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Prudence Djagba

Publications and source records attributed to Prudence Djagba.

13 recordsLinked to original sources
arXiv2026

Graph-Theoretic Models for the Prediction of Molecular Measurements

Graph-theoretic approaches offer simplicity, interpretability, and low computational cost for molecular property prediction. Among these, the model proposed by Mukwembi and Nyabadza, based on the external activity $D(G)$ and internal activity $\zeta(G)$ indices, achieved strong results on a small flavonoid dataset. However, its ability to generalize to larger and chemically diverse datasets has not been tested. This study evaluates the baseline $D(G)$-$\zeta(G)$ polynomial model on five benchmark datasets from MoleculeNet, covering biological activity (BACE, 1,513 molecules), lipophilicity (LogP synthetic, 14,610 molecules; LogP experimental, 753 molecules), aqueous solubility (ESOL, 1,128 molecules), and hydration free energy (SAMPL, 642 molecules). The baseline model achieves an average $R^2 = 0.24$, confirming limited transferability. To address this, a systematic enhancement framework is proposed, progressively incorporating Ridge regularization, additional graph descriptors, physicochemical properties, ensemble learning with Gradient Boosting, Lasso feature selection, and a hybrid approach combining topological indices with Morgan fingerprints. The enhanced models raise the average best $R^2$ to 0.79, with individual improvements ranging from 165\% to 274\%. All improvements are statistically significant ($p < 0.001$). A direct comparison with a Graph Convolutional Network under identical experimental conditions shows that the enhanced classical models match or outperform deep learning on all five datasets. Comparison with the recent GNN+PGM hybrid of Djagba et al.\ further confirms competitiveness, with the enhanced models achieving the best results on two datasets and tying on one. The entire framework requires no GPU, trains in under five minutes, and uses only open-source tools, making it accessible for researchers in resource-limited settings.

cs.LG↗
arXiv2026

Exploring Data Augmentation and Resampling Strategies for Transformer-Based Models to Address Class Imbalance in AI Scoring of Scientific Explanations in NGSS Classroom

Automated scoring of students' scientific explanations offers the potential for immediate, accurate feedback, yet class imbalance in rubric categories particularly those capturing advanced reasoning remains a challenge. This study investigates augmentation strategies to improve transformer-based text classification of student responses to a physical science assessment based on an NGSS-aligned learning progression. The dataset consists of 1,466 high school responses scored on 11 binary-coded analytic categories. This rubric identifies six important components including scientific ideas needed for a complete explanation along with five common incomplete or inaccurate ideas. Using SciBERT as a baseline, we applied fine-tuning and test these augmentation strategies: (1) GPT-4--generated synthetic responses, (2) EASE, a word-level extraction and filtering approach, and (3) ALP (Augmentation using Lexicalized Probabilistic context-free grammar) phrase-level extraction. While fine-tuning SciBERT improved recall over baseline, augmentation substantially enhanced performance, with GPT data boosting both precision and recall, and ALP achieving perfect precision, recall, and F1 scores across most severe imbalanced categories (5,6,7 and 9). Across all rubric categories EASE augmentation substantially increased alignment with human scoring for both scientific ideas (Categories 1--6) and inaccurate ideas (Categories 7--11). We compared different augmentation strategies to a traditional oversampling method (SMOTE) in an effort to avoid overfitting and retain novice-level data critical for learning progression alignment. Findings demonstrate that targeted augmentation can address severe imbalance while preserving conceptual coverage, offering a scalable solution for automated learning progression-aligned scoring in science education.

cs.AI↗
arXiv2025

Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons

This research proposes an enhancement to the innovative portfolio optimization approach using the G-Learning algorithm, combined with parametric optimization via the GIRL algorithm (G-learning approach to the setting of Inverse Reinforcement Learning) as presented by. The goal is to maximize portfolio value by a target date while minimizing the investor's periodic contributions. Our model operates in a highly volatile market with a well-diversified portfolio, ensuring a low-risk level for the investor, and leverages reinforcement learning to dynamically adjust portfolio positions over time. Results show that we improved the Sharpe Ratio from 0.42, as suggested by recent studies using the same approach, to a value of 0.483 a notable achievement in highly volatile markets with diversified portfolios. The comparison between G-Learning and GIRL reveals that while GIRL optimizes the reward function parameters (e.g., lambda = 0.0012 compared to 0.002), its impact on portfolio performance remains marginal. This suggests that reinforcement learning methods, like G-Learning, already enable robust optimization. This research contributes to the growing development of reinforcement learning applications in financial decision-making, demonstrating that probabilistic learning algorithms can effectively align portfolio management strategies with investor needs.

