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Stroke affected millions annually, yet poor symptom recognition often delayed care-seeking. To address risk recognition gap, we developed a passive surveillance system for early stroke risk detection using patient-reported symptoms among…

Emerging technologies enable continuous monitoring of temporal exposures to disease risk factors, leading to complex structures in the exposure process that consists of a subject-specific number and duration of exposure episodes. A key…

Methodology · Statistics 2025-07-01 Xinkai Zhou , Lee Goeddel , Nauder Faraday , Ciprian M. Crainiceanu

The retail banking services are one of the pillars of the modern economic growth. However, the evolution of the client's habits in modern societies and the recent European regulations promoting more competition mean the retail banks will…

Machine Learning · Computer Science 2019-11-27 Jeremy Charlier

Many households in developing countries lack formal financial histories, making it difficult for firms to extend credit, and for potential borrowers to receive it. However, many of these households have mobile phones, which generate rich…

Computers and Society · Computer Science 2023-12-13 Daniel Björkegren , Darrell Grissen

Tracking the build-up of financial vulnerabilities is a key component of financial stability policy. Due to the complexity of the financial system, this task is daunting, and there have been several proposals on how to manage this goal. One…

Statistical Finance · Quantitative Finance 2024-12-19 Katalin Varga , Tibor Szendrei

Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could…

Risk Management · Quantitative Finance 2025-01-28 Sabrina Aufiero , Preben Forer , Pierpaolo Vivo , Fabio Caccioli , Silvia Bartolucci

This study develops a regime-aware portfolio allocation framework that integrates Markov switching models with Reinforcement Learning (RL) to dynamically allocate across equities (SPY), long-term Treasuries (TLT), and gold (GLD). Using…

Portfolio Management · Quantitative Finance 2026-05-28 Ajay Kumar Verma , Nunik Srikandi Putri , Neo Paul Lesupi

The main aim of this work is to incorporate selected findings from behavioural finance into a Heterogeneous Agent Model using the Brock and Hommes (1998) framework. Behavioural patterns are injected into an asset pricing framework through…

General Finance · Quantitative Finance 2015-06-05 Jiri Kukacka , Jozef Barunik

Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behaviour from human and animal tracking data, disease status from…

Methodology · Statistics 2025-05-22 Théo Michelot

A problem of optimal debt management is modeled as a noncooperative game between a borrower and a pool of lenders, in infinite time horizon with exponential discount. The yearly income of the borrower is governed by a stochastic process.…

Optimization and Control · Mathematics 2016-09-26 Alberto Bressan , Antonio Marigonda , Khai T. Nguyen , Michele Palladino

We introduce obfuscation testing, a novel methodology for validating whether large language models detect structural market patterns through causal reasoning rather than temporal association. Testing three dealer hedging constraint patterns…

Statistical Finance · Quantitative Finance 2025-12-30 Christopher Regan , Ying Xie

Can uncertainty about credit availability trigger a slowdown in real activity? This question is answered by using a novel method to identify shocks to uncertainty in access to credit. Time-variation in uncertainty about credit availability…

Econometrics · Economics 2020-05-01 Pratiti Chatterjee , David Gunawan , Robert Kohn

With the growing digital transformation of the worldwide economy, cyber risk has become a major issue. As 1 % of the world's GDP (around $1,000 billion) is allegedly lost to cybercrime every year, IT systems continue to get increasingly…

Statistics Theory · Mathematics 2023-11-28 Alexandre Boumezoued , Yousra Cherkaoui , Caroline Hillairet

While financial misconduct in advisory services persists despite regulation, the demand-side of market discipline, specifically the timing of investor detection, remains a critical bottleneck. Using approximately 55,700 FINRA BrokerCheck…

General Economics · Economics 2026-04-01 Jun Honda

The emergence of Open Banking represents a significant shift in financial data management, influencing financial institutions' market dynamics and marketing strategies. This increased competition creates opportunities and challenges, as…

This paper studies the problem of ergodicity of transition probability matrices in Markovian models, such as hidden Markov models (HMMs), and how it makes very difficult the task of learning to represent long-term context for sequential…

Artificial Intelligence · Computer Science 2014-11-17 Y. Bengio , P. Frasconi

Understanding how frequently people experience different kinds of daily stressors is crucial for interpreting stress exposure and informing mental health care. But it can't be directly estimated from current assessment methods, such as…

Human-Computer Interaction · Computer Science 2025-08-05 Sameer Neupane , Mithun Saha , David M. Almeida , Santosh Kumar

Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However, most studies consider credit card transactions as isolated events and not as a sequence of transactions. In this article,…

Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact…

Applications · Statistics 2023-05-31 Yu Chen , Fengpei Li , Anderson Schneider , Yuriy Nevmyvaka , Asohan Amarasingham , Henry Lam

We study an optimal investment/consumption problem in a model capturing market and credit risk dependencies. Stochastic factors drive both the default intensity and the volatility of the stocks in the portfolio. We use the martingale…

Mathematical Finance · Quantitative Finance 2018-06-20 Lijun Bo , Agostino Capponi