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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for Behavioral Patterns

Method detects multi-timescale consumer spending patterns from receipts.

problem Understanding and managing consumer behavior in high-dimensional data.
method Non-negative tensor factorization (NTF) to extract multi-timescale expenditure patterns.
result Consumption patterns are characterized based on spending behavior over different timescales.

In this paper, we propose a new feature extraction technique for program execution logs. First, we automatically extract complex patterns from a program's behavior graph. Then, we embed these patterns into a continuous space by training an autoencoder. We evaluate the proposed features on a real-world malicious softwar…

2018-04-10abs ↗pdf ↗

Calendar graph neural networks model user behavior with location and time data.

problem Modeling user behavior with location and time information for demographic prediction.
method Graph neural networks with a tripartite network of items, sessions, and locations, and a hierarchical calendar network.
result User embeddings preserve spatial and temporal patterns of various periodicity.

Study reveals LLM personality patterns but lacks behavioral consistency.

problem Understanding and validating personality traits in LLMs.
method Characterized LLM personality across three dimensions: training dynamics, self-report validity, and intervention effects.
result Self-reported traits do not reliably predict behavior, and instructional alignment affects trait expression but not behavior.

AI agents in experimental markets exhibit behavioral patterns that aggregate into market dynamics.

problem Understanding AI trading behavior and its impact on market dynamics.
method Experimental asset markets populated by AI agents trained on Large Language Models (LLMs).
result AI agents' behavior leads to market dynamics similar to human traders, including bubbles.

RBM models reveal how hidden unit tail behavior affects pattern reconstruction.

problem Understanding how the tail behavior of hidden units in RBMs influences pattern reconstruction.
method Identified an effective energy function for RBMs and studied its local minima.
result The ability to reconstruct patterns depends on the tail behavior of the hidden unit prior distribution.

The majority of real-world networks are dynamic and extremely large (e.g., Internet Traffic, Twitter, Facebook, ...). To understand the structural behavior of nodes in these large dynamic networks, it may be necessary to model the dynamics of behavioral roles representing the main connectivity patterns over time. In th…

2012-05-09abs ↗pdf ↗

Research from a variety of fields including psychology and linguistics have found correlations and patterns in personal attributes and behavior, but efforts to understand the broader heterogeneity in human behavior have not yet integrated these approaches and perspectives with a cohesive methodology. Here we extract pa…

2017-08-09abs ↗pdf ↗

This paper investigates circle patterns with obtuse exterior intersection angles on surfaces of finite topological type. We characterise the images of the curvature maps and establish several equivalent conditions regarding long time behaviors of Chow-Luo's combinatorial Ricci flows for these patterns. As consequences,…

2019-09-08abs ↗pdf ↗

PPPD framework extracts physical characterizations from stochastic mechanical systems.

problem Complex system behavior requires more than probabilistic descriptions of QoI.
method Probabilistic Performance-Pattern Decomposition (PPPD) framework.
result Decomposes system behaviors into meaningful patterns in response space.

This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characterist…

2010-01-26abs ↗pdf ↗

A novel framework interprets driving patterns using Action phases clustering.

problem Challenges in comprehending driving heterogeneity from underlying behavior mechanisms.
method Resampling and Downsampling Method (RDM) followed by iterative clustering calibration.
result Six driving patterns identified in real-world datasets, revealing dynamic nature of driving.

The behaviors of patients with depression are usually difficult to predict because the patients demonstrate the symptoms of a depressive episode without a warning at unexpected times. The goal of this research is to build algorithms that detect signals of such unusual moments so that doctors can be proactive in approac…

2016-03-24abs ↗pdf ↗

BN^2MF identifies unknown exposure patterns in environmental mixtures.

problem Identifying unknown exposure patterns in environmental mixtures.
method Bayesian non-parametric non-negative matrix factorization (BN^2MF) with non-negative continuous priors and a non-parametric sparse prior.
result Estimates patterns of chemical exposures without specifying the number of patterns.

The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises. Financial cycles have a well defined structure and form periodic sequences along the axis of credit expansion while retaining…

2016-07-05abs ↗pdf ↗

Study develops a new model for predicting individual mobility based on activity patterns.

problem Existing mobility prediction methods overlook underlying activity patterns.
method Activity-based hidden Markov model (IOHMM) using transit smart card data.
result Proposed model achieves similar prediction performance to LSTM but also provides behavioral insights.

