:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autor principal:	Hirano, Masanori
Formato:	Preprint
Publicado:	2024
Materias:	Computational Finance Artificial Intelligence
Acceso en línea:	https://arxiv.org/abs/2404.09462
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Deep Hedging with Market Impact
por: Neagu, Andrei, et al.
Publicado: (2024)

Deep Reinforcement Learning Algorithms for Option Hedging
por: Neagu, Andrei, et al.
Publicado: (2025)

A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
por: Nakagawa, Kei, et al.
Publicado: (2024)

KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver
por: Handal, Rushikesh, et al.
Publicado: (2026)

Modeling Hawkish-Dovish Latent Beliefs in Multi-Agent Debate-Based LLMs for Monetary Policy Decision Classification
por: Takano, Kaito, et al.
Publicado: (2025)

Emoji Driven Crypto Assets Market Reactions
por: Zuo, Xiaorui, et al.
Publicado: (2024)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
por: Lesniewski, Andrew, et al.
Publicado: (2024)

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
por: Li, Junjie, et al.
Publicado: (2024)

Procela: Epistemic Governance in Mechanistic Simulations Under Structural Uncertainty
por: Vernet, Kinson
Publicado: (2026)

MOOSE-Chem3: Toward Experiment-Guided Hypothesis Ranking via Simulated Experimental Feedback
por: Liu, Wanhao, et al.
Publicado: (2025)

TRADES: Generating Realistic Market Simulations with Diffusion Models
por: Berti, Leonardo, et al.
Publicado: (2025)

Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
por: Zhu, Haoren, et al.
Publicado: (2024)

Construction of a Japanese Financial Benchmark for Large Language Models
por: Hirano, Masanori
Publicado: (2024)

Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
por: Vidler, Alicia, et al.
Publicado: (2024)

An Information Bottleneck Asset Pricing Model
por: Sun, Che
Publicado: (2025)

Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets
por: Meng, Shuchen, et al.
Publicado: (2026)

Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
por: Yi, Mingxuan, et al.
Publicado: (2026)

Empirical Asset Pricing with Large Language Model Agents
por: Cheng, Junyan, et al.
Publicado: (2024)

On Languaging a Simulation Engine
por: Liu, Han, et al.
Publicado: (2024)

DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
por: Choi, Donghee, et al.
Publicado: (2024)

Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
por: Ardon, Leo, et al.
Publicado: (2024)

Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
por: Nakagawa, Kei, et al.
Publicado: (2024)

The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
por: Hirano, Masanori, et al.
Publicado: (2024)

Deep Bellman Hedging
por: Buehler, Hans, et al.
Publicado: (2022)

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
por: Sharma, Anil, et al.
Publicado: (2024)

Comparing LLMs for Sentiment Analysis in Financial Market News
por: Teles, Lucas Eduardo Pereira, et al.
Publicado: (2025)

Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques
por: Adamczyk, Marek, et al.
Publicado: (2025)

Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning
por: Lee, Hyeongmin, et al.
Publicado: (2026)

Research and Prototyping Study of an LLM-Based Chatbot for Electromagnetic Simulations
por: Piwonski, Albert, et al.
Publicado: (2025)

Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training
por: Hirano, Masanori, et al.
Publicado: (2024)

Modeling News Interactions and Influence for Financial Market Prediction
por: Wang, Mengyu, et al.
Publicado: (2024)

DynaMate: An Autonomous Agent for Protein-Ligand Molecular Dynamics Simulations
por: Guilbert, Salomé, et al.
Publicado: (2025)

Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
por: Olby, Ollie, et al.
Publicado: (2025)

Probabilistic Retrofitting of Learned Simulators
por: Diaconu, Cristiana, et al.
Publicado: (2026)

Efficient Market Dynamics: Unraveling Informational Efficiency in UK Horse Racing Betting Markets Through Betfair's Time Series Analysis
por: Tondapu, Narayan
Publicado: (2024)

From Votes to Volatility Predicting the Stock Market on Election Day
por: Azevedo, Igor L. R., et al.
Publicado: (2024)

AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market
por: de Castro, Paulo André Lima
Publicado: (2025)

Drone Acoustic Analysis for Predicting Psychoacoustic Annoyance via Artificial Neural Networks
por: Vaiuso, Andrea, et al.
Publicado: (2024)

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
por: Handal, Rushikesh, et al.
Publicado: (2024)

Deep Hedging of Green PPAs in Electricity Markets
por: Biegler-König, Richard, et al.
Publicado: (2025)