:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteur principal:	Marin, Javier
Format:	Preprint
Publié:	2024
Sujets:	Physics and Society Machine Learning General Finance
Accès en ligne:	https://arxiv.org/abs/2404.02175
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Predicting Company Growth using Scaling Theory informed Machine Learning
par: Tao, Ruyi, et autres
Publié: (2024)

Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation
par: Wu, Wenbin
Publié: (2026)

Interplay between Cryptocurrency Transactions and Online Financial Forums
par: Vilas, Ana Fernández, et autres
Publié: (2023)

A transformer-based model for default prediction in mid-cap corporate markets
par: Korangi, Kamesh, et autres
Publié: (2021)

Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis
par: Sudjianto, Agus, et autres
Publié: (2025)

Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
par: Chakraborty, Abhijit, et autres
Publié: (2024)

Board gender diversity and emissions performance: Insights from panel regressions, machine learning, and explainable AI
par: Shakil, Mohammad Hassan, et autres
Publié: (2025)

Anti-correlation network among China A-shares
par: Liu, Peng
Publié: (2024)

Global Public Sentiment on Decentralized Finance: A Spatiotemporal Analysis of Geo-tagged Tweets from 150 Countries
par: Chen, Yuqi, et autres
Publié: (2024)

The evolving liaisons between the transaction networks of Bitcoin and its price dynamics
par: Bovet, Alexandre, et autres
Publié: (2019)

Comparative Analysis of Technological Fitness and Coherence at different geographical scales
par: Straccamore, Matteo, et autres
Publié: (2025)

Growth, Poverty Trap and Escape
par: Bose, Indrani
Publié: (2023)

Environmental Performance, Financial Constraint and Tax Avoidance Practices: Insights from FTSE All-Share Companies
par: Sastroredjo, Probowo Erawan, et autres
Publié: (2025)

Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation
par: Petersen, Alexander M.
Publié: (2022)

An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
par: Farzinnia, Arsham, et autres
Publié: (2024)

Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
par: Smerlak, Matteo
Publié: (2023)

The Geoeconomics of Venture Capital An Economic Complexity Approach to Emerging Technological Sovereignty
par: Leroy, Benjamin, et autres
Publié: (2026)

The Quantum Dynamics of Cost Accounting: Investigating WIP via the Time-Independent Schrodinger Equation
par: Lazirko, Maksym
Publié: (2024)

Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market
par: Pawanesh, Pawanesh, et autres
Publié: (2024)

A Dynamic, Signals-Based Reinterpretation of Microeconomic Theory
par: Shah, Sarang
Publié: (2025)

Pre-electoral coalition agreement from the Black-Scholes point of view
par: Mitrovic, Darko
Publié: (2023)

Investigating Similarities Across Decentralized Financial (DeFi) Services
par: Luo, Junliang, et autres
Publié: (2024)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
par: Våle, Oskar, et autres
Publié: (2026)

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
par: Saidd, Nabeel Ahmad
Publié: (2026)

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
par: Chang, Minkey, et autres
Publié: (2026)

Behavioral Machine Learning? Regularization and Forecast Bias
par: Frank, Murray Z., et autres
Publié: (2023)

Upstreamness and downstreamness in input-output analysis from local and aggregate information
par: Bartolucci, Silvia, et autres
Publié: (2020)

Financial Data Analysis with Robust Federated Logistic Regression
par: Yang, Kun, et autres
Publié: (2025)

Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
par: Hu, Tianzuo
Publié: (2025)

Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients
par: Kolinets, Lesya, et autres
Publié: (2025)

Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search
par: Talukder, Md. Alamin, et autres
Publié: (2024)

The Shape of Money Laundering: Subgraph Representation Learning on the Blockchain with the Elliptic2 Dataset
par: Bellei, Claudio, et autres
Publié: (2024)

TIMeSynC: Temporal Intent Modelling with Synchronized Context Encodings for Financial Service Applications
par: Katariya, Dwipam, et autres
Publié: (2024)

Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
par: Zandi, Sahab, et autres
Publié: (2024)

Bitcoin Research with a Transaction Graph Dataset
par: Schnoering, Hugo, et autres
Publié: (2024)

The Credibility Transformer
par: Richman, Ronald, et autres
Publié: (2024)

Degree of Irrationality: Sentiment and Implied Volatility Surface
par: Weng, Jiahao, et autres
Publié: (2024)

Identifying Money Laundering Subgraphs on the Blockchain
par: Song, Kiwhan, et autres
Publié: (2024)

A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks
par: Zandi, Sahab, et autres
Publié: (2025)

The Nonstationarity-Complexity Tradeoff in Return Prediction
par: Capponi, Agostino, et autres
Publié: (2025)