q-fin.PM↗
arXiv2025

Exploring Large Language Models for Financial Applications: Techniques, Performance, and Challenges with FinMA

This research explores the strengths and weaknesses of domain-adapted Large Language Models (LLMs) in the context of financial natural language processing (NLP). The analysis centers on FinMA, a model created within the PIXIU framework, which is evaluated for its performance in specialized financial tasks. Recognizing the critical demands of accuracy, reliability, and domain adaptation in financial applications, this study examines FinMA's model architecture, its instruction tuning process utilizing the Financial Instruction Tuning (FIT) dataset, and its evaluation under the FLARE benchmark. Findings indicate that FinMA performs well in sentiment analysis and classification, but faces notable challenges in tasks involving numerical reasoning, entity recognition, and summarization. This work aims to advance the understanding of how financial LLMs can be effectively designed and evaluated to assist in finance-related decision-making processes.

cs.CL↗
arXiv2025

Learning Progression-Guided AI Evaluation of Scientific Models To Support Diverse Multi-Modal Understanding in NGSS Classroom

Learning Progressions (LPs) can help adjust instruction to individual learners needs if the LPs reflect diverse ways of thinking about a construct being measured, and if the LP-aligned assessments meaningfully measure this diversity. The process of doing science is inherently multi-modal with scientists utilizing drawings, writing and other modalities to explain phenomena. Thus, fostering deep science understanding requires supporting students in using multiple modalities when explaining phenomena. We build on a validated NGSS-aligned multi-modal LP reflecting diverse ways of modeling and explaining electrostatic phenomena and associated assessments. We focus on students modeling, an essential practice for building a deep science understanding. Supporting culturally and linguistically diverse students in building modeling skills provides them with an alternative mode of communicating their understanding, essential for equitable science assessment. Machine learning (ML) has been used to score open-ended modeling tasks (e.g., drawings), and short text-based constructed scientific explanations, both of which are time-consuming to score. We use ML to evaluate LP-aligned scientific models and the accompanying short text-based explanations reflecting multi-modal understanding of electrical interactions in high school Physical Science. We show how LP guides the design of personalized ML-driven feedback grounded in the diversity of student thinking on both assessment modes.

cs.CY↗
arXiv2025

Assessing the Capabilities and Limitations of FinGPT Model in Financial NLP Applications

This work evaluates FinGPT, a financial domain-specific language model, across six key natural language processing (NLP) tasks: Sentiment Analysis, Text Classification, Named Entity Recognition, Financial Question Answering, Text Summarization, and Stock Movement Prediction. The evaluation uses finance-specific datasets to assess FinGPT's capabilities and limitations in real-world financial applications. The results show that FinGPT performs strongly in classification tasks such as sentiment analysis and headline categorization, often achieving results comparable to GPT-4. However, its performance is significantly lower in tasks that involve reasoning and generation, such as financial question answering and summarization. Comparisons with GPT-4 and human benchmarks highlight notable performance gaps, particularly in numerical accuracy and complex reasoning. Overall, the findings indicate that while FinGPT is effective for certain structured financial tasks, it is not yet a comprehensive solution. This research provides a useful benchmark for future research and underscores the need for architectural improvements and domain-specific optimization in financial language models.

cs.CL↗
arXiv2024

Inference with K-means

This thesis aims to invent new approaches for making inferences with the k-means algorithm. k-means is an iterative clustering algorithm that randomly assigns k centroids, then assigns data points to the nearest centroid, and updates centroids based on the mean of assigned points. This process continues until convergence, forming k clusters where each point belongs to the closest centroid. This research investigates the prediction of the last component of data points obtained from a distribution of clustered data using the online balanced k-means approach. Through extensive experimentation and analysis, key findings have emerged. It is observed that a larger number of clusters or partitions tends to yield lower errors while increasing the number of assigned data points does not significantly improve inference errors. Reducing losses in the learning process does not significantly impact overall inference errors. Indicating that as learning is going on inference errors remain unchanged. Recommendations include the need for specialized inference techniques to estimate better data points derived from multi-clustered data and exploring methods that yield improved results with larger assigned datasets. By addressing these recommendations, this research advances the accuracy and reliability of inferences made with the k-means algorithm, bridging the gap between clustering and non-parametric density estimation and inference.

