Search Results for author: Penghang Liu

Found 4 papers, 1 papers with code

LLM-driven Imitation of Subrational Behavior : Illusion or Reality?

no code implementations13 Feb 2024 Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko, Tucker Balch

We make an assumption that LLMs can be used as implicit computational models of humans, and propose a framework to use synthetic demonstrations derived from LLMs to model subrational behaviors that are characteristic of humans (e. g., myopic behavior or preference for risk aversion).

Imitation Learning

Using Motif Transitions for Temporal Graph Generation

1 code implementation19 Jun 2023 Penghang Liu, A. Erdem Sarıyüce

In this work, we develop a practical temporal graph generator, Motif Transition Model (MTM), to generate synthetic temporal networks with realistic global and local features.

Benchmarking Graph Generation

Temporal Motifs for Financial Networks: A Study on Mercari, JPMC, and Venmo Platforms

no code implementations18 Jan 2023 Penghang Liu, Rupam Acharyya, Robert E. Tillman, Shunya Kimura, Naoki Masuda, Ahmet Erdem Sarıyüce

For the Venmo network, we investigate the interplay between financial and social relations on three tasks: friendship prediction, vendor identification, and analysis of temporal cycles.

Fraud Detection

Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets

no code implementations16 Oct 2022 Penghang Liu, Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch

We evaluate the behavior of sub-rational human investors using hand-crafted market scenarios and SHAP value analysis, showing that our model accurately reproduces the observations in the previous studies and reveals insights of the driving factors of human behavior.

Decision Making

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