Takeshi Miki

Dong Yin, Takeshi Miki, Vladislav Lesnichenko et al.

Portfolio backtesting is the primary tool for evaluating investment strategies before deployment, yet practitioners implicitly assume that different engines produce identical results for the same strategy. we formalise implementation risk, the systematic divergence in backtested portfolio metrics arising solely from differences in how engines implement the same logical strategy, and propose four metrics grounded in metrology to quantify it: engine sensitivity, implementation uncertainty interval, divergence amplification factor, and conclusion stability index. we execute 15 benchmark strategies through five independent open-source engines on 30 non-overlapping stratified asset buckets comprising 180 s&p 500 stocks under four transaction-cost regimes. at zero cost, all five engines agree exactly (maximum divergence 0.000%), isolating transaction-cost implementation as the sole source of disagreement. under nonzero costs, divergence is structured and predictable (spearman rho = 0.93 with cost intensity), remaining below 0.75 percentage points for most strategies but reaching 3.71% for high-turnover rotation strategies. source-code forensics uncovered seven previously undocumented defects across three engines, abstracted into a five-category failure-mode taxonomy. all engines agree on the sign of every performance metric (conclusion stability index = 1), so implementation risk does not alter investment decisions for the strategies studied but introduces measurable ambiguity in performance attribution. code and benchmark data are publicly available.

Tadashi Okoshi, Zexiong Gao, Tan Yi Zhen et al.

In Affective computing, recognizing users' emotions accurately is the basis of affective human-computer interaction. Understanding users' interoception contributes to a better understanding of individually different emotional abilities, which is essential for achieving inter-individually accurate emotion estimation. However, existing interoception measurement methods, such as the heart rate discrimination task, have several limitations, including their dependence on a well-controlled laboratory environment and precision apparatus, making monitoring users' interoception challenging. This study aims to determine other forms of data that can explain users' interoceptive or similar states in their real-world lives and propose a novel hypothetical concept "cyberoception," a new sense (1) which has properties similar to interoception in terms of the correlation with other emotion-related abilities, and (2) which can be measured only by the sensors embedded inside commodity smartphone devices in users' daily lives. Results from a 10-day-long in-lab/in-the-wild hybrid experiment reveal a specific cyberoception type "Turn On" (users' subjective sensory perception about the frequency of turning-on behavior on their smartphones), significantly related to participants' emotional valence. We anticipate that cyberoception to serve as a fundamental building block for developing more "emotion-aware", user-friendly applications and services.