421 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University College LondonGB63 papers
- Systemic Risk CentreGB48 papers
- University of OxfordGB20 papers
- University of WarwickGB18 papers
- King's College LondonGB16 papers
- London Mathematical LaboratoryGB12 papers
- University of Illinois Urbana-ChampaignUS12 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Queen Mary University of LondonGB11 papers
- The Open UniversityGB11 papers
- City, University of LondonGB10 papers
- ETH ZurichCH10 papers
15 papers · 1 filter
Sentiment trading with large language models
Kemal Kirtac, Guido Germano
We investigate the efficacy of large language models (LLMs) in sentiment analysis of U.S. financial news and their potential in predicting stock market returns. We analyze a datase…
Multiscale Autoregression on Adaptively Detected Timescales
Rafal Baranowski, Yining Chen, Piotr Fryzlewicz
We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timesc…
Tipping Points, Pulse Elasticity and Tonal Tension: An Empirical Study on What Generates Tipping Points
Canishk Naik, Elaine Chew
Tipping points are moments of change that characterise crucial turning points in a piece of music. This study presents a first step towards quantitatively and systematically descri…
A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games
Constantin Ickstadt, Thorsten Theobald, Bernhard von Stengel
Quint and Shubik (1997) conjectured that a non-degenerate n-by-n game has at most 2^n-1 Nash equilibria in mixed strategies. The conjecture is true for n at most 4 but false for n=…
Stool Recognition for Colorectal Cancer Detection through Deep Learning
Glenda Hui En Tan, Goh Xin Ru Karin, Shen Bingquan
Colorectal cancer is the most common cancer in Singapore and the third most common cancer worldwide. Blood in a person's stool is a symptom of this disease, and it is usually detec…
Unfolding the Network of Peer Grades: A Latent Variable Approach
Giuseppe Mignemi, Yunxiao Chen, Irini Moustaki
Peer grading is an educational system in which students assess each other's work. It is commonly applied under Massive Open Online Course (MOOC) and offline classroom settings. Wit…
Continuous-time persuasion by filtering
René Aïd, Ofelia Bonesini, Giorgia Callegaro +1
We frame dynamic persuasion in a partial observation stochastic control Leader-Follower game with an ergodic criterion. The Receiver controls the dynamics of a multidimensional uno…
On the faithful flatness of some modules arising in analysis
Amol Sasane
The notion of faithful flatness of a module over a commutative ring is studied for two -modules arising in functional analysis, where is a Banach algebra and is a Hi…
Exact Exploratory Bi-factor Analysis: A Constraint-based Optimisation Approach
Jiawei Qiao, Yunxiao Chen, Zhiliang Ying
Bi-factor analysis is a form of confirmatory factor analysis widely used in psychological and educational measurement. The use of a bi-factor model requires the specification of an…
Dirac's theorem for graphs of bounded bandwidth
Alberto Espuny Díaz, Pranshu Gupta, Domenico Mergoni Cecchelli +2
We provide an optimal sufficient condition, relating minimum degree and bandwidth, for a graph to contain a spanning subdivision of the complete bipartite graph . This…
Phase transitions in debt recycling
Sabrina Aufiero, Preben Forer, Pierpaolo Vivo +2
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 m…
Exploring diversity perceptions in a community through a Q&A chatbot
Peter Kun, Amalia De Götzen, Miriam Bidoglia +2
While diversity has become a debated issue in design, very little research exists on positive use-cases for diversity beyond scholarly criticism. The current work addresses this ga…
Effects of carbon pricing and other climate policies on CO2 emissions
Emanuel Kohlscheen, Richhild Moessner, Elod Takats
We provide ex-post empirical analysis of the effects of climate policies on carbon dioxide emissions at the aggregate national level. Our results are based on a comprehensive datab…
A new sociology of humans and machines
Milena Tsvetkova, Taha Yasseri, Niccolo Pescetelli +1
From fake social media accounts and generative artificial intelligence chatbots to trading algorithms and self-driving vehicles, robots, bots and algorithms are proliferating and p…
Intergenerational Preferences and Continuity: Reconciling Order and Topology
Asier Estevan, Roberto Maura, Oscar Valero
In this paper we focus our efforts on studying how a preorder and topology can be made compatible. Thus we provide a characterization of those that are continuous-compatible. Such…