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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.

168,657 papers · 148 categories

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4284125167 · Jun 202019922001200920172026
48 results for rationalizable behavior

Paper develops efficient algorithms for learning rationalizable equilibria in multiplayer games.

problem Learning rationalizable behavior in multiplayer games under bandit feedback.
method New algorithms for finding rationalizable Coarse Correlated Equilibria and Correlated Equilibria with polynomial sample complexity.
result Achieved polynomial sample complexity for learning rationalizable equilibria, improving over existing exponential complexity.

We study a variant of the source identification game with training data in which part of the training data is corrupted by an attacker. In the addressed scenario, the defender aims at deciding whether a test sequence has been drawn according to a discrete memoryless source XPXX \sim P_X, whose statistics are known to hi…

2017-03-27abs ↗pdf ↗

Model captures neural activity related to behavior while separating internal computations.

problem Capturing neural activity related to behavior from complex brain recordings.
method Behavior-decomposed linear dynamical systems (b-dLDS) model.
result Improves over state-of-the-art models in disentangling behavior-related dynamics.

Behavior modification improves prediction accuracy by nudging user behavior.

problem Improving prediction accuracy using behavior modification techniques.
method Combining prediction and behavior modification with reinforcement learning algorithms.
result Behavior modification can make predictions more certain but may not generalize.

The paper introduces new metrics for evaluating generative models of behavior.

problem Lack of quantitative evaluation criteria for unsupervised behavior discovery.
method Proposed and investigated several metrics for generative models of behavior.
result The proposed metrics correspond with biologists' intuitions and allow for model evaluation and bias understanding.

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.

Interactive news recommendation has been launched and attracted much attention recently. In this scenario, user's behavior evolves from single click behavior to multiple behaviors including like, comment, share etc. However, most of the existing methods still use single click behavior as the unique criterion of judging…

2018-11-30abs ↗pdf ↗

Study examines if LLMs' trading styles match real market behavior.

problem Lack of behavioral consistency in LLMs' trading strategies.
method Year-long simulations with LLMs, operationalizing behavioral finance drivers, and comparing with financial theory.
result LLMs' strategy switching is only partially consistent with behavioral finance theories.

Paper develops a framework for learning interpretable representations of sequential decision behavior.

problem Obtaining a transparent description of existing behavior.
method Inverse decision modeling framework, formalizing both forward and inverse problems.
result Learning interpretable representations of behavior, including suboptimal actions, biased beliefs, and imperfect knowledge.

Collective behavior of the complex socio-economic systems is heavily influenced by the herding, group, behavior of individuals. The importance of the herding behavior may enable the control of the collective behavior of the individuals. In this contribution we consider a simple agent-based herding model modified to inc…

2013-09-24abs ↗pdf ↗

Study asymptotic behaviors of solutions near singular boundaries for the Yamabe problem.

problem Boundary behavior of the singular Yamabe problem near singular boundaries.
method Analysis of asymptotic behaviors and derivation of optimal estimates for background metrics.
result Solutions are well approximated by solutions in tangent cones at singular points.

Revisits behavioral finance option pricing model to align with rational asset pricing theory.

problem Inconsistency between behavioral finance and rational asset pricing models in option pricing.
method Introduces arbitrage transaction costs to modify the behavioral finance option pricing formula.
result Modifies behavioral finance option pricing formula to be consistent with rational asset pricing theory.

KFAtt improves CTR prediction by modeling user behavior with Kalman filtering attention.

problem Improving CTR prediction in personalized e-commerce search engines.
method KFAtt combines Kalman filtering with attention mechanisms to model user behavior.
result KFAtt outperforms existing methods in CTR prediction, achieving better performance in both offline and online settings.

Study of urban lifestyles from mobility data of 1.2M people in 11 U.S. cities.

problem Lack of interpretability in digital mobility data for understanding urban lifestyles.
method Privacy-enhanced dataset of mobility visitation patterns, latent activity behavior decomposition.
result Detected 12 latent activity behaviors that describe urban lifestyles, not single lifestyles.

Study on manifolds with kinks and Gaussian kernel behavior.

problem Understanding the asymptotic behavior of graph Laplacian on manifolds with singularities.
method Introduced manifolds with kinks, derived asymptotic behavior of Graph Laplacian with Gaussian kernel, and validated results numerically.
result Asymptotic behavior of the Graph Laplacian is determined by the inward sector of the tangent space.

Extends driving model to control agent behavior in simulations.

problem Simulate realistic driving behavior for autonomous systems.
method Introduces Control-ITRA method to influence agent behavior through waypoint assignment and target speed modulation.
result Demonstrates controllable, infraction-free trajectories while preserving realism.

