:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Sadeghi, Agathe, Gopal, Achintya, Fesanghary, Mohammad
Formato:	Preprint
Publicado:	2023
Materias:	Statistical Finance
Acceso en línea:	https://arxiv.org/abs/2312.17375
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Efficient Causal Discovery for Autoregressive Time Series
por: Fesanghary, Mohammad, et al.
Publicado: (2025)

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

NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
por: Gopal, Achintya
Publicado: (2024)

Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
por: Gopal, Achintya
Publicado: (2024)

Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
por: Xiao, Minheng
Publicado: (2022)

NeuralBeta: Estimating Beta Using Deep Learning
por: Liu, Yuxin, et al.
Publicado: (2024)

Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
por: Masoudi, Oday, 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)

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

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

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

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

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

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

A Comparison between Financial and Gambling Markets
por: Liu, Haoyu, et al.
Publicado: (2024)

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

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

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

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

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

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

The Impact of Trump-Era Tariffs on Financial Market Efficiency
por: Takaishi, Tetsuya
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)

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

Investor Sentiment and Market Movements: A Granger Causality Perspective
por: Mukherjee, Tamoghna
Publicado: (2025)

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

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

Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
por: Khalilian, Pouriya, et al.
Publicado: (2025)

Statistical Validation of Contagion Centrality in Financial Networks
por: Sadeghi, Agathe, et al.
Publicado: (2024)

Identification of phase correlations in Financial Stock Market Turbulence
por: Sharma, Kiran, et al.
Publicado: (2025)

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

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

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

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

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

Volatility Forecasting in Global Financial Markets Using TimeMixer
por: Li, Alex
Publicado: (2024)

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

Distributions of Historic Market Data -- Relaxation and Correlations
por: Moghaddam, M. Dashti, et al.
Publicado: (2019)

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
por: Luwang, Salam Rabindrajit, et al.
Publicado: (2026)