From Deep Learning to LLMs: A survey of AI in Quantitative Investment
Fuente:
arXiv
Saved in:
| Main Authors: | Cao, Bokai, Wang, Saizhuo, Lin, Xinyi, Wu, Xiaojun, Zhang, Haohan, Ni, Lionel M., Guo, Jian |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by: Lin, Luyun, et al.
Published: (2026)
by: Lin, Luyun, et al.
Published: (2026)
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks
by: Fabre, Timothée, et al.
Published: (2025)
by: Fabre, Timothée, et al.
Published: (2025)
Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)
by: Cheridito, Patrick, et al.
Published: (2025)
Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
by: Tang, Siu Hin, et al.
Published: (2023)
by: Tang, Siu Hin, et al.
Published: (2023)
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
by: Un, Kuok Sin, et al.
Published: (2025)
by: Un, Kuok Sin, et al.
Published: (2025)
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
by: Hu, Tianzuo
Published: (2026)
by: Hu, Tianzuo
Published: (2026)
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
by: Bodor, Hamza, et al.
Published: (2024)
by: Bodor, Hamza, et al.
Published: (2024)
Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
by: Rahman, Abdul
Published: (2024)
by: Rahman, Abdul
Published: (2024)
The leverage effect and other stylized facts displayed by Bitcoin returns
by: Filho, F. N. M. de Sousa, et al.
Published: (2020)
by: Filho, F. N. M. de Sousa, et al.
Published: (2020)
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
by: Batyrov, Andrei Renatovich
Published: (2024)
by: Batyrov, Andrei Renatovich
Published: (2024)
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
Multi-kernel property in high-frequency price dynamics under Hawkes model
by: Lee, Kyungsub
Published: (2023)
by: Lee, Kyungsub
Published: (2023)
Reconciling Open Interest with Traded Volume in Perpetual Swaps
by: Giagkiozis, Ioannis, et al.
Published: (2023)
by: Giagkiozis, Ioannis, et al.
Published: (2023)
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
by: Kang, Sungwoo
Published: (2026)
by: Kang, Sungwoo
Published: (2026)
Battery valuation on electricity intraday markets with liquidity costs
by: Cognéville, Enzo, et al.
Published: (2024)
by: Cognéville, Enzo, et al.
Published: (2024)
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
by: Luwang, S. R., et al.
Published: (2025)
by: Luwang, S. R., et al.
Published: (2025)
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
by: Onofri, Silvia, et al.
Published: (2025)
by: Onofri, Silvia, et al.
Published: (2025)
Event-Time Anchor Selection for Multi-Contract Quoting
by: Anantha, Aditya Nittur, et al.
Published: (2025)
by: Anantha, Aditya Nittur, et al.
Published: (2025)
Detecting discrete processes with the Epps effect
by: Chang, Patrick, et al.
Published: (2020)
by: Chang, Patrick, et al.
Published: (2020)
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
by: Lu, Yutong, et al.
Published: (2022)
by: Lu, Yutong, et al.
Published: (2022)
Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise
by: Karbalaii, Mahya
Published: (2025)
by: Karbalaii, Mahya
Published: (2025)
Insider Purchase Signals in Microcap Equities: Gradient Boosting Detection of Abnormal Returns
by: Zhao, Hangyi
Published: (2026)
by: Zhao, Hangyi
Published: (2026)
Equity auction dynamics: latent liquidity models with activity acceleration
by: Salek, Mohammed, et al.
Published: (2024)
by: Salek, Mohammed, et al.
Published: (2024)
Liquidity Dynamics in RFQ Markets and Impact on Pricing
by: Bergault, Philippe, et al.
Published: (2023)
by: Bergault, Philippe, et al.
Published: (2023)
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
by: Mesfin, Mathias
Published: (2026)
by: Mesfin, Mathias
Published: (2026)
Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)
by: Wheeler, Aaron, et al.
Published: (2023)
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
by: Kamat, Arati U.
Published: (2026)
by: Kamat, Arati U.
Published: (2026)
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by: Rahman, Abdul, et al.
Published: (2024)
by: Rahman, Abdul, et al.
Published: (2024)
Explainable Patterns in Cryptocurrency Microstructure
by: Bieganowski, Bartosz, et al.
Published: (2026)
by: Bieganowski, Bartosz, et al.
Published: (2026)
The Negative Drift of a Limit Order Fill
by: DeLise, Timothy
Published: (2024)
by: DeLise, Timothy
Published: (2024)
Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
by: Mesfin, Mathias
Published: (2026)
by: Mesfin, Mathias
Published: (2026)
Machine Learning-based Relative Valuation of Municipal Bonds
by: Saha, Preetha, et al.
Published: (2024)
by: Saha, Preetha, et al.
Published: (2024)
Design and Empirical Study of a Large Language Model-Based Multi-Agent Investment System for Chinese Public REITs
by: Li, Zheng
Published: (2026)
by: Li, Zheng
Published: (2026)
FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
by: Zhou, Tianyu, et al.
Published: (2024)
by: Zhou, Tianyu, et al.
Published: (2024)
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process
by: Fabre, Timothée, et al.
Published: (2025)
by: Fabre, Timothée, et al.
Published: (2025)
Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process
by: Lee, Kyungsub
Published: (2026)
by: Lee, Kyungsub
Published: (2026)
First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
by: Sikorski, Michał
Published: (2025)
by: Sikorski, Michał
Published: (2025)
Nonparametric Estimation of Self- and Cross-Impact
by: Hey, Natascha, et al.
Published: (2025)
by: Hey, Natascha, et al.
Published: (2025)
Comparative analysis of financial data differentiation techniques using LSTM neural network
by: Stempień, Dominik, et al.
Published: (2025)
by: Stempień, Dominik, et al.
Published: (2025)
Similar Items
-
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by: Lin, Luyun, et al.
Published: (2026) -
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks
by: Fabre, Timothée, et al.
Published: (2025) -
Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025) -
Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
by: Tang, Siu Hin, et al.
Published: (2023) -
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
by: Un, Kuok Sin, et al.
Published: (2025)