arXiv subjects

H. Vicky Zhao

Publications and source records attributed to H. Vicky Zhao.

32 records · Page 2Linked to original sources

arXiv2024

Optimal Investment with Herd Behaviour Using Rational Decision Decomposition

In this paper, we study the optimal investment problem considering the herd behaviour between two agents, including one leading expert and one following agent whose decisions are influenced by those of the leading expert. In the objective functional of the optimal investment problem, we introduce the average deviation term to measure the distance between the two agents' decisions and use the variational method to find its analytical solution. To theoretically analyze the impact of the following agent's herd behaviour on his/her decision, we decompose his/her optimal decision into a convex linear combination of the two agents' rational decisions, which we call the rational decision decomposition. Furthermore, we define the weight function in the rational decision decomposition as the following agent's investment opinion to measure the preference of his/her own rational decision over that of the leading expert. We use the investment opinion to quantitatively analyze the impact of the herd behaviour, the following agent's initial wealth, the excess return, and the volatility of the risky asset on the optimal decision. We validate our analyses through numerical experiments on real stock data. This study is crucial to understanding investors' herd behaviour in decision-making and designing effective mechanisms to guide their decisions.

eess.SY↗

arXiv2024

From Trojan Horses to Castle Walls: Unveiling Bilateral Data Poisoning Effects in Diffusion Models

While state-of-the-art diffusion models (DMs) excel in image generation, concerns regarding their security persist. Earlier research highlighted DMs' vulnerability to data poisoning attacks, but these studies placed stricter requirements than conventional methods like `BadNets' in image classification. This is because the art necessitates modifications to the diffusion training and sampling procedures. Unlike the prior work, we investigate whether BadNets-like data poisoning methods can directly degrade the generation by DMs. In other words, if only the training dataset is contaminated (without manipulating the diffusion process), how will this affect the performance of learned DMs? In this setting, we uncover bilateral data poisoning effects that not only serve an adversarial purpose (compromising the functionality of DMs) but also offer a defensive advantage (which can be leveraged for defense in classification tasks against poisoning attacks). We show that a BadNets-like data poisoning attack remains effective in DMs for producing incorrect images (misaligned with the intended text conditions). Meanwhile, poisoned DMs exhibit an increased ratio of triggers, a phenomenon we refer to as `trigger amplification', among the generated images. This insight can be then used to enhance the detection of poisoned training data. In addition, even under a low poisoning ratio, studying the poisoning effects of DMs is also valuable for designing robust image classifiers against such attacks. Last but not least, we establish a meaningful linkage between data poisoning and the phenomenon of data replications by exploring DMs' inherent data memorization tendencies.

cs.LG↗

arXiv2024

Message-Enhanced DeGroot Model

Understanding the impact of messages on agents' opinions over social networks is important. However, to our best knowledge, there has been limited quantitative investigation into this phenomenon in the prior works. To address this gap, this paper proposes the Message-Enhanced DeGroot model. The Bounded Brownian Message model provides a quantitative description of the message evolution, jointly considering temporal continuity, randomness, and polarization from mass media theory. The Message-Enhanced DeGroot model, combining the Bounded Brownian Message model with the traditional DeGroot model, quantitatively describes the evolution of agents' opinions under the influence of messages. We theoretically study the probability distribution and statistics of the messages and agents' opinions and quantitatively analyze the impact of messages on opinions. We also conduct simulations to validate our analyses.

eess.SP↗

arXiv2023

Modeling Viral Information Spreading via Directed Acyclic Graph Diffusion

Viral information like rumors or fake news is spread over a communication network like a virus infection in a unidirectional manner: entity $i$ conveys information to a neighbor $j$, resulting in two equally informed (infected) parties. Existing graph diffusion works focus only on bidirectional diffusion on an undirected graph. Instead, we propose a new directed acyclic graph (DAG) diffusion model to estimate the probability $x_i(t)$ of node $i$'s infection at time $t$ given a source node $s$, where $x_i(\infty)~=~1$. Specifically, given an undirected positive graph modeling node-to-node communication, we first compute its graph embedding: a latent coordinate for each node in an assumed low-dimensional manifold space from extreme eigenvectors via LOBPCG. Next, we construct a DAG based on Euclidean distances between latent coordinates. Spectrally, we prove that the asymmetric DAG Laplacian matrix contains real non-negative eigenvalues, and that the DAG diffusion converges to the all-infection vector $\x(\infty) = \1$ as $t \rightarrow \infty$. Simulation experiments show that our proposed DAG diffusion accurately models viral information spreading over a variety of graph structures at different time instants.

cs.SI↗

arXiv2023

Modeling and Analysis of the Epidemic-Behavior Co-evolution Dynamics with User Irrationality

