Saved in:
| Main Authors: | Miao, Jiaju, Polak, Pawel |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2304.09947 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by: Din, Riaz Ud, et al.
Published: (2024)
by: Din, Riaz Ud, et al.
Published: (2024)
Policy-Controlled Generalized Share: A General Framework with a Transformer Instantiation for Strictly Online Switching-Oracle Tracking
by: Hu, Hongkai
Published: (2026)
by: Hu, Hongkai
Published: (2026)
A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
by: Li, Huiyu, et al.
Published: (2024)
by: Li, Huiyu, et al.
Published: (2024)
Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026)
by: Bloch, Daniel
Published: (2026)
Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction
by: Weinberg, Abraham Itzhak
Published: (2025)
by: Weinberg, Abraham Itzhak
Published: (2025)
High-Frequency Volatility Estimation with Fast Multiple Change Points Detection
by: Balabhadra, Greeshma, et al.
Published: (2023)
by: Balabhadra, Greeshma, et al.
Published: (2023)
Mean-Field Microcanonical Gradient Descent
by: Häggbom, Marcus, et al.
Published: (2024)
by: Häggbom, Marcus, et al.
Published: (2024)
Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals
by: Renucci, Pierre
Published: (2023)
by: Renucci, Pierre
Published: (2023)
Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
by: Ntakaris, Adamantios, et al.
Published: (2024)
by: Ntakaris, Adamantios, et al.
Published: (2024)
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)
by: Alouadi, Alexandre, et al.
Published: (2026)
Empirical Asset Pricing via Ensemble Gaussian Process Regression
by: Filipović, Damir, et al.
Published: (2022)
by: Filipović, Damir, et al.
Published: (2022)
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)
by: Saidd, Nabeel Ahmad
Published: (2026)
Enhancing Black-Scholes Delta Hedging via Deep Learning
by: Qiao, Chunhui, et al.
Published: (2024)
by: Qiao, Chunhui, et al.
Published: (2024)
Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
by: Mukeri, Amir, et al.
Published: (2020)
by: Mukeri, Amir, et al.
Published: (2020)
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
by: Mesfin, Mathias
Published: (2026)
by: Mesfin, Mathias
Published: (2026)
A Study on Stock Forecasting Using Deep Learning and Statistical Models
by: Gupta, Himanshu, et al.
Published: (2024)
by: Gupta, Himanshu, et al.
Published: (2024)
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by: Gopal, Achintya
Published: (2024)
by: Gopal, Achintya
Published: (2024)
VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach
by: Genet, Remi
Published: (2025)
by: Genet, Remi
Published: (2025)
News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
by: Attaluri, Kaushal, et al.
Published: (2024)
by: Attaluri, Kaushal, et al.
Published: (2024)
Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection
by: Pereira, Ricardo Ribeiro, et al.
Published: (2025)
by: Pereira, Ricardo Ribeiro, et al.
Published: (2025)
NeuralBeta: Estimating Beta Using Deep Learning
by: Liu, Yuxin, et al.
Published: (2024)
by: Liu, Yuxin, et al.
Published: (2024)
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
by: Puoti, Francesco, et al.
Published: (2025)
by: Puoti, Francesco, et al.
Published: (2025)
Nansde-net: A neural sde framework for generating time series with memory
by: Ozai, Hiromu, et al.
Published: (2026)
by: Ozai, Hiromu, et al.
Published: (2026)
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)
by: Dolphin, Rian, et al.
Published: (2024)
Representation Learning for Regime detection in Block Hierarchical Financial Markets
by: Orton, Alexa, et al.
Published: (2024)
by: Orton, Alexa, et al.
Published: (2024)
A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)
by: Atsiwo, Abraham
Published: (2025)
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
by: Pokou, Fredy, et al.
Published: (2026)
by: Pokou, Fredy, et al.
Published: (2026)
Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)
by: Liu, Chang
Published: (2023)
Explainable Federated Learning for U.S. State-Level Financial Distress Modeling
by: Carta, Lorenzo, et al.
Published: (2025)
by: Carta, Lorenzo, et al.
Published: (2025)
Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
by: Genet, Remi
Published: (2025)
by: Genet, Remi
Published: (2025)
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
by: Gurgul, Vincent, et al.
Published: (2023)
by: Gurgul, Vincent, et al.
Published: (2023)
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks
by: Gueiros, Joao Felipe, et al.
Published: (2025)
by: Gueiros, Joao Felipe, et al.
Published: (2025)
Combating Financial Crimes with Unsupervised Learning Techniques: Clustering and Dimensionality Reduction for Anti-Money Laundering
by: Bakry, Ahmed N., et al.
Published: (2024)
by: Bakry, Ahmed N., et al.
Published: (2024)
Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies
by: Dave, Daksh, et al.
Published: (2025)
by: Dave, Daksh, et al.
Published: (2025)
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
by: Liu, Shun, et al.
Published: (2023)
by: Liu, Shun, et al.
Published: (2023)
Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
by: Ntakaris, Adamantios, et al.
Published: (2024)
by: Ntakaris, Adamantios, et al.
Published: (2024)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by: Lazanas, Alexis, et al.
Published: (2026)
by: Lazanas, Alexis, et al.
Published: (2026)
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)
by: Våle, Oskar, et al.
Published: (2026)
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)
Similar Items
-
A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by: Din, Riaz Ud, et al.
Published: (2024) -
Policy-Controlled Generalized Share: A General Framework with a Transformer Instantiation for Strictly Online Switching-Oracle Tracking
by: Hu, Hongkai
Published: (2026) -
A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
by: Li, Huiyu, et al.
Published: (2024) -
Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026) -
Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction
by: Weinberg, Abraham Itzhak
Published: (2025)