:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Chen, Jing, Elliott, Karen, Knottenbelt, William, van Moorsel, Aad, Orpin, Helen, Robertson, Sheena, Vines, John, Wolter, Katinka
Format:	Preprint
Published:	2024
Subjects:	Computational Engineering, Finance, and Science
Online Access:	https://arxiv.org/abs/2411.13389
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
by: Jones, Elliot, et al.
Published: (2026)

Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
by: Estornell, Andrew, et al.
Published: (2024)

Human-Precision Medicine Interaction: Public Perceptions of Polygenic Risk Score for Genetic Health Prediction
by: Sun, Yuhao, et al.
Published: (2025)

BRC20 Pinning Attack
by: Qi, Minfeng, et al.
Published: (2024)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)

A Brief Review of Quantum Machine Learning for Financial Services
by: Doosti, Mina, et al.
Published: (2024)

Finance Agent Benchmark: Benchmarking LLMs on Real-world Financial Research Tasks
by: Bigeard, Antoine, et al.
Published: (2025)

Personalized Chain-of-Thought Summarization of Financial News for Investor Decision Support
by: Zhang, Tianyi, et al.
Published: (2025)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)

XBRLTagRec: Domain-Specific Fine-Tuning and Zero-Shot Re-Ranking with LLMs for Extreme Financial Numeral Labeling
by: Hu, Gang, et al.
Published: (2026)

Integrating Generative AI into Financial Market Prediction for Improved Decision Making
by: Che, Chang, et al.
Published: (2024)

The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
by: Gregnanin, Marco, et al.
Published: (2026)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)

Transformational application of Artificial Intelligence and Machine learning in Financial Technologies and Financial services: A bibliometric review
by: Kanaparthi, Vijaya
Published: (2024)

Application of Computer Technology in Financial Investment
by: Sha, Xinye
Published: (2024)

Out of the Past: An AI-Enabled Pipeline for Traffic Simulation from Noisy, Multimodal Detector Data and Stakeholder Feedback
by: Chen, Rex, et al.
Published: (2025)

MulFSA: Multi-level Financial Sentiment Analysis Framework for Bond Market
by: Liu, Yiwei, et al.
Published: (2025)

MoMoE: A Mixture of Expert Agent Model for Financial Sentiment Analysis
by: Shu, Peng, et al.
Published: (2025)

All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection
by: Jiang, Yuechen, et al.
Published: (2026)

Identifying Evidence Subgraphs for Financial Risk Detection via Graph Counterfactual and Factual Reasoning
by: Du, Huaming, et al.
Published: (2025)

A Report on Financial Regulations Challenge at COLING 2025
by: Wang, Keyi, et al.
Published: (2024)

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

Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
by: Huang, Jimin, et al.
Published: (2024)

FinVerse: An Autonomous Agent System for Versatile Financial Analysis
by: An, Siyu, et al.
Published: (2024)

Transfer Learning in Financial Time Series with Gramian Angular Field
by: Long, Hou-Wan, et al.
Published: (2025)

Multimodal Financial Foundation Models (MFFMs): Progress, Prospects, and Challenges
by: Yanglet, Xiao-Yang Liu, et al.
Published: (2025)

Open FinLLM Leaderboard: Towards Financial AI Readiness
by: Lin, Shengyuan Colin, et al.
Published: (2025)

Responsible Innovation: A Strategic Framework for Financial LLM Integration
by: Tavasoli, Ahmadreza, et al.
Published: (2025)

Evaluation and Benchmarking Suite for Financial Large Language Models and Agents
by: Lin, Shengyuan, et al.
Published: (2026)

MMFCTUB: Multi-Modal Financial Credit Table Understanding Benchmark
by: Yakun, Cui, et al.
Published: (2026)

Towards Calibrating Financial Market Simulators with High-frequency Data
by: Yang, Peng, et al.
Published: (2025)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)

Modeling Insider Filing Delays in Financial Markets with an Interpretable XGBoost Framework
by: Huang, Cheng, et al.
Published: (2025)

MFMDQwen: Multilingual Financial Misinformation Detection Based on Large Language Model
by: Liu, Zhiwei, et al.
Published: (2026)

Exploring the Impact of Blockchain, AI, and ML on Financial Accounting Efficiency and Transformation
by: Kanaparthi, Vijaya
Published: (2024)

DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
by: Zhou, Wanyun, et al.
Published: (2025)

Fed-RD: Privacy-Preserving Federated Learning for Financial Crime Detection
by: Khan, Md. Saikat Islam, et al.
Published: (2024)

Background-aware Multi-source Fusion Financial Trend Forecasting Mechanism
by: Mo, Fengting, et al.
Published: (2024)

Agent-Based Simulation of a Financial Market with Large Language Models
by: Hashimoto, Ryuji, et al.
Published: (2025)

A Financial Brain Scan of the LLM
by: Chen, Hui, et al.
Published: (2025)