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.
Method learns behavioral states from wearable sensor data.
The paper interprets financial markets as crowds during booms and busts.
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…
The author suggests using non-Euclidean geometry for psychometric models.
AI models assess psychological risks in currency trading.
The book explores essential stats and psychology for quantitative trading.
Model predicts increased social unrest during COVID-19 using social media data.
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.
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…
New framework for forecasting psychological processes from ILD.
Defines Learning Analytics' foundational structure and scope.
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…
Paper reviews intrinsic motivations and their role in open-ended learning.
IPGP framework improves psychological assessment by integrating shared and unique traits.
Dual Variable Learning Rates improve neural network training efficiency.
We propose a novel approach to multimodal sentiment analysis using deep neural networks combining visual analysis and natural language processing. Our goal is different than the standard sentiment analysis goal of predicting whether a sentence expresses positive or negative sentiment; instead, we aim to infer the laten…
PsychFM predicts individual gambling choices using psychological and machine learning models.
A new model of learning corrects for chance to improve learning outcomes.
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…
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…
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 …
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…
Proposes MLCNN for better multivariate time series forecasting.
This volume is a collection of contributions from the 5th Workshop on Machine Learning and Interpretation in Neuroimaging (MLINI) at the Neural Information Processing Systems (NIPS 2015) conference. Modern multivariate statistical methods developed in the rapidly growing field of machine learning are being increasingly…
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…
The paper analyzes auction theory and its impact on buyer demographics.
Episodic memory is a psychology term which refers to the ability to recall specific events from the past. We suggest one advantage of this particular type of memory is the ability to easily assign credit to a specific state when remembered information is found to be useful. Inspired by this idea, and the increasing pop…
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…
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…
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…
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…
Detecting depression early from social media texts.
Study integrates causal inference and temporal complexity measures to analyze mental health symptoms.
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…
An efficient algorithm selects the correct number of latent dimensions in multidimensional probit models.
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…
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…
The design of recommendations strategies in the adaptive learning system focuses on utilizing currently available information to provide individual-specific learning instructions for learners. As a critical motivate for human behaviors, curiosity is essentially the drive to explore knowledge and seek information. In a …
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.
Survey examines LLMs in financial trading.
Robots learn actions and language through curiosity-driven self-exploration.
The Rasch model is widely used for item response analysis in applications ranging from recommender systems to psychology, education, and finance. While a number of estimators have been proposed for the Rasch model over the last decades, the available analytical performance guarantees are mostly asymptotic. This paper p…
We calibrate and test various variants of field theory models of the interest rate with data from eurodollars futures. A model based on a simple psychological factor are seen to provide the best fit to the market. We make a model independent determination of the volatility function of the forward rates from market data…