During a public health crisis like COVID-19, individuals' adoption of protective behaviors, such as self-isolation and wearing masks, can significantly impact the spread of the disease. In the meanwhile, the spread of the disease can also influence individuals' behavioral choices. Moreover, when facing uncertain losses, individuals' decisions tend to be irrational. Therefore, it is critical to study individuals' irrational behavior choices in the context of a pandemic. In this paper, we propose an epidemic-behavior co-evolution model that captures the dynamic interplay between individual decision-making and disease spread. To account for irrational decision-making, we incorporate the Prospect Theory in our individual behavior modeling. We conduct a theoretical analysis of the model, examining the steady states that emerge from the co-evolutionary process. We use simulations to validate our theoretical findings and gain further insights. This investigation aims to enhance our understanding of the complex dynamics between individual behavior and disease spread during a pandemic.

physics.soc-ph↗

arXiv2023

Spread Control Method on Unknown Networks Based on Hierarchical Reinforcement Learning

Epidemics such as COVID-19 pose serious threats to public health and our society, and it is critical to investigate effective methods to control the spread of epidemics over networks. Prior works on epidemic control often assume complete knowledge of network structures, a presumption seldom valid in real-world situations. In this paper, we study epidemic control on networks with unknown structures, and propose a hierarchical reinforcement learning framework for joint network structure exploration and epidemic control. To reduce the action space and achieve computation tractability, our proposed framework contains three modules: the Policy Selection Module, which determines whether to explore the structure or remove nodes to control the epidemic; the Explore Module, responsible for selecting nodes to explore; and the Remove Module, which decides which nodes to remove to stop the epidemic spread. Simulation results show that our proposed method outperforms baseline methods.

cs.AI↗

arXiv2023

Probe: Learning Users' Personalized Projection Bias in Intertemporal Choices

Intertemporal choices involve making decisions that require weighing the costs in the present against the benefits in the future. One specific type of intertemporal choice is the decision between purchasing an individual item or opting for a bundle that includes that item. Previous research assumes that individuals have accurate expectations of the factors involved in these choices. However, in reality, users' perceptions of these factors are often biased, leading to irrational and suboptimal decision-making. In this work, we specifically focus on two commonly observed biases: projection bias and the reference-point effect. To address these biases, we propose a novel bias-embedded preference model called Probe. The Probe incorporates a weight function to capture users' projection bias and a value function to account for the reference-point effect, and introduce prospect theory from behavioral economics to combine the weight and value functions. This allows us to determine the probability of users selecting the bundle or a single item. We provide a thorough theoretical analysis to demonstrate the impact of projection bias on the design of bundle sales strategies. Through experimental results, we show that the proposed Probe model outperforms existing methods and contributes to a better understanding of users' irrational behaviors in bundle purchases. This investigation can facilitate a deeper comprehension of users' decision-making mechanisms, enable the provision of personalized services, and assist users in making more rational and optimal decisions.

cs.IR↗

arXiv2023

Opinion Dynamics in Two-Step Process: Message Sources, Opinion Leaders and Normal Agents

According to mass media theory, the dissemination of messages and the evolution of opinions in social networks follow a two-step process. First, opinion leaders receive the message from the message sources, and then they transmit their opinions to normal agents. However, most opinion models only consider the evolution of opinions within a single network, which fails to capture the two-step process accurately. To address this limitation, we propose a unified framework called the Two-Step Model, which analyzes the communication process among message sources, opinion leaders, and normal agents. In this study, we examine the steady-state opinions and stability of the Two-Step Model. Our findings reveal that several factors, such as message distribution, initial opinion, level of stubbornness, and preference coefficient, influence the sample mean and variance of steady-state opinions. Notably, normal agents' opinions tend to be influenced by opinion leaders in the two-step process. We also conduct numerical and social experiments to validate the accuracy of the Two-Step Model, which outperforms other models on average. Our results provide valuable insights into the factors that shape social opinions and can guide the development of effective strategies for opinion guidance in social networks.

cs.SI↗

arXiv2023

Prospect Theory Based Individual Irrationality Modelling and Behavior Inducement in Pandemic Control

It is critical to understand and model the behavior of individuals in a pandemic, as well as identify effective ways to guide people's behavior in order to better control the epidemic spread. However, current research fails to account for the impact of users' irrationality in decision-making, which is a prevalent factor in real-life scenarios. Additionally, existing disease control methods rely on measures such as mandatory isolation and assume that individuals will fully comply with these policies, which may not be true in reality. Thus, it is critical to find effective ways to guide people's behavior during an epidemic. To address these gaps, we propose a Prospect Theory-based theoretical framework to model individuals' decision-making process in an epidemic and analyze the impact of irrationality on the co-evolution of user behavior and the epidemic. Our analysis shows that irrationality can lead individuals to be more conservative when the risk of being infected is small, while irrationality tends to make users be more risk-seeking when the risk of being infected is high. We then propose a behavior inducement algorithm to guide user behavior and control the spread of disease. Simulations and real user tests validate our proposed model and analysis, and simulation results show that our proposed behavior inducement algorithm can effectively guide users' behavior.

cs.SI↗

arXiv2023

Pacos: Modeling Users' Interpretable and Context-Dependent Choices in Preference Reversals

