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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.

168,657 papers · 148 categories

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54108162216 · Jun 202019922001200920172026
48 results for Behavioral Science

BL learns interpretable optimization structures from data.

problem Learning interpretable optimization structures from data.
method BL parameterizes a compositional utility function from intrinsically interpretable modular blocks.
result BL supports architectures from single to hierarchical compositions, modeling hierarchical optimization structures.

The areas of machine learning and knowledge discovery in databases have considerably matured in recent years. In this article, we briefly review recent developments as well as classical algorithms that stood the test of time. Our goal is to provide a general introduction into different tasks such as learning from tabul…

2019-11-08abs ↗pdf ↗

Behavior modification improves prediction accuracy by nudging user behavior.

problem Improving prediction accuracy using behavior modification techniques.
method Combining prediction and behavior modification with reinforcement learning algorithms.
result Behavior modification can make predictions more certain but may not generalize.

Most animals possess the ability to actuate a vast diversity of movements, ostensibly constrained only by morphology and physics. In practice, however, a frequent assumption in behavioral science is that most of an animal's activities can be described in terms of a small set of stereotyped motifs. Here we introduce a m…

2013-10-16abs ↗pdf ↗

The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful methods of physics and chemistry for example, the field of ACE has also received…

2018-01-24abs ↗pdf ↗

This project presents the results of a partnership between the Data Science for Social Good fellowship, Jakarta Smart City and Pulse Lab Jakarta to create a video analysis pipeline for the purpose of improving traffic safety in Jakarta. The pipeline transforms raw traffic video footage into databases that are ready to …

2018-11-30abs ↗pdf ↗

In this paper, we show how simple logistic growth that was studied intensively during the last 200 years in many domains of science could be extended in a rather simple way and with these extensions is capable to produce a collection of behaviors widely observed in an enormous number of real-life systems in Economics, …

2008-02-24abs ↗pdf ↗

Fisher et al. extend multi-VAR for better modeling of heterogeneous time series.

problem Modeling structurally heterogeneous processes in social, health, and behavioral sciences.
method Adaptive weighting schemes for penalized estimation of multiple-subject multivariate time series.
result Improved estimation performance compared to alternative estimators.

This report reviews the Edinburgh tram project's risk management. Projects frequently overrun their cost and timelines and fall short on intended benefits. Cost, schedule, and benefit risk of projects need to be carefully considered to avoid this. The report describes and evaluates risk assessment and management for th…

2018-04-02abs ↗pdf ↗

Econophysics is a science in its infancy, born about ten years ago at this time of writing, at the crossing roads of physics, mathematics, computing and of course economics and finance. It also covers human sciences, because all economics is ultimately driven by human decision. From this human factor, econophysics has …

2006-06-01abs ↗pdf ↗

The paper uses persistent homology to estimate recurrence times in multi-variate time series.

problem Estimating recurrence times in multi-variate time series with different cyclic behaviors.
method Persistent homology framework with three specialized methods.
result Validated methods on real-world data, including a new benchmark dataset.

A new decomposition explains over-parameterized models' counterintuitive behaviors.

problem Understanding predictive error in over-parameterized models.
method Introducing the Generalized Aliasing Decomposition (GAD) to explain predictive performance.
result The GAD decomposes predictive error into three parts: model insufficiency, data insufficiency, and generalized aliasing.

The paper proposes using network science to improve portfolio optimization by reducing noise in covariance estimation.

problem Noise in covariance estimation leads to suboptimal portfolio performance.
method The paper introduces SR-IFN, a network-based method to filter out noise from empirical covariance, enhancing portfolio optimization.
result The SR-IFN network improves portfolio performance by selecting peripheral, diversified assets and inversely weighting them based on centrality.

VICE embeds concepts in a vector space using human data.

problem Developing numerical models for mental representations of object concepts.
method Variational Interpretable Concept Embeddings (VICE) using variational inference and triplet odd-one-out task data.
result VICE outperforms SPoSE at predicting human behavior and provides more reproducible object representations.

Understanding player behavior is fundamental in game data science. Video games evolve as players interact with the game, so being able to foresee player experience would help to ensure a successful game development. In particular, game developers need to evaluate beforehand the impact of in-game events. Simulation opti…

2017-10-05abs ↗pdf ↗

Social media enhances or diminishes scientific status, depending on usage.

problem Impact of social media on scientific stratification and mobility.
method Logistic Attribution Analysis combining statistical and machine learning methods.
result Social media promotes stratification and mobility, but beyond a threshold, it negatively impacts status.

New research shows graph embeddings fail to capture key network properties.

problem Graph embeddings fail to capture salient properties of complex networks.
method Mathematical proof and empirical study of various embedding techniques.
result Any successful graph embedding must have a rank nearly linear in the number of vertices.

BEACON optimizes discovery by efficiently finding novel behaviors.

problem Discovering diverse system behaviors without a scalar objective.
method Bayesian optimization inspired strategy using multi-output Gaussian processes.
result BEACON discovers broader sets of distinct behaviors than competing methods.

Physicists use quantum models to describe the behavior of physical systems. Quantum models owe their success to their interpretability, to their relation to probabilistic models (quantization of classical models) and to their high predictive power. Beyond physics, these properties are valuable in general data science. …

2016-01-22abs ↗pdf ↗

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to fit the behavioral data, we propose a novel variational principle and treat user …

2018-05-22abs ↗pdf ↗

New model uses symmetries and scaling laws to predict consumer advertising response.

problem Understanding consumer response to advertising efforts.
method Introduces a physics-based mathematical model to describe consumer response dynamics.
result The model better captures nonlinearities in advertising effects and provides new parameters for audience engagement.

Today, the prominence of data science within organizations has given rise to teams of data science workers collaborating on extracting insights from data, as opposed to individual data scientists working alone. However, we still lack a deep understanding of how data science workers collaborate in practice. In this work…

2020-01-18abs ↗pdf ↗

Study improves materials discovery for high-entropy alloys using sparse linear models.

problem Inefficient materials discovery due to combinatorial explosion in alloy compositions.
method Sparse mixed linear modeling with anchor-based guidance for feature selection and prediction.
result Developed a method that balances predictive performance and interpretability for materials discovery.

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of the effect time series is influenced by a combination of other time series with a…

2019-12-18abs ↗pdf ↗

Foundation models alter medical data science workflow, challenging veridical data science principles.

problem Foundation models disrupt traditional data science practices in medicine.
method Critically examined the medical foundation model lifecycle and its deviation from veridical data science principles.
result Foundation models challenge veridical data science principles of predictability, computability, and stability.