Supervised Autoencoder MLP for Financial Time Series Forecasting
Fuente:
arXiv
Guardado en:
| Autores principales: | Bieganowski, Bartosz, Slepaczuk, Robert |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
por: Bieganowski, Bartosz, et al.
Publicado: (2024)
por: Bieganowski, Bartosz, et al.
Publicado: (2024)
Explainable Patterns in Cryptocurrency Microstructure
por: Bieganowski, Bartosz, et al.
Publicado: (2026)
por: Bieganowski, Bartosz, et al.
Publicado: (2026)
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
por: Stempień, Dominik, et al.
Publicado: (2025)
por: Stempień, Dominik, et al.
Publicado: (2025)
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
por: Kashif, Kamil, et al.
Publicado: (2024)
por: Kashif, Kamil, et al.
Publicado: (2024)
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)
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
por: Saly-Kaufmann, Adir, et al.
Publicado: (2026)
por: Saly-Kaufmann, Adir, et al.
Publicado: (2026)
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)
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
por: Wang, Yanlong, et al.
Publicado: (2025)
por: Wang, Yanlong, et al.
Publicado: (2025)
Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
por: Bysik, Andrei, et al.
Publicado: (2026)
por: Bysik, Andrei, et al.
Publicado: (2026)
Alternative Loss Function in Evaluation of Transformer Models
por: Michańków, Jakub, et al.
Publicado: (2025)
por: Michańków, Jakub, et al.
Publicado: (2025)
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
por: Krause, Fabian, et al.
Publicado: (2024)
por: Krause, Fabian, et al.
Publicado: (2024)
Enhancing literature review with LLM and NLP methods. Algorithmic trading case
por: Łaniewski, Stanisław, et al.
Publicado: (2024)
por: Łaniewski, Stanisław, et al.
Publicado: (2024)
Enhancing Financial Data Visualization for Investment Decision-Making
por: Patel, Nisarg, et al.
Publicado: (2023)
por: Patel, Nisarg, et al.
Publicado: (2023)
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
por: Xia, Haochong, et al.
Publicado: (2026)
por: Xia, Haochong, et al.
Publicado: (2026)
Deep Limit Order Book Forecasting
por: Briola, Antonio, et al.
Publicado: (2024)
por: Briola, Antonio, et al.
Publicado: (2024)
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
por: Xia, Haochong, et al.
Publicado: (2023)
por: Xia, Haochong, et al.
Publicado: (2023)
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)
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
por: Wheeler, Aaron, et al.
Publicado: (2024)
por: Wheeler, Aaron, et al.
Publicado: (2024)
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
por: Ye, Zhengxin Joseph, et al.
Publicado: (2024)
por: Ye, Zhengxin Joseph, et al.
Publicado: (2024)
Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
por: Makinde, Ahmad
Publicado: (2026)
por: Makinde, Ahmad
Publicado: (2026)
Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
por: Michańków, Jakub, et al.
Publicado: (2024)
por: Michańków, Jakub, 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)
Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data
por: Stefaniuk, Filip, et al.
Publicado: (2025)
por: Stefaniuk, Filip, et al.
Publicado: (2025)
Diverse Approaches to Optimal Execution Schedule Generation
por: de Witt, Robert, et al.
Publicado: (2026)
por: de Witt, Robert, et al.
Publicado: (2026)
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)
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
por: Goluža, Sven, et al.
Publicado: (2024)
por: Goluža, Sven, et al.
Publicado: (2024)
Optimal Execution with Reinforcement Learning
por: Hafsi, Yadh, et al.
Publicado: (2024)
por: Hafsi, Yadh, et al.
Publicado: (2024)
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
por: Xu, Jing, et al.
Publicado: (2024)
por: Xu, Jing, et al.
Publicado: (2024)
HLOB -- Information Persistence and Structure in Limit Order Books
por: Briola, Antonio, et al.
Publicado: (2024)
por: Briola, Antonio, et al.
Publicado: (2024)
Learning the Market: Sentiment-Based Ensemble Trading Agents
por: Ye, Andrew, et al.
Publicado: (2024)
por: Ye, Andrew, et al.
Publicado: (2024)
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
por: Zong, Chuqiao, et al.
Publicado: (2024)
por: Zong, Chuqiao, et al.
Publicado: (2024)
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
por: Hossain, Mabsur Fatin Bin, et al.
Publicado: (2024)
por: Hossain, Mabsur Fatin Bin, et al.
Publicado: (2024)
Long Short-Term Memory Pattern Recognition in Currency Trading
por: Pal, Jai
Publicado: (2024)
por: Pal, Jai
Publicado: (2024)
Detecting Toxic Flow
por: Cartea, Álvaro, et al.
Publicado: (2023)
por: Cartea, Álvaro, et al.
Publicado: (2023)
On-line reinforcement learning for optimization of real-life energy trading strategy
por: Lepak, Łukasz, et al.
Publicado: (2023)
por: Lepak, Łukasz, et al.
Publicado: (2023)
Estimation of an Order Book Dependent Hawkes Process for Large Datasets
por: Mucciante, Luca, et al.
Publicado: (2023)
por: Mucciante, Luca, et al.
Publicado: (2023)
DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
por: Wang, Zhuohan, et al.
Publicado: (2025)
por: Wang, Zhuohan, et al.
Publicado: (2025)
DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management
por: Wood, Kieran, et al.
Publicado: (2026)
por: Wood, Kieran, et al.
Publicado: (2026)
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
por: Jafree, Ali Raza, et al.
Publicado: (2025)
por: Jafree, Ali Raza, et al.
Publicado: (2025)
Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
por: Khare, Ishan S., et al.
Publicado: (2023)
por: Khare, Ishan S., et al.
Publicado: (2023)
Ejemplares similares
-
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
por: Bieganowski, Bartosz, et al.
Publicado: (2024) -
Explainable Patterns in Cryptocurrency Microstructure
por: Bieganowski, Bartosz, et al.
Publicado: (2026) -
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
por: Stempień, Dominik, et al.
Publicado: (2025) -
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
por: Kashif, Kamil, et al.
Publicado: (2024) -
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
por: Korniejczuk, Adam, et al.
Publicado: (2024)