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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.

169,051 papers · 148 categories

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76152227303 · Jun 202019922001200920182026
48 results for dynamic author personas

LLM sandbox and persona dynamics create unethical reality gaps that shift risk to users.

problem Ethical issues arise from LLMs generating reality gaps that shift risk to uninformed users.
method Analyzes the ethical implications of LLM sandbox and persona dynamics, comparing them to financial regulation and compliance.
result Active generation of reality gaps is unethical as it shifts epistemic risk to users.

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.

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.

Digital personas improve survey results for stable attributes but fail for subjective responses.

problem When can digital personas reliably approximate human survey findings?
method Using LISS panel, constructed personas from background variables and survey histories, tested against held-out post-cutoff answers.
result Digital personas improve alignment with human response distributions for stable attributes but fail for subjective responses.

Study reveals LLM personas have two distinct components: frame-robust aggregated traits and frame-dependent geometric features.

problem Evaluation of LLM personas via psychometric questionnaires discards within-instance correlation structure.
method Constructed within-instance correlation matrices from IPIP-50 responses and analyzed geometry on SPD manifolds under manipulated question orderings.
result Persona expression comprises two dissociable components: aggregated features (Big Five scores) and geometric features (SPD manifold).

Enhances persona-based conversation model for multi-turn dialogue.

problem Improving persona-based conversation models for multi-turn dialogue.
method Introduced additional input modality into hredGAN to capture external attributes.
result Persona hredGAN (phredGANphredGAN) outperforms existing models in multi-turn dialogue corpora.

Study reveals LLM personality patterns but lacks behavioral consistency.

problem Understanding and validating personality traits in LLMs.
method Characterized LLM personality across three dimensions: training dynamics, self-report validity, and intervention effects.
result Self-reported traits do not reliably predict behavior, and instructional alignment affects trait expression but not behavior.

Proposes a Siamese NN for algorithm selection focusing on alike performing instances.

problem Lack of effective meta-features for algorithm selection via meta-learning.
method Siamese Neural Network architecture with 'Algorithm-Performance Personas' concept.
result Proposed metric outperforms standard performance metrics in training sample selection.

LLMs can simulate human investment attitudes based on personality traits.

problem Investigating how LLMs mimic human investment behaviors.
method Simulated investment task using LLM personas with specific Big Five personality profiles.
result LLMs can produce meaningful behavioural differences in investment tasks that align with human traits.

Adaptive AI delegation framework for dynamic decision authority allocation.

problem Dynamic allocation of decision authority to AI-generated recommendations under evolving evidence quality and uncertainty.
method Formulated as a Governance-Aware POMDP, using Bayesian inference for informational state estimation and sequential optimization for authority allocation.
result Sequential Bayesian governance provides the strongest general-purpose policy across AI-quality regimes, adapting to evolving evidence.

We survey the 19th century development of the signature of a quadratic form, and the applications in the 20th and 21st century to the topology of manifolds and dynamical systems. Version 2 is an expanded and corrected version of Version 1, including an Appendix by the second named author "Algebraic L-theory of rings wi…

2015-12-31abs ↗pdf ↗

In \cite{Manturov} the second author defined the kk-free braid group with nn strands GnkG_{n}^{k}. These groups appear naturally as groups describing dynamical systems of nn particles in some "general position". Moreover, in \cite{ManturovNikonov} the second author and I.M.Nikonov showed that GnkG_{n}^{k} is closely r…

2016-06-11abs ↗pdf ↗

The authors conjectured previously that a knot is nonfibered if and only if its infinite cyclic cover has uncountably many finite covers. We prove the conjecture for a class of knots that includes all knots of genus 1, using techniques from symbolic dynamics.

2007-07-25abs ↗pdf ↗

Analytic torsion equals dynamical zeta function for certain bundles.

problem Equalities between analytic torsion and dynamical zeta functions.
method Analytic torsion and Ruelle dynamical zeta function for admissible twists.
result Generalization of previous results to admissible twists.

Different types of nonstandard homology groups based on the various subcomplexes of differential forms are considered as a continuation of the recent authors works. Some of them reflect interesting properties of dynamical systems on the compact manifolds. In order to study them a Special Perturbation Theory in the form…

2004-03-25abs ↗pdf ↗

The study analyzes how large language models form and express investor risk profiles.

problem Understanding how large language models (LLMs) form and express investor risk profiles.
method Examined three LLMs (GPT, Gemini, and Llama) and assessed their responses to a standardized risk questionnaire under varying prompts.
result LLMs generally form long-term investment profiles, but they exhibit different risk tolerance levels.

