English
Related papers

Related papers: When Alpha Disappears: A One-Switch Benchmark for …

200 papers

With the development of decentralized finance (DeFi), lending protocols have been increasingly proposed in the market. A comprehensive and in-depth evaluation of lending protocol is essential to the DeFi market participants. Due to the…

Social and Information Networks · Computer Science 2023-03-03 Shuai Yang , Wei Cui

The promise of active learning (AL) is to reduce labelling costs by selecting the most valuable examples to annotate from a pool of unlabelled data. Identifying these examples is especially challenging with high-dimensional data (e.g.…

Computer Vision and Pattern Recognition · Computer Science 2022-03-15 Amin Parvaneh , Ehsan Abbasnejad , Damien Teney , Reza Haffari , Anton van den Hengel , Javen Qinfeng Shi

Federated learning has emerged as a promising paradigm for collaborative model training while preserving data privacy. However, recent studies have shown that it is vulnerable to various privacy attacks, such as data reconstruction attacks.…

Cryptography and Security · Computer Science 2024-07-25 Xiaojin Zhang , Wei Chen

We assess two potential signals of the formation of our universe by the decay of a false vacuum. Negative spatial curvature is one possibility, but the window for its detection is now small. However, another possible signal is a suppression…

High Energy Physics - Theory · Physics 2015-04-29 Raphael Bousso , Daniel Harlow , Leonardo Senatore

We present a heuristic argument for the propensity of Topological Data Analysis (TDA) to detect early warning signals of critical transitions in financial time series. Our argument is based on the Log-Periodic Power Law Singularity (LPPLS)…

Statistical Finance · Quantitative Finance 2023-04-17 Samuel W. Akingbade , Marian Gidea , Matteo Manzi , Vahid Nateghi

Link prediction is a fundamental problem in network science, aiming to infer potential or missing links based on observed network structures. With the increasing adoption of parameterized models, the rigor of evaluation protocols has become…

Other Statistics · Statistics 2026-04-09 Xinshan Jiao , Yuxin Luo , Yilin Bi , Tao Zhou

This paper proposes a new procedure to validate the multi-factor pricing theory by testing the presence of alpha in linear factor pricing models with a large number of assets. Because the market's inefficient pricing is likely to occur to a…

Methodology · Statistics 2023-05-23 Qiang Xia , Xianyang Zhang

We introduce the study of information leakage through \emph{guesswork}, the minimum expected number of guesses required to guess a random variable. In particular, we define \emph{maximal guesswork leakage} as the multiplicative decrease,…

Information Theory · Computer Science 2024-05-07 Gowtham R. Kurri , Malhar Managoli , Vinod M. Prabhakaran

This paper offers a new approach to modeling and forecasting of nonstationary time series with applications to volatility modeling for financial data. The approach is based on the assumption of local homogeneity: for every time point, there…

Statistics Theory · Mathematics 2009-06-10 Vladimir Spokoiny

Most ML datasets today contain biases. When we train models on these datasets, they often not only learn these biases but can worsen them -- a phenomenon known as bias amplification. Several co-occurrence-based metrics have been proposed to…

Computer Vision and Pattern Recognition · Computer Science 2025-11-03 Bhanu Tokas , Rahul Nair , Hannah Kerner

Single-field models of $\alpha$-attractor quintessential inflation provide a unified picture of the two periods of early- and late-time cosmic acceleration, where both inflation and dark energy are described by a single scalar degree of…

Cosmology and Nongalactic Astrophysics · Physics 2021-04-05 Yashar Akrami , Santiago Casas , Senwen Deng , Valeri Vardanyan

In federated learning, multiple parties collaborate in order to train a global model over their respective datasets. Even though cryptographic primitives (e.g., homomorphic encryption) can help achieve data privacy in this setting, some…

Cryptography and Security · Computer Science 2020-11-13 Javad Ghareh Chamani , Dimitrios Papadopoulos

Machine learning models have been shown to be vulnerable to membership inference attacks, i.e., inferring whether individuals' data have been used for training models. The lack of understanding about factors contributing success of these…

Machine Learning · Computer Science 2020-04-29 Farhad Farokhi , Mohamed Ali Kaafar

The recent surge in valuations among AI related firms has renewed concerns that markets may be entering a new phase of speculative exuberance, especially in the technology and semiconductor sectors at the center of the AI investment wave.…

Methodology · Statistics 2026-05-12 Abir Sarkar , Martin T. Wells

We show that if the $\alpha$-attractor model is realized by the spontaneous breaking of the scale symmetry, then the stability and the dynamics of the vector field that gauges the scale symmetry can severely constrain the $\alpha$-parameter…

Cosmology and Nongalactic Astrophysics · Physics 2017-05-17 Ozgur Akarsu , Sibel Boran , Emre O. Kahya , Nese Ozdemir , Mehmet Ozkan

Multiple-choice question (MCQ) benchmarks have been a standard evaluation practice for measuring LLMs' ability to reason and answer knowledge-based questions. Through a synthetic NonsenseQA benchmark, we observe that different LLMs exhibit…

Computation and Language · Computer Science 2026-02-20 Mateusz Nowak , Xavier Cadet , Peter Chin

A plethora of inflationary models can produce interesting small-scale phenomenology, such as enhanced scalar fluctuations leading to primordial black hole (PBH) production and large scalar-induced GW. Nevertheless, good models must…

Cosmology and Nongalactic Astrophysics · Physics 2025-06-10 Laura Iacconi , Michael Bacchi , Luiz Filipe Guimarães , Felipe T. Falciano

Machine learning (ML) explainability is central to algorithmic transparency in high-stakes settings such as predictive diagnostics and loan approval. However, these same domains require rigorous privacy guaranties, creating tension between…

Cryptography and Security · Computer Science 2026-01-08 Firas Ben Hmida , Zain Sbeih , Philemon Hailemariam , Birhanu Eshete

The paper proposes a new latent variable model for the simultaneous (two-way) detection of outlying individuals and items for item-response-type data. The proposed model is a synergy between a factor model for binary responses and…

Methodology · Statistics 2021-10-25 Yunxiao Chen , Yan Lu , Irini Moustaki

This study critically examines the methodological rigor in credit card fraud detection research, revealing how fundamental evaluation flaws can overshadow algorithmic sophistication. Through deliberate experimentation with improper…

Machine Learning · Computer Science 2025-11-11 Khizar Hayat , Baptiste Magnier
‹ Prev 1 3 4 5 6 7 10 Next ›