Digital risk scores predict depression and anxiety over 10 years.
problem Identifying individuals at risk of depression and anxiety.
method Developed a 10-year predictive algorithm using UKB cohort, selecting predictors via Cox proportional hazards model and DeepSurv.
result Highly discriminating models for depression and anxiety were developed.
Investors with anxiety about drawdowns may use stop-loss and trailing stops as optimal selling strategies.
problem Investors' anxiety about drawdowns affects optimal selling strategies.
method Mathematical analysis of optimal stopping with random discounting.
result Stop-loss and trailing stops can be optimal selling strategies under anxiety about drawdowns.
New algorithms reduce estimation error for functions with large ranges.
problem Estimating means of functions with large ranges efficiently.
method Statistical queries and single-bit communication models.
result Error scales linearly with standard deviation and logarithmically with second moment.
Study examines how pandemic anxiety affects financial market trust.
problem Anxiety during pandemic and trust in financial markets.
method Used Google search volume and stock market data to create mood indicators.
result Different clusters of countries and markets in terms of pessimism and optimism emerged.
New approach classifies EEG signals for SAD detection with improved accuracy.
problem Detecting SAD using EEG for classification with limited study.
method Exploits EEG sensor spatial configuration with different interpolation methods.
result Model 2 significantly outperforms model 1, providing 6--7% higher accuracy. This paper discusses sentiment analysis on social media text.
problem Detecting sentiments in short text messages for applications like mental health monitoring.
method Combines concepts from Natural Language Processing and Machine Learning.
result Explains techniques used in sentiment analysis of textual data.
Model predicts depression and anxiety from social network dynamics.
problem Predicting mental health from social interactions.
method Developed a predictive model using dynamic social network data.
result Dynamic social network model outperforms static models.
Study integrates diverse data sources to predict mental health conditions.
problem Predict individuals' mental health conditions using a heterogeneous network approach.
method Leverage a heterogeneous information network (HIN) to model social interaction, health data, and survey data. Apply recommender system (RS) and node classification (NC) paradigms to predict mental health states.
result RS and NC methods outperform traditional logistic regression models in predicting mental health conditions.
Machine learning detects and classifies cognitive distortions in mental health texts.
problem Detect and classify cognitive distortions in mental health texts to improve treatment.
method Machine learning framework using crowdsourced and therapy dataset.
result Model achieved high F1 scores for detecting and classifying cognitive distortions.
Proposes MELODIC family for simultaneous binary logistic regression.
problem Simultaneous analysis of multiple binary response variables.
method Defines models in a reduced Euclidean space using a distance rule.
result Improves predictive accuracy through model interdependence.
Aave community attack led to irretrievable debt and questioned decentralization in DeFi lending.
problem Decentralization vs. security in large DeFi lending protocols.
method Analyzed Avi Eisenberg's attack on Aave, showing how he artificially deflated CRV price.
result Attack led to irretrievable debt of over $1.5 million and highlighted decentralization vs. security.
Research uses SWT and BDLSTM to forecast stock and oil prices amid COVID-19.
problem Impact of COVID-19 on stock and oil prices forecasting.
method Integrates Stationary Wavelet Transform and Bidirectional Long Short-Term Memory networks.
result BDLSTM+WT-ADA achieved satisfactory results in Crude Oil price forecasting.
Study examines Bitcoin price formation beyond fundamental sources.
problem Understanding Bitcoin price formation beyond traditional factors.
method Bayesian quantile regression to analyze Bitcoin price and its determinants.
result Identified three groups of determinants influencing Bitcoin price under different market conditions.
Modeling financial market dynamics with noise and fundamentalist agents.
problem Understanding opinion formation and market behavior in financial markets.
method Agent-based model with Erdös-Rényi random graph structure, incorporating anxiety parameter.
result Model accurately reproduces key market features like fat-tailed returns and volatility clustering.
The basic financial purpose of corporation is creation of its value. Liquidity management should also contribute to realization of this fundamental aim. Many of the current asset management models that are found in financial management literature assume book profit maximization as the basic financial purpose. These boo…
Deep learning detects protective movement behavior in chronic pain patients.
problem Detecting protective movement behavior in chronic pain patients for intervention.
method End-to-end deep learning architecture named BodyAttentionNet (BANet) that learns temporal and bodily parts.
result Statistically significant improvements in detecting protective behavior using attention mechanisms.
