Saved in:
| Main Authors: | Chen, Yisong, Zhao, Chuqing, Xu, Yixin, Nie, Chuanhao, Zhang, Yixin |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2502.00201 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
by: Wang, Shiqi, et al.
Published: (2025)
by: Wang, Shiqi, et al.
Published: (2025)
CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
by: Duan, Yifan, et al.
Published: (2024)
by: Duan, Yifan, et al.
Published: (2024)
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025)
by: Zhang, Xu, et al.
Published: (2025)
Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)
by: Shi, Yu, et al.
Published: (2025)
Graph Neural Networks for Financial Fraud Detection: A Review
by: Cheng, Dawei, et al.
Published: (2024)
by: Cheng, Dawei, 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)
Temporal Graph Networks for Graph Anomaly Detection in Financial Networks
by: Kim, Yejin, et al.
Published: (2024)
by: Kim, Yejin, et al.
Published: (2024)
Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets
by: Kumar, Anoop, et al.
Published: (2024)
by: Kumar, Anoop, et al.
Published: (2024)
Volatility Forecasting in Global Financial Markets Using TimeMixer
by: Li, Alex
Published: (2024)
by: Li, Alex
Published: (2024)
Advanced Financial Fraud Detection Using GNN-CL Model
by: Cheng, Yu, et al.
Published: (2024)
by: Cheng, Yu, et al.
Published: (2024)
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by: Ding, Xueying, et al.
Published: (2025)
by: Ding, Xueying, et al.
Published: (2025)
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)
by: Yi, Mingxuan, et al.
Published: (2026)
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
by: Ao, Xiang, et al.
Published: (2026)
by: Ao, Xiang, et al.
Published: (2026)
Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
by: Tondapu, Narayan
Published: (2024)
by: Tondapu, Narayan
Published: (2024)
Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection
by: Pereira, Ricardo Ribeiro, et al.
Published: (2025)
by: Pereira, Ricardo Ribeiro, et al.
Published: (2025)
Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations
by: Nguyen, Linh, et al.
Published: (2025)
by: Nguyen, Linh, et al.
Published: (2025)
Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach
by: Mousa, Ramin, et al.
Published: (2025)
by: Mousa, Ramin, et al.
Published: (2025)
From Deep Learning to LLMs: A survey of AI in Quantitative Investment
by: Cao, Bokai, et al.
Published: (2025)
by: Cao, Bokai, et al.
Published: (2025)
DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by: Zhao, Lifan, et al.
Published: (2023)
by: Zhao, Lifan, et al.
Published: (2023)
Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
by: Wu, Yuanhong, et al.
Published: (2026)
by: Wu, Yuanhong, et al.
Published: (2026)
Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization
by: Wang, Hao, et al.
Published: (2025)
by: Wang, Hao, et al.
Published: (2025)
The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications
by: Caillaut, Gaëtan, et al.
Published: (2025)
by: Caillaut, Gaëtan, et al.
Published: (2025)
Evaluating Financial Relational Graphs: Interpretation Before Prediction
by: Niu, Yingjie, et al.
Published: (2024)
by: Niu, Yingjie, et al.
Published: (2024)
Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction
by: Weinberg, Abraham Itzhak
Published: (2025)
by: Weinberg, Abraham Itzhak
Published: (2025)
Reinforcement Learning for Monetary Policy Under Macroeconomic Uncertainty: Analyzing Tabular and Function Approximation Methods
by: Wang, Tony, et al.
Published: (2025)
by: Wang, Tony, et al.
Published: (2025)
DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
by: Kriuk, Boris, et al.
Published: (2025)
by: Kriuk, Boris, et al.
Published: (2025)
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
by: Li, Chufeng, et al.
Published: (2024)
by: Li, Chufeng, et al.
Published: (2024)
Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by: Ni, Haowei, et al.
Published: (2024)
by: Ni, Haowei, et al.
Published: (2024)
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
by: Duan, Yitong, et al.
Published: (2025)
by: Duan, Yitong, et al.
Published: (2025)
CatNet: Controlling the False Discovery Rate in LSTM with SHAP Feature Importance and Gaussian Mirrors
by: Han, Jiaan, et al.
Published: (2024)
by: Han, Jiaan, et al.
Published: (2024)
Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control
by: Ridhawi, Mohammad Al, et al.
Published: (2026)
by: Ridhawi, Mohammad Al, et al.
Published: (2026)
A Privacy-Preserving Federated Framework with Hybrid Quantum-Enhanced Learning for Financial Fraud Detection
by: Sawaika, Abhishek, et al.
Published: (2025)
by: Sawaika, Abhishek, et al.
Published: (2025)
Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
by: Liu, Shuoling, et al.
Published: (2024)
by: Liu, Shuoling, et al.
Published: (2024)
Evaluating Supervised Learning Models for Fraud Detection: A Comparative Study of Classical and Deep Architectures on Imbalanced Transaction Data
by: Wang, Chao, et al.
Published: (2025)
by: Wang, Chao, et al.
Published: (2025)
DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
by: Gao, Yuan, et al.
Published: (2024)
by: Gao, Yuan, et al.
Published: (2024)
Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques
by: Adamczyk, Marek, et al.
Published: (2025)
by: Adamczyk, Marek, et al.
Published: (2025)
Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research
by: Han, Xuewen, et al.
Published: (2024)
by: Han, Xuewen, et al.
Published: (2024)
Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by: Zeng, Liang, et al.
Published: (2021)
by: Zeng, Liang, et al.
Published: (2021)
RAG-IT: Retrieval-Augmented Instruction Tuning for Automated Financial Analysis -- A Case Study for the Semiconductor Sector
by: To, Hai-Thien, et al.
Published: (2024)
by: To, Hai-Thien, et al.
Published: (2024)
Similar Items
-
Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
by: Wang, Shiqi, et al.
Published: (2025) -
CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
by: Duan, Yifan, et al.
Published: (2024) -
Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025) -
Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025) -
Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)