New deep learning method improves financial stress testing accuracy.

problem Traditional stress testing methods are criticized for unrealistic assumptions and estimation errors.
method Proposes a novel Deep Learning approach for Dynamic Balance Sheet Stress Testing.
result Empirical results show significant improvement in accuracy over traditional methods.

Study shows certain diffeomorphisms cannot be dynamically coherent.

problem Dynamically coherent behavior in partially hyperbolic diffeomorphisms.
method Analyzes pseudo-Anosov components and Nielsen-Thurston classification.
result Extends previous work to larger class of diffeomorphisms.

Stability of Type IIA flow ensures Kähler properties of Calabi-Yau 3-folds.

problem Ensuring the Kähler property of Calabi-Yau 3-folds under symplectic deformations.
method Established dynamical stability of Type IIA flow near stationary points.
result Stability of Type IIA flow ensures the stability of Kähler properties under symplectic deformations.

Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous to critical phenomena in physics. A simple classification of the market crisis p…

1998-10-08abs ↗pdf ↗

Commonly used limit order book attributes are empirically considered based on NASDAQ ITCH data. It is shown that some of them have the properties drastically different from the ones assumed in many market dynamics study. Because of this difference we propose to make a transition from "Statistical" type of order book st…

2016-03-16abs ↗pdf ↗

Model analyzes systemic risk in banking systems using stochastic differential equations.

problem Govern systemic risk in banking systems.
method Stochastic differential equations, optimal control problem, pseudo mean field approximation.
result Monetary authority can control systemic risk by optimizing bank behavior.

The study examines stability and instability of Poincaré-Einstein metrics using Ricci flow.

problem Stability and instability of Poincaré-Einstein metrics.
method Variant of expander entropy for asymptotically hyperbolic manifolds, local positive mass theorem, volume comparison.
result Characterization of stability and instability in terms of local positive mass theorem and volume comparison.

We consider dynamical stability for a modified Ricci flow equation whose stationary solutions include Einstein and Ricci soliton metrics. Our focus is on homogeneous metrics on non-compact manifolds. Following the program of Guenther, Isenberg, and Knopf, we define a class of weighted little Hölder spaces with certain …

2013-09-21abs ↗pdf ↗

We address the question of duality for the dynamical Poisson groupoids of Etingof and Varchenko over a contractible base. We also give an explicit description for the coboundary case associated with the solutions of the classical dynamical Yang-Baxter equation on simple Lie algebras as classified by the same authors. O…

2002-09-17abs ↗pdf ↗

The article uses dynamic factor allocation to improve portfolio performance by integrating regime-switching signals.

problem Improving portfolio performance through dynamic factor allocation.
method The authors apply the sparse jump model (SJM) to identify bull and bear market regimes for individual factors, then fine-tune hyperparameters using a hypothetical single-factor long-short strategy. These regime inferences are incorporated into the Black-Litterman framework to dynamically adjust allocations among indices.
result The constructed multi-factor portfolio significantly improves the information ratio (IR) relative to the market, raising it from 0.05 to approximately 0.4.

In this paper we prove two theorems. The first one is a structure result that describes the extrinsic geometry of an embedded surface with constant mean curvature (possibly zero) in a homogeneously regular Riemannian three-manifold, in any small neighborhood of a point of large almost-maximal curvature. We next apply t…

2014-01-08abs ↗pdf ↗

Boundary properties of hyperbolic groups are invariant under a maximization procedure.

problem Proving boundary properties of hierarchically hyperbolic groups are invariant.
method Proving boundary invariance under a maximization procedure.
result Boundary properties of hierarchically hyperbolic groups are invariant under maximization.

Complex valued analytic torsion and dynamical zeta function studied on locally symmetric spaces.

problem Analyzing the Ruelle dynamical zeta function on locally symmetric spaces with flat vector bundles.
method Meromorphic extension and regularisation of the dynamical zeta function, relating it to the complex valued analytic torsion.
result The leading term of the dynamical zeta function at zero is related to the regularised determinant of the flat Laplacian.

Researchers use Hawkes processes to analyze credit trades, revealing self-excitement and volume impacts.

problem Understanding the dynamics of credit market trades and their interactions.
method Simple method for fitting multidimensional Hawkes processes with exponential kernels using maximum likelihood non-convex optimization.
result Quantification of self-excitement and volume impacts in credit trades.

New stability estimate for metric rigidity in hyperbolic dynamics.

problem Metric rigidity in hyperbolic dynamics.
method Radial source estimates in Hölder-Zygmund spaces for uniformly hyperbolic dynamics.
result Metrics with same marked length spectrum are isometric in C3+εC^{3+\varepsilon}-close metrics in any dimension 2≥ 2.