Extracting Alpha from Financial Analyst Networks
Fuente:
arXiv
Saved in:
| Main Authors: | Gorduza, Dragos, Kong, Yaxuan, Dong, Xiaowen, Zohren, Stefan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025)
by: Hwang, Yoontae, et al.
Published: (2025)
Predictive Power of LLMs in Financial Markets
by: Shi, Jerick, et al.
Published: (2024)
by: Shi, Jerick, et al.
Published: (2024)
FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by: Arun, Abhinav, et al.
Published: (2025)
by: Arun, Abhinav, et al.
Published: (2025)
Deep Learning for Options Trading: An End-To-End Approach
by: Tan, Wee Ling, et al.
Published: (2024)
by: Tan, Wee Ling, et al.
Published: (2024)
Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
by: de Melo, Bruno, et al.
Published: (2024)
by: de Melo, Bruno, et al.
Published: (2024)
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
by: de Brito, João B. G., et al.
Published: (2025)
by: de Brito, João B. G., et al.
Published: (2025)
Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
by: Bartesaghi, Paolo, et al.
Published: (2025)
by: Bartesaghi, Paolo, et al.
Published: (2025)
Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading
by: Chen, Qizhao, et al.
Published: (2025)
by: Chen, Qizhao, et al.
Published: (2025)
Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach
by: Mohan, Amarendra, et al.
Published: (2025)
by: Mohan, Amarendra, et al.
Published: (2025)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)
by: Li, Jinyang
Published: (2024)
Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
by: Ji, Jessica, et al.
Published: (2024)
by: Ji, Jessica, et al.
Published: (2024)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, et al.
Published: (2026)
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by: Zhu, Jiahao, et al.
Published: (2024)
by: Zhu, Jiahao, et al.
Published: (2024)
Sizing the bets in a focused portfolio
by: Vukcevic, Vuko, et al.
Published: (2024)
by: Vukcevic, Vuko, et al.
Published: (2024)
Finding Near-Optimal Portfolios With Quality-Diversity
by: Gašperov, Bruno, et al.
Published: (2024)
by: Gašperov, Bruno, et al.
Published: (2024)
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by: Zhong, Jianyuan, et al.
Published: (2024)
by: Zhong, Jianyuan, et al.
Published: (2024)
Black-Litterman and ESG Portfolio Optimization
by: Alpern, Aviv, et al.
Published: (2025)
by: Alpern, Aviv, et al.
Published: (2025)
Adaptive and Regime-Aware RL for Portfolio Optimization
by: Raj, Gabriel Nixon
Published: (2025)
by: Raj, Gabriel Nixon
Published: (2025)
Portfolio Preference Elicitation in Institutional Crossing Markets
by: Hwang, Yoontae
Published: (2026)
by: Hwang, Yoontae
Published: (2026)
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)
by: Huh, Jeonggyu, et al.
Published: (2025)
Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)
by: Parra-Diaz, Manuel, et al.
Published: (2025)
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
by: Wang, Yi, et al.
Published: (2026)
by: Wang, Yi, et al.
Published: (2026)
Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
by: Singha, Mainak, et al.
Published: (2025)
by: Singha, Mainak, et al.
Published: (2025)
Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)
Dynamic Factor Allocation Leveraging Regime-Switching Signals
by: Shu, Yizhan, et al.
Published: (2024)
by: Shu, Yizhan, et al.
Published: (2024)
New approximate stochastic dominance approaches for Enhanced Indexation models
by: Cesarone, Francesco, et al.
Published: (2024)
by: Cesarone, Francesco, et al.
Published: (2024)
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
by: Rosenzweig, Jan
Published: (2026)
by: Rosenzweig, Jan
Published: (2026)
Hopfield Networks for Asset Allocation
by: Nicolini, Carlo, et al.
Published: (2024)
by: Nicolini, Carlo, et al.
Published: (2024)
Portfolio management using graph centralities: Review and comparison
by: Arslan, Bahar, et al.
Published: (2024)
by: Arslan, Bahar, et al.
Published: (2024)
Geometric Deep Learning for Realized Covariance Matrix Forecasting
by: Bucci, Andrea, et al.
Published: (2024)
by: Bucci, Andrea, et al.
Published: (2024)
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)
by: Lesniewski, Andrew, et al.
Published: (2024)
Data-Driven Merton's Strategies via Policy Randomization
by: Dai, Min, et al.
Published: (2023)
by: Dai, Min, et al.
Published: (2023)
Merton's Problem with Recursive Perturbed Utility
by: Dai, Min, et al.
Published: (2026)
by: Dai, Min, et al.
Published: (2026)
Financial Statement Analysis with Large Language Models
by: Kim, Alex, et al.
Published: (2024)
by: Kim, Alex, et al.
Published: (2024)
Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
by: Deng, Qi, et al.
Published: (2023)
by: Deng, Qi, et al.
Published: (2023)
Cross-Stock Predictability via LLM-Augmented Semantic Networks
by: Huang, Yikuan, et al.
Published: (2026)
by: Huang, Yikuan, et al.
Published: (2026)
Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks
by: Arzel, Jules, et al.
Published: (2026)
by: Arzel, Jules, et al.
Published: (2026)
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
by: Li, Zhenglong, et al.
Published: (2024)
by: Li, Zhenglong, et al.
Published: (2024)
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by: Spadea, Fernando, et al.
Published: (2025)
by: Spadea, Fernando, et al.
Published: (2025)
Similar Items
-
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
by: Hwang, Yoontae, et al.
Published: (2025) -
Predictive Power of LLMs in Financial Markets
by: Shi, Jerick, et al.
Published: (2024) -
FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by: Arun, Abhinav, et al.
Published: (2025) -
Deep Learning for Options Trading: An End-To-End Approach
by: Tan, Wee Ling, et al.
Published: (2024) -
Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
by: de Melo, Bruno, et al.
Published: (2024)