:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autor principal:	Chen, Yijia
Formato:	Preprint
Publicado:	2025
Materias:	Trading and Market Microstructure Machine Learning Neural and Evolutionary Computing Computational Finance
Acceso en línea:	https://arxiv.org/abs/2512.15732
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data
por: Stefaniuk, Filip, et al.
Publicado: (2025)

Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets
por: Kashif, Kamil, et al.
Publicado: (2026)

High-Frequency Options Trading | With Portfolio Optimization
por: Bhatia, Sid
Publicado: (2024)

Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting
por: Perekhodko, Anna, et al.
Publicado: (2025)

Can Artificial Intelligence Trade the Stock Market?
por: Maskiewicz, Jędrzej, et al.
Publicado: (2025)

FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
por: Yang, Hongyang, et al.
Publicado: (2026)

Joint Bidding on Intraday and Frequency Containment Reserve Markets
por: Zhang, Yiming, et al.
Publicado: (2025)

Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
por: Monaco, Vito Alessandro, et al.
Publicado: (2024)

Deep reinforcement learning for optimal trading with partial information
por: Macrì, Andrea, et al.
Publicado: (2025)

Deep Learning for Options Trading: An End-To-End Approach
por: Tan, Wee Ling, et al.
Publicado: (2024)

TradingAgents: Multi-Agents LLM Financial Trading Framework
por: Xiao, Yijia, et al.
Publicado: (2024)

Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
por: Yang, Hongyang, et al.
Publicado: (2025)

Reinforcement Learning for Trade Execution with Market and Limit Orders
por: Cheridito, Patrick, et al.
Publicado: (2025)

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
por: Rahman, Abdul, et al.
Publicado: (2024)

A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks
por: Sarlakifar, Faezeh, et al.
Publicado: (2025)

Quantitative Trading using Deep Q Learning
por: Sarkar, Soumyadip
Publicado: (2023)

TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
por: Kawawa-Beaudan, Maxime, et al.
Publicado: (2026)

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
por: Michańków, Jakub, et al.
Publicado: (2024)

Alternative Loss Function in Evaluation of Transformer Models
por: Michańków, Jakub, et al.
Publicado: (2025)

Limit Order Book Simulations: A Review
por: Jain, Konark, et al.
Publicado: (2024)

Reinforcement Learning Pair Trading: A Dynamic Scaling approach
por: Yang, Hongshen, et al.
Publicado: (2024)

FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
por: Konstantinidis, Thanos, et al.
Publicado: (2024)

Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
por: Liu, Haojie, et al.
Publicado: (2025)

Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
por: Na, Andrew, et al.
Publicado: (2023)

Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning
por: Xiao, Yijia, et al.
Publicado: (2025)

FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
por: Iacovides, Giorgos, et al.
Publicado: (2025)

FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
por: Lao, Xin, et al.
Publicado: (2025)

Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
por: Bysik, Andrei, et al.
Publicado: (2026)

LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
por: Nagy, Peer, et al.
Publicado: (2025)

Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning
por: Lin, Yushi, et al.
Publicado: (2025)

ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
por: Zhao, Li, et al.
Publicado: (2025)

FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
por: Zhou, Tianyu, et al.
Publicado: (2024)

Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
por: Mesfin, Mathias
Publicado: (2026)

A Random Forest approach to detect and identify Unlawful Insider Trading
por: Neupane, Krishna, et al.
Publicado: (2024)

Beyond Trend Following: Deep Learning for Market Trend Prediction
por: Berzal, Fernando, et al.
Publicado: (2024)

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
por: Gao, Kang, et al.
Publicado: (2022)

RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
por: Kamat, Arati U.
Publicado: (2026)

FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
por: Liang, Yixuan, et al.
Publicado: (2024)

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
por: Mesfin, Mathias
Publicado: (2026)

FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
por: Li, Yang, et al.
Publicado: (2025)