AI Assisted Economics Measurement From Survey: Evidence from Public Employee Pension Choice

We develop an iterative framework for economic measurement that leverages large language models to extract measurement structure directly from survey instruments. The approach maps survey items to a sparse distribution over latent constructs through what we term a soft mapping, aggregates harmonized responses into respondent level sub dimension scores, and disciplines the resulting taxonomy through out of sample incremental validity tests and discriminant validity diagnostics. The framework explicitly integrates iteration into the measurement construction process. Overlap and redundancy diagnostics trigger targeted taxonomy refinement and constrained remapping, ensuring that added measurement flexibility is retained only when it delivers stable out of sample performance gains. Applied to a large scale public employee retirement plan survey, the framework identifies which semantic components contain behavioral signal and clarifies the economic mechanisms, such as beliefs versus constraints, that matter for retirement choices. The methodology provides a portable measurement audit of survey instruments that can guide both empirical analysis and survey design.

Calibrating Behavioral Parameters with Large Language Models

Behavioral parameters such as loss aversion, herding, and extrapolation are central to asset pricing models but remain difficult to measure reliably. We develop a framework that treats large language models (LLMs) as calibrated measurement instruments for behavioral parameters. Using four models and 24{,}000 agent--scenario pairs, we document systematic rationality bias in baseline LLM behavior, including attenuated loss aversion, weak herding, and near-zero disposition effects relative to human benchmarks. Profile-based calibration induces large, stable, and theoretically coherent shifts in several parameters, with calibrated loss aversion, herding, extrapolation, and anchoring reaching or exceeding benchmark magnitudes. To assess external validity, we embed calibrated parameters in an agent-based asset pricing model, where calibrated extrapolation generates short-horizon momentum and long-horizon reversal patterns consistent with empirical evidence. Our results establish measurement ranges, calibration functions, and explicit boundaries for eight canonical behavioral biases.

Log anomaly detection via Meta Learning and Prototypical Networks for Cross domain generalization

Log anomaly detection is essential for system reliability, but it is extremely challenging to do considering it involves class imbalance. Additionally, the models trained in one domain are not applicable to other domains, necessitating the need for cross-domain adaptation (such as HDFS and Linux). Traditional detection models often fail to generalize due to significant data drift and the inherent absence of labeled anomalies in new target domains. To handle the above challenges, we proposed a new end-to-end framework based on a meta-learning approach. Our methodology first gets the data ready by combining a Drain3 log parsing mechanism with a dynamic drift-based labeling technique that uses semantic and fuzzy matching to move existing anomaly knowledge from one source to another. BERT-based semantic embeddings are obtained, and the feature selection is invoked to reduce the dimensionality. Later, Model Agnostic Meta-Learning (MAML) and Prototypical Networks models are trained to adapt quickly and effectively. The SMOTE oversampling method is employed to handle imbalances in the data. All the results are obtained by employing the leave-one-out source method, and the corresponding mean F1 scores are reported. Our empirical findings validate that the proposed meta-learning-driven approach yielded the highest mean F1 score and proved to be effective for cross-domain settings.