Alternative Loss Function in Evaluation of Transformer Models
Fuente:
arXiv
Saved in:
| Main Authors: | Michańków, Jakub, Sakowski, Paweł, Ślepaczuk, Robert |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
by: Michańków, Jakub, et al.
Published: (2024)
by: Michańków, Jakub, et al.
Published: (2024)
Can Artificial Intelligence Trade the Stock Market?
by: Maskiewicz, Jędrzej, et al.
Published: (2025)
by: Maskiewicz, Jędrzej, et al.
Published: (2025)
Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
by: Bysik, Andrei, et al.
Published: (2026)
by: Bysik, Andrei, et al.
Published: (2026)
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
by: Lis, Szymon, et al.
Published: (2026)
by: Lis, Szymon, et al.
Published: (2026)
Explainable Patterns in Cryptocurrency Microstructure
by: Bieganowski, Bartosz, et al.
Published: (2026)
by: Bieganowski, Bartosz, et al.
Published: (2026)
Enhancing literature review with LLM and NLP methods. Algorithmic trading case
by: Łaniewski, Stanisław, et al.
Published: (2024)
by: Łaniewski, Stanisław, et al.
Published: (2024)
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
by: Roszyk, Natalia, et al.
Published: (2024)
by: Roszyk, Natalia, et al.
Published: (2024)
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
by: Bieganowski, Bartosz, et al.
Published: (2024)
by: Bieganowski, Bartosz, et al.
Published: (2024)
Supervised Autoencoder MLP for Financial Time Series Forecasting
by: Bieganowski, Bartosz, et al.
Published: (2024)
by: Bieganowski, Bartosz, et al.
Published: (2024)
A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques
by: Mroziewicz, Tomasz, et al.
Published: (2026)
by: Mroziewicz, Tomasz, et al.
Published: (2026)
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
by: Stempień, Dominik, et al.
Published: (2025)
by: Stempień, Dominik, et al.
Published: (2025)
Deep reinforcement learning for optimal trading with partial information
by: Macrì, Andrea, et al.
Published: (2025)
by: Macrì, Andrea, et al.
Published: (2025)
Joint Bidding on Intraday and Frequency Containment Reserve Markets
by: Zhang, Yiming, et al.
Published: (2025)
by: Zhang, Yiming, et al.
Published: (2025)
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
by: Monaco, Vito Alessandro, et al.
Published: (2024)
by: Monaco, Vito Alessandro, et al.
Published: (2024)
FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
by: Yang, Hongyang, et al.
Published: (2026)
by: Yang, Hongyang, et al.
Published: (2026)
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by: Kashif, Kamil, et al.
Published: (2024)
by: Kashif, Kamil, et al.
Published: (2024)
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by: Korniejczuk, Adam, et al.
Published: (2024)
by: Korniejczuk, Adam, et al.
Published: (2024)
Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
by: Fanshawe, Jack, et al.
Published: (2026)
by: Fanshawe, Jack, et al.
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)
Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
by: Chen, Chi-Sheng, et al.
Published: (2025)
by: Chen, Chi-Sheng, et al.
Published: (2025)
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
by: Mesfin, Mathias
Published: (2026)
by: Mesfin, Mathias
Published: (2026)
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by: Liu, Haojie, et al.
Published: (2025)
by: Liu, Haojie, et al.
Published: (2025)
A Test of Lookahead Bias in LLM Forecasts
by: Gao, Zhenyu, et al.
Published: (2025)
by: Gao, Zhenyu, et al.
Published: (2025)
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
by: Blakely, Christian D.
Published: (2024)
by: Blakely, Christian D.
Published: (2024)
Quantitative Trading using Deep Q Learning
by: Sarkar, Soumyadip
Published: (2023)
by: Sarkar, Soumyadip
Published: (2023)
Quantile Regression using Random Forest Proximities
by: Li, Mingshu, et al.
Published: (2024)
by: Li, Mingshu, et al.
Published: (2024)
Price predictability in limit order book with deep learning model
by: Lee, Kyungsub
Published: (2024)
by: Lee, Kyungsub
Published: (2024)
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
by: Ardia, David, et al.
Published: (2024)
by: Ardia, David, et al.
Published: (2024)
FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
by: Lao, Xin, et al.
Published: (2025)
by: Lao, Xin, et al.
Published: (2025)
An Impulse Control Approach to Market Making in a Hawkes LOB Market
by: Jain, Konark, et al.
Published: (2025)
by: Jain, Konark, et al.
Published: (2025)
Correlation emergence in two coupled simulated limit order books
by: Bauer, Dominic, et al.
Published: (2024)
by: Bauer, Dominic, et al.
Published: (2024)
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
by: Gao, Kang, et al.
Published: (2022)
by: Gao, Kang, et al.
Published: (2022)
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
by: Adadurov, Aleksei, et al.
Published: (2026)
by: Adadurov, Aleksei, et al.
Published: (2026)
Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
by: Na, Andrew, et al.
Published: (2023)
by: Na, Andrew, et al.
Published: (2023)
Automated Market Making: the case of Pegged Assets
by: Bergault, Philippe, et al.
Published: (2024)
by: Bergault, Philippe, et al.
Published: (2024)
High-Frequency Options Trading | With Portfolio Optimization
by: Bhatia, Sid
Published: (2024)
by: Bhatia, Sid
Published: (2024)
Simulating and analyzing a sparse order book: an application to intraday electricity markets
by: Bergault, Philippe, et al.
Published: (2024)
by: Bergault, Philippe, et al.
Published: (2024)
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
by: Mizuta, Takanobu, et al.
Published: (2026)
by: Mizuta, Takanobu, et al.
Published: (2026)
Limit Order Book Simulations: A Review
by: Jain, Konark, et al.
Published: (2024)
by: Jain, Konark, et al.
Published: (2024)
Generation of synthetic financial time series by diffusion models
by: Takahashi, Tomonori, et al.
Published: (2024)
by: Takahashi, Tomonori, et al.
Published: (2024)
Similar Items
-
Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
by: Michańków, Jakub, et al.
Published: (2024) -
Can Artificial Intelligence Trade the Stock Market?
by: Maskiewicz, Jędrzej, et al.
Published: (2025) -
Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
by: Bysik, Andrei, et al.
Published: (2026) -
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
by: Lis, Szymon, et al.
Published: (2026) -
Explainable Patterns in Cryptocurrency Microstructure
by: Bieganowski, Bartosz, et al.
Published: (2026)