cs.LG↗
arXiv2024

Pricing American Options using Machine Learning Algorithms

This study investigates the application of machine learning algorithms, particularly in the context of pricing American options using Monte Carlo simulations. Traditional models, such as the Black-Scholes-Merton framework, often fail to adequately address the complexities of American options, which include the ability for early exercise and non-linear payoff structures. By leveraging Monte Carlo methods in conjunction Least Square Method machine learning was used. This research aims to improve the accuracy and efficiency of option pricing. The study evaluates several machine learning models, including neural networks and decision trees, highlighting their potential to outperform traditional approaches. The results from applying machine learning algorithm in LSM indicate that integrating machine learning with Monte Carlo simulations can enhance pricing accuracy and provide more robust predictions, offering significant insights into quantitative finance by merging classical financial theories with modern computational techniques. The dataset was split into features and the target variable representing bid prices, with an 80-20 train-validation split. LSTM and GRU models were constructed using TensorFlow's Keras API, each with four hidden layers of 200 neurons and an output layer for bid price prediction, optimized with the Adam optimizer and MSE loss function. The GRU model outperformed the LSTM model across all evaluated metrics, demonstrating lower mean absolute error, mean squared error, and root mean squared error, along with greater stability and efficiency in training.

cs.LG↗
arXiv2024

Deep Transfer Learning for Breast Cancer Classification

Breast cancer is a major global health issue that affects millions of women worldwide. Classification of breast cancer as early and accurately as possible is crucial for effective treatment and enhanced patient outcomes. Deep transfer learning has emerged as a promising technique for improving breast cancer classification by utilizing pre-trained models and transferring knowledge across related tasks. In this study, we examine the use of a VGG, Vision Transformers (ViT) and Resnet to classify images for Invasive Ductal Carcinoma (IDC) cancer and make a comparative analysis of the algorithms. The result shows a great advantage of Resnet-34 with an accuracy of $90.40\%$ in classifying cancer images. However, the pretrained VGG-16 demonstrates a higher F1-score because there is less parameters to update. We believe that the field of breast cancer diagnosis stands to benefit greatly from the use of deep transfer learning. Transfer learning may assist to increase the accuracy and accessibility of breast cancer screening by allowing deep learning models to be trained with little data.

cs.CV↗
arXiv2023

Combinatorics of subgroups of Beidleman near-vector spaces

Combinatorial aspects of R-subgroups of finite dimensional Beidleman near-vector spaces over nearfields are studied. A characterization of R-subgroups is used to obtain the smallest possible size of a generating set of a subgroup, which is much smaller than its dimension. Furthermore, a formula for the number of R-subgroups of an n-dimensional near-vector space is developed.

math.RA↗
arXiv2023

Construction of a finite Dickson nearfield

For a Dickson pair $(q,n)$ we show that $ \big \lbrace \frac{q^k-1}{q-1}, 1 \leq k < n \big \rbrace $ forms a finite complete set of different residues modulo $n$. We also study the construction of a finite Dickson nearfield that arises from Dickson pair $(q,n)$.

math.NT↗
arXiv2019

On the generalized distributive set of a finite nearfield

For any nearfield $(R,+, \circ)$, denote by $D(R)$ the set of all distributive elements of $R$. Let $R$ be a finite Dickson nearfield that arises from Dickson pair $(q,n)$. For a given pair $(α, β) \in R^2$ we study the generalized distributive set $ D(α, β)$ where $"\circ"$ is the multiplication of the Dickson nearfield. We find that $ D(α, β)$ is not in general a subfield of the finite field $\mathbb{F}_{q^n}$. In contrast to the situation for $D(R)$, we also find that $D(α, β)$ is not in general a subnearfield of $R$. We obtain sufficient conditions on $α, β$ for $ D(α, β)$ to be a subfield of $\mathbb{F}_{q^n}$ and derive an algorithm that tests if $D(α, β)$ is a subfield of $\mathbb{F}_{q^n}$ or not. We also study the notions of $R$-dimension, $R$-basis, seed sets and seed number of $R$-subgroups of the Beidleman near-vector spaces $R^m$ where $m$ is a positive integer. Finally we determine the maximal $R$-dimension of $gen(v_1,v_2)$ for $v_1,v_2 \in R^m$, where $gen(v_1,v_2)$ is the smallest $R$-subgroup containing the vectors $v_1$ and $v_2$.

math.RA↗