English
Related papers

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

200 papers

There is an increasing concern that most current published research findings are false. The main cause seems to lie in the fundamental disconnection between theory and practice in data analysis. While the former typically relies on…

Machine Learning · Statistics 2019-03-06 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

We study factor models that combine latent factors with firm characteristics and propose a new framework for modeling, estimating, and inferring pricing errors. Following Zhang (2024), our approach decomposes mispricing into two distinct…

Econometrics · Economics 2025-11-06 Jungjun Choi , Ming Yuan

After Planck 2013, a broad class of inflationary models called \alpha-attractors was developed which has universal observational predictions. For small values of the parameter \alpha, the models have good consistency with the recent CMB…

Cosmology and Nongalactic Astrophysics · Physics 2016-06-22 Mehdi Eshaghi , Moslem Zarei , Nematollah Riazi , Ahmad Kiasatpour

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly…

Statistical Mechanics · Physics 2009-11-07 S. Drozdz , F. Grummer , F. Ruf , J. Speth

Preprocessing leakage arises when scaling, imputation, or other data-dependent transformations are estimated before resampling, inflating apparent performance while remaining hard to detect. We present fastml, an R package that provides a…

Computation · Statistics 2026-04-14 Selcuk Korkmaz , Dincer Goksuluk , Eda Karaismailoglu

Leakage errors are unwanted transfer of population outside of a defined computational subspace and they occur in almost every platform for quantum computing. While prevalent, leakage is often overlooked when measuring and reporting the…

Quantum Physics · Physics 2025-10-20 Yi-Hsiang Chen , Charles H. Baldwin

A mathematical model is identifiable if its parameters can be recovered from data. Here, we focus on a particular class of model, linear compartmental models, which are used to represent the transfer of substances in a system. We analyze…

Dynamical Systems · Mathematics 2021-06-22 Patrick Chan , Katherine Johnston , Anne Shiu , Aleksandra Sobieska , Clare Spinner

Fault localization is a practical research topic that helps developers identify code locations that might cause bugs in a program. Most existing fault localization techniques are designed for imperative programs (e.g., C and Java) and rely…

Software Engineering · Computer Science 2021-02-23 Guolong Zheng , ThanhVu Nguyen , Simón Gutiérrez Brida , Germán Regis , Marcelo F. Frias , Nazareno Aguirre , Hamid Bagheri

MeanFlow has recently emerged as a powerful framework for few-step generative modeling trained from scratch, but its success is not yet fully understood. In this work, we show that the MeanFlow objective naturally decomposes into two parts:…

Computer Vision and Pattern Recognition · Computer Science 2025-10-24 Huijie Zhang , Aliaksandr Siarohin , Willi Menapace , Michael Vasilkovsky , Sergey Tulyakov , Qing Qu , Ivan Skorokhodov

FinanceQA is a testing suite that evaluates LLMs' performance on complex numerical financial analysis tasks that mirror real-world investment work. Despite recent advances, current LLMs fail to meet the strict accuracy requirements of…

Machine Learning · Computer Science 2025-01-31 Spencer Mateega , Carlos Georgescu , Danny Tang

We consider the late time one-loop quantum backreaction from inflationary fluctuations of a non-minimally coupled, massless scalar field. The scalar is assumed to be a spectator field in an inflationary model with a constant principal slow…

General Relativity and Quantum Cosmology · Physics 2015-01-14 D. Glavan , T. Prokopec , D. van der Woude

A novel procedure is presented for the objective comparison and evaluation of a bank's decision rules in optimising the timing of loan recovery. This procedure is based on finding a delinquency threshold at which the financial loss of a…

Risk Management · Quantitative Finance 2022-03-25 Arno Botha , Conrad Beyers , Pieter de Villiers

We study a protocol-level test for weak-label benchmarks: whether benchmark outputs change when the provided evidence is intervened on. Metadata-only shortcut checks answer a different question, namely whether outputs are predictable from…

Computation and Language · Computer Science 2026-05-25 Kan Shao

Despite the vast body of literature on Active Learning (AL), there is no comprehensive and open benchmark allowing for efficient and simple comparison of proposed samplers. Additionally, the variability in experimental settings across the…

Machine Learning · Computer Science 2023-04-12 W. Jonas , A. Abraham , L. Dreyfus-Schmidt

Third-party Large Language Model (LLM) API gateways are rapidly emerging as unified access points to models offered by multiple vendors. However, the internal routing, caching, and billing policies of these gateways are largely undisclosed,…

Cryptography and Security · Computer Science 2026-04-24 Guanjie Lin , Yinxin Wan , Shichao Pei , Ting Xu , Kuai Xu , Guoliang Xue

Machine unlearning has the potential to improve the safety of large language models (LLMs) by removing sensitive or harmful information post hoc. A key challenge in unlearning involves balancing between forget quality (effectively…

Machine Learning · Computer Science 2025-06-23 Shengyuan Hu , Neil Kale , Pratiksha Thaker , Yiwei Fu , Steven Wu , Virginia Smith

Model monitoring involves analyzing AI algorithms once they have been deployed and detecting changes in their behaviour. This thesis explores machine learning model monitoring ML before the predictions impact real-world decisions or users.…

Machine Learning · Computer Science 2025-01-28 Carlos Mougan

We present a preliminary proposal for an analytical model for evaluating the impact on performance of data access patterns in concurrent transaction execution. We consider the case of concurrency control protocols that use locking to ensure…

Performance · Computer Science 2021-10-19 Pierangelo Di Sanzo

Federated learning (FL) is an emerging distributed machine learning framework for collaborative model training with a network of clients (edge devices). FL offers default client privacy by allowing clients to keep their sensitive data on…

Machine Learning · Computer Science 2020-04-24 Wenqi Wei , Ling Liu , Margaret Loper , Ka-Ho Chow , Mehmet Emre Gursoy , Stacey Truex , Yanzhao Wu

Modern sequential recommender systems, ranging from lightweight transformer-based variants to large language models, have become increasingly prominent in academia and industry due to their strong performance in the next-item prediction…

Information Retrieval · Computer Science 2025-08-11 Danil Gusak , Anna Volodkevich , Anton Klenitskiy , Alexey Vasilev , Evgeny Frolov