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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.

169,181 papers · 148 categories

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145290435580 · Jun 202019922001200920182026
48 results for behavior analysis

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

First ABAW 2020 Competition analyzes affective behavior tasks.

problem Automatic analysis of valence-arousal, basic expressions, and action units in real-world scenarios.
method Provided Aff-Wild2 database, described Challenges, evaluation metrics, and top-performing systems.
result Demonstrated the feasibility of automatic affective behavior analysis in real-world settings.

Study explores factors influencing saving behavior among Dhaka employees.

problem Factors influencing saving behavior among Dhaka employees.
method Quantitative approach with cross-sectional survey design, structured questionnaire, descriptive statistics, reliability analysis, regression analysis.
result Only financial management practices had a significant positive relationship with saving behavior.

Empirical study shows carriers ignore past shippers' behavior, focusing only on current actions.

problem Opportunistic behavior by shippers and carriers in dynamic freight markets.
method Empirical analysis of carrier reciprocity in US truckload transportation sector.
result Carriers do not remember shippers' past behaviors but respond to current actions.

New analysis reveals diverse problem-solving behaviors in machine learning models.

problem Understanding and evaluating the diverse problem-solving behaviors of machine learning models.
method Spectral Relevance Analysis to characterize and validate machine learning models.
result Standard performance metrics fail to distinguish diverse problem-solving behaviors.

Gold prices show seasonal behavior, with January and July having opposite returns.

problem Seasonal behavior in gold prices during the turn of the year.
method Statistical analysis and decomposition techniques.
result Gold prices exhibit strong cyclical behavior during the turn-of-the-year period, with January showing the highest return and July showing significant negative returns.

New method learns behavioral representations from mobility data.

problem Analyzing behavioral similarity of moving individuals from CDR trajectories.
method mob2vec framework combining segmentation, generalization, and unsupervised learning.
result Mob2vec generates low-dimensional vector representations preserving mobility behavior similarities.

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.

Study evaluates five LLMs for financial report analysis, revealing performance differences and variability.

problem Lack of understanding in reliability, consistency, and transparency of LLMs in financial analysis.
method Human evaluation, automated similarity metrics, and behavioral diagnostics applied to five transformer-based LLMs over U.S. 10-K filings.
result No single LLM consistently dominates across all evaluation perspectives, highlighting variability and need for interpretability.

The study explains YouTube commenters' behavior using rational inattention models.

problem Understanding and predicting YouTube commenters' behavior.
method Deep embedded clustering for user grouping, Bayesian revealed preferences for rationality testing, and behavioral economics constraints for attention span modeling.
result Most YouTube user groups optimize a Bayesian utility with rationally inattentive constraints.

Detects student engagement states using unobtrusive appearance, context, and mouse data.

problem Detecting student engagement states in a classroom setting.
method Multimodal approach combining appearance, context, and mouse data; classifiers are fused at the decision level.
result Effective detection of student engagement states in a classroom setting.

We discuss social network analysis from the perspective of economics. We organize the presentaion around the theme of externalities: the effects that one's behavior has on others' well-being. Externalities underlie the interdependencies that make networks interesting. We discuss network formation, as well as interactio…

2016-08-29abs ↗pdf ↗

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics for comparing the performance of Bayesian optimization methods and propose a ran…

2016-03-31abs ↗pdf ↗

Study minimal surface immersions in hyperbolic 3-manifolds, proving existence and uniqueness.

problem Existence and uniqueness of minimal surface immersions in hyperbolic 3-manifolds.
method Analyzing the asymptotic behavior and using blow-up analysis.
result Determine conditions for unique and multiple solutions, analyze blow-up behavior.

Detects anomalous behavior in social media users by analyzing content and connections.

problem Identifying disruptive patterns in user behavior on social media platforms.
method Joint representation learning of content and connection to detect anomalous behavior.
result Observed densely connected users engaging in local politics and exhibiting troll-like behavior.

We use a generalization of the Gibbons-Hawking ansatz to study the behavior of certain non-compact Calabi-Yau manifolds in the large complex structure limit. This analysis provides an intermediate step toward proving the metric collapse conjecture for toric hypersurfaces and complete intersections.

2003-04-08abs ↗pdf ↗

Study on how technical analysis affects wealth distribution in agent-based model of investors.

problem Understanding wealth distribution and return rates in financial markets.
method Agent-based model with psychological profiles and decision-making strategies.
result Anti-imitation strategy becomes most profitable when applied to investors' hub.

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain an…

2015-07-13abs ↗pdf ↗

Multimodal analysis assesses job interview performance and provides feedback.

problem Assessing candidate performance in interviews for professional roles.
method Multimodal analytical framework using video, audio, and text data.
result The proposed methodology achieved promising results in predicting behavioral cues.

This paper uses SDEs to analyze GANs training and long-run behavior.

problem Understanding the training process and long-run behavior of GANs.
method Established SDE approximations for GANs training and analyzed long-run behavior via invariant measures.
result The long-run behavior of GANs training can be studied via the invariant measures of its SDE approximations.

In manifold learning, algorithms based on graph Laplacians constructed from data have received considerable attention both in practical applications and theoretical analysis. In particular, the convergence of graph Laplacians obtained from sampled data to certain continuous operators has become an active research topic…

2011-05-19abs ↗pdf ↗

New analysis reveals multi-branched multifractality in time series.

problem Analyzing non-monotonic behavior in mean inter-event times.
method Modified Multifractal Detrended Fluctuation Analysis with Legendre-Fenchel transform.
result Discovery of multi-branched multifractality leading to phase transitions.

Deep learning tracks body parts without markers, improving efficiency in neuroscience.

problem Efficiently tracking specific behaviors in animals without intrusive markers.
method Transfer learning with deep neural networks for markerless tracking.
result Deep learning achieves excellent tracking performance with minimal labeled data.

Deep learning improves survival analysis for customer behavior prediction.

problem Predicting customer behavior such as buying, churning, or defaulting.
method Multi-Task Logistic Regression (MTLR) combined with a deep learning architecture.
result The deep learning method outperforms MTLR and CoxPH models in predicting nonlinear dependencies.

Develops variable-lag Granger causality for more accurate time series analysis.

problem Fixed time delay assumption in Granger causality does not fit many real-world applications.
method Variable-lag Granger causality, inferring with arbitrary time delays.
result Performs better than existing methods in coordinated collective behavior studies.

Designs a DNN with alternative-specific utility functions for improved choice analysis.

problem Challenges in reconciling domain-specific knowledge with generic DNN.
method Integrates prior behavioral knowledge into DNN architecture with alternative-specific utility functions.
result 2-3% higher prediction accuracy than fully connected DNN over hyperparameter space.

The paper analyzes gradient descent algorithms using stochastic differential equations.

problem Understanding the asymptotic behaviors of gradient descent algorithms in statistical and computational contexts.
method Modeling gradient descent algorithms as stochastic differential equations and applying gradient flow central limit theorems.
result Identifies four factors affecting the local minima found by stochastic gradient descent.

The paper analyzes optimal execution strategies for traders with inventory processes influenced by Brownian motion.

problem Optimal execution strategies for traders with inventory processes influenced by Brownian motion.
method Statistical tests and empirical analysis of intra-day data from the Toronto Stock Exchange.
result Empirical evidence supports the presence of a non-zero Brownian motion component in inventories and wealth processes.