Saved in:
| Main Authors: | Saqur, Raeid, Kato, Ken, Vinden, Nicholas, Rudzicz, Frank |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2405.09747 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework
by: Vinden, Nicholas, et al.
Published: (2025)
by: Vinden, Nicholas, et al.
Published: (2025)
What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
by: Saqur, Raeid
Published: (2024)
by: Saqur, Raeid
Published: (2024)
Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends
by: Saqur, Raeid
Published: (2026)
by: Saqur, Raeid
Published: (2026)
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
by: Saqur, Raeid, et al.
Published: (2024)
by: Saqur, Raeid, et al.
Published: (2024)
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
by: Buehler, Hans, et al.
Published: (2026)
by: Buehler, Hans, et al.
Published: (2026)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)
by: Lin, Yun, et al.
Published: (2025)
Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains
by: Saqur, Raeid, et al.
Published: (2026)
by: Saqur, Raeid, et al.
Published: (2026)
Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis
by: Shah, Agam, et al.
Published: (2024)
by: Shah, Agam, et al.
Published: (2024)
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by: Xu, Zeda, et al.
Published: (2024)
by: Xu, Zeda, et al.
Published: (2024)
L(u)PIN: LLM-based Political Ideology Nowcasting
by: Kato, Ken, et al.
Published: (2024)
by: Kato, Ken, et al.
Published: (2024)
News-Aware Direct Reinforcement Trading for Financial Markets
by: Lan, Qing-Yu, et al.
Published: (2025)
by: Lan, Qing-Yu, et al.
Published: (2025)
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)
by: Cao, Bokai, et al.
Published: (2025)
EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements
by: Sugiura, Issa, et al.
Published: (2025)
by: Sugiura, Issa, et al.
Published: (2025)
SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
by: Purbey, Jebish, et al.
Published: (2024)
by: Purbey, Jebish, et al.
Published: (2024)
FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
by: Chen, Jingfeng, et al.
Published: (2024)
by: Chen, Jingfeng, et al.
Published: (2024)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, et al.
Published: (2026)
Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning
by: García-Méndez, Silvia, et al.
Published: (2024)
by: García-Méndez, Silvia, et al.
Published: (2024)
Explaining Risks: Axiomatic Risk Attributions for Financial Models
by: Chen, Dangxing
Published: (2025)
by: Chen, Dangxing
Published: (2025)
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
by: Zhu, Haoren, et al.
Published: (2024)
by: Zhu, Haoren, et al.
Published: (2024)
Financial Fine-tuning a Large Time Series Model
by: Fu, Xinghong, et al.
Published: (2024)
by: Fu, Xinghong, et al.
Published: (2024)
The Role of Deep Learning in Financial Asset Management: A Systematic Review
by: Reis, Pedro, et al.
Published: (2025)
by: Reis, Pedro, et al.
Published: (2025)
Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
by: Montazeri, Sina, et al.
Published: (2024)
by: Montazeri, Sina, et al.
Published: (2024)
Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
by: Jiang, Mohan, et al.
Published: (2024)
by: Jiang, Mohan, et al.
Published: (2024)
Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
by: Cortesi, Federico Vittorio, et al.
Published: (2026)
by: Cortesi, Federico Vittorio, et al.
Published: (2026)
Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
by: Ezinwoke, Brian, et al.
Published: (2025)
by: Ezinwoke, Brian, et al.
Published: (2025)
SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
by: Wu, Qilong, et al.
Published: (2024)
by: Wu, Qilong, et al.
Published: (2024)
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
by: Bester, Tristan, et al.
Published: (2024)
by: Bester, Tristan, et al.
Published: (2024)
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
by: Feng, Pengbin, et al.
Published: (2024)
by: Feng, Pengbin, et al.
Published: (2024)
Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
by: Mehrabian, Ali, et al.
Published: (2024)
by: Mehrabian, Ali, et al.
Published: (2024)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
by: Buehler, Hans, et al.
Published: (2025)
by: Buehler, Hans, et al.
Published: (2025)
Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
by: Wu, You, et al.
Published: (2024)
by: Wu, You, et al.
Published: (2024)
Financial Text Classification Based On rLoRA Finetuning On Qwen3-8B model
by: Lian, Zhiming
Published: (2025)
by: Lian, Zhiming
Published: (2025)
CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
by: Shi, Yumeng, et al.
Published: (2025)
by: Shi, Yumeng, et al.
Published: (2025)
Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
by: Gnandi, Kpante Emmanuel, et al.
Published: (2026)
by: Gnandi, Kpante Emmanuel, et al.
Published: (2026)
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
by: Rahimikia, Eghbal, et al.
Published: (2021)
by: Rahimikia, Eghbal, et al.
Published: (2021)
Instruction Finetuning LLaMA-3-8B Model Using LoRA for Financial Named Entity Recognition
by: Lian, Zhiming
Published: (2026)
by: Lian, Zhiming
Published: (2026)
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)
by: Kim, Namhyoung, et al.
Published: (2026)
Similar Items
-
Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework
by: Vinden, Nicholas, et al.
Published: (2025) -
What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
by: Saqur, Raeid
Published: (2024) -
Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends
by: Saqur, Raeid
Published: (2026) -
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
by: Saqur, Raeid, et al.
Published: (2024) -
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
by: Buehler, Hans, et al.
Published: (2026)