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Data-flow testing (DFT) aims to detect potential data interaction anomalies by focusing on the points at which variables receive values and the points at which these values are used. Such test objectives are referred as \emph{def-use…
In agricultural management, precise Ground Truth (GT) data is crucial for accurate Machine Learning (ML) based crop classification. Yet, issues like crop mislabeling and incorrect land identification are common. We propose a multi-level GT…
Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately…
This paper presents performance analysis of hybrid model comprise of concordance and Genetic Programming (GP) to forecast financial market with some existing models. This scheme can be used for in depth analysis of stock market. Different…
Addressing the reproducibility crisis in artificial intelligence through the validation of reported experimental results is a challenging task. It necessitates either the reimplementation of techniques or a meticulous assessment of papers…
Financial market prediction is a challenging application of machine learning, where even small improvements in directional accuracy can yield substantial value. Most models struggle to exceed 55--57\% accuracy due to high noise,…
A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…
Synthetic data has been increasingly used to train frontier generative models. However, recent studies raise key concerns that iteratively retraining a generative model on its self-generated synthetic data may keep deteriorating model…
Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…
Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market hypothesis believes in the impossibility of accurate…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
Generalization error predictors (GEPs) aim to predict model performance on unseen distributions by deriving dataset-level error estimates from sample-level scores. However, GEPs often utilize disparate mechanisms (e.g., regressors,…
Overfitting is a phenomenon that occurs when a machine learning model is trained for too long and focused too much on the exact fitness of the training samples to the provided training labels and cannot keep track of the predictive rules…
We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link performance and the stochastic process of the traded asset. Our…
Many problems can be formulated as high-dimensional integrals of discontinuous functions that exhibit significant boundary growth, challenging the error analysis and applications of randomized quasi-Monte Carlo (RQMC) methods. This paper…
Current studies on adversarial robustness mainly focus on aggregating local robustness results from a set of data samples to evaluate and rank different models. However, the local statistics may not well represent the true global robustness…
Sophisticated machine learning (ML) models to inform trading in the financial sector create problems of interpretability and risk management. Seemingly robust forecasting models may behave erroneously in out of distribution settings. In…
Much of statistics relies upon four key elements: a law of large numbers, a calculus to operationalize stochastic convergence, a central limit theorem, and a framework for constructing local approximations. These elements are…
Gradient temporal-difference (GTD) learning algorithms are widely used for off-policy policy evaluation with function approximation. However, existing convergence analyses rely on the restrictive assumption that the so-called feature…
Entity Resolution constitutes a core data integration task that relies on Blocking in order to tame its quadratic time complexity. Schema-agnostic blocking achieves very high recall, requires no domain knowledge and applies to data of any…