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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.

169,051 papers · 148 categories

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149297446594 · Jun 202019922001200920182026
48 results for Crowd flow prediction

Crowd opinions in microblogs can predict event outcomes, matching with expert opinions.

problem Utilizing crowd wisdom for event outcome prediction in microblogs.
method Multi-label sentiment classification of tweets to gauge crowd opinion and compare with expert predictions.
result Crowd opinions in microblogs often match with expert opinions, especially in non-debate events.

Machine learning outperforms crowd investors in predicting loan defaults and investment returns.

problem Determining if machine learning can outperform human decision-making in crowd lending.
method Using data from Prosper.com, a sophisticated ML algorithm was trained to predict loan defaults and investment returns.
result The ML algorithm outperforms crowd investors in predicting loan defaults and investment returns, especially for risky loans.

Study shows how 'crowding' in equity trading affects performance and costs.

problem Deterioration of strategy performance, increased trading costs, and systemic risk due to equity factor crowding.
method Direct metrics of crowding based on imbalances of trades executed on the market, analyzing U.S. equity market data.
result Significant signs of crowding in well-known equity signals, especially Momentum, affecting order flow and portfolio rebalancing.

We found that factors decay over time, with momentum fitting best.

problem Understanding how factors decay over time and their impact on performance.
method Derived a hyperbolic decay model for factors, tested against linear and exponential alternatives.
result Momentum exhibits hyperbolic decay, outperforming linear and exponential models.

Game theory models how agents trade in a risky asset considering price impact and a common signal.

problem Modeling how financial agents liquidate assets in a risky market with price impact and a common signal.
method Formulated and solved a multi-player stochastic differential game and mean field game.
result Equilibrium strategies reveal how agents adjust the predictive trading signal to price impact.

Wisdom of the crowd, the collective intelligence derived from responses of multiple human or machine individuals to the same questions, can be more accurate than each individual, and improve social decision-making and prediction accuracy. This can also integrate multiple programs or datasets, each as an individual, for…

2017-11-28abs ↗pdf ↗

Study predicts Euroleague basketball games with simple models, less accurate than crowds.

problem Predicting Euroleague basketball games with machine learning.
method Extracted features from Euroleague data, applied supervised machine learning techniques.
result Simple machine learning models achieve accuracy of less than 67% on test sets, outperformed by crowds.

Modular method predicts motion in crowded scenes using learned environment models.

problem Predicting motion in dynamic, crowded environments.
method Modular model of spatial and dynamic aspects, unsupervised adaptation to new tasks.
result Comparable performance to state-of-the-art, transferable across tasks.

ST-SAN predicts flow with spatial-temporal dependencies using self-attention.

problem Challenges in predicting flow due to spatial-temporal dependencies.
method Spatial-Temporal Self-Attention Network (ST-SAN) that addresses temporal and spatial dependencies.
result Significant improvement in flow prediction accuracy (9% in inflow, 4% in outflow) compared to state-of-the-art methods.

A new network predicts object/non-object masks to improve crowd counting.

problem Counting objects in images or videos with varying density.
method Proposes a network with a branch for object/non-object mask prediction, integrating it into the density map estimation.
result Demonstrates superior performance compared to baseline methods on five public datasets.

Paper presents UrbanFM and UrbanPy models for inferring fine-grained urban flows.

problem Reduce cost of urban flow monitoring while maintaining data accuracy and granularity.
method Develops UrbanFM and UrbanPy models to infer fine-grained urban flows from coarse-grained observations.
result UrbanPy model demonstrates favorable performance for larger-scale inference tasks.

Framework optimizes transit routes based on crowd movements using demand prediction and supply optimization.

problem Dynamic optimization of transit routes in areas of crowd movements.
method Combines demand prediction (Quantile Regression) and supply optimization (Linear Programming) to dynamically redesign routes.
result Framework often obtains optimal solutions and outperforms conventional methods.

Crowdsourcing has been successfully applied in many domains including astronomy, cryptography and biology. In order to test its potential for useful application in a Smart Grid context, this paper investigates the extent to which a crowd can contribute predictive hypotheses to a model of residential electric energy con…

2017-09-08abs ↗pdf ↗

Crowdsourcing can improve scientific investigation by enabling reproducibility and transparency.

problem Current research methods lack reproducibility and transparency, leading to unreliable decisions.
method Next-generation investigative approach leveraging human diversity, micro-specialized crowds, and computer-assisted control methods.
result The Theory of Enablers provides specific cognitive and non-cognitive enablers for crowd-based scientific investigation.

MRCNet tackles crowd counting and density mapping in aerial imagery.

problem Accurate crowd counting and density estimation in aerial imagery.
method MRCNet is a novel encoder-decoder CNN that combines VGG-16 with FPN-inspired lateral connections.
result MRCNet outperforms state-of-the-art methods in aerial and CCTV-based crowd counting.

The study evaluates Bregman divergences for learning crowd probabilities.

problem Learning crowd probabilities from global perspectives.
method Adapting machine learning models to target probability distributions using Bregman divergences.
result Special attention is needed when constructing objective functions for neural network optimization.

