Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Fanshawe, Jack, Masih, Rumi, Cameron, Alexander |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Correlation emergence in two coupled simulated limit order books
par: Bauer, Dominic, et autres
Publié: (2024)
par: Bauer, Dominic, et autres
Publié: (2024)
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
par: Rahman, Abdul, et autres
Publié: (2024)
par: Rahman, Abdul, et autres
Publié: (2024)
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
par: Kang, Sungwoo
Publié: (2026)
par: Kang, Sungwoo
Publié: (2026)
Equity auction dynamics: latent liquidity models with activity acceleration
par: Salek, Mohammed, et autres
Publié: (2024)
par: Salek, Mohammed, et autres
Publié: (2024)
Insider Purchase Signals in Microcap Equities: Gradient Boosting Detection of Abnormal Returns
par: Zhao, Hangyi
Publié: (2026)
par: Zhao, Hangyi
Publié: (2026)
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
par: Lu, Yutong, et autres
Publié: (2022)
par: Lu, Yutong, et autres
Publié: (2022)
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
par: Lin, Luyun, et autres
Publié: (2026)
par: Lin, Luyun, et autres
Publié: (2026)
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
par: Un, Kuok Sin, et autres
Publié: (2025)
par: Un, Kuok Sin, et autres
Publié: (2025)
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks
par: Fabre, Timothée, et autres
Publié: (2025)
par: Fabre, Timothée, et autres
Publié: (2025)
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
par: Adadurov, Aleksei, et autres
Publié: (2026)
par: Adadurov, Aleksei, et autres
Publié: (2026)
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
par: Mizuta, Takanobu, et autres
Publié: (2026)
par: Mizuta, Takanobu, et autres
Publié: (2026)
FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
par: Lao, Xin, et autres
Publié: (2025)
par: Lao, Xin, et autres
Publié: (2025)
An Impulse Control Approach to Market Making in a Hawkes LOB Market
par: Jain, Konark, et autres
Publié: (2025)
par: Jain, Konark, et autres
Publié: (2025)
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
par: Gao, Kang, et autres
Publié: (2022)
par: Gao, Kang, et autres
Publié: (2022)
Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
par: Na, Andrew, et autres
Publié: (2023)
par: Na, Andrew, et autres
Publié: (2023)
Automated Market Making: the case of Pegged Assets
par: Bergault, Philippe, et autres
Publié: (2024)
par: Bergault, Philippe, et autres
Publié: (2024)
High-Frequency Options Trading | With Portfolio Optimization
par: Bhatia, Sid
Publié: (2024)
par: Bhatia, Sid
Publié: (2024)
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
par: Michańków, Jakub, et autres
Publié: (2024)
par: Michańków, Jakub, et autres
Publié: (2024)
Simulating and analyzing a sparse order book: an application to intraday electricity markets
par: Bergault, Philippe, et autres
Publié: (2024)
par: Bergault, Philippe, et autres
Publié: (2024)
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
par: Liu, Haojie, et autres
Publié: (2025)
par: Liu, Haojie, et autres
Publié: (2025)
Limit Order Book Simulations: A Review
par: Jain, Konark, et autres
Publié: (2024)
par: Jain, Konark, et autres
Publié: (2024)
Generation of synthetic financial time series by diffusion models
par: Takahashi, Tomonori, et autres
Publié: (2024)
par: Takahashi, Tomonori, et autres
Publié: (2024)
Concentrated Liquidity with Leverage
par: Elsts, Atis, et autres
Publié: (2024)
par: Elsts, Atis, et autres
Publié: (2024)
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
par: Batyrov, Andrei Renatovich
Publié: (2024)
par: Batyrov, Andrei Renatovich
Publié: (2024)
Market Making and Transient Impact in Spot FX
par: Barzykin, Alexander
Publié: (2026)
par: Barzykin, Alexander
Publié: (2026)
E-TRENDS: Enhanced LSTM Trend Forecasting for Equities
par: Buchanan, Harris, et autres
Publié: (2026)
par: Buchanan, Harris, et autres
Publié: (2026)
Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
par: Fabre, Timothée, et autres
Publié: (2024)
par: Fabre, Timothée, et autres
Publié: (2024)
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
par: Hu, Tianzuo
Publié: (2026)
par: Hu, Tianzuo
Publié: (2026)
Forecasting Liquidity Withdraw with Machine Learning Models
par: Haochuan, et autres
Publié: (2025)
par: Haochuan, et autres
Publié: (2025)
Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
par: Li, Linze, et autres
Publié: (2025)
par: Li, Linze, et autres
Publié: (2025)
FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
par: Zhou, Tianyu, et autres
Publié: (2024)
par: Zhou, Tianyu, et autres
Publié: (2024)
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
par: Mesfin, Mathias
Publié: (2026)
par: Mesfin, Mathias
Publié: (2026)
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
par: Kamat, Arati U.
Publié: (2026)
par: Kamat, Arati U.
Publié: (2026)
Explainable Patterns in Cryptocurrency Microstructure
par: Bieganowski, Bartosz, et autres
Publié: (2026)
par: Bieganowski, Bartosz, et autres
Publié: (2026)
Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
par: Mesfin, Mathias
Publié: (2026)
par: Mesfin, Mathias
Publié: (2026)
Reinforcement Learning for Trade Execution with Market and Limit Orders
par: Cheridito, Patrick, et autres
Publié: (2025)
par: Cheridito, Patrick, 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)
BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
par: Aparicio, Valentina, et autres
Publié: (2024)
par: Aparicio, Valentina, et autres
Publié: (2024)
A Microstructure Analysis of Coupling in CFMMs
par: Sterrett, Althea, et autres
Publié: (2025)
par: Sterrett, Althea, et autres
Publié: (2025)
Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
par: Zeller, Simon Caspar, et autres
Publié: (2025)
par: Zeller, Simon Caspar, et autres
Publié: (2025)
Documents similaires
-
Correlation emergence in two coupled simulated limit order books
par: Bauer, Dominic, et autres
Publié: (2024) -
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
par: Rahman, Abdul, et autres
Publié: (2024) -
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
par: Kang, Sungwoo
Publié: (2026) -
Equity auction dynamics: latent liquidity models with activity acceleration
par: Salek, Mohammed, et autres
Publié: (2024) -
Insider Purchase Signals in Microcap Equities: Gradient Boosting Detection of Abnormal Returns
par: Zhao, Hangyi
Publié: (2026)