Cover Image

Reasoning on Time-Series for Financial Technical Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Koa, Kelvin J. L., Chen, Jan, Ma, Yunshan, Zheng, Huanhuan, Chua, Tat-Seng
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Artificial Intelligence Machine Learning Computational Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
by: Koa, Kelvin J. L., et al.
Published: (2024)

Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes
by: Koa, Kelvin J. L., et al.
Published: (2024)

Multi-period Learning for Financial Time Series Forecasting
by: Zhang, Xu, et al.
Published: (2025)

DELPHYNE: A Pre-Trained Model for General and Financial Time Series
by: Ding, Xueying, et al.
Published: (2025)

Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
by: Tondapu, Narayan
Published: (2024)

Volatility Forecasting in Global Financial Markets Using TimeMixer
by: Li, Alex
Published: (2024)

DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
by: Kriuk, Boris, et al.
Published: (2025)

Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis
by: Sonani, Meet Satishbhai, et al.
Published: (2025)

CTBench: Cryptocurrency Time Series Generation Benchmark
by: Ang, Yihao, et al.
Published: (2025)

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting
by: Sartipi, Timothée Hornek Amir, et al.
Published: (2025)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by: Wang, Shengkun, et al.
Published: (2024)

Kronos: A Foundation Model for the Language of Financial Markets
by: Shi, Yu, et al.
Published: (2025)

Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
by: Huang, Chengyue, et al.
Published: (2024)

Deep Learning Models Meet Financial Data Modalities
by: Khubiev, Kasymkhan, et al.
Published: (2025)

A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
by: Pei, Zhiyuan, et al.
Published: (2024)

Year-over-Year Developments in Financial Fraud Detection via Deep Learning: A Systematic Literature Review
by: Chen, Yisong, et al.
Published: (2025)

Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by: Zhang, Fan, et al.
Published: (2026)

Temporal Graph Networks for Graph Anomaly Detection in Financial Networks
by: Kim, Yejin, et al.
Published: (2024)

Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)

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)

Transformer for Times Series: an Application to the S&P500
by: Brugiere, Pierre, et al.
Published: (2024)

Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, 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)

Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
by: Phan, John, et al.
Published: (2024)

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

SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)

Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis
by: Ridhawi, Mohammad Al, et al.
Published: (2026)

Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)

Utilizing the LightGBM Algorithm for Operator User Credit Assessment Research
by: Li, Shaojie, et al.
Published: (2024)

Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)

An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
by: Li, Chufeng, et al.
Published: (2024)

CatNet: Controlling the False Discovery Rate in LSTM with SHAP Feature Importance and Gaussian Mirrors
by: Han, Jiaan, et al.
Published: (2024)

Emoji Driven Crypto Assets Market Reactions
by: Zuo, Xiaorui, et al.
Published: (2024)

Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
by: Ni, Haowei, et al.
Published: (2024)

Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
by: Wang, Shiqi, et al.
Published: (2025)

Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization
by: Wang, Hao, et al.
Published: (2025)

DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
by: Gao, Yuan, et al.
Published: (2024)

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

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
by: Chang, Minkey, et al.
Published: (2026)

FinCast: A Foundation Model for Financial Time-Series Forecasting
by: Zhu, Zhuohang, et al.
Published: (2025)