A framework for goal-based investing with penalties for fund transfers.
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.
Trend · papers per month
In this paper, we present a new task that investigates how people interact with and make judgments about towers of blocks. In Experiment~1, participants in the lab solved a series of problems in which they had to re-configure three blocks from an initial to a final configuration. We recorded whether they used one hand …
This research improves interpretability in sequential explanations using mental models.
Framework integrates mental disorder measurements for personalized treatment.
The study predicts how discussions in mental disorder Reddit communities affect users' emotional states.
Author discusses the Poincaré conjecture from 40 years ago.
More than two thirds of mental health problems have their onset during childhood or adolescence. Identifying children at risk for mental illness later in life and predicting the type of illness is not easy. We set out to develop a platform to define subtypes of childhood social-emotional development using longitudinal,…
Key features of mental illnesses are reflected in speech. Our research focuses on designing a multimodal deep learning structure that automatically extracts salient features from recorded speech samples for predicting various mental disorders including depression, bipolar, and schizophrenia. We adopt a variety of pre-t…
Semiparametric STAR model improves mental health data analysis.
Dynamic topic model improves mental health note analysis for children.
New dataset tests mental rotation from single images, improving model understanding of 3D scenes.
We implement a market microstructure model including informed, uninformed and heuristic-driven investors, which latter behave in line with loss-aversion and mental accounting. We show that the probability of informed trading (PIN) varies significantly during 2008. In contrast, the probability of heuristic-driven tradin…
This work adapts RDT for mental program construction, showing benefits and costs.
Assessment of mental workload in real-world conditions is key to ensure the performance of workers executing tasks that demand sustained attention. Previous literature has employed electroencephalography (EEG) to this end despite having observed that EEG correlates of mental workload vary across subjects and physical s…
Activity and motion analysis has the potential to be used as a diagnostic tool for mental disorders. However, to-date, little work has been performed in turning stratification measures of activity into useful symptom markers. The research presented in this thesis has focused on the identification of objective activity …
In a densely populated city like Dhaka (Bangladesh), a growing number of high-rise buildings is an inevitable reality. However, they pose mental health risks for citizens in terms of detachment from natural light, sky view, greenery, and environmental landscapes. The housing economy and rent structure in different area…
Precision medicine has received attention both in and outside the clinic. We focus on the latter, by exploiting the relationship between individuals' social interactions and their mental health to develop a predictive model of one's likelihood to be depressed or anxious from rich dynamic social network data. To our kno…
Depression and anxiety are critical public health issues affecting millions of people around the world. To identify individuals who are vulnerable to depression and anxiety, predictive models have been built that typically utilize data from one source. Unlike these traditional models, in this study, we leverage a rich …
Bayesian model predicts mental health symptoms from IAT data, improving accuracy over D-score.
In cognitive psychology, automatic and self-reinforcing irrational thought patterns are known as cognitive distortions. Left unchecked, patients exhibiting these types of thoughts can become stuck in negative feedback loops of unhealthy thinking, leading to inaccurate perceptions of reality commonly associated with anx…
Cognitive brain imaging is accumulating datasets about the neural substrate of many different mental processes. Yet, most studies are based on few subjects and have low statistical power. Analyzing data across studies could bring more statistical power; yet the current brain-imaging analytic framework cannot be used at…
Diabetes is a major public health problem in the United States, affecting roughly 30 million people. Diabetes complications, along with the mental health comorbidities that often co-occur with them, are major drivers of high healthcare costs, poor outcomes, and reduced treatment adherence in diabetes. Here, we evaluate…
Combining model-based and model-free deep reinforcement learning has shown great promise for improving sample efficiency on complex control tasks while still retaining high performance. Incorporating imagination is a recent effort in this direction inspired by human mental simulation of motor behavior. We propose a lea…
Critical task and cognition-based environments, such as in military and defense operations, aviation user-technology interaction evaluation on UI, understanding intuitiveness of a hardware model or software toolkit, etc. require an assessment of how much a particular task is generating mental workload on a user. This i…
In this work we perform a study of various unsupervised methods to identify mental stress in firefighter trainees based on unlabeled heart rate variability data. We collect RR interval time series data from nearly 100 firefighter trainees that participated in a drill. We explore and compare three methods in order to pe…
This thesis evaluates text-based vs audio-based classification of mental health interviews.
