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Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit.…

Statistical Finance · Quantitative Finance 2021-07-12 Kamaladdin Fataliyev , Aneesh Chivukula , Mukesh Prasad , Wei Liu

Allowing users to interact through language borders is an interesting challenge for information technology. For the purpose of a computer assisted language learning system, we have chosen icons for representing meaning on the input…

Computation and Language · Computer Science 2007-05-23 Pascal Vaillant

With growing capabilities of large language models (LLMs) comes growing affordances for human-like and context-aware conversational partners. On from this, some recent work has investigated the use of LLMs to simulate multiple…

Human-Computer Interaction · Computer Science 2023-12-29 Samuel Rhys Cox

This paper proposes a target zones exchange rate model with a terminal condition of entering a currency zone. It is assumed that the exchange rate is a function of the fundamental and time. Another essential assumptions of the model is that…

Economics · Quantitative Finance 2015-06-17 Viktors Ajevskis

The international trade network (ITN) has received renewed multidisciplinary interest due to recent advances in network theory. However, it is still unclear whether a network approach conveys additional, nontrivial information with respect…

Physics and Society · Physics 2014-01-14 Tiziano Squartini , Giorgio Fagiolo , Diego Garlaschelli

The exceptional potential of large language models (LLMs) in handling text information has garnered significant attention in the field of financial trading. However, most existing trading agents operate under intraday, independent…

Multiagent Systems · Computer Science 2026-01-08 Bijia Liu , Ronghao Dang

Circuit representations are becoming the lingua franca to express and reason about tractable generative and discriminative models. In this paper, we show how complex inference scenarios for these models that commonly arise in machine…

Machine Learning · Statistics 2021-02-12 Antonio Vergari , YooJung Choi , Anji Liu , Stefano Teso , Guy Van den Broeck

Analyses of urban scaling laws assume that observations in different cities are independent of the existence of nearby cities. Here we introduce generative models and data-analysis methods that overcome this limitation by modelling…

Physics and Society · Physics 2021-01-21 Eduardo G. Altmann

With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear…

Statistical Finance · Quantitative Finance 2019-11-18 Jan Korbel , Xiongfei Jiang , Bo Zheng

This paper analyzes repeated version of the bilateral trade model where the independent payoff relevant private information of the buyer and the seller is correlated across time. Using this setup it makes the following five contributions.…

Theoretical Economics · Economics 2022-02-10 Rohit Lamba

Argument mining tasks require an informed range of low to high complexity linguistic phenomena and commonsense knowledge. Previous work has shown that pre-trained language models are highly effective at encoding syntactic and semantic…

Computation and Language · Computer Science 2022-10-25 João Rodrigues , Ruben Branco , António Branco

The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the second part of the paper, analysis of sequences of…

Trading and Market Microstructure · Quantitative Finance 2010-04-06 Victor Kozyakin , Brian O'Callaghan , Alexei Pokrovskii

Generative seq2seq dialogue systems are trained to predict the next word in dialogues that have already occurred. They can learn from large unlabeled conversation datasets, build a deeper understanding of conversational context, and…

Computation and Language · Computer Science 2019-11-21 Sam Shleifer , Manish Chablani , Anitha Kannan , Namit Katariya , Xavier Amatriain

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

During a conversation, individuals take turns speaking and engage in exchanges, which can occur smoothly or involve interruptions. Listeners have various ways of participating, such as displaying backchannels, signalling the aim to take a…

Human-Computer Interaction · Computer Science 2023-11-09 Liu Yang , Jieyeon Woo , Catherine Achard , Catherine Pelachaud

As machine learning becomes an important part of many real world applications affecting human lives, new requirements, besides high predictive accuracy, become important. One important requirement is transparency, which has been associated…

Machine Learning · Computer Science 2019-08-01 Tiago Botari , Rafael Izbicki , Andre C. P. L. F. de Carvalho

Large language models (LLMs) play a vital role in almost every domain in today's organizations. In the context of this work, we highlight the use of LLMs for sentiment analysis (SA) and explainability. Specifically, we contribute a novel…

Artificial Intelligence · Computer Science 2024-08-13 Lior Limonad , Fabiana Fournier , Juan Manuel Vera Díaz , Inna Skarbovsky , Shlomit Gur , Raquel Lazcano

Approaching new data can be quite deterrent; you do not know how your categories of interest are realized in it, commonly, there is no labeled data at hand, and the performance of domain adaptation methods is unsatisfactory. Aiming to…

Computation and Language · Computer Science 2020-10-20 Eyal Shnarch , Leshem Choshen , Guy Moshkowich , Noam Slonim , Ranit Aharonov

Deep learning enabled semantic communications have shown great potential to significantly improve transmission efficiency and alleviate spectrum scarcity, by effectively exchanging the semantics behind the data. Recently, the emergence of…

Signal Processing · Electrical Eng. & Systems 2024-03-20 Huiqiang Xie , Zhijin Qin , Xiaoming Tao , Zhu Han

A dynamic herding model with interactions of trading volumes is introduced. At time $t$, an agent trades with a probability, which depends on the ratio of the total trading volume at time $t-1$ to its own trading volume at its last trade.…

Trading and Market Microstructure · Quantitative Finance 2009-11-03 F. Ren , B. Zheng , P. Chen