Study improves forecasting of ED crowding using advanced ML models.

problem Improving forecasting of emergency department crowding.
method Advanced machine learning models (N-BEATS, LightGBM, DeepAR) using multivariable input data.
result N-BEATS and LightGBM outperform benchmarks in forecasting ED occupancy.

It is common for CCTV operators to overlook inter- esting events taking place within the crowd due to large number of people in the crowded scene (i.e. marathon, rally). Thus, there is a dire need to automate the detection of salient crowd regions acquiring immediate attention for a more effective and proactive surveil…

2014-10-14abs ↗pdf ↗

Max-MIG tackles crowdsourced label learning without knowing crowd information structure.

problem Learning from crowds without knowing the information structure among crowds.
method Max-MIG is an information theoretic approach that simultaneously aggregates crowdsourced labels and learns a data classifier.
result Max-MIG achieves state-of-the-art results in most settings, including real-world data.

Bayesian deep learning counts crowds robustly despite occlusions and scale variations.

problem Accurately counting individuals in crowded scenes with occlusions and varying sizes.
method Proposes a Bayesian multi-scale neural network with a ResNet feature extractor, dilated convolutions, and a Perspective-aware Aggregation Module.
result Achieves superior performance on crowd counting benchmarks with uncertainty estimates.

MTCNet uses MTL to estimate crowd density and count.

problem Crowd count estimation challenges due to scale variations and perspective.
method MTL deep neural network architecture with two tasks: density estimation and count classification.
result Achieves lower MAE than state-of-the-art methods on multiple datasets.

New method improves crowd counting accuracy using inverse k-NN maps and multiscale upsampling.

problem Improving accuracy of crowd density maps for high-density gatherings.
method Developed MUD-ikkNN architecture using inverse k-NN maps and multiscale upsampling.
result New network architecture outperforms state-of-the-art crowd counting.

A model-free hedging method using stock crowding scores.

problem Designing costless portfolio strategies to hedge market risk.
method Network analysis of fund holdings to compute crowding scores, constructing long-short portfolios without numerical optimization.
result Long-short portfolios provide protection against both small and large market price fluctuations.

Machine-generated interpretations do not improve users' guessing accuracy in image classifiers.

problem Determining the usefulness of machine-generated explanations for deep neural networks.
method Human evaluation of crowd workers guessing incorrectly predicted labels with and without visual interpretations.
result Showing machine-generated visual interpretations decreased average guessing accuracy by about 10%.

This paper is devoted to the important yet unexplored subject of crowding effects on market impact, that we call "co-impact". Our analysis is based on a large database of metaorders by institutional investors in the U.S. equity market. We find that the market chiefly reacts to the net order flow of ongoing metaorders, …

2018-04-25abs ↗pdf ↗

Algometrics analyzes how predictive models affect their own forecasts in algorithmic markets.

problem How predictive models affect their own forecasts in algorithmic markets.
method Introduces algometrics, a framework for time series with feedback, proving three results on deployment risk.
result Deployment risk cannot be identified from passive historical data alone, and historical rankings can invert under crowding.

Investment herding can reduce household consumption, a phenomenon called crowding-out effect.

problem Investment herding's impact on household consumption.
method Optimal control theory to model and solve for household investment and consumption decisions.
result Existence of crowding-out effect due to investment herding.

The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that financial institutions unknowingly display collective rationality, or Wisdom of the Crowd. Individual deviations from the rational benchmark are ample, which il…

2017-03-06abs ↗pdf ↗

This paper compares deep learning and knowledge-based methods for pedestrian trajectory prediction.

problem Predicting pedestrian trajectories in crowded scenes is challenging due to external factors.
method Comprehensive comparison of deep learning and knowledge-based models.
result Deep learning models outperform knowledge-based models in local trajectory prediction.

This paper proposes a general model for synchronized crowding behavior. An order parameter is introduced to quantify the level of synchronization which is shown a function of percentage of agents in reactive state. Further, synchronization is shown to be driven by the most active agents with the highest volatility. A t…

2016-12-04abs ↗pdf ↗

ProbE model improves relational implication detection to 0.8143.

problem Improving inference of relational data to extract more useful information.
method Formal probabilistic model of relational implication using estimators based on empirical distribution.
result ProbE model outperforms existing approaches, achieving 0.8143 AUC on evaluation dataset.

Bayesian model improves truth inference from highly redundant crowd annotations.

problem Inferring true annotations from highly redundant crowd annotations.
method Bayesian graphical model with conjugate priors and iterative expectation-maximisation inference.
result Our technique significantly outperforms majority vote heuristic at one-sided level 0.025.

Low dimensional embeddings that capture the main variations of interest in collections of data are important for many applications. One way to construct these embeddings is to acquire estimates of similarity from the crowd. However, similarity is a multi-dimensional concept that varies from individual to individual. Ex…

2017-09-22abs ↗pdf ↗