There is an increasing interest in exploiting mobile sensing technologies and machine learning techniques for mental health monitoring and intervention. Researchers have effectively used contextual information, such as mobility, communication and mobile phone usage patterns for quantifying individuals' mood and wellbei…
Accurate prediction of suicide risk in mental health patients remains an open problem. Existing methods including clinician judgments have acceptable sensitivity, but yield many false positives. Exploiting administrative data has a great potential, but the data has high dimensionality and redundancies in the recording …
A methodology for binary classification of EEG records which correspond to different mental states is proposed. This model-free methodology is based on our theory of the -complexity of continuous functions which is extended here (see Appendix) to the case of vector functions. This extension permits us to handle mult…
Study proposes a decision tree for more accurate depression recognition in speech.
Autonomous robots need to interact with unknown, unstructured and changing environments, constantly facing novel challenges. Therefore, continuous online adaptation for lifelong-learning and the need of sample-efficient mechanisms to adapt to changes in the environment, the constraints, the tasks, or the robot itself a…
Study integrates causal inference and temporal complexity measures to analyze mental health symptoms.
We show certain symmetry of the dimensions of cohomologies of the funda- mental groups of compact Sasakian manifolds by using the Hodge theory of twisted basic cohomology. As applications, we show that the polycyclic fundamental groups of compact Sasakian manifolds are virtually nilpotent and Sasakian solvmanifolds are…
This paper presents a study in task-oriented approach to stroke rehabilitation by controlling a haptic device via near-infrared spectroscopy-based brain-computer interface (BCI). The task is to command the haptic device to move in opposing directions of leftward and rightward movement. Our study consists of data acquis…
VICE embeds concepts in a vector space using human data.
HBR improves normative modeling of neuroimaging data across multiple sites.
Autoencoders identify brain networks linked to stress and genotype.
Wearable devices have the potential to enhance sports performance, yet they are not fulfilling this promise. Our previous studies with 6 professional tennis coaches and 20 players indicate that this could be due the lack of psychological or mental state feedback, which the coaches claim to provide. Towards this end, we…
The Frame Problem (FP) is a puzzle in philosophy of mind and epistemology, articulated by the Stanford Encyclopedia of Philosophy as follows: "How do we account for our apparent ability to make decisions on the basis only of what is relevant to an ongoing situation without having explicitly to consider all that is not …
The paper interprets financial markets as crowds during booms and busts.
Introduces nondecreasing rank for matrices and tensors, developing methods and applications.
ED-Filter improves eating disorder classification on Twitter.
Study uses machine learning to detect depression in Twitter users.
Automated prediction of valence, one key feature of a person's emotional state, from individuals' personal narratives may provide crucial information for mental healthcare (e.g. early diagnosis of mental diseases, supervision of disease course, etc.). In the Interspeech 2018 ComParE Self-Assessed Affect challenge, the …
Unified framework for human-like decision making in various sequential tasks.
Humans are capable of attributing latent mental contents such as beliefs or intentions to others. The social skill is critical in daily life for reasoning about the potential consequences of others' behaviors so as to plan ahead. It is known that humans use such reasoning ability recursively by considering what others …
The first part of this survey is a heuristic, non-technical discussion of what an HHS is, and the aim is to provide a good mental picture both to those actively doing research on HHSs and to those who only seek a basic understanding out of pure curiosity. It can be read independently of the second part, which is a deta…
Depression is one of the most common mental health disorders, and a large number of depressed people commit suicide each year. Potential depression sufferers usually do not consult psychological doctors because they feel ashamed or are unaware of any depression, which may result in severe delay of diagnosis and treatme…