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.
AI models assess psychological risks in currency trading.
IPGP framework improves psychological assessment by integrating shared and unique traits.
An efficient algorithm selects the correct number of latent dimensions in multidimensional probit models.
This paper focuses on the problem of explaining predictions of psychological attributes such as attractiveness, happiness, confidence and intelligence from face photographs using deep neural networks. Since psychological attribute datasets typically suffer from small sample sizes, we apply transfer learning with two ba…
Recidivism prediction instruments provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the country, their use is attracting tremendous controversy. Much of the controversy concerns …
The author suggests using non-Euclidean geometry for psychometric models.
Study integrates causal inference and temporal complexity measures to analyze mental health symptoms.
All people have to make risky decisions in everyday life. And we do not know how true they are. But is it possible to mathematically assess the correctness of our choice? This article discusses the model of decision making under risk on the example of project management. This is a game with two players, one of which is…
The book explores essential stats and psychology for quantitative trading.
Theoretical understanding of deep learning is one of the most important tasks facing the statistics and machine learning communities. While deep neural networks (DNNs) originated as engineering methods and models of biological networks in neuroscience and psychology, they have quickly become a centerpiece of the machin…
Human categorization is one of the most important and successful targets of cognitive modeling in psychology, yet decades of development and assessment of competing models have been contingent on small sets of simple, artificial experimental stimuli. Here we extend this modeling paradigm to the domain of natural images…
The cognitive framework of conceptual spaces bridges the gap between symbolic and subsymbolic AI by proposing an intermediate conceptual layer where knowledge is represented geometrically. There are two main approaches for obtaining the dimensions of this conceptual similarity space: using similarity ratings from psych…
New model explains price dynamics of Bitcoin with psychological factors.
The paper interprets financial markets as crowds during booms and busts.
New framework for forecasting psychological processes from ILD.
Calibration without labels in multiple testing
The diagnosis of Alzheimer's disease (AD) in routine clinical practice is most commonly based on subjective clinical interpretations. Quantitative electroencephalography (QEEG) measures have been shown to reflect neurodegenerative processes in AD and might qualify as affordable and thereby widely available markers to f…
Multiple Sclerosis is a degenerative condition of the central nervous system that affects nearly 2.5 million of individuals in terms of their physical, cognitive, psychological and social capabilities. Researchers are currently investigating on the use of patient reported outcome measures for the assessment of impact a…
Paper reviews intrinsic motivations and their role in open-ended learning.
Dual Variable Learning Rates improve neural network training efficiency.
New methods for assessing and visualizing feature groups in machine learning models.
PsychFM predicts individual gambling choices using psychological and machine learning models.
Deep neural networks (DNNs) have achieved unprecedented performance on a wide range of complex tasks, rapidly outpacing our understanding of the nature of their solutions. This has caused a recent surge of interest in methods for rendering modern neural systems more interpretable. In this work, we propose to address th…
Method learns behavioral states from wearable sensor data.
Emotions are intimately tied to motivation and the adaptation of behavior, and many animal species show evidence of emotions in their behavior. Therefore, emotions must be related to powerful mechanisms that aid survival, and, emotions must be evolutionary continuous phenomena. How and why did emotions evolve in nature…
A new model of learning corrects for chance to improve learning outcomes.
The Internet and, in particular, Online Social Networks have changed the way that terrorist and extremist groups can influence and radicalise individuals. Recent reports show that the mode of operation of these groups starts by exposing a wide audience to extremist material online, before migrating them to less open on…
Experiment shows cognitive biases impact human-AI collaboration, highlighting the need for diverse evaluator samples.
Recent advances in the fields of machine learning and neurofinance have yielded new exciting research perspectives in practical inference of behavioural economy in financial markets and microstructure study. We here present the latest results from a recently published stock market simulator built around a multi-agent s…
In high dimensional settings, density estimation algorithms rely crucially on their inductive bias. Despite recent empirical success, the inductive bias of deep generative models is not well understood. In this paper we propose a framework to systematically investigate bias and generalization in deep generative models …
Hierarchical Latent Attribute Models (HLAMs) are a family of discrete latent variable models that are attracting increasing attention in educational, psychological, and behavioral sciences. The key ingredients of an HLAM include a binary structural matrix and a directed acyclic graph specifying hierarchical constraints…
Model predicts increased social unrest during COVID-19 using social media data.
New pipeline for causal research in psychology and social sciences.
The simplest field theory description of the multivariate statistics of forward rate variations over time and maturities, involves a quadratic action containing a gradient squared rigidity term. However, this choice leads to a spurious kink (infinite curvature) of the normalized correlation function for coinciding matu…
Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like random forests (Strobl, Malley, and Tutz, 2009) are a useful tool for finding st…
Typical neural networks with external memory do not effectively separate capacity for episodic and working memory as is required for reasoning in humans. Applying knowledge gained from psychological studies, we designed a new model called Differentiable Working Memory (DWM) in order to specifically emulate human workin…
The paper analyzes auction theory and its impact on buyer demographics.
We investigate a class of binary choice models with social interactions. We propose a unifying perspective that integrates economic models using a utility function and psychological models using an impact function. A general approach for analyzing the equilibrium structure of these models within mean-field approximatio…
Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent based model to study quantitatively this relationship. In order to approximate the simulated market to the complexity of …
In this article, we established a stock market model based on agents' investing mentality. The agents decide whether to purchase the shares at the probability, according to their anticipation of the market's behaviors. The expectation of the amount of shares they want to buy is directly proportional to the value of ass…
Class prediction is an important application of microarray gene expression data analysis. The high-dimensionality of microarray data, where number of genes (variables) is very large compared to the number of samples (obser- vations), makes the application of many prediction techniques (e.g., logistic regression, discri…
We compare the acquisition of knowledge in humans and machines. Research from the field of developmental psychology indicates, that human-employed hypothesis are initially guided by simple rules, before evolving into more complex theories. This observation is shared across many tasks and domains. We investigate whether…
We describe an exercise of using Big Data to predict the Michigan Consumer Sentiment Index, a widely used indicator of the state of confidence in the US economy. We carry out the exercise from a pure ex ante perspective. We use the methodology of algorithmic text analysis of an archive of brokers' reports over the peri…
The cognitive framework of conceptual spaces proposes to represent concepts as regions in psychological similarity spaces. These similarity spaces are typically obtained through multidimensional scaling (MDS), which converts human dissimilarity ratings for a fixed set of stimuli into a spatial representation. One can d…
Cognitive neuroscience is enjoying rapid increase in extensive public brain-imaging datasets. It opens the door to large-scale statistical models. Finding a unified perspective for all available data calls for scalable and automated solutions to an old challenge: how to aggregate heterogeneous information on brain func…
This summarizes the study of the financial and economic crisis in Europe. The starting questions were: 1) Why do we have a crisis? Unde venis? 2) What will be the outcome? Quo vadis? Here is the reasoning which touches many areas, ranging from financial to politics and from psychology and economy.
The paper proposes a test to determine the number of latent classes in ordinal categorical data.
The 1/3 Financial Rule helps prevent household bankruptcy through balanced spending, savings, and debt repayment.