相关论文: Skilled Mutual Fund Selection: False Discovery Con…

In federated learning (FL), classifiers (e.g., deep networks) are trained on datasets from multiple data centers without exchanging data across them, which improves the sample efficiency. However, the conventional FL setting assumes the…

Card transaction fraud is a growing problem affecting card holders worldwide. Financial institutions increasingly rely upon data-driven methods for developing fraud detection systems, which are able to automatically detect and block…

The use of weights provides an effective strategy to incorporate prior domain knowledge in large-scale inference. This paper studies weighted multiple testing in a decision-theoretic framework. We develop oracle and data-driven procedures…

Transitioning a strategy from backtest to live trading is a common failure point for quantitative systems due to parameter overfitting, selection bias, and sensitivity to regime changes. This paper presents the AlgoXpert Alpha Research…

Fraud detection is a challenging task due to the changing nature of fraud patterns over time and the limited availability of fraud examples to learn such sophisticated patterns. Thus, fraud detection with the aid of smart versions of…

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

In confirmatory clinical trials, it has been proposed to use a simple iterative graphical approach to construct and perform intersection hypotheses tests with a weighted Bonferroni-type procedure to control type I errors in the strong…

The statistical analysis of neuronal spike trains by models of point processes often relies on the assumption of constant process parameters. However, it is a well-known problem that the parameters of empirical spike trains can be highly…

Machine learning has opened up new tools for financial fraud detection. Using a sample of annotated transactions, a machine learning classification algorithm learns to detect frauds. With growing credit card transaction volumes and rising…

We propose a novel semi-supervised learning (SSL) method that adopts selective training with pseudo labels. In our method, we generate hard pseudo-labels and also estimate their confidence, which represents how likely each pseudo-label is…

Scaling test-time compute has emerged as a powerful mechanism for enhancing Large Language Model (LLM) performance. However, standard post-training paradigms, Supervised Fine-Tuning (SFT) and Reinforcement Learning (RL), optimize the…

Constrained random test generation is one of the most widely adopted methods for generating stimuli for simulation-based verification. Randomness leads to test diversity, but tests tend to repeatedly exercise the same design logic.…

We address the multiple testing problem under the assumption that the true/false hypotheses are driven by a Hidden Markov Model (HMM), which is recognized as a fundamental setting to model multiple testing under dependence since the seminal…

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

Simulation Based Calibration (SBC) is applied to analyse two commonly used, competing Markov chain Monte Carlo algorithms for estimating the posterior distribution of a stochastic volatility model. In particular, the bespoke 'off-set…

This paper presents an innovative online portfolio selection model, situated within a meta-learning framework, that leverages a mixture policies strategy. The core idea is to simulate a fund that employs multiple fund managers, each skilled…

We present blind exploration and exploitation (BEE) algorithms for identifying the most reliable stochastic expert based on formulations that employ posterior sampling, upper-confidence bounds, empirical Kullback-Leibler divergence, and…

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the…

The paper examines the performance of regression models (OLS linear regression, Ridge regression, Random Forest, and Fully-connected Neural Network) on the prediction of CMA (Conservative Minus Aggressive) factor premium and the performance…