Transformer for Times Series: an Application to the S&P500
Fuente:
arXiv
Saved in:
| Main Authors: | Brugiere, Pierre, Turinici, Gabriel |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
by: Turinici, Gabriel, et al.
Published: (2023)
by: Turinici, Gabriel, et al.
Published: (2023)
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
by: Roszyk, Natalia, et al.
Published: (2024)
by: Roszyk, Natalia, et al.
Published: (2024)
From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting
by: Demosthenous, Giorgos, et al.
Published: (2025)
by: Demosthenous, Giorgos, et al.
Published: (2025)
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
by: Rashidi, Mohammadhossien
Published: (2025)
by: Rashidi, Mohammadhossien
Published: (2025)
Sparse Portfolio Selection via Topological Data Analysis based Clustering
by: Goel, Anubha, et al.
Published: (2024)
by: Goel, Anubha, et al.
Published: (2024)
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by: Spadea, Fernando, et al.
Published: (2025)
by: Spadea, Fernando, et al.
Published: (2025)
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)
by: Chen, Yuling Max, et al.
Published: (2025)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)
by: Lin, Yun, et al.
Published: (2025)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, et al.
Published: (2026)
Re(Visiting) Time Series Foundation Models in Finance
by: Rahimikia, Eghbal, et al.
Published: (2025)
by: Rahimikia, Eghbal, et al.
Published: (2025)
Maximally Machine-Learnable Portfolios
by: Coulombe, Philippe Goulet, et al.
Published: (2023)
by: Coulombe, Philippe Goulet, et al.
Published: (2023)
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
by: Lin, Zihan, et al.
Published: (2025)
by: Lin, Zihan, et al.
Published: (2025)
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by: Keramati, Hadi, et al.
Published: (2025)
by: Keramati, Hadi, et al.
Published: (2025)
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)
by: Jeon, Joohyoung, et al.
Published: (2026)
Designing Agentic AI-Based Screening for Portfolio Investment
by: Caner, Mehmet, et al.
Published: (2026)
by: Caner, Mehmet, et al.
Published: (2026)
Financial Statement Analysis with Large Language Models
by: Kim, Alex, et al.
Published: (2024)
by: Kim, Alex, et al.
Published: (2024)
StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024)
by: Mai, Dat
Published: (2024)
Application of Deep Learning for Factor Timing in Asset Management
by: Panda, Prabhu Prasad, et al.
Published: (2024)
by: Panda, Prabhu Prasad, et al.
Published: (2024)
Variable Clustering via Distributionally Robust Nodewise Regression
by: Wang, Kaizheng, et al.
Published: (2022)
by: Wang, Kaizheng, et al.
Published: (2022)
Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
by: Deng, Qi
Published: (2024)
by: Deng, Qi
Published: (2024)
Portfolio Analysis in High Dimensions with TE and Weight Constraints
by: Caner, Mehmet, et al.
Published: (2024)
by: Caner, Mehmet, et al.
Published: (2024)
Longitudinal market structure detection using a dynamic modularity-spectral algorithm
by: Wirth, Philipp, et al.
Published: (2024)
by: Wirth, Philipp, et al.
Published: (2024)
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by: Zhao, Siqiao, et al.
Published: (2024)
by: Zhao, Siqiao, et al.
Published: (2024)
Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
by: Perves, Mohammed
Published: (2024)
by: Perves, Mohammed
Published: (2024)
Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
by: Shu, Yizhan, et al.
Published: (2024)
by: Shu, Yizhan, et al.
Published: (2024)
Navigating Uncertainty in ESG Investing
by: Zhang, Jiayue, et al.
Published: (2023)
by: Zhang, Jiayue, et al.
Published: (2023)
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
by: de Vilmarest, Joseph, et al.
Published: (2023)
by: de Vilmarest, Joseph, et al.
Published: (2023)
Portfolio diversification with varying investor abilities
by: James, Nick, et al.
Published: (2023)
by: James, Nick, et al.
Published: (2023)
Generative AI for Stock Selection
by: Rasekhschaffe, Keywan Christian
Published: (2026)
by: Rasekhschaffe, Keywan Christian
Published: (2026)
Dynamic Factor Allocation Leveraging Regime-Switching Signals
by: Shu, Yizhan, et al.
Published: (2024)
by: Shu, Yizhan, et al.
Published: (2024)
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
by: Mounira, Chniguir, et al.
Published: (2023)
by: Mounira, Chniguir, et al.
Published: (2023)
Cross-Stock Predictability via LLM-Augmented Semantic Networks
by: Huang, Yikuan, et al.
Published: (2026)
by: Huang, Yikuan, et al.
Published: (2026)
Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models
by: Herremans, Dorien, et al.
Published: (2022)
by: Herremans, Dorien, et al.
Published: (2022)
Two is better than one: Regularized shrinkage of large minimum variance portfolio
by: Bodnar, Taras, et al.
Published: (2022)
by: Bodnar, Taras, et al.
Published: (2022)
Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
by: Lyu, Zimeng, et al.
Published: (2024)
by: Lyu, Zimeng, et al.
Published: (2024)
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
by: Zhang, Wentao, et al.
Published: (2023)
by: Zhang, Wentao, et al.
Published: (2023)
The Elasticity of Quantitative Investment
by: Davis, Carter
Published: (2023)
by: Davis, Carter
Published: (2023)
A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments
by: Thomas, Drew M.
Published: (2025)
by: Thomas, Drew M.
Published: (2025)
RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
by: Cao, Yupeng, et al.
Published: (2024)
by: Cao, Yupeng, et al.
Published: (2024)
Signature-Informed Transformer for Asset Allocation
by: Hwang, Yoontae, et al.
Published: (2025)
by: Hwang, Yoontae, et al.
Published: (2025)
Similar Items
-
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
by: Turinici, Gabriel, et al.
Published: (2023) -
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
by: Roszyk, Natalia, et al.
Published: (2024) -
From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting
by: Demosthenous, Giorgos, et al.
Published: (2025) -
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
by: Rashidi, Mohammadhossien
Published: (2025) -
Sparse Portfolio Selection via Topological Data Analysis based Clustering
by: Goel, Anubha, et al.
Published: (2024)