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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.

168,695 papers · 148 categories

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7 results for “winsorization”

Subspace Recovery in Winsorized PCA: Insights into Accuracy and Robustnessstat.ML

WPCA improves subspace recovery robustness to outliers.

problem Improving subspace recovery in the presence of outliers.

method Winsorized PCA (WPCA) with theoretical analysis of accuracy and robustness.

result WPCA provides consistent subspace recovery from contaminated data.

PCA subspace recovery winsorization robustness outliers

2025-02-23abs ↗pdf ↗

Differential privacy with dependent datastat.ML

New method uses Winsorized mean estimators for privacy-preserving statistics on dependent data.

problem Privacy-preserving statistics on dependent data with sensitive information.

method Adapting noisy Winsorized mean estimators to handle dependence via log-Sobolev inequalities.

result Asymptotic and finite sample guarantees for item-level and user-level mean estimation similar to \iid{} settings.

differential privacy dependent data Winsorized mean log-Sobolev inequalities random effects models

2025-11-23abs ↗pdf ↗

Non-asymptotic analysis and inference for an outlyingness induced winsorized meanstat.ML

New winsorized mean improves robustness to up to 50% contamination.

problem Improving robustness of mean estimation in the presence of outliers.

method Outlyingness-induced winsorized mean approach.

result Achieves up to 50% contamination robustness with sub-Gaussian performance.

robust statistics mean estimation winsorized mean outliers sub-Gaussian performance

2021-05-05abs ↗pdf ↗

ESG Signaling on Wall Street in the AI Eraq-fin.GN

AI investors signal higher debt in ESG firms, boosting portfolio management.

problem Determining the value of ESG investing amid AI investment trends.

method Cross-sectional regressions of ESG scores and debt ratios of S&P 500 firms.

result ESG scores signal higher debt in firms, supporting ESG investing.

ESG investing AI investment signaling debt ratios portfolio management

2025-10-11abs ↗pdf ↗

Insider Purchase Signals in Microcap Equities: Gradient Boosting Detection of Abnormal Returnsq-fin.ST

Gradient boosting detects insider purchases predicting abnormal returns in microcap stocks.

problem Predicting abnormal returns in U.S. microcap stocks using insider purchase signals.

method Gradient boosting classifier trained on insider identity, transaction history, and market conditions.

result Gradient boosting classifier achieves AUC of 0.70 on out-of-sample data, with precision and recall of 0.38 and 0.69 respectively.

insider purchases abnormal returns microcap stocks gradient boosting market capitalization

2026-02-05abs ↗pdf ↗

Robust High-dimensional Tuning Free Multiple Testingmath.ST

Paper develops robust methods for large-scale testing without tuning parameters.

problem Heavy-tailed data in high-dimensional settings.

method Revisits Hodges-Lehmann estimator for robust inference without tuning parameters.

result Develops confidence intervals and controls false discovery proportion.

robust statistics high-dimensional data false discovery proportion Hodges-Lehmann estimator Berry-Esseen inequality

2022-11-22abs ↗pdf ↗

When Reasoning Fails: Evaluating 'Thinking' LLMs for Stock Predictionq-fin.ST

Thinking LLMs struggle with stock prediction, especially as data complexity increases.

problem Evaluating the performance of 'thinking' LLMs in stock prediction, especially under varying levels of cross-sectional complexity.

method Rolling 48m/1m walk-forward evaluation, comparing direct LLMs, TLLMs, and classical learners on cross-sectional ranking loss, MSE, and backtests with transaction costs.

result TLLMs' ranking quality deteriorates as cross-sectional complexity grows, while direct LLMs remain stable.

stock prediction thinking LLMs cross-sectional complexity walk-forward evaluation transaction costs

2025-11-05abs ↗pdf ↗