We introduce a new approach for comparing reinforcement learning policies, using Wasserstein distances (WDs) in a newly defined latent behavioral space. We show that by utilizing the dual formulation of the WD, we can learn score functions over policy behaviors that can in turn be used to lead policy optimization towar…

2019-06-11abs ↗pdf ↗

Most animals possess the ability to actuate a vast diversity of movements, ostensibly constrained only by morphology and physics. In practice, however, a frequent assumption in behavioral science is that most of an animal's activities can be described in terms of a small set of stereotyped motifs. Here we introduce a m…

2013-10-16abs ↗pdf ↗

Continuous collection of physiological data from wearable sensors enables temporal characterization of individual behaviors. Understanding the relation between an individual's behavioral patterns and psychological states can help identify strategies to improve quality of life. One challenge in analyzing physiological d…

2019-11-16abs ↗pdf ↗

The study examines collective behavior in banking sectors across mature and emerging markets.

problem Understanding collective behavior in banking sectors across different market types.
method Applied Random Matrix Theory (RMT) to analyze the banking sectors of 4 world stock markets.
result Mature markets exhibit higher collective behavior compared to emerging markets.

The paper explains why estimating a history-dependent policy can reduce MSE in reinforcement learning.

problem Understanding why history-dependent policies can improve MSE in off-policy evaluation.
method The paper derives a bias-variance decomposition of MSE for various OPE estimators, showing how history-dependent policies can decrease variance and increase bias.
result History-dependent policies can decrease the variance of importance sampling estimators, leading to lower MSE.

Econometric framework integrates heavy-tailed distributions with behavioral probability weighting for better asset pricing.

problem Underestimation of Value-at-Risk by traditional models in asset pricing.
method Developed an econometric framework combining heavy-tailed Student's tt distributions with behavioral probability weighting.
result Student's tt specifications outperform Gaussian models in 88.4% of cases, reducing underestimation of Value-at-Risk by 16.5 percentage points.

Empirical study shows carriers ignore past shippers' behavior, focusing only on current actions.

problem Opportunistic behavior by shippers and carriers in dynamic freight markets.
method Empirical analysis of carrier reciprocity in US truckload transportation sector.
result Carriers do not remember shippers' past behaviors but respond to current actions.

Model assesses credit risk using behavioral data from Experian and Bank of Italy.

problem Improving credit risk assessment in financial institutions.
method Statistical and machine learning techniques applied to behavioral data from Experian and Bank of Italy.
result Demonstrates transferability of the model from private to central data.

Study explores factors influencing saving behavior among Dhaka employees.

problem Factors influencing saving behavior among Dhaka employees.
method Quantitative approach with cross-sectional survey design, structured questionnaire, descriptive statistics, reliability analysis, regression analysis.
result Only financial management practices had a significant positive relationship with saving behavior.

This work studies the entity-wise topical behavior from massive network logs. Both the temporal and the spatial relationships of the behavior are explored with the learning architectures combing the recurrent neural network (RNN) and the convolutional neural network (CNN). To make the behavioral data appropriate for th…

2017-05-02abs ↗pdf ↗

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

New method learns behavioral representations from mobility data.

problem Analyzing behavioral similarity of moving individuals from CDR trajectories.
method mob2vec framework combining segmentation, generalization, and unsupervised learning.
result Mob2vec generates low-dimensional vector representations preserving mobility behavior similarities.

The paper analyzes the asymptotic behavior of a knot polynomial for a specific real number.

problem Understanding the asymptotic behavior of a knot polynomial for a real number.
method Examining the asymptotic behavior of the NN-dimensional colored Jones polynomial evaluated at exp(ξ/N)\exp(ξ/N) for a real number ξξ.
result From the asymptotic behavior, the mSL(2;C) m{SL}(2;\mathbb{C}) Chern--Simons invariant and the Reidemeister torsion twisted by the adjoint action can be extracted.

Study examines herding behavior in stocks, US ETFs, and cryptocurrencies.

problem Understanding herding behavior in different types of investment vehicles.
method Cross-sectional Absolute Deviation model, Minimum Spanning Tree, Louvain community detection.
result Herding behavior exists at all times across all types of investment vehicles at a subset level.

AIPS improves ranking policy evaluation by adapting to diverse user behavior.

problem Inaccurate Off-Policy Evaluation of ranking policies due to high variance under diverse user behavior.
method Developed Adaptive IPS (AIPS) that adapts to different user behaviors and minimizes MSE.
result AIPS achieves minimum variance among unbiased estimators and provides significant empirical accuracy improvement.