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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 content consumption

Modeling dynamic user interests using neural matrix factorization.

problem Challenging extraction of valuable insights from unstructured, high-dimensional, and dynamic online content data.
method Combines matrix factorization with neural networks to model nonlinear user and content factors.
result Accurately identifies nuanced and coherent consumption patterns of Boston Globe readers over five years.

New study shows personalized content recommendations can lead to polarization of user preferences.

problem Personalized content recommendations can alter user preferences, leading to polarization.
method Used a model of preference dynamics to explore how personalized content affects user preferences.
result Standard reward maximization algorithms achieve only constant regret in personalized recommendation environments.

Inappropriate and profane content on social media is exponentially increasing and big corporations are becoming more aware of the type of content on which they are advertising and how it may affect their brand reputation. But with a huge surge in content being posted online it becomes seemingly difficult to filter out …

2019-11-11abs ↗pdf ↗

Study analyzes AI's impact on firms, markets, and workers using large language model data.

problem Understanding AI's effect on firms, markets, and workers.
method Used 380 trillion tokens from 400+ large language models to analyze AI's impact.
result Firms with higher AI exposure earn higher returns, creating an AI premium.

An increasing number of people are using online social networking services (SNSs), and a significant amount of information related to experiences in consumption is shared in this new media form. Text mining is an emerging technique for mining useful information from the web. We aim at discovering in particular tweets s…

2016-03-24abs ↗pdf ↗

Study optimal retirement time and consumption with habitual persistence.

problem Understanding retirement consumption patterns with habitual persistence.
method Established concise habitual evolution, used martingale and duality methods.
result Optimal consumption declines sharply at retirement but excess consumption increases.

Study optimal consumption for loss-averse agents considering past spending peaks.

problem Optimal consumption for loss-averse agents with reference to past spending maximum.
method Adopted S-shaped utility, concave envelope, HJB variational inequality, dual transform, and smooth-fit conditions.
result Obtained piecewise closed-form solutions for optimal consumption and investment control.

Study many-player investment-consumption games with power FPPs, finding market-risk preference affects consumption.

problem Investment and consumption optimization in a mean field competition setting.
method Solve many-player and mean field games using power FPPs, providing closed-form solutions.
result Market-risk relative consumption preference affects agent's consumption decisions.

Investor optimizes investment and consumption under uncertain market conditions with constraints.

problem Investor optimizes investment and consumption in a stochastic environment with model uncertainty and constraints.
method Robust control problem solved using stochastic Hamilton-Jacobi-Bellman-Isaacs equations, backward stochastic differential equations, and bounded mean oscillation martingale theory.
result Investor incurs utility loss when ignoring model uncertainty, and constraints impact optimal strategy and value function.

The paper examines smoothness of value function in consumption-investment models with borrowing constraints.

problem Investor's optimal consumption and investment under consumption-wealth utility and borrowing constraint.
method Second-order smoothness of value function, optimal consumption-investment policy in feedback form, smooth fit condition.
result The value function is second-order smooth and the constraint is binding under certain conditions.

Paper uses CVAE to simulate tariff impacts on electricity consumption.

problem Simulating tariff impacts on household electricity consumption.
method CVAE-based clustering and generation of consumption profiles.
result CVAE method can reproduce rebound and side effects in consumption profiles.

A continuous-time consumption-investment model with constraint is considered for a small investor whose decisions are the consumption rate and the allocation of wealth to a risk-free and a risky asset with logarithmic Brownian motion fluctuations. The consumption rate is subject to an upper bound constraint which linea…

2014-04-30abs ↗pdf ↗

The paper analyzes optimal consumption with past spending maximum as a reference.

problem Optimal consumption with past spending maximum as a reference.
method Path-dependent exponential utility, Hamilton-Jacobi-Bellman (HJB) equation, dual transform, smooth-fit principle.
result Closed-form solutions for optimal investment and consumption strategies in each region.

The paper solves a consumption-investment problem with state-dependent lower bounds.

problem A life-time consumption-investment problem with a state-dependent lower bound on consumption.
method Transformed the problem into a state-independent control problem to apply standard theory.
result Explicit optimal strategies provided for both homogeneous and non-homogeneous constraints.

