Enregistré dans:
| Auteur principal: | Houlié, Nicolas |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2505.09620 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Anomaly prediction in XRP price with topological features
par: Donhauzer, Illia, et autres
Publié: (2026)
par: Donhauzer, Illia, et autres
Publié: (2026)
Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
par: Chakraborty, Abhijit, et autres
Publié: (2024)
par: Chakraborty, Abhijit, et autres
Publié: (2024)
Discrimination-insensitive pricing
par: Miao, Kathleen, et autres
Publié: (2026)
par: Miao, Kathleen, et autres
Publié: (2026)
Review of deep learning models for crypto price prediction: implementation and evaluation
par: Wu, Jingyang, et autres
Publié: (2024)
par: Wu, Jingyang, et autres
Publié: (2024)
Integrating feature selection and regression methods with technical indicators for predicting Apple Inc. stock prices
par: Moodi, Fatemeh, et autres
Publié: (2023)
par: Moodi, Fatemeh, et autres
Publié: (2023)
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
par: Bianchi, Sergio, et autres
Publié: (2025)
par: Bianchi, Sergio, et autres
Publié: (2025)
Regularization for electricity price forecasting
par: Uniejewski, Bartosz
Publié: (2024)
par: Uniejewski, Bartosz
Publié: (2024)
Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
par: Papaioannou, Panayotis G., et autres
Publié: (2024)
par: Papaioannou, Panayotis G., et autres
Publié: (2024)
Mechanisms of information communication and market price movements. The case of SP 500 market
par: Ivanova, Inga, et autres
Publié: (2025)
par: Ivanova, Inga, et autres
Publié: (2025)
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
par: Lipiecki, Arkadiusz, et autres
Publié: (2024)
par: Lipiecki, Arkadiusz, et autres
Publié: (2024)
A multi-factor model for improved commodity pricing: Calibration and an application to the oil market
par: Ballestra, Luca Vincenzo, et autres
Publié: (2025)
par: Ballestra, Luca Vincenzo, et autres
Publié: (2025)
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
par: Łabędzki, Mikołaj
Publié: (2025)
par: Łabędzki, Mikołaj
Publié: (2025)
PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
par: Zou, Yanzhao, et autres
Publié: (2022)
par: Zou, Yanzhao, et autres
Publié: (2022)
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
par: Varga, Katalin, et autres
Publié: (2024)
par: Varga, Katalin, et autres
Publié: (2024)
Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
par: Narajewski, Michał, et autres
Publié: (2021)
par: Narajewski, Michał, et autres
Publié: (2021)
Signature-based validation of real-world economic scenarios
par: Andrès, Hervé, et autres
Publié: (2022)
par: Andrès, Hervé, et autres
Publié: (2022)
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
par: Takaishi, Tetsuya
Publié: (2025)
par: Takaishi, Tetsuya
Publié: (2025)
Price predictability at ultra-high frequency: Entropy-based randomness test
par: Shternshis, Andrey, et autres
Publié: (2023)
par: Shternshis, Andrey, et autres
Publié: (2023)
Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures
par: Lee, Kyungsub
Publié: (2022)
par: Lee, Kyungsub
Publié: (2022)
Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
par: Franzolini, Beatrice, et autres
Publié: (2022)
par: Franzolini, Beatrice, et autres
Publié: (2022)
Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100
par: Calik, Sukru Selim, et autres
Publié: (2025)
par: Calik, Sukru Selim, et autres
Publié: (2025)
A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
par: Jha, Amit Kumar
Publié: (2025)
par: Jha, Amit Kumar
Publié: (2025)
Entropic signatures of market response under concentrated policy communication
par: Drzazga-Szczȩśniak, Ewa A., et autres
Publié: (2026)
par: Drzazga-Szczȩśniak, Ewa A., et autres
Publié: (2026)
Note on pre-taxation reported data by UK FTSE-listed companies. A search for Benford's laws compatibility
par: Ausloos, Marcel, et autres
Publié: (2025)
par: Ausloos, Marcel, et autres
Publié: (2025)
Investigating the price determinants of the European Emission Trading System: a non-parametric approach
par: Salvagnin, Cristiano, et autres
Publié: (2024)
par: Salvagnin, Cristiano, et autres
Publié: (2024)
Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models
par: Lacava, Demetrio, et autres
Publié: (2026)
par: Lacava, Demetrio, et autres
Publié: (2026)
Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
par: Quayesam, Dennis Lartey, et autres
Publié: (2024)
par: Quayesam, Dennis Lartey, et autres
Publié: (2024)
MambaStock: Selective state space model for stock prediction
par: Shi, Zhuangwei
Publié: (2024)
par: Shi, Zhuangwei
Publié: (2024)
Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts
par: Lipiecki, Arkadiusz, et autres
Publié: (2025)
par: Lipiecki, Arkadiusz, et autres
Publié: (2025)
Demystifying the trend of the healthcare index: Is historical price a key driver?
par: Sadhukhan, Payel, et autres
Publié: (2026)
par: Sadhukhan, Payel, et autres
Publié: (2026)
Dynamic graph neural networks for enhanced volatility prediction in financial markets
par: Kumar, Pulikandala Nithish, et autres
Publié: (2024)
par: Kumar, Pulikandala Nithish, et autres
Publié: (2024)
Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
par: Du, Jin, et autres
Publié: (2026)
par: Du, Jin, et autres
Publié: (2026)
Multi-kernel property in high-frequency price dynamics under Hawkes model
par: Lee, Kyungsub
Publié: (2023)
par: Lee, Kyungsub
Publié: (2023)
Financial sentiment analysis using FinBERT with application in predicting stock movement
par: Jiang, Tingsong, et autres
Publié: (2023)
par: Jiang, Tingsong, et autres
Publié: (2023)
State‐level economic policy uncertainty and Bank loan pricing
par: Justin S. Cox
Publié: (2025)
par: Justin S. Cox
Publié: (2025)
A three-step machine learning approach to predict market bubbles with financial news
par: Atsiwo, Abraham
Publié: (2025)
par: Atsiwo, Abraham
Publié: (2025)
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
par: Chęć, Katarzyna, et autres
Publié: (2025)
par: Chęć, Katarzyna, et autres
Publié: (2025)
Heterogeneous rarity patterns drive price dynamics in NFT collections
par: Mekacher, Amin, et autres
Publié: (2022)
par: Mekacher, Amin, et autres
Publié: (2022)
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
par: Luwang, Salam Rabindrajit, et autres
Publié: (2024)
par: Luwang, Salam Rabindrajit, et autres
Publié: (2024)
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
par: Szydło, Paweł, et autres
Publié: (2023)
par: Szydło, Paweł, et autres
Publié: (2023)
Documents similaires
-
Anomaly prediction in XRP price with topological features
par: Donhauzer, Illia, et autres
Publié: (2026) -
Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
par: Chakraborty, Abhijit, et autres
Publié: (2024) -
Discrimination-insensitive pricing
par: Miao, Kathleen, et autres
Publié: (2026) -
Review of deep learning models for crypto price prediction: implementation and evaluation
par: Wu, Jingyang, et autres
Publié: (2024) -
Integrating feature selection and regression methods with technical indicators for predicting Apple Inc. stock prices
par: Moodi, Fatemeh, et autres
Publié: (2023)