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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.

168,742 papers · 148 categories

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48 results for discretionary expertise

Study shows human advisors use context to improve student outcomes in algorithm-assisted advising.

problem How human advisors use context to guide interventions in algorithm-assisted advising.
method Mixed-methods approach combining quantitative and qualitative data from a randomized controlled trial.
result 2 out of 3 interventions by advisors were plausibly 'expertly targeted' to students using non-algorithmic context.

The paper shows how expert knowledge can improve treatment effect estimation.

problem Lack of leveraging expert knowledge in treatment effect estimation.
method Formally defining two types of expertise (predictive and prognostic) and demonstrating their influence on treatment effect estimation methods.
result Expertise type significantly influences treatment effect estimation methods, and can be predicted from a dataset.

We analyze an optimal stopping problem with random maturity under a nonlinear expectation with respect to a weakly compact set of mutually singular probabilities P\mathcal{P}. The maturity is specified as the hitting time to level 00 of some continuous index process at which the payoff process is even allowed to have…

2015-05-28abs ↗pdf ↗

FinHEAR combines LLMs with human expertise for better financial decision-making.

problem Challenges in financial decision-making for language models.
method Multi-agent framework with specialized LLMs for historical analysis, event interpretation, and expert retrieval.
result FinHEAR outperforms baselines in financial tasks with higher accuracy and risk-adjusted returns.

Evidence acquisition costs influence disclosure behavior and preference.

problem How evidence acquisition costs affect disclosure behavior and preference.
method Analyzes sender-receiver interactions with covert and overt evidence acquisition, varying certification costs.
result Equilibria converge to the Pareto-worst free-learning equilibrium as costs vanish, and receivers prefer covert to overt acquisition.

We analyze expenditure patterns of discretionary funds by Brazilian congress members. This analysis is based on a large dataset containing over 77 million expenses made publicly available by the Brazilian government. This dataset has, up to now, remained widely untouched by machine learning methods. Our main contribut…

2018-11-29abs ↗pdf ↗

Novel CNN-based gaze scanpath comparison distinguishes experts from novices in dental radiograph interpretation.

problem Distinguishing expertise in dental radiograph interpretation based on gaze behavior.
method Convolutional neural networks (CNN) process scene information at the fixation level, using image patches as input to compare gaze scanpaths.
result 93% accuracy in distinguishing experts from novices using image patch features.

PTBCC improves accuracy in multi-class annotation aggregation by learning from prototype confusion matrices.

problem Inaccurate and insufficient confusion matrices for annotators in multi-class classification tasks.
method PTBCC (ProtoType learning-driven Bayesian Classifier Combination) uses prototype confusion matrices to capture annotator expertise.
result PTBCC achieves up to 15% accuracy improvement and 3% higher average accuracy compared to existing methods.

UCFE benchmarks LLMs in financial tasks with human feedback.

problem Evaluating LLMs' financial task performance and user satisfaction.
method Hybrid approach combining human expert evaluations and dynamic interactions.
result Significant alignment between benchmark scores and human preferences (Pearson correlation coefficient of 0.78).

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.

The paper examines how macroeconomic control tools lost effectiveness, leading to a 'dark ages' period.

problem Loss of effectiveness of control tools in macroeconomic stabilization policy.
method Historical analysis of macroeconomic stabilization policy from 1948 to 1993.
result The overstatement of the Lucas critique and Kydland and Prescott's time-inconsistency led to a period of ineffective stabilization policy.

Fund2Persona creates personalized financial advisor personas from fund data, improving investment advice.

problem Lack of consistent advisor expertise and difficulty in encoding it in LLM systems.
method Grounds financial advisor personas in fund disclosures, market context, and manager commentary through an agentic actor--scorer--patcher loop.
result Personas better recover portfolio decisions and manager interpretation than generic baselines.

DPBD simplifies labeling functions through interactive demonstrations.

problem Difficulty in writing labeling functions for large-scale labeled training data.
method Data Programming by Demonstration (DPBD) framework using interactive demonstrations.
result Ruler system generates labeling rules more easily and with higher user satisfaction.

The study identifies extremal dependence in financial markets using a bootstrap-based testing procedure.

problem Accurately identifying extremal dependence in multivariate heavy-tailed financial data.
method Bootstrap-based testing procedure applied to U.S. and Chinese stock returns.
result The U.S. exhibits more isolated clustering of dependent assets compared to China.

As part of Basel II's incremental risk charge (IRC) methodology, this paper summarizes our extensive investigations of constructing transition probability matrices (TPMs) for unsecuritized credit products in the trading book. The objective is to create monthly or quarterly TPMs with predefined sectors and ratings that …

2011-02-18abs ↗pdf ↗

Paper proposes learnable topological features for efficient phylogenetic inference.

problem Finding appropriate topological structures for phylogenetic inference tasks requires significant design effort and domain expertise.
method Combines raw node features with graph neural networks to automatically adapt to different tasks.
result Demonstrates effectiveness and efficiency on simulated and real data phylogenetic inference tasks.

RL algorithms with medical integration improve personalized treatment recommendations.

problem Developing effective personalized treatment strategies for chronic diseases.
method Integrating medical knowledge into RL algorithms for DTR.
result Enhanced treatment recommendations with increased confidence.

Study identifies Bitcoin arbitrageurs and their trading strategies.

problem Detecting and understanding Bitcoin arbitrageurs on Mt. Gox.
method Analyzing historical trade data from Mt. Gox (2011-2014) to identify and categorize arbitrageurs.
result Expert arbitrageurs have a positive profit margin, while novice users do not.

VORACE uses random classifiers to vote for the best class, saving time and expertise.

problem Finding the best classifier for a dataset is costly and requires domain expertise.
method Randomly generated classifiers vote to determine the best class ranking.
result VORACE outperforms state-of-the-art methods on various datasets.

We present a learning-based system for rapid mass-scale material synthesis that is useful for novice and expert users alike. The user preferences are learned via Gaussian Process Regression and can be easily sampled for new recommendations. Typically, each recommendation takes 40-60 seconds to render with global illumi…

2018-04-23abs ↗pdf ↗

Predicts stock volatility using Twitter data and random forests.

problem Predicting stock implied volatility using Twitter data.
method Random forests with ablation study on different predictors, including Twitter attention and sentiment features.
result Certain sectors like Consumer Discretionary, Technology, Real Estate, and Utilities are easier to predict.

VILD learns policies from mixed-quality demonstrations by modeling expert levels.

problem Challenges in learning from diverse-quality demonstrations.
method Explicitly models expert levels with a probabilistic graphical model and variational approach.
result VILD outperforms state-of-the-art methods in continuous-control benchmarks.

Fund2Persona creates personalized financial advisor personas from fund data, improving investment advice and manager interpretation.

problem Lack of consistent and specific financial advisor expertise in personalized investment advice.
method Grounds financial advisor personas in fund disclosures, holdings transitions, market context, and manager commentary through an agentic actor--scorer--patcher loop.
result Personas better recover portfolio decisions and grounded manager interpretation than generic baselines.