Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting
Fuente:
arXiv
Saved in:
| Main Authors: | Liu, Chen, Tran, Minh-Ngoc, Wang, Chao, Gerlach, Richard, Kohn, Robert |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Deep Learning Enhanced Multivariate GARCH
by: Wang, Haoyuan, et al.
Published: (2025)
by: Wang, Haoyuan, et al.
Published: (2025)
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
by: Cho, So-Yoon, et al.
Published: (2025)
by: Cho, So-Yoon, et al.
Published: (2025)
Optimal Text-Based Time-Series Indices
by: Ardia, David, et al.
Published: (2024)
by: Ardia, David, et al.
Published: (2024)
Movement Prediction-Adjusted Naive Forecast: Is the Naive Baseline Unbeatable in Financial Time Series Forecasting?
by: Zhang, Cheng
Published: (2024)
by: Zhang, Cheng
Published: (2024)
Robust Time Series Causal Discovery for Agent-Based Model Validation
by: Yu, Gene, et al.
Published: (2024)
by: Yu, Gene, et al.
Published: (2024)
Reinforcement Learning for Monetary Policy Under Macroeconomic Uncertainty: Analyzing Tabular and Function Approximation Methods
by: Wang, Tony, et al.
Published: (2025)
by: Wang, Tony, et al.
Published: (2025)
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
by: Ataei, Masoud
Published: (2025)
by: Ataei, Masoud
Published: (2025)
Neural Network Modeling for Forecasting Tourism Demand in Stopića Cave: A Serbian Cave Tourism Study
by: Bajić, Buda, et al.
Published: (2024)
by: Bajić, Buda, et al.
Published: (2024)
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)
by: Hirsch, Simon, et al.
Published: (2023)
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
by: Wu, Fan, et al.
Published: (2026)
by: Wu, Fan, et al.
Published: (2026)
Geometric Deep Learning for Realized Covariance Matrix Forecasting
by: Bucci, Andrea, et al.
Published: (2024)
by: Bucci, Andrea, et al.
Published: (2024)
Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
by: Xiong, Ziyang, et al.
Published: (2025)
by: Xiong, Ziyang, et al.
Published: (2025)
Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
by: Jha, Ayush, et al.
Published: (2024)
by: Jha, Ayush, et al.
Published: (2024)
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
by: Cornell, Cameron, et al.
Published: (2024)
by: Cornell, Cameron, et al.
Published: (2024)
Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
by: Bisdoulis, Konstantinos-Leonidas
Published: (2024)
by: Bisdoulis, Konstantinos-Leonidas
Published: (2024)
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
by: Bjornland, Hilde C., et al.
Published: (2026)
by: Bjornland, Hilde C., et al.
Published: (2026)
Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
by: Vallarino, Diego
Published: (2025)
by: Vallarino, Diego
Published: (2025)
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)
Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
by: Buchwalter, Bastien, et al.
Published: (2025)
by: Buchwalter, Bastien, et al.
Published: (2025)
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
by: Hidalgo, Pablo, et al.
Published: (2025)
by: Hidalgo, Pablo, et al.
Published: (2025)
Evaluating the Accuracy of Chatbots in Financial Literature
by: Erdem, Orhan, et al.
Published: (2024)
by: Erdem, Orhan, et al.
Published: (2024)
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by: Gao, Zhaoxing, et al.
Published: (2023)
by: Gao, Zhaoxing, et al.
Published: (2023)
Estimating Visual Attribute Effects in Advertising from Observational Data: A Deepfake-Informed Double Machine Learning Approach
by: Liu, Yizhi, et al.
Published: (2026)
by: Liu, Yizhi, et al.
Published: (2026)
DeXposure-FM: A Time-series, Graph Foundation Model for Credit Exposures and Stability on Decentralized Financial Networks
by: Shu, Aijie, et al.
Published: (2026)
by: Shu, Aijie, et al.
Published: (2026)
A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting
by: Zhang, Cheng
Published: (2026)
by: Zhang, Cheng
Published: (2026)
Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025)
by: Zhang, Xu, et al.
Published: (2025)
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
by: Brini, Alessio, et al.
Published: (2026)
by: Brini, Alessio, et al.
Published: (2026)
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
by: Lin, Zihan, et al.
Published: (2025)
by: Lin, Zihan, et al.
Published: (2025)
Do t-Statistic Hurdles Need to be Raised?
by: Chen, Andrew Y.
Published: (2022)
by: Chen, Andrew Y.
Published: (2022)
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
by: Gao, Zhaoxing
Published: (2024)
by: Gao, Zhaoxing
Published: (2024)
Quantum Reservoir Computing for Realized Volatility Forecasting
by: Li, Qingyu, et al.
Published: (2025)
by: Li, Qingyu, et al.
Published: (2025)
Forecasting Labor Demand: Predicting JOLT Job Openings using Deep Learning Model
by: Kim, Kyungsu
Published: (2025)
by: Kim, Kyungsu
Published: (2025)
FinCast: A Foundation Model for Financial Time-Series Forecasting
by: Zhu, Zhuohang, et al.
Published: (2025)
by: Zhu, Zhuohang, et al.
Published: (2025)
Causal Inference in Financial Event Studies
by: Goldsmith-Pinkham, Paul, et al.
Published: (2025)
by: Goldsmith-Pinkham, Paul, et al.
Published: (2025)
Optimizing Sales Forecasts through Automated Integration of Market Indicators
by: Döring, Lina, et al.
Published: (2024)
by: Döring, Lina, et al.
Published: (2024)
Improving S&P 500 Volatility Forecasting through Regime-Switching Methods
by: Blake, Ava C., et al.
Published: (2025)
by: Blake, Ava C., et al.
Published: (2025)
Are there Dragon Kings in the Stock Market?
by: Liu, Jiong, et al.
Published: (2023)
by: Liu, Jiong, et al.
Published: (2023)
One Factor to Bind the Cross-Section of Returns
by: Borri, Nicola, et al.
Published: (2024)
by: Borri, Nicola, et al.
Published: (2024)
Causal EpiNets: Precision-corrected Bounds on Individual Treatment Effects using Epistemic Neural Networks
by: Patil, Gandharv, et al.
Published: (2026)
by: Patil, Gandharv, et al.
Published: (2026)
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by: Kikuchi, Tatsuru
Published: (2026)
by: Kikuchi, Tatsuru
Published: (2026)
Similar Items
-
Deep Learning Enhanced Multivariate GARCH
by: Wang, Haoyuan, et al.
Published: (2025) -
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
by: Cho, So-Yoon, et al.
Published: (2025) -
Optimal Text-Based Time-Series Indices
by: Ardia, David, et al.
Published: (2024) -
Movement Prediction-Adjusted Naive Forecast: Is the Naive Baseline Unbeatable in Financial Time Series Forecasting?
by: Zhang, Cheng
Published: (2024) -
Robust Time Series Causal Discovery for Agent-Based Model Validation
by: Yu, Gene, et al.
Published: (2024)