Copertina

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Grab, Colin D.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistical Finance Computational Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
di: He, Yifan, et al.
Pubblicazione: (2025)

Revisiting Cont's Stylized Facts for Modern Stock Markets
di: Ratliff-Crain, Ethan, et al.
Pubblicazione: (2023)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
di: Wheeler, Aaron, et al.
Pubblicazione: (2023)

Machine Learning Methods for Pricing Financial Derivatives
di: Fan, Lei, et al.
Pubblicazione: (2024)

Reinforcement Learning for Trade Execution with Market and Limit Orders
di: Cheridito, Patrick, et al.
Pubblicazione: (2025)

Modeling of Measurement Error in Financial Returns Data
di: Jasra, Ajay, et al.
Pubblicazione: (2024)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
di: Neupane, Krishna, et al.
Pubblicazione: (2026)

Forecasting Intraday Volume in Equity Markets with Machine Learning
di: Cucuringu, Mihai, et al.
Pubblicazione: (2025)

An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
di: Li, Haochen, et al.
Pubblicazione: (2023)

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
di: Kamat, Arati U.
Pubblicazione: (2026)

Distributions of Historic Market Data -- Relaxation and Correlations
di: Moghaddam, M. Dashti, et al.
Pubblicazione: (2019)

Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
di: Heßler, Martin, et al.
Pubblicazione: (2023)

Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
di: Pokou, Fredy, et al.
Pubblicazione: (2026)

Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024
di: Sharma, Chandradew
Pubblicazione: (2025)

A Comparison between Financial and Gambling Markets
di: Liu, Haoyu, et al.
Pubblicazione: (2024)

Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
di: Liu, Chang
Pubblicazione: (2023)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
di: Halperin, Igor
Pubblicazione: (2025)

The Impact of Trump-Era Tariffs on Financial Market Efficiency
di: Takaishi, Tetsuya
Pubblicazione: (2026)

The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
di: Caillaut, Gaëtan, et al.
Pubblicazione: (2025)

A K-means Algorithm for Financial Market Risk Forecasting
di: Xu, Jinxin, et al.
Pubblicazione: (2024)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
di: Safari, Sara A., et al.
Pubblicazione: (2025)

International Trade Flow Prediction with Bilateral Trade Provisions
di: Pan, Zijie, et al.
Pubblicazione: (2024)

Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
di: Khubiev, Kasymkhan, et al.
Pubblicazione: (2025)

Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
di: Du, Jin, et al.
Pubblicazione: (2026)

CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
di: Shi, Yumeng, et al.
Pubblicazione: (2025)

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

Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
di: Sadeghi, Agathe, et al.
Pubblicazione: (2023)

Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
di: Pathan, Arif
Pubblicazione: (2025)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
di: Hirsch, Simon, et al.
Pubblicazione: (2023)

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

The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
di: Jiang, Junshu, et al.
Pubblicazione: (2024)

International Financial Markets Through 150 Years: Evaluating Stylized Facts
di: Safari, Sara A., et al.
Pubblicazione: (2025)

Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
di: Hui, Qian, et al.
Pubblicazione: (2025)

Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
di: Giorgio, Bruno
Pubblicazione: (2025)

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

An empirical study of market risk factors for Bitcoin
di: Singh, Shubham
Pubblicazione: (2024)

Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features
di: Liu, Chenghao, et al.
Pubblicazione: (2025)

Reasoning on Time-Series for Financial Technical Analysis
di: Koa, Kelvin J. L., et al.
Pubblicazione: (2025)

CBDC Stress Test in a Dual-Currency Setting
di: Dumitrescu, Catalin
Pubblicazione: (2025)

Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
di: Bloch, Daniel
Pubblicazione: (2026)