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Collaborative filtering is a popular technique to infer users' preferences on new content based on the collective information of all users preferences. Recommender systems then use this information to make personalized suggestions to users.…
This work introduces a novel modified Replicator Dynamics model, which includes external influences on the population. This framework models a realistic market into which companies, the external dynamic influences, invest resources in order…
In this report, we talked about a new quantitative strategy for choosing the optimal(s) stock(s) to trade. The basic notions are generally very known by the financial community. The key here is to understand 1) the standard score applied to…
When analyzing the components influencing the stock prices, it is commonly believed that economic activities play an important role. More specifically, asset prices are more sensitive to the systematic economic news that impose a pervasive…
As data-driven methods are deployed in real-world settings, the processes that generate the observed data will often react to the decisions of the learner. For example, a data source may have some incentive for the algorithm to provide a…
A network effect is said to take place when a new feature not only impacts the people who receive it, but also other users of the platform, like their connections or the people who follow them. This very common phenomenon violates the…
How an investor invests in the market is largely influenced by the market efficiency because if a market is efficient, it is extremely difficult to make excessive returns because in an efficient market there will be no undervalued…
We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…
Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…
In this work, it is demonstrated that the usual power system dynamic model exhibits a feedforward-feedback control structure. The distinct properties of the feedforward and feedback subsystems are identified and studied using respective…
Citation metrics are analytic measures used to evaluate the usage, impact and dissemination of scientific research. Traditionally, citation metrics have been independently measured at each level of the publication pyramid, namely at the…
This study investigates how cross-stock information diffusion, driven by both retail and institutional investors, influences excess comovement in the Chinese retail-dominated market and the U.S. institution-dominated market. Using data from…
Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationships. Both of those analyses are concentrated only on…
Feedback traps use closed-loop control to trap or manipulate small particles and molecules in solution. They have been applied to the measurement of physical and chemical properties of particles and to explore fundamental questions in the…
Metrics based on reference lists of research articles or on keywords have been used to predict citation impact. The concept behind such metrics is that original ideas stem from the reconfiguration of the structure of past knowledge, and…
We study the cross-correlations in stock price changes between the S&P 500 companies by introducing a weighted random graph, where all vertices (companies) are fully connected, and each edge is weighted. The weight assigned to each edge is…
We present a simple dynamical model of stock index returns which is grounded on the ability of the Cyclically Adjusted Price Earning (CAPE) valuation ratio devised by Robert Shiller to predict long-horizon performances of the market. More…
The interplay of positive and negative feedback loops on different time scales appears to be a fundamental mechanisms for robust and tunable oscillations in both biological systems and electro-mechanical systems. We develop a detailed…
In this study, we investigate the statistical properties of the returns and the trading volume. We show a typical example of power-law distributions of the return and of the trading volume. Next, we propose an interacting agent model of…
When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural…