Related papers: Price Trackers Inspired by Immune Memory
A growing body of evidence has shown that incorporating behavioral economics principles into the design of financial incentive programs helps improve their cost-effectiveness, promote individuals' short-term engagement, and increase…
We propose an online tracking algorithm that performs the object detection and data association under a common framework, capable of linking objects after a long time span. This is realized by preserving a large spatio-temporal memory to…
The clonal selection principle explains the basic features of an adaptive immune response to a antigenic stimulus. It established the idea that only those cells that recognize the antigens are selected to proliferate and differentiate. This…
We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…
Traditional pricing paradigms, once dominated by static models and rule-based heuristics, are increasingly being replaced by dynamic, data-driven approaches powered by machine learning algorithms. Despite their growing sophistication, most…
Recently, some correlation filter based trackers with detection proposals have achieved state-of-the-art tracking results. However, a large number of redundant proposals given by the proposal generator may degrade the performance and speed…
User modeling plays an important role in delivering customized web services to the users and improving their engagement. However, most user models in the literature do not explicitly consider the temporal behavior of users. More recently,…
Traditional insurance pricing relies on risk-based principles that ensure actuarial fairness and solvency but do not explicitly account for policyholders' price sensitivity. We formulate insurance pricing as a decision-making problem and…
We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a distribution does not fit to results following from an…
We introduce a simple framework in which market participants update their prior about an efficient price with a model-based learning process. We show that exponential intensities for the arrival of aggressive orders arise naturally in this…
Extensive bedside monitoring in Intensive Care Units (ICUs) has resulted in complex temporal data regarding patient physiology, which presents an upscale context for clinical data analysis. In the other hand, identifying the time-series…
Data attribution, tracing a model's prediction back to specific training data, is an important tool for interpreting sophisticated AI models. The widely used TRAK algorithm addresses this challenge by first approximating the underlying…
We consider a simple binary market model containing $N$ competitive agents. The novel feature of our model is that it incorporates the tendency shown by traders to look for patterns in past price movements over multiple time scales, i.e.…
LLM-based shopping agents increasingly rely on long purchase histories and multi-turn interactions for personalization, yet naively appending raw history to prompts is often ineffective due to noise, length, and relevance mismatch. We…
Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…
Crowd algorithms often assume workers are inexperienced and thus fail to adapt as workers in the crowd learn a task. These assumptions fundamentally limit the types of tasks that systems based on such algorithms can handle. This paper…
This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes. The full likelihood of integer-valued trawl processes is, in general, highly…
How humans and machines make sense of current inputs for relation reasoning and question-answering while putting the perceived information into context of our past memories, has been a challenging conundrum in cognitive science and…
Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…
We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by…