Study integrates causal inference and temporal complexity measures to analyze mental health symptoms.
problem Examining how individual symptom trajectories reveal diagnostic patterns in mental disorders.
method Causal inference, graph analysis, temporal complexity measures, machine learning.
result 91% accuracy in diagnosing symptom dynamics, highlighting disorder-specific causal mechanisms.
New method shows stable phase synchronised patterns in EEG signals during face perception tasks.
problem Traditional phase synchronisation measures do not capture temporal evolution.
method Proposes a new method to identify synchrostates, small sets of unique phase synchronised patterns.
result Consistent existence of synchrostates in multi-channel EEG recordings across different subject groups.
The study explains autism through minimizing surprise and uncertainty using information theory.
problem Insistence on sameness in autism.
method Information theory framework to quantify cognitive limitations and behaviors.
result Insistence on sameness is a manifestation of minimizing uncertainty.
FEAST improves FNN's range accuracy in ocean waveguides.
problem Evaluating FNN's range accuracy on unlabeled test data in ocean waveguides.
method Introducing FEAST to evaluate and improve FNN's range accuracy.
result FEAST helps improve FNN's ranging accuracy on test data.
The paper analyzes long-range correlations in bond markets using DMA method.
problem Understanding long-range auto- and cross-correlations in bond markets.
method Detrended Moving Average (DMA) method and complex network analysis.
result Long-range correlations in bond markets are persistent and show market segmentation.
Characterizes a general range decreasing group homomorphism.
problem Understanding range decreasing group homomorphisms in the entire mapping group.
method Characterization of a general range decreasing group homomorphism.
result Computes a particular class of homomorphisms and identifies all range decreasing group homomorphisms on specific mapping groups.
Study characterizes geodesic ray transform on surfaces, isolating and separating sub-ranges.
problem Characterizing the range of the attenuated geodesic ray transform on surfaces.
method Isolating and separating sub-ranges of sums of functions and one-forms, deriving new inversion formulas.
result Range characterizations and new inversion formulas for geodesic ray transform.
Transformers can perform well with less long-range memory.
problem The need for deep long-range memory in Transformers for language modeling.
method Performed interventions to show performance can be achieved with fewer long-range memories and by limiting attention range.
result Comparable performance can be achieved with 6X fewer long-range memories and better performance with limited attention range.
Research on long-range memory in financial and social systems using various models.
problem Understanding the nature of long-range memory in socioeconomic systems.
method Various Markov processes including point processes, stochastic differential equations, and agent-based models.
result New estimators of self-similarity and long-range memory for non-Gaussian systems are needed.
Improves bandit regret with small loss range, even with limited information.
problem Improving bandit regret with small loss range.
method Develops a novel technique to convert algorithms with regret depending on loss range to ones with regret depending only on effective range.
result Shows how to improve bandit regret guarantees with small loss range under certain assumptions.
In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties on an ability of the methods to efficiently distinguish between short and …
We introduce a notion of genus range as a set of values of genera over all surfaces into which a graph is embedded cellularly, and we study the genus ranges of a special family of four-regular graphs with rigid vertices that has been used in modeling homologous DNA recombination. We show that the genus ranges are sets …
Paper explores variable skipping to speed up range density estimation.
problem Efficiently estimating range densities over high-dimensional data.
method Variable skipping technique to accelerate range density estimation.
result 10-100x efficiency improvements in challenging high-quantile error metrics.
The paper introduces MRVaR and MRCov for elliptical and log-elliptical distributions.
problem Risk management of regulation and investment purposes.
method Proposes MRVaR and MRCov as risk measures for elliptical and log-elliptical distributions.
result Explicit expressions of MRVaR and MRCov derived for multivariate (log-)elliptical distributions.
A new method uses burst and inter-burst duration to test long-range memory in financial markets.
problem Varying results from long-range memory estimators in financial markets.
method Burst and inter-burst duration statistical analysis of limit order book data.
result The new method provides a more reliable evaluation of the Hurst exponent.
New COS method formula improves option pricing accuracy.
problem Determining the optimal truncation range for COS method.
method Derive new formula using Markov's inequality to ensure convergence.
result New formula leads to more accurate option pricing.
