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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.

169,291 papers · 148 categories

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6.3%12.5%18.8%25.0% · Apr 199319922001200920182026
48 results for social accounting matrices

This paper uses open data to analyze foreign tourists' spending patterns in Colombia and the Netherlands.

problem Difficulty in identifying which domestic industries cater to foreign visitors.
method Use of open source data and anonymized transaction data to map tourist destinations and analyze spending behavior.
result Countries may observe different tourist patterns (concentration vs decentralization).

Study tackles hate speech against journalists on social media.

problem Hate speech against journalists on social media remains prevalent despite efforts.
method Defined journalist-specific hate speech, annotated tweets, trained deep learning models, and proposed an ensemble model.
result Proposed ensemble model outperforms individual models in detecting journalist-targeted hate speech.

Spatial machine learning improves poverty targeting in Indonesia.

problem Conventional PMT methods have high exclusion and inclusion errors due to spatial dependencies and regional heterogeneity.
method Integrates spatial contiguity matrices into SML models to identify and compare poverty clusters.
result SML reduces exclusion errors from 28% to 20% compared to standard machine learning models.

This paper shows how we can build a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we are able to redefine concepts like account balance, yield curve and the law of diminishing returns. The model provides us with a …

2014-01-19abs ↗pdf ↗

This study detects fake and automated accounts on Instagram.

problem Fake engagement on Instagram leads to financial loss and wrong audience targeting.
method Two datasets were created and machine learning algorithms like Naive Bayes, Logistic Regression, Support Vector Machines, Neural Networks, and cost-sensitive genetic algorithm were applied.
result 86% accuracy for automated accounts and 96% for fake accounts were achieved.

Study shows impersonators generate fake engagement on Instagram.

problem Impersonators exploit Instagram for fake engagement.
method Examined three communities (Politician, News agency, Sports star) on Instagram, collected data on 4.8K comments and 2.6K likes from 3.8K impersonators over 7 months.
result Impersonators generate significant fake engagement on verified accounts.

Bayesian method predicts social unrest from social media data.

problem Uncertainty in predicting events from diverse, unstructured social media data.
method Machine learning for classification and empirical Bayesian approach for event probability calculation.
result Predicted social unrest events in Australian cities with high accuracy.

State-of-the-art link prediction utilizes combinations of complex features derived from network panel data. We here show that computationally less expensive features can achieve the same performance in the common scenario in which the data is available as a sequence of interactions. Our features are based on social vec…

2013-04-15abs ↗pdf ↗

New framework uses social media images to estimate wildlife populations.

problem Lack of basic data for wildlife species due to inadequate traditional methods.
method Developed a new computer vision tool to account for social media bias.
result Showed that wildlife population size estimates are learnable from social media.

NAS model improves social recommendation accuracy using neural attention.

problem Capturing and weighing friends' preferences in social recommendation systems.
method Proposes a Neural Attention mechanism (NAS) for Social collaborative filtering.
result NAS model outperforms state-of-the-art methods in publicly available datasets.

Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …

2014-05-05abs ↗pdf ↗

A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.

problem Real-world social networks have inter-community influence that is often overlooked in community-based IM approaches.
method Community-IM++ uses a heuristic based on community-based diffusion degree and progressive budgeting to model and prioritize cross-community diffusion.
result Community-IM++ achieves near-greedy influence spread at up to 100 times lower runtime than existing methods.

Bayesian method infers transition matrices from incomplete graph data with topological constraints.

problem Inference of transition matrices from incomplete graph data with topological constraints.
method Bayesian approach using repeated interactions and a topological prior.
result Higher accuracy in inferring transition probabilities, improving downstream tasks.

Bootstrapping regularizes singular correlation matrices, reducing the need for complex regularization.

problem Singular correlation matrices in large datasets.
method Averaging bootstrapped correlation matrices to ensure positive-definiteness.
result The averaged correlation matrix is almost surely positive-definite with a sufficient number of bootstraps.

Agent-based model uses SAM to create realistic economic system.

problem Lack of tools to understand and predict economic crises.
method Agent-based modeling (ABM) with Social Accounting Matrix (SAM) calibration.
result ABM can produce economic systems close to real-world data.

Novel CGTF model for recommender systems and community detection from coupled graphs and tensors.

problem Lack of effective methods for analyzing multiple information repositories with graph side information.
method Coupled Graph-Tensor Factorization (CGTF) with ADMM for nonnegative factor recovery.
result CGTF model successfully detects communities even with missing graph links.

We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of the transition matrices with exponential time weighting with varying horizons and discuss the underlying dynamics of trans…

2009-12-23abs ↗pdf ↗

Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or Internet memes shared via social media. Neuron spikes stimulate or inhibit spike…

2014-08-29abs ↗pdf ↗

Systematic review of ML models for detecting social media deception.

problem Detecting fake news, spam, and fake accounts on social media.
method 36 studies evaluated using PROBAST tool, identifying biases and limitations.
result Over-reliance on accuracy in imbalanced data settings is a flaw.

