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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 behavior change

Region crossing change is a local operation on link diagrams. The behavior of region crossing change on S2S^2 is well understood. In this paper, we study the behavior of (modified) region crossing change on higher genus surfaces.

2019-08-19abs ↗pdf ↗

Study on blow-up behavior of sign-changing solutions for Yamabe equation.

problem Blow-up behavior of sign-changing solutions for Yamabe equation.
method Construction of a smooth metric on space forms to prove blow-up at lowest energy level.
result Blow-up occurs at the lowest energy level for sign-changing solutions in dimensions 11 to 24.

Study uses Bayesian regression to analyze consumer behavior changes in restaurants post-COVID-19.

problem Impact of COVID-19 on consumer behavior in the restaurant industry.
method Bayesian regression with Hamiltonian Monte Carlo.
result Estimates change in consumer behavior before and after the pandemic.

Robinhood users react strongly to overnight price changes and big losers, trading quickly after extreme losses.

problem Understanding trading behavior of Robinhood users, especially in high-frequency trading scenarios.
method Analyzed intraday and overnight price changes, focusing on big losers and gainers.
result Robinhood users react more to overnight price changes and big losers, trading quickly after extreme losses.

In this paper, we prove that region crossing change on a link diagram is an unknotting operation if and only if the link is proper. A description of the behavior of region crossing change on link diagrams is given. Furthermore we also discuss the relation between region crossing change and the Arf invariant of proper l…

2012-01-09abs ↗pdf ↗

New method for valid and exact statistical inference of multi-dimensional change-points.

problem Statistical inference of change-points in multi-dimensional sequences.
method Proposes a method to guarantee the statistical reliability of both location and components of detected changes.
result Demonstrates the effectiveness of the method in genomic abnormality identification and human behavior analysis.

We propose a simple stochastic model of market behavior. Dividing market participants into two groups: trend-followers and fundamentalists, we derive the general form of a stochastic equation of market dynamics. The model has two characteristic time scales: the time of changes of market environment and the characterist…

2003-07-08abs ↗pdf ↗

New framework to test neural network representation similarity measures.

problem Disagreements among dissimilarity measures in neural networks.
method Statistical testing framework to evaluate measures based on functional behavior.
result Current metrics have different weaknesses; a classical baseline performs surprisingly well.

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the und…

2018-09-11abs ↗pdf ↗

Study examines how balancing methods affect model behavior in imbalanced classification problems.

problem Impact of balancing methods on model behavior in imbalanced classification problems.
method Used Explainable Artificial Intelligence tools (variable importance method, partial dependence profile, accumulated local effects) to compare model behavior before and after balancing.
result Significant changes in model behavior due to balancing methods, leading to biased models.

Behavioral finance has become an increasingly important subfield of finance. However the main parts of behavioral finance, prospect theory included, understand financial markets through individual investment behavior. Behavioral finance thereby ignores any interaction between participants. We introduce a socio-financia…

2014-10-09abs ↗pdf ↗

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

New measure quantifies financial erratic behavior.

problem Measuring similarity between erratic financial time series.
method Combining probability distributions and Bayesian change point detection.
result Greater similarity among sectors than countries in erratic behavior.

We prove that the property of admitting no cosmetic crossing changes is preserved under the operation of forming certain satellites of winding number zero. We also define strongly cosmetic crossing changes and we discuss their behavior under the operation of inserting full twists in the strings of closed braids.

2013-01-27abs ↗pdf ↗

New model detects gradual changes in processes more accurately.

problem Traditional change-point models fail to identify gradual changes effectively.
method Introduces a Bayesian change-dynamic model using hierarchical models for gradual change detection.
result The model identifies gradual changes faster and more accurately than traditional models.

Study analyzes market co-movements in critical mineral investments using change point detection and cross-sectional analysis.

problem Market dynamics in critical mineral investments during significant global events.
method Combines change-point detection (PELT algorithm) with cross-sectional analysis on ESG-ranked ETFs.
result Investors herded during market downturns and shifted to anti-herding after positive news and geopolitical shocks.

Introduces LoCA regret to evaluate model-based RL methods.

problem Lack of consistent metrics to evaluate model-based RL methods.
method Inspired by neuroscience, introduces LoCA regret to measure model-based behavior.
result LoCA regret can identify model-based behavior and assess how close methods are to optimal model-based behavior.

Paper finds significant impact of stock market swings on equity risk premium predictability.

problem Predicting equity risk premium based on stock market behavior changes.
method Introduced Bullish Index and used FDMAA for returns analysis; considered 28 indicators.
result Positive shocks in Bullish Index correlate with strong equity risk premium predictability for up to six months, while negative shocks correlate for up to nine months.

This paper presents empirical evidence using recently developed techniques in econophysics suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents change dramat…

2006-07-26abs ↗pdf ↗

Learning algorithms are enabling robots to solve increasingly challenging real-world tasks. These approaches often rely on demonstrations and reproduce the behavior shown. Unexpected changes in the environment may require using different behaviors to achieve the same effect, for instance to reach and grasp an object in…

2018-11-07abs ↗pdf ↗

We make policy optimization algorithms batch size-invariant by decoupling proximal and behavior policies.

problem Some policy optimization algorithms do not have batch size-invariance, leading to inefficiencies.
method We decouple the proximal policy from the behavior policy to achieve batch size-invariance.
result Our approach makes policy optimization algorithms more efficient and allows them to use stale data more effectively.

The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically the quantitative state of socioeconomic systems is subject to constant change. …

2014-08-29abs ↗pdf ↗

The paper examines how updates to probabilistic models influence behavior based on evidence.

problem Understanding how updates to probabilistic models influence behavior based on evidence.
method Study of KL-regularized soft updates as Bayesian posterior updates within a single probabilistic model.
result Posterior updates determine relative incentives but not absolute rewards, which are ambiguous up to context-specific baselines.

User strategization undermines algorithmic trustworthiness.

problem User strategic behavior corrupts algorithmic data and trust.
method Modeling user-platform interactions as a game, analyzing strategic behavior's short-term benefits and long-term harms.
result User strategization can initially benefit platforms but ultimately harms their ability to make accurate decisions.

Paper tackles dynamic behavior of variable topology mechanisms, presenting new transition conditions.

problem Dynamic behavior of mechanisms with changing kinematic topology.
method Presented new transition conditions for variable topology mechanisms using projected motion equations and Voronets equations.
result Results show the dynamic behavior of joint locking in 3R and 6DOF mechanisms.

This work proposes xGEMs or manifold guided exemplars, a framework to understand black-box classifier behavior by exploring the landscape of the underlying data manifold as data points cross decision boundaries. To do so, we train an unsupervised implicit generative model -- treated as a proxy to the data manifold. We …

2018-06-22abs ↗pdf ↗

We study the problem of detecting an abrupt change to the signal covariance matrix. In particular, the covariance changes from a "white" identity matrix to an unknown spiked or low-rank matrix. Two sequential change-point detection procedures are presented, based on the largest and the smallest eigenvalues of the sampl…

2017-06-15abs ↗pdf ↗

Study shows flow convergence to smooth K-Ricci outside a divisor with cusp singularity.

problem Behavior of conical Kähler-Ricci flow as cone angle approaches zero.
method Analysis of limit behavior of conical Kähler-Ricci flow as cone angle tends to zero.
result Flow converges to a unique Kähler-Ricci flow with cusp singularity along the divisor.