<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Projects | YuxiaDing's homepage</title><link>https://yuxiading.github.io/projects/</link><atom:link href="https://yuxiading.github.io/projects/index.xml" rel="self" type="application/rss+xml"/><description>Projects</description><generator>Hugo Blox Builder (https://hugoblox.com)</generator><language>en-us</language><lastBuildDate>Sun, 19 May 2024 00:00:00 +0000</lastBuildDate><image><url>https://yuxiading.github.io/media/icon_hu_982c5d63a71b2961.png</url><title>Projects</title><link>https://yuxiading.github.io/projects/</link></image><item><title>Construction and Analysis of a Five-Factor Personality Assessment Model for Large Language Models (LLMs)</title><link>https://yuxiading.github.io/projects/llm-personality-assessment/</link><pubDate>Thu, 01 May 2025 00:00:00 +0000</pubDate><guid>https://yuxiading.github.io/projects/llm-personality-assessment/</guid><description>&lt;p&gt;This project develops a multidimensional assessment framework for studying AI agent personality traits in large language models. Based on the Big Five model and personality-oriented prompts inspired by psychological scales such as NEO-PI-R, it quantitatively compares behavioral differences among models including DeepSeek-V3 and Qwen 2.5.&lt;/p&gt;
&lt;p&gt;The analysis uses Python to process model-generated text and statistical methods, including correlation analysis, to compare model behavior across personality dimensions. The project provides benchmark-style results for future research on AI agent behavioral consistency and personality modeling.&lt;/p&gt;</description></item><item><title>Financial Time Series Volatility Breakpoint Detection under a Bayesian Framework</title><link>https://yuxiading.github.io/projects/bayesian-volatility-breakpoints/</link><pubDate>Wed, 01 Jan 2025 00:00:00 +0000</pubDate><guid>https://yuxiading.github.io/projects/bayesian-volatility-breakpoints/</guid><description>&lt;p&gt;This course project builds a Bayesian model for detecting structural changes in financial time series volatility. It derives a joint likelihood with a discrete breakpoint and distinct volatility parameters, then estimates the model with a Random Walk Metropolis-Hastings sampler.&lt;/p&gt;
&lt;p&gt;The project compares Uniform, Inverse-Gamma, and Exponential prior settings and applies the method to 2008 S&amp;amp;P 500 index data. The results are used to interpret volatility changes around the Lehman Brothers bankruptcy.&lt;/p&gt;</description></item></channel></rss>