:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Aparicio, Valentina, Gordon, Daniel, Huayamares, Sebastian G., Luo, Yuhuai
Format:	Preprint
Publié:	2024
Sujets:	General Finance Computational Finance Trading and Market Microstructure
Accès en ligne:	https://arxiv.org/abs/2401.11011
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
par: Konstantinidis, Thanos, et autres
Publié: (2024)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
par: Bichuch, Maxim, et autres
Publié: (2022)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
par: Wheeler, Aaron, et autres
Publié: (2023)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
par: Liu, Haojie, et autres
Publié: (2025)

Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
par: Onofri, Silvia, et autres
Publié: (2025)

Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
par: Un, Kuok Sin, et autres
Publié: (2025)

Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
par: Barucci, Emilio, et autres
Publié: (2026)

FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
par: Iacovides, Giorgos, et autres
Publié: (2025)

FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
par: Liang, Yixuan, et autres
Publié: (2024)

PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
par: Zou, Yanzhao, et autres
Publié: (2022)

FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
par: Zhou, Tianyu, et autres
Publié: (2024)

FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
par: Yang, Hongyang, et autres
Publié: (2026)

Can Artificial Intelligence Trade the Stock Market?
par: Maskiewicz, Jędrzej, et autres
Publié: (2025)

Heterogeneous Beliefs Model of Stock Market Predictability
par: Park, Jiho
Publié: (2024)

Reinforcement Learning for Trade Execution with Market and Limit Orders
par: Cheridito, Patrick, et autres
Publié: (2025)

A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
par: Mesfin, Mathias
Publié: (2026)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
par: Drissi, Fayçal, et autres
Publié: (2025)

Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
par: Tang, Siu Hin, et autres
Publié: (2023)

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
par: Kamat, Arati U.
Publié: (2026)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
par: Rahman, Abdul, et autres
Publié: (2024)

A Microstructure Analysis of Coupling in CFMMs
par: Sterrett, Althea, et autres
Publié: (2025)

Explainable Patterns in Cryptocurrency Microstructure
par: Bieganowski, Bartosz, et autres
Publié: (2026)

The Negative Drift of a Limit Order Fill
par: DeLise, Timothy
Publié: (2024)

Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
par: Zeller, Simon Caspar, et autres
Publié: (2025)

Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
par: Hu, Chen, et autres
Publié: (2025)

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
par: Mesfin, Mathias
Publié: (2026)

How low-cost AI universal approximators reshape market efficiency
par: Barucca, Paolo, et autres
Publié: (2025)

FinGPT: Open-Source Financial Large Language Models
par: Yang, Hongyang, et autres
Publié: (2023)

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
par: Lao, Xin, et autres
Publié: (2025)

Macroscopic Market Making
par: Guo, Ivan, et autres
Publié: (2023)

An Impulse Control Approach to Market Making in a Hawkes LOB Market
par: Jain, Konark, et autres
Publié: (2025)

Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
par: Hu, Tianzuo
Publié: (2026)

Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
par: Nechepurenko, Maksym
Publié: (2026)

Liquidity provision in CLMMs: evidence from transactions data
par: Urusov, Andrey, et autres
Publié: (2026)

A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
par: Lin, Luyun, et autres
Publié: (2026)

Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
par: Anthropelos, Michail, et autres
Publié: (2024)

Correlation emergence in two coupled simulated limit order books
par: Bauer, Dominic, et autres
Publié: (2024)

Chronologically Consistent Large Language Models
par: He, Songrun, et autres
Publié: (2025)

Optimal Exit Time for Liquidity Providers in Automated Market Makers
par: Bergault, Philippe, et autres
Publié: (2025)

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
par: Gao, Kang, et autres
Publié: (2022)