Saved in:
| Main Authors: | de Melo, Bruno, Sheikh, Jamiel |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2403.10482 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024)
by: Mai, Dat
Published: (2024)
An Adaptive Multi Agent Bitcoin Trading System
by: Singhi, Aadi
Published: (2025)
by: Singhi, Aadi
Published: (2025)
Extracting Alpha from Financial Analyst Networks
by: Gorduza, Dragos, et al.
Published: (2024)
by: Gorduza, Dragos, et al.
Published: (2024)
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025)
by: Hwang, Yoontae, 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)
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
by: Escudero, Alejandra de la Rica, et al.
Published: (2024)
by: Escudero, Alejandra de la Rica, et al.
Published: (2024)
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)
by: Lesniewski, Andrew, et al.
Published: (2024)
Learning to Manage Investment Portfolios beyond Simple Utility Functions
by: Scholl, Maarten P., et al.
Published: (2025)
by: Scholl, Maarten P., et al.
Published: (2025)
DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
by: Kim, Jinkyu, et al.
Published: (2025)
by: Kim, Jinkyu, 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)
Financial Statement Analysis with Large Language Models
by: Kim, Alex, et al.
Published: (2024)
by: Kim, Alex, et al.
Published: (2024)
Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
by: Di Wang, Albert, et al.
Published: (2025)
by: Di Wang, Albert, et al.
Published: (2025)
Predictive Power of LLMs in Financial Markets
by: Shi, Jerick, et al.
Published: (2024)
by: Shi, Jerick, et al.
Published: (2024)
Finding Near-Optimal Portfolios With Quality-Diversity
by: Gašperov, Bruno, et al.
Published: (2024)
by: Gašperov, Bruno, et al.
Published: (2024)
Designing Agentic AI-Based Screening for Portfolio Investment
by: Caner, Mehmet, et al.
Published: (2026)
by: Caner, Mehmet, et al.
Published: (2026)
Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
by: Ramos-Torres, Abraham, et al.
Published: (2024)
by: Ramos-Torres, Abraham, et al.
Published: (2024)
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)
Sizing the bets in a focused portfolio
by: Vukcevic, Vuko, et al.
Published: (2024)
by: Vukcevic, Vuko, et al.
Published: (2024)
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)
Re(Visiting) Time Series Foundation Models in Finance
by: Rahimikia, Eghbal, et al.
Published: (2025)
by: Rahimikia, Eghbal, et al.
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)
Transformer for Times Series: an Application to the S&P500
by: Brugiere, Pierre, et al.
Published: (2024)
by: Brugiere, Pierre, et al.
Published: (2024)
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by: Zhu, Jiahao, et al.
Published: (2024)
by: Zhu, Jiahao, et al.
Published: (2024)
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by: Zhong, Jianyuan, et al.
Published: (2024)
by: Zhong, Jianyuan, et al.
Published: (2024)
Black-Litterman and ESG Portfolio Optimization
by: Alpern, Aviv, et al.
Published: (2025)
by: Alpern, Aviv, et al.
Published: (2025)
Adaptive and Regime-Aware RL for Portfolio Optimization
by: Raj, Gabriel Nixon
Published: (2025)
by: Raj, Gabriel Nixon
Published: (2025)
Portfolio Preference Elicitation in Institutional Crossing Markets
by: Hwang, Yoontae
Published: (2026)
by: Hwang, Yoontae
Published: (2026)
FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by: Arun, Abhinav, et al.
Published: (2025)
by: Arun, Abhinav, et al.
Published: (2025)
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)
by: Huh, Jeonggyu, et al.
Published: (2025)
Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)
by: Parra-Diaz, Manuel, et al.
Published: (2025)
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by: Wang, Yi, et al.
Published: (2026)
by: Wang, Yi, et al.
Published: (2026)
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
by: de Brito, João B. G., et al.
Published: (2025)
by: de Brito, João B. G., et al.
Published: (2025)
Hopfield Networks for Asset Allocation
by: Nicolini, Carlo, et al.
Published: (2024)
by: Nicolini, Carlo, et al.
Published: (2024)
Dynamic Factor Allocation Leveraging Regime-Switching Signals
by: Shu, Yizhan, et al.
Published: (2024)
by: Shu, Yizhan, et al.
Published: (2024)
New approximate stochastic dominance approaches for Enhanced Indexation models
by: Cesarone, Francesco, et al.
Published: (2024)
by: Cesarone, Francesco, et al.
Published: (2024)
Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting
by: Jingyi, Fiona Xiao, et al.
Published: (2025)
by: Jingyi, Fiona Xiao, et al.
Published: (2025)
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)
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
by: Rashidi, Mohammadhossien
Published: (2025)
by: Rashidi, Mohammadhossien
Published: (2025)
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
Similar Items
-
StockGPT: A GenAI Model for Stock Prediction and Trading
by: Mai, Dat
Published: (2024) -
An Adaptive Multi Agent Bitcoin Trading System
by: Singhi, Aadi
Published: (2025) -
Extracting Alpha from Financial Analyst Networks
by: Gorduza, Dragos, et al.
Published: (2024) -
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025) -
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)