相关论文: Estimation of Zero Intelligence Models by L1 Data

The Shapley effects are global sensitivity indices: they quantify the impact of each input variable on the output variable in a model. In this work, we suggest new estimators of these sensitivity indices. When the input distribution is…

As AI systems become more intelligent and their behavior becomes more challenging to assess, they may learn to game the flaws of human feedback instead of genuinely striving to follow instructions; however, this risk can be mitigated by…

The rapid advancement of Large Language Models (LLMs) has spurred discussions about their potential to enhance quantitative trading strategies. LLMs excel in analyzing sentiments about listed companies from financial news, providing…

Generalized zero shot learning (GZSL) is defined by a training process containing a set of visual samples from seen classes and a set of semantic samples from seen and unseen classes, while the testing process consists of the classification…

For handling intercurrent events in clinical trials, one of the strategies outlined in the ICH E9(R1) addendum targets the hypothetical scenario of non-occurrence of the intercurrent event. While this strategy is often implemented by…

This paper considers the problem of estimating the information leakage of a system in the black-box scenario. It is assumed that the system's internals are unknown to the learner, or anyway too complicated to analyze, and the only available…

Researchers are often interested in predicting outcomes, conducting clustering analysis to detect distinct subgroups of their data, or computing causal treatment effects. Pathological data distributions that exhibit skewness and…

We investigate the dependence of the score on noise in the data, and on the network size. As a result, we obtain the so-called "cognition transition" from good performance to zero with increasing noise. The understanding of this transition…

Measuring the generalization ability of Large Language Models (LLMs) is challenging due to data contamination. As models grow and computation becomes cheaper, ensuring tasks and test cases are unseen during training phases will become…

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

The use of flexible machine-learning (ML) models to generate imputations of missing data within the framework of Multiple Imputation (MI) has recently gained traction, particularly in observational settings. For randomised controlled trials…

While large language models (LLMs) demonstrate reasonable zero-shot capability across many downstream tasks, fine-tuning is a common practice to improve their performance. However, a task's data efficiency--i.e., the number of fine-tuning…

Mutual information (MI) is a fundamental measure of statistical dependence between two variables, yet accurate estimation from finite data remains notoriously difficult. No estimator is universally reliable, and common approaches fail in…

We present a generalized dynamical model describing the sharing of information, and corresponding herd behavior, in a population based on the recent model proposed by Eguiluz and Zimmermann. By introducing a size-dependent probability for…

In this paper, we introduce a novel flexible Gini index, referred to as the extended Gini index, which is defined through ordered differences between the $j$th and $k$th order statistics within subsamples of size $m$, for indices satisfying…

We consider discrete default intensity based and logit type reduced form models for conditional default probabilities for corporate loans where we develop simple closed form approximations to the maximum likelihood estimator (MLE) when the…

Large language models (LLMs) provide powerful means to leverage prior knowledge for predictive modeling when data is limited. In this work, we demonstrate how LLMs can use their compressed world knowledge to generate intrinsically…

The number of information systems (IS) studies dealing with explainable artificial intelligence (XAI) is currently exploding as the field demands more transparency about the internal decision logic of machine learning (ML) models. However,…

Objective and interpretable metrics to evaluate current artificial intelligent systems are of great importance, not only to analyze the current state of such systems but also to objectively measure progress in the future. In this work, we…

We study investor learning and information acquisition in private markets using a large dataset of expert network calls. We develop a sequential Large Language Model (LLM)-Bayesian framework that treats expert interactions as sequential…