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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.

169,341 papers · 148 categories

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20395978 · Jun 202619922001200920182026
48 results for Opinion Aggregation

TMM improves clustering of temporal data, outperforming existing models.

problem Capturing temporal evolution of clusters in time-driven data.
method Temporal Multinomial Mixture (TMM) model that optimizes feature co-occurrences and temporal smoothness.
result TMM outperforms other clustering models in instance-oriented temporal data.

Novel framework uses object features to improve unsupervised rank aggregation.

problem Aggregating inconsistent and poor quality rank lists without ground truth.
method Designing algorithms that learn joint models on rank lists and object features.
result Significant improvement in performance over existing methods.

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating prior knowledge about the event being forecasted and about salient properties o…

2012-07-11abs ↗pdf ↗

No fair and strategy-proof automated market maker exists for more than two assets.

problem Designing a fair and strategy-proof automated market maker for multiple assets.
method Analyzing the weighted-product family of aggregation rules and their properties.
result No aggregation rule is both fair and strategy-proof for more than two assets.

A DL model predicts dynamic uncertain opinions in network data.

problem Predicting uncertain opinions in real-world dynamic network data.
method Integrates Graph Convolutional Network (GCN), Gated Recurrent Units (GRU), and robust statistics.
result Outperforms existing methods in predicting dynamic, uncertain opinions.

Study examines complexity of opinions in online discussions.

problem Understanding the complexity and similarity of opinions in online discussions.
method Developed a modeling framework to construct latent representations of opinions, connecting them to voting models and sign-rank of a matrix.
result Found that unidimensional models often fail to accurately represent online discussions, revealing insights into human judgements and opinions.

The paper studies expert opinions in financial markets using diffusion approximations.

problem Estimating hidden drift in financial markets with expert opinions.
method Investigates asymptotic behavior of filter for high-frequency expert opinions, derives diffusion approximations.
result Expert opinions can be approximated by a diffusion process, simplifying utility maximization problems.

Study market efficiency under partial information using SDEs and optimization.

problem Market efficiency under partial information constraints.
method McKean-Vlasov-type SDEs, Wasserstein barycenters, KL divergence, convex optimization, optimal control, nonlinear filtering.
result Convergence of reduced-information market price processes to true price process under increasing information flow.

The paper introduces a method to incorporate expert opinion on observable quantities into statistical models.

problem Tackling the challenge of integrating expert knowledge on observable quantities into statistical models.
method The approach involves updating a prior belief using a loss function that reflects expert opinion on observable quantities.
result The method allows for a flexible specification of expert opinion and is straightforward to implement.

A dynamical model is introduced for the formation of a bullish or bearish trends driving an asset price in a given market. Initially, each agent decides to buy or sell according to its personal opinion, which results from the combination of its own private information, the public information and its own analysis. It th…

2011-06-08abs ↗pdf ↗

Opinions and beliefs determine the evolution of social systems. This is of particular interest in finance, as the increasing complexity of financial systems is coupled with information overload. Opinion formation, therefore, is not always the result of optimal information processing. On the contrary, agents are bounded…

2014-08-01abs ↗pdf ↗

SOLA framework predicts structured outputs with abstention for opinion analysis.

problem Accurate opinion prediction in structured outputs.
method Decomposes problem into structured abstention and prediction, uses asymmetric losses, surrogate regression, and pre-image problem.
result Extends statistical guarantees on excess risk for fine-grained opinion mining.

Optimal investment strategy with expert opinions in uncertain conditions.

problem Optimizing wealth in a model with unobservable drift and costly expert opinions.
method Embedding into a full information problem, using viscosity solutions and stochastic Perron's method.
result Constructing optimal trading and expert opinion strategies under sufficient regularity conditions.

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.

Investigates optimal trading strategies in multivariate stock returns with expert opinions and drift estimation.

problem Optimal trading strategies in a financial market with multidimensional stock returns and drift estimation.
method Uses expert opinions and logarithmic utility maximization to derive optimal trading strategies, considering the dynamics of conditional covariance matrices of the drift.
result Derives optimal expected logarithmic utility of terminal wealth and conditions for convergence of covariance matrices.

