English
Related papers

Related papers: Spurious Predictability in Financial Machine Learn…

200 papers

Machine learning (ML) models show strong promise for new biomedical prediction tasks, but concerns about trustworthiness have hindered their clinical adoption. In particular, it is often unclear whether a model relies on true clinical cues…

Machine Learning · Computer Science 2026-01-13 Dushan N. Wadduwage , Dineth Jayakody , Leonidas Zimianitis

In recent years, various machine and deep learning architectures have been successfully introduced to the field of predictive process analytics. Nevertheless, the inherent opacity of these algorithms poses a significant challenge for human…

Artificial Intelligence · Computer Science 2024-03-15 Alexander Stevens , Chun Ouyang , Johannes De Smedt , Catarina Moreira

Contextual bandit algorithms have transformed modern experimentation by enabling real-time adaptation for personalized treatment and efficient use of data. Yet these advantages create challenges for statistical inference due to adaptivity.…

Statistics Theory · Mathematics 2025-09-23 Yongyi Guo , Ziping Xu

Accurate prediction of material properties facilitates the discovery of novel materials with tailored functionalities. Deep learning models have recently shown superior accuracy and flexibility in capturing structure-property relationships.…

Machine Learning · Computer Science 2025-04-30 Chowdhury Mohammad Abid Rahman , Aldo H. Romero , Prashnna K. Gyawali

Unsupervised machine learning is widely used to mine large, unlabeled datasets to make data-driven discoveries in critical domains such as climate science, biomedicine, astronomy, chemistry, and more. However, despite its widespread…

Machine Learning · Computer Science 2025-06-06 Andersen Chang , Tiffany M. Tang , Tarek M. Zikry , Genevera I. Allen

Time series forecasting drives operational decisions in areas like finance, transportation, and energy. While supervised learning approaches achieve strong performance, they require domain-specific training, feature engineering, and ongoing…

Machine Learning · Computer Science 2026-05-26 Kavin Soni , Debanshu Das , Vamshi Guduguntla

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

Over the last two decades, many exciting variable selection methods have been developed for finding a small group of covariates that are associated with the response from a large pool. Can the discoveries from these data mining approaches…

Statistics Theory · Mathematics 2017-07-24 Jianqing Fan , Qi-Man Shao , Wen-Xin Zhou

Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is…

Machine Learning · Computer Science 2023-11-22 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Roman Vaculin

Process Outcome Prediction entails predicting a discrete property of an unfinished process instance from its partial trace. High-capacity outcome predictors discovered with ensemble and deep learning methods have been shown to achieve top…

Machine Learning · Computer Science 2024-07-19 Francesco Folino , Luigi Pontieri , Pietro Sabatino

In this paper, we address one of the main puzzles in finance observed in the stock market by proponents of behavioral finance: the stock predictability puzzle. We offer a statistical model within the context of rational finance which can be…

Mathematical Finance · Quantitative Finance 2019-11-07 Abootaleb Shirvani , Svetlozar T. Rachev , Frank J. Fabozzi

Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…

Econometrics · Economics 2025-11-07 Ashesh Rambachan , Amanda Coston , Edward Kennedy

Structured prediction requires searching over a combinatorial number of structures. To tackle it, we introduce SparseMAP: a new method for sparse structured inference, and its natural loss function. SparseMAP automatically selects only a…

Machine Learning · Statistics 2018-06-21 Vlad Niculae , André F. T. Martins , Mathieu Blondel , Claire Cardie

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

We propose the concept of Speculative Execution for Visual Analytics and discuss its effectiveness for model exploration and optimization. Speculative Execution enables the automatic generation of alternative, competing model configurations…

Human-Computer Interaction · Computer Science 2019-08-08 Fabian Sperrle , Jürgen Bernard , Michael Sedlmair , Daniel Keim , Mennatallah El-Assady

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

Next generation architectures necessitate a shift away from traditional workflows in which the simulation state is saved at prescribed frequencies for post-processing analysis. While the need to shift to in~situ workflows has been…

Computational Engineering, Finance, and Science · Computer Science 2015-08-20 Maher Salloum , Janine C. Bennett , Ali Pinar , Ankit Bhagatwala , Jacqueline H. Chen

Financial markets are inherently non-stationary: structural breaks and macroeconomic regime shifts often cause forecasting models to fail when deployed out of distribution (OOD). Conventional multimodal approaches that simply fuse numerical…

Machine Learning · Computer Science 2025-11-18 Sarthak Khanna , Armin Berger , Muskaan Chopra , David Berghaus , Rafet Sifa

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher
‹ Prev 1 8 9 10 Next ›