:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Ouermi, Timbwaoga Aime Judicael, Li, Jixian, Johnson, Chris R.
Format:	Preprint
Published:	2025
Subjects:	Computational Engineering, Finance, and Science Statistics Theory
Online Access:	https://arxiv.org/abs/2506.16013
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stochastic Subspace via Probabilistic Principal Component Analysis for Characterizing Model Error
by: Yadav, Akash, et al.
Published: (2025)

Uncertainty Tube Visualization of Particle Trajectories
by: Li, Jixian, et al.
Published: (2025)

Flux-Preserving Adaptive Finite State Projection for Multiscale Stochastic Reaction Networks
by: Dendukuri, Aditya, et al.
Published: (2025)

Tracing the temporal evolution of clusters in a financial stock market
by: Arratia, Argimiro, et al.
Published: (2011)

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by: Zeng, Liang, et al.
Published: (2021)

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

On the relationship between MESP and 0/1 D-Opt and their upper bounds
by: Ponte, Gabriel, et al.
Published: (2025)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
by: Chen, Qizhao
Published: (2025)

Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
by: Kim, Minwu, et al.
Published: (2024)

MambaStock: Selective state space model for stock prediction
by: Shi, Zhuangwei
Published: (2024)

Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
by: Siala, Walid, et al.
Published: (2026)

Transforming Japan Real Estate
by: Haque, Diabul
Published: (2024)

The Hype Index: an NLP-driven Measure of Market News Attention
by: Cao, Zheng, et al.
Published: (2025)

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by: Zhu, Enmin, et al.
Published: (2024)

LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)

On the performance of multi-fidelity and reduced-dimensional neural emulators for inference of physiological boundary conditions
by: Choi, Chloe H., et al.
Published: (2025)

Uniform Maximum Projection Designs for Computer Experiments
by: Vořechovský, Miroslav, et al.
Published: (2026)

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

Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
by: Žignić, Lucija, et al.
Published: (2024)

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)

A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by: Din, Riaz Ud, et al.
Published: (2024)

Effective sample size approximations as entropy measures
by: Martino, L., et al.
Published: (2026)

Modelling financial time series with $ϕ^{4}$ quantum field theory
by: Bachtis, Dimitrios, et al.
Published: (2025)

Beyond the Black Box: Interpretability of LLMs in Finance
by: Tatsat, Hariom, et al.
Published: (2025)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
by: Peik, Arash, et al.
Published: (2025)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by: Peik, Arash, et al.
Published: (2024)

Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)

International Trade Flow Prediction with Bilateral Trade Provisions
by: Pan, Zijie, et al.
Published: (2024)

Large and Deep Factor Models
by: Kelly, Bryan, et al.
Published: (2024)

Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
by: Wu, Yuanhong, et al.
Published: (2026)

Multifractality and its sources in the digital currency market
by: Drożdż, Stanisław, et al.
Published: (2025)

Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, 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)

CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
by: Shi, Yumeng, et al.
Published: (2025)

CLT and Edgeworth Expansion for m-out-of-n Bootstrap Estimators of The Studentized Median
by: Banerjee, Imon, et al.
Published: (2025)

DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
by: Zhao, Lifan, et al.
Published: (2023)

Estimation and Visualization of Isosurface Uncertainty from Linear and High-Order Interpolation Methods
by: Ouermi, Timbwaoga A. J., et al.
Published: (2024)

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification
by: Menon, Karthik, et al.
Published: (2024)

Improving the Equation of Exchange for Cryptoasset Valuation Using Empirical Data
by: Kampakis, Stylianos, et al.
Published: (2024)