:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Wu, Jingyang, Zhang, Xinyi, Huang, Fangyixuan, Zhou, Haochen, Chandra, Rohtiash
Format:	Preprint
Published:	2024
Subjects:	Machine Learning Statistical Finance
Online Access:	https://arxiv.org/abs/2405.11431
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quantile deep learning models for multi-step ahead time series prediction
by: Cheung, Jimmy, et al.
Published: (2024)

Price predictability in limit order book with deep learning model
by: Lee, Kyungsub
Published: (2024)

Integrating feature selection and regression methods with technical indicators for predicting Apple Inc. stock prices
by: Moodi, Fatemeh, et al.
Published: (2023)

A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)

Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
by: Lipiecki, Arkadiusz, et al.
Published: (2024)

PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
by: Zou, Yanzhao, et al.
Published: (2022)

Combining supervised and unsupervised learning methods to predict financial market movements
by: Palma, Gabriel Rodrigues, et al.
Published: (2024)

Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100
by: Calik, Sukru Selim, et al.
Published: (2025)

Demystifying the trend of the healthcare index: Is historical price a key driver?
by: Sadhukhan, Payel, et al.
Published: (2026)

Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts
by: Lipiecki, Arkadiusz, et al.
Published: (2025)

Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)

Predicting the success of new crypto-tokens: the Pump.fun case
by: Marino, Giulio, et al.
Published: (2026)

Time-aware Metapath Feature Augmentation for Ponzi Detection in Ethereum
by: Jin, Chengxiang, et al.
Published: (2022)

Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
by: Liu, Shun, et al.
Published: (2023)

Graph Neural Networks for Financial Fraud Detection: A Review
by: Cheng, Dawei, et al.
Published: (2024)

Detecting data-driven robust statistical arbitrage strategies with deep neural networks
by: Neufeld, Ariel, et al.
Published: (2022)

Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by: Zhang, Fan, et al.
Published: (2026)

Regression and Forecasting of U.S. Stock Returns Based on LSTM
by: Zhou, Shicheng, et al.
Published: (2025)

From Deep Learning to LLMs: A survey of AI in Quantitative Investment
by: Cao, Bokai, et al.
Published: (2025)

Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
by: Zhang, Xin, et al.
Published: (2024)

Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
by: Hu, Zhuohuan, et al.
Published: (2024)

Advanced Financial Fraud Detection Using GNN-CL Model
by: Cheng, Yu, et al.
Published: (2024)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)

Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)

FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
by: Zhou, Tianyu, et al.
Published: (2024)

Bayesian CART models for aggregate claim modeling
by: Zhang, Yaojun, 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)

Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)

Temporal distribution of clusters of investors and their application in prediction with expert advice
by: Wisniewski, Wojciech, et al.
Published: (2024)

The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction
by: Dungrani, Dhruvin, et al.
Published: (2026)

Overparametrized models with posterior drift
by: Coqueret, Guillaume, et al.
Published: (2025)

Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock
by: Huang, Dengxin
Published: (2023)

Constrained deep learning for pricing and hedging european options in incomplete markets
by: Baradel, Nicolas
Published: (2025)

Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
by: Mengara, Orson
Published: (2024)

Anomaly prediction in XRP price with topological features
by: Donhauzer, Illia, et al.
Published: (2026)

Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
by: Alamu, Opeyemi Sheu, et al.
Published: (2024)

Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)

Enhancing Black-Scholes Delta Hedging via Deep Learning
by: Qiao, Chunhui, et al.
Published: (2024)

MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)

Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
by: Joseph, Sobin, et al.
Published: (2024)