Mitigating Model Drift in Developing Economies Using Synthetic Data and Outliers
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arXiv
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| Format: | Preprint |
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2025
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| author | Varshavskiy, Ilyas Boboeva, Bonu Khalilbekov, Shuhrat Azimi, Azizjon Shulgin, Sergey Nizamitdinov, Akhlitdin Borde, Haitz Sáez de Ocáriz |
| author_facet | Varshavskiy, Ilyas Boboeva, Bonu Khalilbekov, Shuhrat Azimi, Azizjon Shulgin, Sergey Nizamitdinov, Akhlitdin Borde, Haitz Sáez de Ocáriz |
| contents | Machine Learning models in finance are highly susceptible to model drift, where predictive performance declines as data distributions shift. This issue is especially acute in developing economies such as those in Central Asia and the Caucasus - including Tajikistan, Uzbekistan, Kazakhstan, and Azerbaijan - where frequent and unpredictable macroeconomics shocks destabilize financial data. To the best of our knowledge, this is among the first studies to examine drift mitigation methods on financial datasets from these regions. We investigate the use of synthetic outliers, a largely unexplored approach, to improve model stability against unforeseen shocks. To evaluate effectiveness, we introduce a two-level framework that measures both the extent of performance degradation and the severity of shocks. Our experiments on macroeconomic tabular datasets show that adding a small proportion of synthetic outliers generally improves stability compared to baseline models, though the optimal amount varies by dataset and model |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_09294 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Mitigating Model Drift in Developing Economies Using Synthetic Data and Outliers Varshavskiy, Ilyas Boboeva, Bonu Khalilbekov, Shuhrat Azimi, Azizjon Shulgin, Sergey Nizamitdinov, Akhlitdin Borde, Haitz Sáez de Ocáriz Machine Learning Machine Learning models in finance are highly susceptible to model drift, where predictive performance declines as data distributions shift. This issue is especially acute in developing economies such as those in Central Asia and the Caucasus - including Tajikistan, Uzbekistan, Kazakhstan, and Azerbaijan - where frequent and unpredictable macroeconomics shocks destabilize financial data. To the best of our knowledge, this is among the first studies to examine drift mitigation methods on financial datasets from these regions. We investigate the use of synthetic outliers, a largely unexplored approach, to improve model stability against unforeseen shocks. To evaluate effectiveness, we introduce a two-level framework that measures both the extent of performance degradation and the severity of shocks. Our experiments on macroeconomic tabular datasets show that adding a small proportion of synthetic outliers generally improves stability compared to baseline models, though the optimal amount varies by dataset and model |
| title | Mitigating Model Drift in Developing Economies Using Synthetic Data and Outliers |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2510.09294 |