:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Purbey, Jebish, Gupta, Siddhant, Manali, Nikhil, Pullakhandam, Siddartha, Sharma, Drishti, Srivastava, Ashay, Kadiyala, Ram Mohan Rao
Format:	Preprint
Published:	2024
Subjects:	Computation and Language Computational Engineering, Finance, and Science Machine Learning Computational Finance
Online Access:	https://arxiv.org/abs/2412.00549
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

1-800-SHARED-TASKS at RegNLP: Lexical Reranking of Semantic Retrieval (LeSeR) for Regulatory Question Answering
by: Purbey, Jebish, et al.
Published: (2024)

1-800-SHARED-TASKS @ NLU of Devanagari Script Languages: Detection of Language, Hate Speech, and Targets using LLMs
by: Purbey, Jebish, et al.
Published: (2024)

Improving Multilingual Capabilities with Cultural and Local Knowledge in Large Language Models While Enhancing Native Performance
by: Kadiyala, Ram Mohan Rao, et al.
Published: (2025)

Augmenting Legal Decision Support Systems with LLM-based NLI for Analyzing Social Media Evidence
by: Kadiyala, Ram Mohan Rao, et al.
Published: (2024)

All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
by: Jiang, Yuechen, et al.
Published: (2026)

Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)

Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
by: Dimino, Fabrizio, et al.
Published: (2025)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)

Robust and Fine-Grained Detection of AI Generated Texts
by: Kadiyala, Ram Mohan Rao, et al.
Published: (2025)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)

Financial Text Classification Based On rLoRA Finetuning On Qwen3-8B model
by: Lian, Zhiming
Published: (2025)

MFMDQwen: Multilingual Financial Misinformation Detection Based on Large Language Model
by: Liu, Zhiwei, et al.
Published: (2026)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)

EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by: Sugiura, Issa, et al.
Published: (2025)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by: Gregnanin, Marco, et al.
Published: (2026)

UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
by: Yang, Yuzhe, et al.
Published: (2024)

Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by: Huang, Jimin, et al.
Published: (2024)

Evaluating Large Language Models (LLMs) in Financial NLP: A Comparative Study on Financial Report Analysis
by: Mohsin, Md Talha
Published: (2025)

Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)

Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis
by: Shah, Agam, et al.
Published: (2024)

INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
by: Li, Haohang, et al.
Published: (2024)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)

Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by: Zhu, Haoren, et al.
Published: (2024)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)

Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by: Das, Arijit, et al.
Published: (2024)

SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by: Wu, Qilong, et al.
Published: (2024)

Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
by: Jiang, Mohan, et al.
Published: (2024)

A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
by: Nie, Yuqi, et al.
Published: (2024)

The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
by: Caillaut, Gaëtan, et al.
Published: (2025)

Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)

Causality-Inspired Models for Financial Time Series Forecasting
by: Oliveira, Daniel Cunha, et al.
Published: (2024)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures
by: Calafiore, Giuseppe C.
Published: (2026)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)

An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by: Li, Haochen, et al.
Published: (2023)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)