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We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask…

Trading and Market Microstructure · Quantitative Finance 2009-10-26 Bence Toth , Janos Kertesz , J. Doyne Farmer

This paper studies the correlations of the average winnings of agents and the volatilities of systems based on mix-game model which is an extension of minority game (MG). In mix-game, there are two groups of agents; group1 plays the…

Physics and Society · Physics 2008-12-02 Chengling Gou

Regression factor score predictors have the maximum factor score determinacy, i.e., the maximum correlation with the corresponding factor, but they do not have the same inter-correlations as the factors. As it might be useful to compute…

Applications · Statistics 2023-01-19 André Beauducel , Norbert Hilger , Tobias Kuhl

We study long-run market stability for repeated price competitions between two firms, where consumer demand depends on firms' posted prices and consumers' price expectations called reference prices. Consumers' reference prices vary over…

Computer Science and Game Theory · Computer Science 2022-03-23 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang

In this on-going work, I explore certain theoretical and empirical implications of data transformations under the PCA. In particular, I state and prove three theorems about PCA, which I paraphrase as follows: 1). PCA without discarding…

Machine Learning · Computer Science 2014-12-23 Abdulrahman Oladipupo Ibraheem

This work aims to study a count response random variable, the number of citations of a research paper, affected by some explanatory variables through a suitable regression model. Due to the fact that the count variable exhibits substantial…

Digital Libraries · Computer Science 2025-05-22 Pablo Dorta-González , Emilio Gómez-Déniz

In real-world scenarios, individuals often cooperate for mutual benefit. However, differences in wealth can lead to varying outcomes for similar actions. In complex social networks, individuals' choices are also influenced by their…

Physics and Society · Physics 2024-07-08 Yunhao Ding , Chunyan Zhang , Jianlei Zhang

We give an approach for characterizing interference by lower bounding the number of units whose outcome depends on selected groups of treated individuals, such as depending on the treatment of others, or others who are at least a certain…

Methodology · Statistics 2025-11-04 David Choi

This study examines whether unobserved factors substantially bias education evaluations that rely on the Conditional Independence Assumption. We add 14 new within-study comparisons to the literature, all from primary schools in England.…

Applications · Statistics 2019-10-17 Ben Weidmann , Luke Miratrix

This study uses a novel simulation framework to evaluate whether the time and effort necessary to achieve high recall using active learning is reduced by presenting the reviewer with isolated sentences, as opposed to full documents, for…

Information Retrieval · Computer Science 2019-03-29 Haotian Zhang , Gordon V. Cormack , Maura R. Grossman , Mark D. Smucker

Emerging personal AI agents are moving toward persistent, multi-source memory. This creates an evaluation problem: systems must decide how to use conflicting or incomplete evidence; they cannot just retrieve facts from one clean history.…

Artificial Intelligence · Computer Science 2026-05-29 Tiancheng Yang , Matthias Schonlau , Ilia Sucholutsky

Identifying and quantifying memory are often critical steps in developing a mechanistic understanding of stochastic processes. These are particularly challenging and necessary when exploring processes that exhibit long-range correlations.…

Statistical Mechanics · Physics 2016-04-20 Sarah E. Marzen , James P. Crutchfield

Memorization is a fundamental component of intelligence for both humans and LLMs. However, while LLM performance scales rapidly, our understanding of memorization lags. Due to limited access to the pre-training data of LLMs, most previous…

Computation and Language · Computer Science 2026-03-24 Bowen Chen , Namgi Han , Yusuke Miyao

Personality have been found to predict many life outcomes, and there have been huge interests on automatic personality recognition from a speaker's utterance. Previously, we achieved accuracies between 37%-44% for three-way classification…

Sound · Computer Science 2018-02-06 Guozhen An , Rivka Levitan

We show that the structure of a growing tree preserves an information on the shape of an initial graph. For the exponential trees, evidence of this kind of memory is provided by means of the iterative equations, derived for the moments of…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. Malarz , K. Kulakowski

We ask whether demographic identity, signaled by a name alone, systematically reshapes the generative distribution of a language model. Measuring full-vocabulary Shannon entropy at temperature zero across six open-weight base models and…

Computation and Language · Computer Science 2026-05-08 Messi H. J. Lee

Commonly used evaluation measures including Recall, Precision, F-Measure and Rand Accuracy are biased and should not be used without clear understanding of the biases, and corresponding identification of chance or base case levels of the…

Machine Learning · Computer Science 2020-11-02 David M. W. Powers

Reasoning models have gained significant attention due to their strong performance, particularly when enhanced with retrieval augmentation. However, these models often incur high computational costs, as both retrieval and reasoning tokens…

Computation and Language · Computer Science 2025-10-20 Helia Hashemi , Victor Rühle , Saravan Rajmohan

Aligning large language models (LLMs) with human preferences has been recognized as the key to improving LLMs' interaction quality. However, in this pluralistic world, human preferences can be diversified due to annotators' different…

Artificial Intelligence · Computer Science 2024-10-08 Dun Zeng , Yong Dai , Pengyu Cheng , Longyue Wang , Tianhao Hu , Wanshun Chen , Nan Du , Zenglin Xu

An important component of unsupervised learning by instance-based discrimination is a memory bank for storing a feature representation for each training sample in the dataset. In this paper, we introduce 3 improvements to the vanilla memory…

Computer Vision and Pattern Recognition · Computer Science 2021-02-09 Adrian Bulat , Enrique Sánchez-Lozano , Georgios Tzimiropoulos
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