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Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

In many real-world settings such as online recommendation or consumer choice modeling, individuals make repeated choices from a fixed set of options. Accurately estimating their underlying preferences is essential for generating…

Methodology · Statistics 2026-05-12 Tamojit Sadhukhan , Moulinath Banerjee , Krishanu Maulik , Parthanil Roy

This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection…

Statistical Finance · Quantitative Finance 2021-12-28 Nick James , Max Menzies

This study examines strategic behavior in crowdfunding using a large-scale online experiment. Building on the model of Arieli et. al 2023, we test predictions about risk aversion (i.e., opting out despite seeing a positive private signal)…

Theoretical Economics · Economics 2025-10-17 Din Amir , Bar Hoter , Moran Koren

Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an…

Machine Learning · Computer Science 2016-11-15 Michael T. Lash , W. Nick Street

Decision analysis deals with modeling and enhancing decision processes. A principal challenge in improving behavior is in obtaining a transparent description of existing behavior in the first place. In this paper, we develop an expressive,…

Machine Learning · Statistics 2023-10-31 Daniel Jarrett , Alihan Hüyük , Mihaela van der Schaar

Public sentiment is a direct public-centric indicator for the success of effective action planning. Despite its importance, systematic modeling of public sentiment remains untapped in previous studies. This research aims to develop a…

Social and Information Networks · Computer Science 2020-04-07 Yudi Chen , Qi Wang , Wenying Ji

Algorithms deployed in education can shape the learning experience and success of a student. It is therefore important to understand whether and how such algorithms might create inequalities or amplify existing biases. In this paper, we…

Computers and Society · Computer Science 2022-12-21 Jade Maï Cock , Muhammad Bilal , Richard Davis , Mirko Marras , Tanja Käser

Identifying and quantifying factors influencing human decision making remains an outstanding challenge, impacting the performance and predictability of social and technological systems. In many cases, system failures are traced to human…

The use of robo-readers to analyze news texts is an emerging technology trend in computational finance. In recent research, a substantial effort has been invested to develop sophisticated financial polarity-lexicons that can be used to…

Computation and Language · Computer Science 2013-07-24 Pekka Malo , Ankur Sinha , Pyry Takala , Pekka Korhonen , Jyrki Wallenius

Forecasting conversational derailment is the task of predicting, as the conversation unfolds, whether it will eventually derail into personal attacks. Since forecasting models operate in an online fashion, they must decide whether to…

Computation and Language · Computer Science 2026-05-29 Laerdon Kim , Vivian Nguyen , Cristian Danescu-Niculescu-Mizil

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

Sequential recommender systems have achieved state-of-the-art recommendation performance by modeling the sequential dynamics of user activities. However, in most recommendation scenarios, the popular items comprise the major part of the…

Information Retrieval · Computer Science 2023-08-08 Yi Ren , Xu Zhao , Hongyan Tang , Shuai Li

Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…

Applications · Statistics 2024-01-29 Jongbin Jung , Sam Corbett-Davies , Johann D. Gaebler , Ravi Shroff , Sharad Goel

The consumers' willingness to pay plays an important role in economic theory and in setting policy. For a market, this function can often be estimated from observed behavior -- preferences are revealed. However, economists would like to…

General Economics · Economics 2021-08-02 Edoh Y. Amiran , Joni S. James Charles

This research presents a comprehensive framework for transitioning financial diffusion models from the risk-neutral (RN) measure to the real-world (RW) measure, leveraging results from probability theory, specifically Girsanov's theorem.…

Mathematical Finance · Quantitative Finance 2024-09-20 Mohamed Ben Alaya , Ahmed Kebaier , Djibril Sarr

Adaptive behavior in volatile environments requires agents to switch among value-control regimes across latent contexts, but maintaining separate preferences, policy biases, and action-confidence parameters for every situation is…

Machine Learning · Computer Science 2025-12-16 Jacob Poschl

There is growing interest in the role of sentiment in economic decision-making. However, most research on the subject has focused on positive and negative valence. Conviction Narrative Theory (CNT) places Approach and Avoidance sentiment…

Computation and Language · Computer Science 2021-12-07 Jacob Turton , Ali Kabiri , David Tuckett , Robert Elliott Smith , David P. Vinson

We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially pronounced in formulating securities…

Computational Finance · Quantitative Finance 2018-02-23 Raeid Saqur , Nicole Langballe
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