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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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48 results for crowding effects

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.

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 ↗

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.

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.

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 reveals how institutional trading activity impacts markets, finding that total order flow is key.

problem Understanding how institutional trading activity affects market impact.
method Analysis of a large database of metaorders by institutional investors in the U.S. equity market, using a simple heuristic model.
result The market impact of multiple metaorders depends on the total number of metaorders and their mutual sign correlation, reproducing empirical market impact curves.

Crowd wisdom improves decision-making by integrating multiple responses.

problem Improving collective decision-making accuracy from multiple responses.
method Analogous to unsupervised dimension reduction, using techniques like PCA and Isomap.
result Crowd wisdom methods outperform existing solutions, including supervised learning.

Paper proposes JEDI teaching framework for adaptive crowd teaching.

problem Adaptive crowd teaching in crowdsourcing applications.
method Exponentially decayed memory model for teaching and balancing diversity and accuracy.
result JEDI teaching framework outperforms state-of-the-art techniques.

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.

Proposes methods to improve wisdom of crowds by considering worker diversity and correlations.

problem Improving wisdom of crowds by considering worker diversity and correlations.
method Proposes inference, learning, and teaching methods considering worker diversity and correlations.
result Proposes methods to improve wisdom of crowds by considering worker diversity and correlations.

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.

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.

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.

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.

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.

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.

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.

Crowd-powered system flags misinformation for fact checking.

problem Reduce the spread of fake news and misinformation on social media.
method Flexible temporal point process representation and scalable online algorithm Curb for optimal fact checking selection.
result Our scalable algorithm Curb can effectively reduce the spread of fake news and misinformation.

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 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 ↗

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.

Paper tackles representation learning from inconsistent crowdsourced labels.

problem Limited and inconsistent crowdsourced labels hinder representation learning.
method Proposes RLL framework to learn representation from limited crowdsourced labels.
result RLL outperforms state-of-the-art baselines in learning from limited labeled data.

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.

The Wisdom of Crowds is a phenomenon described in social science that suggests four criteria applicable to groups of people. It is claimed that, if these criteria are satisfied, then the aggregate decisions made by a group will often be better than those of its individual members. Inspired by this concept, we present a…

2016-05-13abs ↗pdf ↗

New method accurately reconstructs Russell 3000 index, revealing crowded portfolios.

problem Crowding in index portfolios during reconstitution events.
method Developed a Python package for accurate index reconstruction using CRSP US Stock data.
result Annual Russell 3000 portfolios are more crowded than quarterly ones, suggesting lower transaction costs.