Study optimal consumption and investment strategies with constraints in a market with random coefficients.

problem Optimal consumption and investment strategies with constraints in a regime switching market with random coefficients.
method Explicit optimal strategies provided via solutions to new BSDE systems.
result Solving new BSDEs to find optimal values and strategies.

In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time variation of the income distribution statistics in a developing economy, thereby defining an alternative \enquote{poverty index…

2016-08-18abs ↗pdf ↗

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.

Study optimal consumption with relaxed benchmarks and drawdown constraints.

problem Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint.
method Transformed stochastic control problem into regular control problem with state-control constraints, then solved using dual transform and optimal consumption behavior.
result Closed-form solution for optimal investment and consumption in feedback form.

Study shows online learning algorithms incentivize low-quality content, proposing new algorithms to improve quality.

problem Online learning algorithms in content recommender systems incentivize producers to create low-quality content.
method Analyzed the game between producers and content quality, designed new learning algorithms to incentivize high effort and quality.
result New algorithms incentivize producers to invest high effort and achieve high user welfare, improving content quality.

Proposes a VAE variant for ordinal content factors.

problem Isolating ordinal-valued content factors in deep latent variable models.
method Introduces a partially ordered set (poset) structure and a conditional Gaussian spacing prior model.
result Significant improvements in content-style separation over previous non-ordinal approaches.

New method identifies how platforms can influence consumer behavior.

problem Estimating the causal effect of digital platforms on consumption.
method General causal inference problem, focusing on observational designs, and explicitly modeling consumption dynamics.
result Exogenous variation in consumption and responsive algorithmic control actions are sufficient for identifying steerability of consumption.

The "standard" Merton formulation of optimal investment and consumption involves optimizing the integrated lifetime utility of consumption, suitably discounted, together with the discounted future bequest. In this formulation the utility of consumption at any given time depends only on the amount consumed at that time.…

2008-10-03abs ↗pdf ↗

Modeling consumption and investment decisions with reference point and drawdown constraints.

problem Modeling consumption and investment decisions with reference point and drawdown constraints.
method Solving a stochastic control problem to derive value function, optimal consumption plan, and investment strategy in semi-explicit forms.
result Five important thresholds of wealth, all as functions of hh, and significant economic implications.

The paper analyzes investment and consumption strategies under uncertain market conditions.

problem Investment and consumption under drift and volatility uncertainties.
method Randomization approach to construct robust preferences and strategies.
result Developed optimal and robust investment and consumption strategies remain valid in the physical market.

This paper solves optimal investment-consumption problems for a risk-averse agent with special utility.

problem Optimal investment-consumption problem for a risk-averse agent with special utility.
method Introduced proper utility process and solved optimal investment-consumption problem.
result Existence and uniqueness of proper utility processes for a wide class of consumption streams.

Optimal retirement timing and consumption under shortfall risk management

problem Optimal portfolio, consumption, and endogenous early retirement problem
method Maximizing expected lifetime consumption utility while managing the maximum wealth shortfall relative to a benchmark
result Geometric structure of the stopping set and feedback-form optimal retirement boundary

Optimal investment and consumption model with habit formation constraint.

problem Formulating an optimal investment and consumption model with habit formation constraint.
method Formulated an infinite-horizon optimal investment and consumption problem with habit formation model, derived explicit policies, and analyzed the system of differential equations.
result Optimal investment and consumption policies derived explicitly, showing different consumption and investment strategies based on habit formation level.

This paper analyzes optimal consumption strategies for loss-averse investors with multiplicative habit formation.

problem Optimal consumption strategies for loss-averse investors with multiplicative habit formation.
method The study uses a concave envelope of the S-shaped utility function and a nonlinear free boundary problem to analyze the HJB equation.
result The paper provides optimal consumption and investment policies in feedback form.

Study optimal investment and consumption in incomplete markets with nonlinear expectations.

problem Utility maximization in incomplete markets with general constraints.
method Utilizes gg-martingale method to solve optimization problem for various utility functions.
result Characterizes optimal investment-consumption strategy through quadratic BSDE solutions.

Many businesses are using recommender systems for marketing outreach. Recommendation algorithms can be either based on content or driven by collaborative filtering. We study different ways to incorporate content information directly into the matrix factorization approach of collaborative filtering. These content-booste…

2012-10-20abs ↗pdf ↗