Guardado en:
| Autores principales: | Zheng, Jiajian, Xin, Duan, Cheng, Qishuo, Tian, Miao, Yang, Le |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2402.17194 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
por: Chen, Zefeng, et al.
Publicado: (2026)
por: Chen, Zefeng, et al.
Publicado: (2026)
A Practical Machine Learning Approach for Dynamic Stock Recommendation
por: Yang, Hongyang, et al.
Publicado: (2025)
por: Yang, Hongyang, et al.
Publicado: (2025)
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
por: Huang, Yikuan, et al.
Publicado: (2026)
por: Huang, Yikuan, et al.
Publicado: (2026)
A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques
por: Mroziewicz, Tomasz, et al.
Publicado: (2026)
por: Mroziewicz, Tomasz, et al.
Publicado: (2026)
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)
Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
por: Yang, Hongyang, et al.
Publicado: (2025)
por: Yang, Hongyang, et al.
Publicado: (2025)
Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
por: Singha, Mainak, et al.
Publicado: (2025)
por: Singha, Mainak, et al.
Publicado: (2025)
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
por: Roszyk, Natalia, et al.
Publicado: (2024)
por: Roszyk, Natalia, et al.
Publicado: (2024)
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
por: Lu, Yutong, et al.
Publicado: (2023)
por: Lu, Yutong, et al.
Publicado: (2023)
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
por: Rosenzweig, Jan
Publicado: (2026)
por: Rosenzweig, Jan
Publicado: (2026)
Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
por: Narajewski, Michał, et al.
Publicado: (2021)
por: Narajewski, Michał, et al.
Publicado: (2021)
Deep Learning for Options Trading: An End-To-End Approach
por: Tan, Wee Ling, et al.
Publicado: (2024)
por: Tan, Wee Ling, et al.
Publicado: (2024)
Kernel Learning for Mean-Variance Trading Strategies
por: Futter, Owen, et al.
Publicado: (2025)
por: Futter, Owen, et al.
Publicado: (2025)
Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options
por: Wysocki, Maciej
Publicado: (2025)
por: Wysocki, Maciej
Publicado: (2025)
Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework
por: Qiu, Yimeng
Publicado: (2026)
por: Qiu, Yimeng
Publicado: (2026)
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
por: Agarwal, Pankaj K, et al.
Publicado: (2025)
por: Agarwal, Pankaj K, et al.
Publicado: (2025)
Refining and Robust Backtesting of A Century of Profitable Industry Trends
por: Massaad, Alessandro, et al.
Publicado: (2024)
por: Massaad, Alessandro, et al.
Publicado: (2024)
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
por: Lis, Szymon, et al.
Publicado: (2026)
por: Lis, Szymon, et al.
Publicado: (2026)
Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs
por: Willetts, Matthew, et al.
Publicado: (2026)
por: Willetts, Matthew, et al.
Publicado: (2026)
Generating realistic metaorders from public data
por: Maitrier, Guillaume, et al.
Publicado: (2025)
por: Maitrier, Guillaume, et al.
Publicado: (2025)
Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
por: Steinbacher, Matej, et al.
Publicado: (2025)
por: Steinbacher, Matej, et al.
Publicado: (2025)
Automated Market Making and Loss-Versus-Rebalancing
por: Milionis, Jason, et al.
Publicado: (2022)
por: Milionis, Jason, et al.
Publicado: (2022)
Automated Market Making and Arbitrage Profits in the Presence of Fees
por: Milionis, Jason, et al.
Publicado: (2023)
por: Milionis, Jason, et al.
Publicado: (2023)
Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models
por: Herremans, Dorien, et al.
Publicado: (2022)
por: Herremans, Dorien, et al.
Publicado: (2022)
Sentiment trading with large language models
por: Kirtac, Kemal, et al.
Publicado: (2024)
por: Kirtac, Kemal, et al.
Publicado: (2024)
Loss-Versus-Rebalancing under Deterministic and Generalized block-times
por: Nezlobin, Alex, et al.
Publicado: (2025)
por: Nezlobin, Alex, et al.
Publicado: (2025)
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
por: Benhamou, E., et al.
Publicado: (2025)
por: Benhamou, E., et al.
Publicado: (2025)
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
por: Korniejczuk, Adam, et al.
Publicado: (2024)
por: Korniejczuk, Adam, et al.
Publicado: (2024)
Construction and Hedging of Equity Index Options Portfolios
por: Wysocki, Maciej, et al.
Publicado: (2024)
por: Wysocki, Maciej, et al.
Publicado: (2024)
Trade execution games in a Markovian environment
por: Ohnishi, Masamitsu, et al.
Publicado: (2024)
por: Ohnishi, Masamitsu, et al.
Publicado: (2024)
Optimal Fees for Liquidity Provision in Automated Market Makers
por: Campbell, Steven, et al.
Publicado: (2025)
por: Campbell, Steven, et al.
Publicado: (2025)
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
por: Wood, Kieran, et al.
Publicado: (2023)
por: Wood, Kieran, et al.
Publicado: (2023)
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
por: Singha, Mainak
Publicado: (2025)
por: Singha, Mainak
Publicado: (2025)
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
por: Kurth, Jutta G., et al.
Publicado: (2025)
por: Kurth, Jutta G., et al.
Publicado: (2025)
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
por: Kvasiuk, Yurii, et al.
Publicado: (2026)
por: Kvasiuk, Yurii, et al.
Publicado: (2026)
Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy
por: Etienne, Alban, et al.
Publicado: (2025)
por: Etienne, Alban, et al.
Publicado: (2025)
Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data
por: Stefaniuk, Filip, et al.
Publicado: (2025)
por: Stefaniuk, Filip, et al.
Publicado: (2025)
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets
por: Kashif, Kamil, et al.
Publicado: (2026)
por: Kashif, Kamil, et al.
Publicado: (2026)
A Joint Energy and Differentially-Private Smart Meter Data Market
por: Chhachhi, Saurab, et al.
Publicado: (2024)
por: Chhachhi, Saurab, et al.
Publicado: (2024)
Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting
por: Perekhodko, Anna, et al.
Publicado: (2025)
por: Perekhodko, Anna, et al.
Publicado: (2025)
Ejemplares similares
-
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
por: Chen, Zefeng, et al.
Publicado: (2026) -
A Practical Machine Learning Approach for Dynamic Stock Recommendation
por: Yang, Hongyang, et al.
Publicado: (2025) -
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
por: Huang, Yikuan, et al.
Publicado: (2026) -
A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques
por: Mroziewicz, Tomasz, et al.
Publicado: (2026) -
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
por: Gharanchaei, Maysam Khodayari, et al.
Publicado: (2024)