problem Scalability issues in Bayesian neural networks.
method Collapsed inference scheme that performs Bayesian model averaging using collapsed samples.
result Significant improvements over existing methods in predictive performance and uncertainty estimation.

VSPS creates flexible prediction regions for multi-target regression with guaranteed coverage.

problem Uncertainty quantification in multi-target regression with complex distributions.
method Conditional normalizing flows with conformal calibration to identify dense regions.
result VSPS produces smaller, more informative prediction regions with robust coverage guarantees.

The paper develops a method to discover causal relations and predict material laws with uncertainty quantification.

problem Discovering causal relations and predicting material laws with uncertainty in civil engineering applications.
method The paper develops a causal discovery algorithm to infer causal relations among time-history data. It uses a deep neural network with dropout layers for uncertainty quantification and propagates predictions through a causal graph.
result The method accurately predicts material laws and quantifies uncertainty, as demonstrated in two numerical examples.

Bayesian neural networks improve cosmic parameter estimation from modified gravity simulations.

problem Estimating cosmological parameters from large-scale structure data with modified gravity.
method Implement Bayesian neural networks (BNNs) with two cases: single BLL and FullB, trained on dark matter only particle mesh NN-body simulations.
result BNNs yield well-calibrated uncertainty estimates and accurately predict cosmological parameters for ΩmΩ_m and σ8σ_8.

Algorithm finds small confidence sets for arbitrary distributions.

problem Learning high-density regions in arbitrary distributions.
method Competitive with sets from a concept class with bounded VC-dimension.
result Algorithm finds a confidence set with volume exp(ildeO(d1/2))\exp( ilde{O}(d^{1/2})) competitive with optimal ball.

This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and trading volume under the invariant measure in the `frozen' phase of the supercr…

2004-09-06abs ↗pdf ↗

Proposes a new framework for uncertainty-aware LLM post-training.

problem Heterogeneous, conflicting data in large language models.
method α-Rényi variational framework for learning distributions over post-training parameters.
result Enables training examples to be softly routed across ensemble members, promoting model specialisation and providing uncertainty estimates.

This paper optimizes trading strategies to minimize risk and maximize profit while accounting for market uncertainty.

problem Optimizing trading strategies to minimize risk and maximize profit while accounting for market uncertainty.
method Relative entropy-regularized robust optimal control problem, modeled as a stochastic differential game.
result Analytical expressions for optimal strategy and trajectory are derived under specific assumptions.

This work develops a machine learning approach to EOS models that accounts for thermodynamic constraints and model uncertainty.

problem Developing accurate equation of state models for high energy-density experiments with inherent uncertainties.
method Physics-informed Gaussian process regression (GPR) framework to capture model uncertainty and thermodynamic constraints.
result The proposed framework reduces prediction uncertainty by incorporating thermodynamic constraints, as demonstrated for diamond carbon EOS.

We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction volume-price probability wave distributions in which we use transaction volume probability to describe price volatility uncertainty and intens…

2010-01-05abs ↗pdf ↗

This paper evaluates scalable uncertainty estimation methods for DNN-based molecular property prediction.

problem Uncertainty quantification in DNN models for molecular property prediction.
method Quantitative comparison of MC-Dropout, deep ensembles, and bootstrapping on the QM9 dataset.
result Ensembling and bootstrapping consistently outperform MC-Dropout, with different context-specific pros and cons.

Novel framework uses few data for Bayesian inference in imaging.

problem Uncertainty estimation in machine learning for imaging requires large data volumes.
method Variational inference framework combining few data, domain expertise, and existing datasets.
result Bayesian models achieve state-of-the-art reconstructions with minimal data collection.

Quantile regression using random forest proximities improves prediction and uncertainty quantification.

problem Forecasting corporate bond volume with uncertainty quantification.
method Introduced a novel approach to compute quantile regressions from random forests using proximity metrics.
result Superior performance in approximating conditional target distributions and prediction intervals.

The paper extends spectral estimates to hyperbolic surfaces with hyperbolic ends.

problem Proving a necessary condition for observability of the heat semigroup on manifolds.
method Propagation of smallness estimates of Carleman and Logunov-Malinnikova type.
result Established spectral estimates for surfaces with hyperbolic ends, proving the thickness condition is necessary.

Decision-calibrated prediction sets improve power system operations by reducing unnecessary costs.

problem Balancing operating costs and reliability in power systems with renewable uncertainty.
method Learn conditional prediction sets as sub-level sets of norm-based score functions, calibrate uncertainty sets based on reliability of downstream decisions.
result Decision-calibrated sets lead to more efficient operations with smaller uncertainty sets and lower costs compared to standard coverage-based calibration.

Bayesian ptychography method reduces overlap for faster imaging.

problem Reduced overlap leads to large data volumes and long acquisition times.
method Generative model combined with MCMC for posterior sampling.
result Framework consistently outperforms iterative reconstruction methods with reduced overlap.

New method reduces uncertainty in high-dimensional circuits by automatically determining tensor rank and adaptive sampling.

problem Uncertainty quantification in high-dimensional circuits due to fabrication process variations.
method Tensor regression with q/2\ell_{q}/ \ell_{2} group-sparsity regularization for rank determination and adaptive sampling.
result Captures uncertainty with only 100-600 simulation samples for 19-100 random variables.

Study reveals optimal price prediction through volume imbalance analysis.

problem Understanding the relationship between prices and volume imbalance in high-frequency trading.
method Developed a market-making model to analyze price-imbalance connection and solve optimization problems.
result Optimal quoting of predictive imbalance is confirmed, useful for financial regulation.

Unified framework for medical image segmentation using active and semi-supervised learning.

problem Training medical image segmentation models with limited annotated data.
method RegAL, a unified active semi-supervised framework that optimizes sample acquisition and unlabeled data utilization.
result RegAL consistently outperforms state-of-the-art methods across various datasets and metrics under extreme annotation scarcity.

New uncertainty principle for Schrödinger equations on hyperbolic manifolds.

problem Uncertainty principle for Schrödinger equations on hyperbolic manifolds.
method General strategy of Escauriaza-Kenig-Ponce-Vega, new Carleman estimates, logarithmic convexity, new mollifier and weight function.
result Similar rigidity phenomenon as in Euclidean space persists in hyperbolic geometry.

This paper proposes a DGP approach with UCBs for point target tracking over WSNs.

problem Uncertainty quantification in distributed machine learning-based tracking over WSNs.
method Distributed Gaussian process (DGP) approach with upper confidence bounds (UCBs).
result UCBs provide 88% and 42% higher probability of encompassing true target states in X and Y coordinates, respectively.

Novel framework assesses optical imaging hardware uncertainties.

problem Uncertainty in optical imaging modalities, especially ambiguity in parameter estimation.
method Invertible neural networks to map multispectral measurements to posterior probability distributions.
result Ambiguity in blood volume fraction estimation is a key finding.

New framework compresses and recovers scientific data efficiently.

problem Efficiently managing and recovering from large scientific datasets.
method Grounded in learning exponential families, preserves uncertainty and supports trade-offs.
result Preserves physical features and quantities of interest in compressed representations.

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

Improved crude oil price forecasting using multi-dimensional LLM sentiment signals.

problem Challenges in predicting crude oil prices due to unstructured news.
method Extracted five sentiment dimensions from GPT-4o, Llama 3.2-3b, and FinBERT models on energy-sector news articles.
result Combining GPT-4o and FinBERT yields the best predictive performance for weekly WTI crude oil futures returns.