Study compares Islamic banks' accounting and market performance.

problem Assessing the relationship between Islamic banks' accounting and market performance.
method Selected six Islamic banks, collected data from 2009-2013, used random-effect models.
result Superior accounting performance does not correlate with superior market performance.

New tool detects weak and strong Islamophobic hate speech on social media.

problem Detecting Islamophobic hate speech on social media is challenging due to its varied nature.
method Built a multi-class classifier distinguishing between non-Islamophobic, weak Islamophobic, and strong Islamophobic content using GloVe word embeddings.
result Accuracy of 77.6% and balanced accuracy of 83% on a dataset of 109,488 tweets.

Proposes a new Sliced-Wasserstein distance for covariance matrices in M/EEG signals.

problem Efficiently dealing with distributions of covariance matrices in M/EEG multivariate time series.
method Defines a Sliced-Wasserstein distance for symmetric positive definite matrices and applies it to brain-age prediction and Brain Computer Interface applications.
result Demonstrates computational efficiency and strong theoretical guarantees for the proposed distance.

A new classification rule for FDA improves classification performance by accounting for unequal covariance matrices.

problem Unequal covariance matrices in practical situations affect the performance of FDA and its variants.
method Proposes a novel classification rule for FDA that accounts for unequal covariance matrices, applicable to many FDA variants.
result The new classification rule improves classification performance compared to original FDA and variants.

Model improves stock market prediction by integrating web news and social media sentiments.

problem Improving prediction accuracy by incorporating diverse data sources.
method Coupled matrix and tensor factorization framework to fuse heterogeneous data.
result The model predicts stock price movements more accurately by considering correlations among stocks.

Method predicts which high-dimensional correlation signs will change in the future.

problem Predicting which correlation matrix coefficients will change signs in high-dimensional data.
method Stability of correlation signs depends on three-by-three relationships, inspired by Heider social cohesion theory.
result The method accurately predicts the stability of correlation signs in high-dimensional data.

The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have adjacency matrices which are block-diagonal in the appropriate basis. We introduce…

2012-06-27abs ↗pdf ↗

Joint analysis of data from multiple sources has the potential to improve our understanding of the underlying structures in complex data sets. For instance, in restaurant recommendation systems, recommendations can be based on rating histories of customers. In addition to rating histories, customers' social networks (e…

2011-05-17abs ↗pdf ↗

Proposes a new model for predicting future motion of road actors in autonomous vehicles.

problem Forecasting the long-term future motion of road actors for safe autonomous driving.
method Recurrent graph-based attentional approach with interpretable geometric and social relationships.
result Can produce diverse predictions conditioned on hypothetical or 'what-if' scenarios.

Paper proposes a deep learning method for better covariance matrix forecasting.

problem Suboptimal predictive performance in traditional matrix volatility forecasting.
method Riemannian-geometry-aware deep learning framework for symmetric positive definite matrices.
result Our method outperforms traditional approaches in predictive accuracy.

Modeling social conventions from real-time interactions and sensorimotor control.

problem The role of real-time control and learning in social convention formation.
method Control-based Reinforcement Learning (CRL) model grounded in Distributed Adaptive Control (DAC) theory.
result CRL model achieves human-level performance in multi-agent game-theoretic tasks.

In the paper, we consider the problem of link prediction in time-evolving graphs. We assume that certain graph features, such as the node degree, follow a vector autoregressive (VAR) model and we propose to use this information to improve the accuracy of prediction. Our strategy involves a joint optimization procedure …

2012-09-14abs ↗pdf ↗

A matrix network is a family of matrices, with relatedness modeled by a weighted graph. We consider the task of completing a partially observed matrix network. We assume a novel sampling scheme where a fraction of matrices might be completely unobserved. How can we recover the entire matrix network from incomplete obse…

2016-06-02abs ↗pdf ↗

The paper extends hypothesis testing to non-diagonalizable matrices, improving network statistics inference.

problem Testing on non-diagonalizable matrices for network statistics.
method Generalizes Wald and t-tests to non-symmetric matrices, controlling convergence rates.
result Improved inference on network statistics from directed networks.

A new model reduces rating transition matrix estimation errors for small portfolios.

problem Estimating rating transition matrices for small portfolios leads to unreliable and unstable predictions.
method A sparse structural model with three parameters that assumes an autoregressive mean-reverting ability-to-pay process.
result The model produces well-behaved transition probabilities, reducing statistical degrees of freedom and improving reliability.

This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes the rewards for some other actions related to i. We will see that this model is su…

2012-10-16abs ↗pdf ↗