Choice problems refer to selecting the best choices from several items, and learning users' preferences in choice problems is of great significance in understanding the decision making mechanisms and providing personalized services. Existing works typically assume that people evaluate items independently. In practice, however, users' preferences depend on the market in which items are placed, which is known as context effects; and the order of users' preferences for two items may even be reversed, which is referred to preference reversals. In this work, we identify three factors contributing to context effects: users' adaptive weights, the inter-item comparison, and display positions. We propose a context-dependent preference model named Pacos as a unified framework for addressing three factors simultaneously, and consider two design methods including an additive method with high interpretability and an ANN-based method with high accuracy. We study the conditions for preference reversals to occur and provide an theoretical proof of the effectiveness of Pacos in addressing preference reversals. Experimental results show that the proposed method has better performance than prior works in predicting users' choices, and has great interpretability to help understand the cause of preference reversals.

cs.IR↗

arXiv2023

Opinion Control under Adversarial Network Perturbation: A Stackelberg Game Approach

The emerging social network platforms enable users to share their own opinions, as well as to exchange opinions with others. However, adversarial network perturbation, where malicious users intentionally spread their extreme opinions, rumors, and misinformation to others, is ubiquitous in social networks. Such adversarial network perturbation greatly influences the opinion formation of the public and threatens our societies. Thus, it is critical to study and control the influence of adversarial network perturbation. Although tremendous efforts have been made in both academia and industry to guide and control the public opinion dynamics, most of these works assume that the network is static, and ignore such adversarial network perturbation. In this work, based on the well-accepted Friedkin-Johnsen opinion dynamics model, we model the adversarial network perturbation and analyze its impact on the networks' opinion. Then, from the adversary's perspective, we analyze its optimal network perturbation, which maximally changes the network's opinion. Next, from the network defender's perspective, we formulate a Stackelberg game and aim to control the network's opinion even under such adversarial network perturbation. We devise a projected subgradient algorithm to solve the formulated Stackelberg game. Extensive simulations on real social networks validate our analysis of the adversarial network perturbation's influence and the effectiveness of the proposed opinion control algorithm.

cs.CY↗

arXiv2022

Landmarking for Navigational Streaming of Stored High-Dimensional Media

Modern media data such as 360 videos and light field (LF) images are typically captured in much higher dimensions than the observers' visual displays. To efficiently browse high-dimensional media over bandwidth-constrained networks, a navigational streaming model is considered: a client navigates the large media space by dictating a navigation path to a server, who in response transmits the corresponding pre-encoded media data units (MDU) to the client one-by-one in sequence. Intra-coding an MDU (I-MDU) would result in a large bitrate but I-MDU can be randomly accessed, while inter-coding an MDU (P-MDU) using another MDU as a predictor incurs a small coding cost but imposes an order where the predictor must be first transmitted and decoded. From a compression perspective, the technical challenge is: how to achieve coding gain via inter-coding of MDUs, while enabling adequate random access for satisfactory user navigation. To address this problem, we propose landmarks, a selection of key MDUs from the high-dimensional media. Using landmarks as predictors, nearby MDUs in local neighborhoods are intercoded, resulting in a predictive MDU structure with controlled coding cost. It means that any requested MDU can be decoded by at most transmitting a landmark and an inter-coded MDU, enabling navigational random access. To build a landmarked MDU structure, we employ tree-structured vector quantizer (TSVQ) to first optimize landmark locations, then iteratively add/remove inter-coded MDUs as refinements using a fast branch-and-bound technique. Taking interactive LF images and viewport adaptive 360 images as illustrative applications, and I-, P- and previously proposed merge frames to intra- and inter-code MDUs, we show experimentally that landmarked MDU structures can noticeably reduce the expected transmission cost compared with MDU structures without landmarks.

cs.MM↗

arXiv2020

Research on Intelligent Traffic Control Methods at Intersections Based on Game Theory

Based on game theory and dynamic Level-k model, this paper establishes an intelligent traffic control method for intersections, studies the influence of multi-agent vehicle joint decision-making and group behavior disturbance on system state. The simulation results show that this method has a good performance when there are more vehicles or emergency vehicles have higher priority.

eess.SY↗

arXiv2012

Power Allocation and Pricing in Multi-User Relay Networks Using Stackelberg and Bargaining Games

This paper considers a multi-user single-relay wireless network, where the relay gets paid for helping the users forward signals, and the users pay to receive the relay service. We study the relay power allocation and pricing problems, and model the interaction between the users and the relay as a two-level Stackelberg game. In this game, the relay, modeled as the service provider and the leader of the game, sets the relay price to maximize its revenue; while the users are modeled as customers and the followers who buy power from the relay for higher transmission rates. We use a bargaining game to model the negotiation among users to achieve a fair allocation of the relay power. Based on the proposed fair relay power allocation rule, the optimal relay power price that maximizes the relay revenue is derived analytically. Simulation shows that the proposed power allocation scheme achieves higher network sum-rate and relay revenue than the even power allocation. Furthermore, compared with the sum-rate-optimal solution, simulation shows that the proposed scheme achieves better fairness with comparable network sum-rate for a wide range of network scenarios. The proposed pricing and power allocation solutions are also shown to be consistent with the laws of supply and demand.

cs.IT↗