ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets
Fuente:
arXiv
Saved in:
| Main Authors: | Suárez-Cetrulo, Andrés L., Cervantes, Alejandro, Quintana, David |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting
by: Deep, Akash, et al.
Published: (2026)
by: Deep, Akash, et al.
Published: (2026)
A K-means Algorithm for Financial Market Risk Forecasting
by: Xu, Jinxin, et al.
Published: (2024)
by: Xu, Jinxin, et al.
Published: (2024)
Representation Learning for Regime detection in Block Hierarchical Financial Markets
by: Orton, Alexa, et al.
Published: (2024)
by: Orton, Alexa, et al.
Published: (2024)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by: Lazanas, Alexis, et al.
Published: (2026)
by: Lazanas, Alexis, et al.
Published: (2026)
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index
by: Ataei, Masoud
Published: (2025)
by: Ataei, Masoud
Published: (2025)
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)
by: Wu, Yurui, et al.
Published: (2026)
Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)
by: Shi, Yu, 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)
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)
Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by: Zhang, Fan, et al.
Published: (2026)
by: Zhang, Fan, et al.
Published: (2026)
Financial Anomaly Detection for the Canadian Market
by: Caputi, Luigi, et al.
Published: (2026)
by: Caputi, Luigi, et al.
Published: (2026)
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
by: Spadea, Fernando, et al.
Published: (2025)
by: Spadea, Fernando, et al.
Published: (2025)
Volatility Forecasting in Global Financial Markets Using TimeMixer
by: Li, Alex
Published: (2024)
by: Li, Alex
Published: (2024)
Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
by: Sathish, Sanjay, et al.
Published: (2024)
by: Sathish, Sanjay, et al.
Published: (2024)
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
by: Liu, Shun, et al.
Published: (2023)
by: Liu, Shun, et al.
Published: (2023)
Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)
by: Luo, Junliang, et al.
Published: (2024)
Graph Neural Networks for Financial Fraud Detection: A Review
by: Cheng, Dawei, et al.
Published: (2024)
by: Cheng, Dawei, et al.
Published: (2024)
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)
by: Saidd, Nabeel Ahmad
Published: (2026)
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025)
by: Khubiev, Kasymkhan, et al.
Published: (2025)
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)
by: Alouadi, Alexandre, et al.
Published: (2026)
HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction
by: Choudhary, Prashant Kumar, et al.
Published: (2025)
by: Choudhary, Prashant Kumar, et al.
Published: (2025)
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)
by: Våle, Oskar, et al.
Published: (2026)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Towards Causal Market Simulators
by: Thumm, Dennis, et al.
Published: (2025)
by: Thumm, Dennis, et al.
Published: (2025)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, et al.
Published: (2026)
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)
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
by: Gopal, Achintya
Published: (2024)
by: Gopal, Achintya
Published: (2024)
Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting
by: Alruqimi, Mohammed, et al.
Published: (2025)
by: Alruqimi, Mohammed, et al.
Published: (2025)
Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)
by: Dolphin, Rian, et al.
Published: (2024)
Advanced Financial Fraud Detection Using GNN-CL Model
by: Cheng, Yu, et al.
Published: (2024)
by: Cheng, Yu, et al.
Published: (2024)
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
by: Pokou, Fredy, et al.
Published: (2026)
by: Pokou, Fredy, et al.
Published: (2026)
Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets
by: Rahat, Md. Yeasin, et al.
Published: (2025)
by: Rahat, Md. Yeasin, et al.
Published: (2025)
Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)
by: Yang, Kun, et al.
Published: (2025)
Explainable Federated Learning for U.S. State-Level Financial Distress Modeling
by: Carta, Lorenzo, et al.
Published: (2025)
by: Carta, Lorenzo, et al.
Published: (2025)
Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
by: Mukeri, Amir, et al.
Published: (2020)
by: Mukeri, Amir, et al.
Published: (2020)
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)
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)
DriftMoE: A Mixture of Experts Approach to Handle Concept Drifts
by: Aspis, Miguel, et al.
Published: (2025)
by: Aspis, Miguel, et al.
Published: (2025)
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
by: Gurgul, Vincent, et al.
Published: (2023)
by: Gurgul, Vincent, et al.
Published: (2023)
"It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction
by: Selitskiy, Stanislav
Published: (2025)
by: Selitskiy, Stanislav
Published: (2025)
Similar Items
-
Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting
by: Deep, Akash, et al.
Published: (2026) -
A K-means Algorithm for Financial Market Risk Forecasting
by: Xu, Jinxin, et al.
Published: (2024) -
Representation Learning for Regime detection in Block Hierarchical Financial Markets
by: Orton, Alexa, et al.
Published: (2024) -
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by: Lazanas, Alexis, et al.
Published: (2026) -
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index
by: Ataei, Masoud
Published: (2025)