Interaction graphs, such as those recording emails between individuals or transactions between institutions, tend to be sparse yet structured, and often grow in an unbounded manner. Such behavior can be well-captured by structured, nonparametric edge-exchangeable graphs. However, such exchangeable models necessarily ig…

2019-05-28abs ↗pdf ↗

This paper analyzes DRL strategies in finance, revealing unique trading patterns and performance differences.

problem Limited research on DRL behavior in finance applications.
method Analysis of trading behaviors and purchase diversity of DRL algorithms (A2C, PPO, SAC, DDPG, TD3).
result DRL algorithms exhibit distinct trading patterns and performance differences, with A2C outperforming others in terms of cumulative rewards.

This paper presents a case study of a recommender system that can be used to save energy in smart homes without lowering the comfort of the inhabitants. We present an algorithm that uses consumer behavior data only and uses machine learning to suggest actions for inhabitants to reduce the energy consumption of their ho…

2015-09-18abs ↗pdf ↗

Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it diff…

2017-02-05abs ↗pdf ↗

The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy, which has the basic properties of classic chaos indicators, thus allowing to sep…

2007-11-05abs ↗pdf ↗

GGP models multivariate time series with latent sub-sequences for diverse behaviors.

problem Modeling multivariate time series with diverse behaviors and patterns.
method Graph Gamma Process (GGP) linear dynamical systems with latent sub-sequences.
result GGP models exhibit good predictive performance and reveal interpretable latent patterns.

A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behaviors are observed for the return variance σ2σ^2, the price impact HH and the predictability KK for both models with linear and square root impact functions. The sum of the traders' wealth displays a positive v…

2008-01-23abs ↗pdf ↗

To understand the structural dynamics of a large-scale social, biological or technological network, it may be useful to discover behavioral roles representing the main connectivity patterns present over time. In this paper, we propose a scalable non-parametric approach to automatically learn the structural dynamics of …

2012-03-09abs ↗pdf ↗

Continuous collection of physiological data from wearable sensors enables temporal characterization of individual behaviors. Understanding the relation between an individual's behavioral patterns and psychological states can help identify strategies to improve quality of life. One challenge in analyzing physiological d…

2019-11-16abs ↗pdf ↗

With online payment platforms being ubiquitous and important, fraud transaction detection has become the key for such platforms, to ensure user account safety and platform security. In this work, we present a novel method for detecting fraud transactions by leveraging patterns from both users' static profiles and users…

2019-12-26abs ↗pdf ↗

We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g. user behavior traces). We simplify the idea of capturing these patterns by hierarc…

2017-06-19abs ↗pdf ↗

This study reveals statistical patterns in ERC20 token transactions on Ethereum blockchain.

problem Understanding transactional dynamics in decentralized systems.
method Examined over 44 million ERC20 token transfers, categorized by address type (EOA or SC), and analyzed using scaling laws.
result EOA-driven transactions exhibit consistent statistical behavior, while SC-driven activity displays sublinear scaling and bursty activity.

New framework analyzes pre-stock jump trading behaviors using multivariate time series analysis.

problem Understanding micro-trading behaviors before stock price jumps.
method Multivariate time series analysis considering temporal information.
result Identifies highly informative attributes for predicting price jumps.

We analyze computational limits of modern Hopfield models based on pattern norms.

problem Understanding the efficiency of modern Hopfield models from a fine-grained complexity perspective.
method Fine-grained complexity analysis and upper bound criterion for pattern norms.
result Below a specific norm threshold, efficient variants of modern Hopfield models exist.

This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.

problem Insufficient investigation of RwD crashes under varying lighting conditions.
method Data mining using association rules mining (ARM) on crash database.
result Interesting crash patterns and risk factors identified under different lighting conditions.

Using geodesic currents, we provide a theoretical justification for some of the experimental results regarding the behavior of Whitehead's algorithm on non-minimal inputs, that were obtained by Haralick, Miasnikov and Myasnikov via pattern recognition methods. In particular we prove that the images of "random" elements…

2005-11-19abs ↗pdf ↗

We describe two recently proposed machine learning approaches for discovering emerging trends in fatal accidental drug overdoses. The Gaussian Process Subset Scan enables early detection of emerging patterns in spatio-temporal data, accounting for both the non-iid nature of the data and the fact that detecting subtle p…

2017-10-06abs ↗pdf ↗