The paper studies how expert opinions improve stock return predictions in a market with a hidden drift.

problem Improving stock return predictions in a market with a hidden Gaussian drift.
method Uses Kalman filter techniques to estimate the hidden drift from noisy expert opinions and stock returns.
result The Kalman filter estimates of the drift converge to the hidden drift as the frequency of expert opinions increases.

The paper develops a method for inferring second opinions from experts using counterfactual inference.

problem Designing efficient decision support systems for second opinions.
method Set invariant Gumbel-Max structural causal model for multiclass classification.
result The proposed model can infer second opinions more accurately than non-causal models.

SINN combines social science and deep learning for predicting opinion dynamics.

problem Predicting opinion dynamics in social networks using traditional models requires extensive calibration with real data.
method SINN integrates theoretical models and social media data using physics-informed neural networks (PINNs) and matrix factorization.
result SINN outperforms six baseline methods in predicting opinion dynamics on real-world and synthetic datasets.

Paper proposes a new model for fine-grained review classification using weak supervision.

problem Fine-grained analysis of reviews is challenging due to segment-level labels.
method Employed Multiple Instance Learning (MIL) with sigmoid attention mechanism for weak supervision.
result Proposed model outperforms state-of-the-art models in segment-level sentiment classification.

Study shows social reinforcement learning can lead to persistent but metastable polarization.

problem Understanding the persistence and dynamics of opinion polarization.
method Simulation and mathematical analysis of a reinforcement learning model of opinion dynamics.
result Polarization observed in the model is metastable and will eventually lead to consensus.

We propose a simple model for the behaviour of longterm investors on a stock market, consisting of three particles, which represent the current price of the stock and the opinion of the buyers, respectively sellers, about the right trading price. As time evolves, both groups of traders update their opinions with respec…

2008-03-25abs ↗pdf ↗

Models predict uncertainty to help identify patients needing second opinions.

problem Disagreements among medical experts, especially in diagnosis.
method Direct Uncertainty Prediction (DUP) training to predict uncertainty scores directly from patient features.
result DUP outperforms Uncertainty Via Classification in identifying cases needing second opinions.

Unsupervised summarization generates novel reviews reflecting consensus opinions.

problem Creating summaries that reflect subjective information in multiple documents.
method Generative model with hierarchical variational autoencoder, pointer-generator mechanism.
result Model produces fluent and coherent summaries reflecting common opinions.

Study reveals why polls were inaccurate in 2016 US election.

problem Why opinion polls were inaccurate in 2016 US election.
method Proposes clean sensing framework for optimal parameter estimation from heterogeneous data sources.
result Optimal polling strategy allocates resources based on data quality and quantity.

Modeling financial market dynamics with noise and fundamentalist agents.

problem Understanding opinion formation and market behavior in financial markets.
method Agent-based model with Erdös-Rényi random graph structure, incorporating anxiety parameter.
result Model accurately reproduces key market features like fat-tailed returns and volatility clustering.

Algorithm learns interaction kernels for particle systems from data.

problem Understanding and modeling interactions in systems of interacting particles.
method Nonparametric algorithm using least squares with regularization, probabilistic error functional, and reproducing kernel Hilbert space convergence.
result The algorithm converges optimally and accurately learns interaction kernels.

Modeling stock price dynamics using fuzzy opinions and social networks.

problem Understanding and predicting stock price movements through investor opinions and social networks.
method Modeling investors as fuzzy opinions, connecting them based on closeness of opinions, and using Monte Carlo simulations to validate the model.
result Investors converge to different groups or consensus based on reference schemes, and a sharp increase in combined uncertainty predicts price trend reversal.

In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. I…

2012-12-19abs ↗pdf ↗

The question of aggregating pair-wise comparisons to obtain a global ranking over a collection of objects has been of interest for a very long time: be it ranking of online gamers (e.g. MSR's TrueSkill system) and chess players, aggregating social opinions, or deciding which product to sell based on transactions. In mo…

2012-09-08abs ↗pdf ↗

This paper improves multi-label classification of user reactions in online news.

problem Classifying user reactions in online news with multi-label classification.
method Problem transformation methods combined with different classification algorithms.
result Classifier Chains method combined with Random Forest achieved the highest correct predictions.