Cover Image

Convolutional Attention in Betting Exchange Markets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gonçalves, Rui, Ribeiro, Vitor Miguel, Chertovskih, Roman, Aguiar, António Pedro
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Machine Learning 68T07, 62H30, 91G70, 62P05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Nonlinear Factor Decomposition via Kolmogorov-Arnold Networks: A Spectral Approach to Asset Return Analysis
by: Breazu, David
Published: (2026)

Elicitability and identifiability of tail risk measures
by: Fissler, Tobias, et al.
Published: (2024)

Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
by: Muhammad, Tashreef
Published: (2026)

Adapting Altman's bankruptcy prediction model to the compositional data methodology
by: Keivani, Fatemeh, et al.
Published: (2026)

A Systematic Evaluation of Imbalance Handling Methods in Biomedical Binary Classification
by: Chen, Jiandong, et al.
Published: (2026)

Spurious Predictability in Financial Machine Learning
by: Nikolopoulos, Sotirios D.
Published: (2026)

Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
by: Manolakis, Efstratios, et al.
Published: (2026)

Financial resilience of agricultural and food production companies in Spain: A compositional cluster analysis of the impact of the Ukraine-Russia war (2021-2023)
by: Hernandez-Romero, Mike, et al.
Published: (2025)

On the use of case estimate and transactional payment data in neural networks for individual loss reserving
by: Avanzi, Benjamin, et al.
Published: (2025)

The VIX as Stochastic Volatility for Corporate Bonds
by: Park, Jihyun, et al.
Published: (2024)

Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks
by: Farzulla, Murad
Published: (2026)

The use of financial and sustainability ratios to map a sector. An approach using compositional data
by: Rondós-Casas, Elena, et al.
Published: (2025)

A Tractography Analysis Framework Using Diffusion Maps to Study Thalamic Connectivity in Traumatic Brain Injury
by: Sharma, Akul, et al.
Published: (2025)

Multi-Method Analysis of Mathematics Placement Assessments: Classical, Machine Learning, and Clustering Approaches
by: Allagan, Julian D., et al.
Published: (2025)

Leveraging Imperfection with MEDLEY A Multi-Model Approach Harnessing Bias in Medical AI
by: Abtahi, Farhad, et al.
Published: (2025)

Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
by: Avila, C. Sarai R.
Published: (2024)

American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs
by: Rohan, et al.
Published: (2026)

Deep Learning Forecasting of the U.S. Aggregate Bond Index
by: Verma, Ajay Kumar, et al.
Published: (2026)

New financial ratios based on the compositional data methodology
by: Linares-Mustarós, Salvador, et al.
Published: (2022)

Stylized facts of the Indian Stock Market
by: Sen, Rituparna, et al.
Published: (2019)

Signal Recovery from Random Dot-Product Graphs Under Local Differential Privacy
by: Vishwanath, Siddharth, et al.
Published: (2025)

How many samples to label for an application given a foundation model? Chest X-ray classification study
by: Nechaev, Nikolay, et al.
Published: (2025)

From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
by: Fang, Jianyong, et al.
Published: (2025)

Forecasting and Backtesting Gradient Allocations of Expected Shortfall
by: Koike, Takaaki, et al.
Published: (2024)

Comparative Analysis of Spatiotemporal Volatility Models: An Empirical Study on Financial Network Series
by: Chrisko, Ariane N. Meli, et al.
Published: (2026)

Beyond Correlation: Positive Definite Dependence Measures for Robust Inference, Flexible Scenarios, and Causal Modeling for Financial Portfolios
by: Opdyke, JD
Published: (2025)

Bankruptcy analysis using images and convolutional neural networks (CNN)
by: Tavares, Luiz, et al.
Published: (2025)

Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
by: Mino, Domenica, et al.
Published: (2025)

Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing
by: Deep, Akash, et al.
Published: (2025)

Zero-Coupon Treasury Rates and Returns using the Volatility Index
by: Park, Jihyun, et al.
Published: (2024)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)

K-Means as a Radial Basis function Network: a Variational and Gradient-based Equivalence
by: Arredondo, Felipe de Jesus Felix, et al.
Published: (2026)

Geometric Observables for Financial Regime Detection
by: Hammond, Will
Published: (2026)

Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk
by: Orozco, German Nova, et al.
Published: (2026)

Market-based insurance ratemaking: application to pet insurance
by: Goffard, Pierre-Olivier, et al.
Published: (2025)

Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
by: Liang, Yunqi, et al.
Published: (2026)

The Cost of Adaptation under Differential Privacy: Optimal Adaptive Federated Density Estimation
by: Cai, T. Tony, et al.
Published: (2025)

Why decision curves go above or below treat-all and treat-none: a PPV- and calibration-based guide for clinical prediction models
by: Hoessly, Linard
Published: (2026)

Gaussian mixture models for model improvement
by: Villani, Paolo, et al.
Published: (2026)

Bridging Human Cognition and AI: A Framework for Explainable Decision-Making Systems
by: Jean, N., et al.
Published: (2025)