Enregistré dans:
| Auteur principal: | Souza, Lucas A. |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2512.24621 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
par: Souza, Lucas A.
Publié: (2026)
par: Souza, Lucas A.
Publié: (2026)
Comparing LLMs for Sentiment Analysis in Financial Market News
par: Teles, Lucas Eduardo Pereira, et autres
Publié: (2025)
par: Teles, Lucas Eduardo Pereira, et autres
Publié: (2025)
Enhancing Financial Market Predictions: Causality-Driven Feature Selection
par: Liang, Wenhao, et autres
Publié: (2024)
par: Liang, Wenhao, et autres
Publié: (2024)
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
par: Fan, Tianyu, et autres
Publié: (2025)
par: Fan, Tianyu, et autres
Publié: (2025)
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
par: Halperin, Igor
Publié: (2025)
par: Halperin, Igor
Publié: (2025)
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
par: Neupane, Krishna, et autres
Publié: (2026)
par: Neupane, Krishna, et autres
Publié: (2026)
Modeling News Interactions and Influence for Financial Market Prediction
par: Wang, Mengyu, et autres
Publié: (2024)
par: Wang, Mengyu, et autres
Publié: (2024)
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
par: Cao, Bokai, et autres
Publié: (2025)
par: Cao, Bokai, et autres
Publié: (2025)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
par: He, Yifan, et autres
Publié: (2025)
par: He, Yifan, et autres
Publié: (2025)
Scalable Agent-Based Modeling for Complex Financial Market Simulations
par: Wheeler, Aaron, et autres
Publié: (2023)
par: Wheeler, Aaron, et autres
Publié: (2023)
Reinforcement Learning in Non-Markov Market-Making
par: Lalor, Luca, et autres
Publié: (2024)
par: Lalor, Luca, et autres
Publié: (2024)
Causality-Inspired Models for Financial Time Series Forecasting
par: Oliveira, Daniel Cunha, et autres
Publié: (2024)
par: Oliveira, Daniel Cunha, et autres
Publié: (2024)
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
par: Li, Haochen, et autres
Publié: (2023)
par: Li, Haochen, et autres
Publié: (2023)
Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
par: Wang, Chenkai, et autres
Publié: (2024)
par: Wang, Chenkai, et autres
Publié: (2024)
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
par: Grab, Colin D.
Publié: (2024)
par: Grab, Colin D.
Publié: (2024)
Predictive Power of LLMs in Financial Markets
par: Shi, Jerick, et autres
Publié: (2024)
par: Shi, Jerick, et autres
Publié: (2024)
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
par: Du, Yimin, et autres
Publié: (2025)
par: Du, Yimin, et autres
Publié: (2025)
Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
par: Das, Arijit, et autres
Publié: (2024)
par: Das, Arijit, et autres
Publié: (2024)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
par: Zhang, Wenxuan, et autres
Publié: (2026)
par: Zhang, Wenxuan, et autres
Publié: (2026)
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
par: Lesniewski, Andrew, et autres
Publié: (2024)
par: Lesniewski, Andrew, et autres
Publié: (2024)
TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets
par: Yang, Yuzhe, et autres
Publié: (2025)
par: Yang, Yuzhe, et autres
Publié: (2025)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
par: Lazanas, Alexis, et autres
Publié: (2026)
par: Lazanas, Alexis, et autres
Publié: (2026)
The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics
par: Bi, Yuda, et autres
Publié: (2025)
par: Bi, Yuda, et autres
Publié: (2025)
Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability
par: Sun, Zhongtian, et autres
Publié: (2025)
par: Sun, Zhongtian, et autres
Publié: (2025)
FinCARE: Financial Causal Analysis with Reasoning and Evidence
par: Michel, Alejandro, et autres
Publié: (2025)
par: Michel, Alejandro, et autres
Publié: (2025)
Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News
par: Koval, Ross, et autres
Publié: (2025)
par: Koval, Ross, et autres
Publié: (2025)
Towards Calibrating Financial Market Simulators with High-frequency Data
par: Yang, Peng, et autres
Publié: (2025)
par: Yang, Peng, et autres
Publié: (2025)
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
par: Xu, Zeda, et autres
Publié: (2024)
par: Xu, Zeda, et autres
Publié: (2024)
EvoMarket: A High-Fidelity and Scalable Financial Market Simulator
par: Zhong, Muyao, et autres
Publié: (2026)
par: Zhong, Muyao, et autres
Publié: (2026)
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
par: Li, Junjie, et autres
Publié: (2024)
par: Li, Junjie, et autres
Publié: (2024)
Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
par: Hashimoto, Ryuji, et autres
Publié: (2025)
par: Hashimoto, Ryuji, et autres
Publié: (2025)
Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
par: Sadeghi, Agathe, et autres
Publié: (2023)
par: Sadeghi, Agathe, et autres
Publié: (2023)
Cross-Modal Temporal Fusion for Financial Market Forecasting
par: Pei, Yunhua, et autres
Publié: (2025)
par: Pei, Yunhua, et autres
Publié: (2025)
Machine Learning Methods for Pricing Financial Derivatives
par: Fan, Lei, et autres
Publié: (2024)
par: Fan, Lei, et autres
Publié: (2024)
Modeling Insider Filing Delays in Financial Markets with an Interpretable XGBoost Framework
par: Huang, Cheng, et autres
Publié: (2025)
par: Huang, Cheng, et autres
Publié: (2025)
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
par: Zhou, Wanyun, et autres
Publié: (2025)
par: Zhou, Wanyun, et autres
Publié: (2025)
Agent-Based Simulation of a Financial Market with Large Language Models
par: Hashimoto, Ryuji, et autres
Publié: (2025)
par: Hashimoto, Ryuji, et autres
Publié: (2025)
Integrating Generative AI into Financial Market Prediction for Improved Decision Making
par: Che, Chang, et autres
Publié: (2024)
par: Che, Chang, et autres
Publié: (2024)
Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting
par: Perera, Linuk
Publié: (2025)
par: Perera, Linuk
Publié: (2025)
FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets
par: Li, Xiaohui Victor, et autres
Publié: (2024)
par: Li, Xiaohui Victor, et autres
Publié: (2024)
Documents similaires
-
Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
par: Souza, Lucas A.
Publié: (2026) -
Comparing LLMs for Sentiment Analysis in Financial Market News
par: Teles, Lucas Eduardo Pereira, et autres
Publié: (2025) -
Enhancing Financial Market Predictions: Causality-Driven Feature Selection
par: Liang, Wenhao, et autres
Publié: (2024) -
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
par: Fan, Tianyu, et autres
Publié: (2025) -
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
par: Halperin, Igor
Publié: (2025)