New trade-off found in bandit problems with unknown range.
problem Stochastic bandit problems with unknown range.
method Exhibit a strategy achieving new trade-off between distribution-dependent and distribution-free regret bounds.
result Achieves the rates for regret indicated by the new trade-off.
Characterizes the range of a tensor field transform in Schwartz space.
problem Range characterization of a tensor field transform in Schwartz space.
method Differential and integral equations for characterizing the range in different dimensions.
result Range characterization for the operator on Schwartz space of rank m tensor fields.
Enhances stability ranges for Torelli and congruence subgroup homologies.
problem Improving stability ranges for specific subgroup homologies.
method Analyzes H2(Torelli subgroup of Aut(Fn)'s), H2(Torelli subgroup of mapping class groups), and Hk(congruence subgroups of GL_n(R)'s).
result Improved central stability ranges for various subgroup homologies.
Norm-range partition improves MIPS search efficiency by reducing query complexity.
problem Efficiently searching for maximum inner product in large datasets.
method Norm-range partition technique that divides datasets into sub-datasets with similar norms and builds independent hash indexes.
result Significantly reduces the number of probed buckets for LSH-based MIPS algorithms.
We describe the range of the attenuated ray transform of a unitary connection on a simple surface acting on functions and 1-forms. We use this to determine the range of the ray transform acting on symmetric tensor fields.
Developing a range-aware Bayesian optimization framework for discovering diverse designs within target property windows.
problem Discovering multiple, distinct solutions within target property windows.
method Range-aware Bayesian optimization framework.
result Consistently recovers larger and more diverse sets of valid designs.
Identifies Lorentzian locally symmetric spaces where Calabi operator suffices to determine Killing operator range.
problem Determining when the Calabi operator can identify the range of the Killing operator in Lorentzian locally symmetric spaces.
method Developed criteria for a connection to be in the range of a connection, applied to the Killing connection.
result For indecomposable spaces, the Calabi operator suffices to identify the range of the Killing operator; for products, it fails.
Improved Mamba model for long-range sequence tasks.
problem Mamba's poor performance on long-range sequential tasks.
method Proposed B2S6, combining block-wise selective dynamics and channel-specific bias.
result Empirically, B2S6 outperforms S4 and S4D on LRA tasks.
Study finds strong long-range correlations in financial markets, especially over longer time scales.
problem Understanding long-range correlations in limit order book markets.
method Ultra-high frequency order book data from NASDAQ Nordic, detrended fluctuation analysis (DFA).
result Strong evidence of long-range correlation in inter-event durations, becoming stronger over longer time scales.
We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis (R/S), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and generalized Hurst exponents analysis. Based on numerical results, the scaling range of…
Introduces Spectral Attention for better long-range time series forecasting.
problem Challenges in capturing long-range dependencies in time series forecasting.
method Spectral Attention mechanism that preserves temporal correlations and long-range dependencies.
result Achieves state-of-the-art results on 11 real-world time series datasets.
Study finds range-based volatility estimators are more predictable than the standard close-to-close estimator.
problem Comparing predictability of range-based volatility estimators to the standard close-to-close estimator.
method Used LSTM recurrent neural networks to analyze patterns of volatility changes in the Dow Jones Industrial Average index.
result Changes in range-based volatility estimators are more predictable than the standard close-to-close estimator.
Improved GNN handles long-range dependencies in multi-relational graphs.
problem Vanishing gradients in GNNs for multi-relational graphs.
method Proposes a Gated Graph Neural Network with improved long-range dependency handling.
result Outperforms popular GNN models in synthetic tasks.
Paper connects CR geometry conditions to closed range of ∂ˉ-operator.
problem Establishing closed range of the ∂ˉ-operator on CR manifolds. method Defined third and fourth order CR invariants and used them to show closed range for ∂ˉ-Laplacian. result Third and fourth order CR invariants provide sufficient conditions for closed range of ∂ˉ-operator. Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long range dependence in the log return series of the Mibtel (Italy) and the PX Glob (Czech Republic). Long range dependence implies that predictable patterns in the log returns do not dissipate quick…
Study finds phase transition in context-sensitive language model with short-range interactions.
problem Understanding phase transitions in language models with short-range interactions.
method Constructed a random language model with short-range interactions and investigated its statistical properties.
result Phase transition occurs in context-sensitive language models with constant context length.