A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
Fuente:
arXiv
Guardado en:
| Autor principal: | Yang, Dayu |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions
por: Tariq, Haseeb, et al.
Publicado: (2023)
por: Tariq, Haseeb, et al.
Publicado: (2023)
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
por: Saidd, Nabeel Ahmad
Publicado: (2026)
por: Saidd, Nabeel Ahmad
Publicado: (2026)
Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
por: Chang, Minkey, et al.
Publicado: (2026)
por: Chang, Minkey, et al.
Publicado: (2026)
Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
por: Fazliani, Shabnam, et al.
Publicado: (2024)
por: Fazliani, Shabnam, et al.
Publicado: (2024)
Behavioral Machine Learning? Regularization and Forecast Bias
por: Frank, Murray Z., et al.
Publicado: (2023)
por: Frank, Murray Z., et al.
Publicado: (2023)
Detection of financial opportunities in micro-blogging data with a stacked classification system
por: de Arriba-Pérez, Francisco, et al.
Publicado: (2024)
por: de Arriba-Pérez, Francisco, et al.
Publicado: (2024)
Investigating Similarities Across Decentralized Financial (DeFi) Services
por: Luo, Junliang, et al.
Publicado: (2024)
por: Luo, Junliang, et al.
Publicado: (2024)
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
por: Våle, Oskar, et al.
Publicado: (2026)
por: Våle, Oskar, et al.
Publicado: (2026)
Financial Data Analysis with Robust Federated Logistic Regression
por: Yang, Kun, et al.
Publicado: (2025)
por: Yang, Kun, et al.
Publicado: (2025)
MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction
por: Qian, Hao, et al.
Publicado: (2024)
por: Qian, Hao, et al.
Publicado: (2024)
Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
por: Hu, Tianzuo
Publicado: (2025)
por: Hu, Tianzuo
Publicado: (2025)
A Full-History Network Dataset for BTC Asset Decentralization Profiling
por: Cheng, Ling, et al.
Publicado: (2024)
por: Cheng, Ling, et al.
Publicado: (2024)
Do Weibo platform experts perform better at predicting stock market?
por: Ma, Ziyuan, et al.
Publicado: (2024)
por: Ma, Ziyuan, et al.
Publicado: (2024)
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
por: Aufiero, Sabrina, et al.
Publicado: (2025)
por: Aufiero, Sabrina, et al.
Publicado: (2025)
Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
por: Genet, Remi
Publicado: (2025)
por: Genet, Remi
Publicado: (2025)
Enhancing Black-Scholes Delta Hedging via Deep Learning
por: Qiao, Chunhui, et al.
Publicado: (2024)
por: Qiao, Chunhui, et al.
Publicado: (2024)
Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning
por: García-Méndez, Silvia, et al.
Publicado: (2024)
por: García-Méndez, Silvia, et al.
Publicado: (2024)
Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
por: Peik, Arash, et al.
Publicado: (2025)
por: Peik, Arash, et al.
Publicado: (2025)
Cross-Stock Predictability via LLM-Augmented Semantic Networks
por: Huang, Yikuan, et al.
Publicado: (2026)
por: Huang, Yikuan, et al.
Publicado: (2026)
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
por: Ao, Xiang, et al.
Publicado: (2026)
por: Ao, Xiang, et al.
Publicado: (2026)
DeXposure: A Dataset and Benchmarks for Inter-protocol Credit Exposure in Decentralized Financial Networks
por: Wu, Wenbin, et al.
Publicado: (2025)
por: Wu, Wenbin, et al.
Publicado: (2025)
Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
por: Kikuchi, Tatsuru
Publicado: (2024)
por: Kikuchi, Tatsuru
Publicado: (2024)
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
por: Yang, Yan-Hong, et al.
Publicado: (2023)
por: Yang, Yan-Hong, et al.
Publicado: (2023)
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
por: Khubiev, Kasymkhan, et al.
Publicado: (2025)
por: Khubiev, Kasymkhan, et al.
Publicado: (2025)
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
por: Pokou, Fredy, et al.
Publicado: (2026)
por: Pokou, Fredy, et al.
Publicado: (2026)
Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
por: Liu, Chang
Publicado: (2023)
por: Liu, Chang
Publicado: (2023)
Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks
por: Mukhia, Kundan, et al.
Publicado: (2025)
por: Mukhia, Kundan, et al.
Publicado: (2025)
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
por: Zandi, Sahab, et al.
Publicado: (2024)
por: Zandi, Sahab, et al.
Publicado: (2024)
Dynamic graph neural networks for enhanced volatility prediction in financial markets
por: Kumar, Pulikandala Nithish, et al.
Publicado: (2024)
por: Kumar, Pulikandala Nithish, et al.
Publicado: (2024)
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
por: Alamu, Opeyemi Sheu, et al.
Publicado: (2024)
por: Alamu, Opeyemi Sheu, et al.
Publicado: (2024)
MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
por: Zhu, Peng, et al.
Publicado: (2024)
por: Zhu, Peng, et al.
Publicado: (2024)
Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
por: Zhang, Xin, et al.
Publicado: (2024)
por: Zhang, Xin, et al.
Publicado: (2024)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
por: Lazanas, Alexis, et al.
Publicado: (2026)
por: Lazanas, Alexis, et al.
Publicado: (2026)
A Study on Stock Forecasting Using Deep Learning and Statistical Models
por: Gupta, Himanshu, et al.
Publicado: (2024)
por: Gupta, Himanshu, et al.
Publicado: (2024)
Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams
por: Tavakoli, Mahsa, et al.
Publicado: (2023)
por: Tavakoli, Mahsa, et al.
Publicado: (2023)
The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
por: Lopez-Lira, Alejandro, et al.
Publicado: (2025)
por: Lopez-Lira, Alejandro, et al.
Publicado: (2025)
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
por: Bianchi, Sergio, et al.
Publicado: (2025)
por: Bianchi, Sergio, et al.
Publicado: (2025)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
por: Lin, Yun, et al.
Publicado: (2025)
por: Lin, Yun, et al.
Publicado: (2025)
Analyzing Economic Convergence Across the Americas: A Survival Analysis Approach to GDP per Capita Trajectories
por: Vallarino, Diego
Publicado: (2024)
por: Vallarino, Diego
Publicado: (2024)
NeuralBeta: Estimating Beta Using Deep Learning
por: Liu, Yuxin, et al.
Publicado: (2024)
por: Liu, Yuxin, et al.
Publicado: (2024)
Ejemplares similares
-
Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions
por: Tariq, Haseeb, et al.
Publicado: (2023) -
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
por: Saidd, Nabeel Ahmad
Publicado: (2026) -
Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
por: Chang, Minkey, et al.
Publicado: (2026) -
Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
por: Fazliani, Shabnam, et al.
Publicado: (2024) -
Behavioral Machine Learning? Regularization and Forecast Bias
por: Frank, Murray Z., et al.
Publicado: (2023)