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Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

Publications associées (32)

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Stochastic pairwise preference convergence in Bayesian agents

Max-Olivier Hongler

Beliefs inform the behaviour of forward-thinking agents in complex environments. Recently, sequential Bayesian inference has emerged as a mechanism to study belief formation among agents adapting to dynamical conditions. However, we lack critical theory to ...

2024

Portfolio Construction with Hierarchical Momentum

Urban Ulrych

This article presents a portfolio construction approach that combines the hierarchical clustering of a large asset universe with the stock price momentum. On one hand, investing in high-momentum stocks enhances returns by capturing the momentum premium. On ...

Pageant Media Ltd2024

Network-based kinetic models: Emergence of a statistical description of the graph topology

Matteo Raviola

In this paper, we propose a novel approach that employs kinetic equations to describe the collective dynamics emerging from graph-mediated pairwise interactions in multi-agent systems. We formally show that for large graphs and specific classes of interact ...

Cambridge2024

Machine Learning for Modeling Stock Returns

Teng Andrea Xu

Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...

EPFL2024

Social-Transmotion: Promptable Human Trajectory Prediction

Alexandre Massoud Alahi, Saeed Saadatnejad, Yang Gao, Kaouther Messaoud Ben Amor

Accurate human trajectory prediction is crucial for applications such as autonomous vehicles, robotics, and surveillance systems. Yet, existing models often fail to fully leverage the non-verbal social cues human subconsciously communicate when navigating ...

2024

Augmenting large language models with chemistry tools

Philippe Schwaller, Oliver Tobias Schilter, Andres Camilo Marulanda Bran, Carlo Baldassari

Large language models (LLMs) have shown strong performance in tasks across domains but struggle with chemistry-related problems. These models also lack access to external knowledge sources, limiting their usefulness in scientific applications. We introduce ...

Nature Portfolio2024

Networked Signal and Information Processing: Learning by multiagent systems

Ali H. Sayed, Stefan Vlaski

This article reviews significant advances in networked signal and information processing (SIP), which have enabled in the last 25 years extending decision making and inference, optimization, control, and learning to the increasingly ubiquitous environments ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

Multi-agent Learning with Privacy Guarantees

Elsa Rizk

A multi-agent system consists of a collection of decision-making or learning agents subjected to streaming observations from some real-world phenomenon. The goal of the system is to solve some global learning or optimization problem in a distributed or dec ...

EPFL2023

A subcellular biochemical model for T6SS dynamics reveals winning competitive strategies

Yuexia Luna Lin

The type VI secretion system (T6SS) is a broadly distributed interbacterial weapon that can be used to eliminate competing bacterial populations. Although unarmed target populations are typically used to study T6SS function in vitro, bacteria most likely e ...

OXFORD UNIV PRESS2023

Human-Robot Swarm Interaction: An Explorative Path to Foster Complex Systems Understanding

Hala Khodr

Order, regularities, and patterns are ubiquitous around us. A flock of birds maneuvering in the sky, the self-organization of social insects, a global pandemic or a traffic jam are examples of complex systems where the macroscopic patterns arise from the m ...

EPFL2023