Related papers: Reliability of Ideal Indexes
In financial applications, regulations or best practices often lead to specific requirements in machine learning relating to four key pillars: fairness, privacy, interpretability and greenhouse gas emissions. These all sit in the broader…
Evaluating the performance of researchers and measuring the impact of papers written by scientists is the main objective of citation analysis. Various indices and metrics have been proposed for this. In this paper, we propose a new citation…
Inductive Conformal Prediction (ICP) provides a practical and effective approach for equipping deep learning models with uncertainty estimates in the form of set-valued predictions which are guaranteed to contain the ground truth with high…
The Foreign Exchange (Forex) is a large decentralized market, on which trading analysis and algorithmic trading are popular. Research efforts have been focusing on proof of efficiency of certain technical indicators. We demonstrate,…
Pairwise comparison models have been widely used for utility evaluation and rank aggregation across various fields. The increasing scale of modern problems underscores the need to understand statistical inference in these models when the…
We propose an approach to construct text-based time-series indices in an optimal way--typically, indices that maximize the contemporaneous relation or the predictive performance with respect to a target variable, such as inflation. We…
The seminal impossibility result of Myerson and Satterthwaite (1983) states that for bilateral trade, there is no mechanism that is individually rational (IR), incentive compatible (IC), weakly budget balanced, and efficient. This has led…
Fisher matrices play an important role in experimental design and in data analysis. Their primary role is to make predictions for the inference of model parameters - both their errors and covariances. In this short review, I outline a…
The Maximal Information Coefficient (MIC) is a powerful statistic to identify dependencies between variables. However, it may be applied to sensitive data, and publishing it could leak private information. As a solution, we present…
Evaluating the economies of countries and their relations with products in the global market is a central problem in economics, with far-reaching implications to our theoretical understanding of the international trade as well as to…
This paper provides a rigorous and gap-free proof of the index theorem used in the theory of regular economy. In the index theorem that is the subject of this paper, the assumptions for the excess demand function are only several usual…
The key indicators of model stability are the population stability index (PSI), which uses the difference in population distribution, and the Kolmogorov-Smirnov statistic (KS) between two distributions. When deriving a binary choice model,…
Income inequality is known to have negative impacts on an economic system, thus has been debated for a hundred years past or more. Numerous ideas have been proposed to quantify income inequality, and the Gini coefficient is a prevalent…
When using machine learning to aid decision-making, it is critical to ensure that an algorithmic decision is fair and does not discriminate against specific individuals/groups, particularly those from underprivileged populations. Existing…
Fisher markets are those where buyers with budgets compete for scarce items, a natural model for many real world markets including online advertising. A market equilibrium is a set of prices and allocations of items such that supply meets…
Maximum Inner Product Search (MIPS) is a fundamental challenge in machine learning and information retrieval, particularly in high-dimensional data applications. Existing approaches to MIPS either rely solely on Inner Product (IP)…
Counterfactual explanations (CFXs) provide human-understandable justifications for model predictions, enabling actionable recourse and enhancing interpretability. To be reliable, CFXs must avoid regions of high predictive uncertainty, where…
In this paper we present "citation success index", a metric for comparing the citation capacity of pairs of journals. Citation success index is the probability that a random paper in one journal has more citations than a random paper in…
We study Fisher markets that admit equilibria wherein each good is integrally assigned to some agent. While strong existence and computational guarantees are known for equilibria of Fisher markets with additive valuations, such equilibria,…
Personalized recommendation attracts a surge of interdisciplinary researches. Especially, similarity based methods in applications of real recommendation systems achieve great success. However, the computations of similarities are…