:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autor principal:	Xiao, Minheng
Formato:	Preprint
Publicado:	2022
Materias:	Statistical Finance
Acceso en línea:	https://arxiv.org/abs/2202.03146
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Data-Driven Risk Measurement by SV-GARCH-EVT Model
por: Xiao, Minheng
Publicado: (2022)

Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
por: Sadeghi, Agathe, et al.
Publicado: (2023)

Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
por: Bester, Tristan, et al.
Publicado: (2024)

FNSPID: A Comprehensive Financial News Dataset in Time Series
por: Dong, Zihan, et al.
Publicado: (2024)

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

A K-means Algorithm for Financial Market Risk Forecasting
por: Xu, Jinxin, et al.
Publicado: (2024)

Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
por: Masoudi, Oday, et al.
Publicado: (2025)

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

Contrastive Learning of Asset Embeddings from Financial Time Series
por: Dolphin, Rian, et al.
Publicado: (2024)

Bayesian Testing Of Granger Causality In Functional Time Series
por: Sen, Rituparna, et al.
Publicado: (2021)

Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
por: Hui, Qian, et al.
Publicado: (2025)

Beyond Visual Realism: Toward Reliable Financial Time Series Generation
por: Zhang, Fan, et al.
Publicado: (2026)

Polyspectral Mean based Time Series Clustering of Indian Stock Market
por: Ghosh, Dhrubajyoti
Publicado: (2025)

SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
por: Alouadi, Alexandre, et al.
Publicado: (2026)

Multi-period Learning for Financial Time Series Forecasting
por: Zhang, Xu, et al.
Publicado: (2025)

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

Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
por: Wu, Yurui, et al.
Publicado: (2026)

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

Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
por: Wang, Jingru, et al.
Publicado: (2025)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
por: Safari, Sara A., et al.
Publicado: (2025)

DELPHYNE: A Pre-Trained Model for General and Financial Time Series
por: Ding, Xueying, et al.
Publicado: (2025)

Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
por: Tondapu, Narayan
Publicado: (2024)

Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
por: Liu, Shun, et al.
Publicado: (2023)

Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
por: Rosenzweig, Jan
Publicado: (2026)

Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
por: Giorgio, Bruno
Publicado: (2025)

Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
por: Wand, Tobias, et al.
Publicado: (2024)

Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
por: Ataei, Masoud
Publicado: (2025)

Causal Regime Detection in Energy Markets With Augmented Time Series Structural Causal Models
por: Thumm, Dennis
Publicado: (2025)

Financial Data Analysis with Robust Federated Logistic Regression
por: Yang, Kun, et al.
Publicado: (2025)

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

Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
por: Cornell, Cameron, et al.
Publicado: (2024)

Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility
por: Kareem, Anmar, et al.
Publicado: (2025)

Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations
por: Nguyen, Linh, et al.
Publicado: (2025)

On Time-subordinated Brownian Motion Processes for Financial Markets
por: Shenoy, Rohan, et al.
Publicado: (2025)

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
por: Chang, Minkey, et al.
Publicado: (2026)

Contagion on Financial Networks: An Introduction
por: Ugwu, Sunday Akukodi
Publicado: (2024)

Combating Financial Crimes with Unsupervised Learning Techniques: Clustering and Dimensionality Reduction for Anti-Money Laundering
por: Bakry, Ahmed N., et al.
Publicado: (2024)

Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
por: Omranpour, Soroush, et al.
Publicado: (2024)

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

"It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction
por: Selitskiy, Stanislav
Publicado: (2025)