:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Souza, Lucas A.
Format:	Preprint
Published:	2025
Subjects:	Computational Finance
Online Access:	https://arxiv.org/abs/2512.24621
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
by: Souza, Lucas A.
Published: (2026)

Comparing LLMs for Sentiment Analysis in Financial Market News
by: Teles, Lucas Eduardo Pereira, et al.
Published: (2025)

Enhancing Financial Market Predictions: Causality-Driven Feature Selection
by: Liang, Wenhao, et al.
Published: (2024)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
by: Halperin, Igor
Published: (2025)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)

Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)

Causality-Inspired Models for Financial Time Series Forecasting
by: Oliveira, Daniel Cunha, et al.
Published: (2024)

An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by: Li, Haochen, et al.
Published: (2023)

Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
by: Wang, Chenkai, et al.
Published: (2024)

Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)

Predictive Power of LLMs in Financial Markets
by: Shi, Jerick, et al.
Published: (2024)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)

Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
by: Das, Arijit, et al.
Published: (2024)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)

TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets
by: Yang, Yuzhe, et al.
Published: (2025)

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)

The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics
by: Bi, Yuda, et al.
Published: (2025)

Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability
by: Sun, Zhongtian, et al.
Published: (2025)

FinCARE: Financial Causal Analysis with Reasoning and Evidence
by: Michel, Alejandro, et al.
Published: (2025)

Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News
by: Koval, Ross, et al.
Published: (2025)

Towards Calibrating Financial Market Simulators with High-frequency Data
by: Yang, Peng, et al.
Published: (2025)

GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
by: Xu, Zeda, et al.
Published: (2024)

EvoMarket: A High-Fidelity and Scalable Financial Market Simulator
by: Zhong, Muyao, et al.
Published: (2026)

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)

Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
by: Hashimoto, Ryuji, et al.
Published: (2025)

Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
by: Sadeghi, Agathe, et al.
Published: (2023)

Cross-Modal Temporal Fusion for Financial Market Forecasting
by: Pei, Yunhua, et al.
Published: (2025)

Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)

Modeling Insider Filing Delays in Financial Markets with an Interpretable XGBoost Framework
by: Huang, Cheng, et al.
Published: (2025)

DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
by: Zhou, Wanyun, et al.
Published: (2025)

Agent-Based Simulation of a Financial Market with Large Language Models
by: Hashimoto, Ryuji, et al.
Published: (2025)

Integrating Generative AI into Financial Market Prediction for Improved Decision Making
by: Che, Chang, et al.
Published: (2024)

Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting
by: Perera, Linuk
Published: (2025)

FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets
by: Li, Xiaohui Victor, et al.
Published: (2024)