:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Kang, Sungwoo
Format:	Preprint
Published:	2026
Subjects:	Computational Finance
Online Access:	https://arxiv.org/abs/2601.05716
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure
by: Kang, Sungwoo
Published: (2025)

The Limits of Complexity: Why Feature Engineering Beats Deep Learning in Investor Flow Prediction
by: Kang, Sungwoo
Published: (2026)

Dynamic Factor Allocation Leveraging Regime-Switching Signals
by: Shu, Yizhan, et al.
Published: (2024)

The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding
by: Kang, Sungwoo
Published: (2026)

Stock Price Prediction Using Triple Barrier Labeling and Raw OHLCV Data: Evidence from Korean Markets
by: Kang, Sungwoo
Published: (2025)

European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
by: Pande, Naman Krishna, et al.
Published: (2024)

Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
by: Kang, Sungwoo
Published: (2026)

When Valid Signals Fail: Regime Boundaries Between LLM Features and RL Trading Policies
by: Yang, Zhengzhe
Published: (2026)

A Regularized Ensemble Kalman Filter for Stochastic Phase Field Models of Brittle Fracture
by: Hermann, Lucas, et al.
Published: (2026)

A Gentle Approach to Multi-Sensor Fusion Data Using Linear Kalman Filter
by: Veysi, Parsa, et al.
Published: (2024)

When Stress Becomes Signal: Detecting Antifragility-Compatible Regimes in Multi-Agent LLM Systems
by: de la Chica, Jose Manuel, et al.
Published: (2026)

Capturing the Risk Dynamics of the A‐Share Market Based on the Markov Regime‐Switching Method
by: Min Liu, et al.
Published: (2025)

Adaptive and Regime-Aware RL for Portfolio Optimization
by: Raj, Gabriel Nixon
Published: (2025)

Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis
by: Kang, Sungwoo, et al.
Published: (2023)

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

Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
by: Shu, Yizhan, et al.
Published: (2024)

Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
by: Verma, Ajay Kumar, et al.
Published: (2026)

Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)

Kalman Filter in the Problem of the Exchange and the Inflation Rates Adequacy To Determining Factors
by: Gonchar, N. S., et al.
Published: (2025)

Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
by: Pillai, Varun Narayan Kannan, et al.
Published: (2026)

Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)

Markov-Functional Models with Local Drift
by: Zhou, ShengQuan
Published: (2024)

A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
by: Mesfin, Mathias
Published: (2026)

ORCA -- Online Regime Correlation Analyzer
by: Kriuk, Boris, et al.
Published: (2026)

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

A Generalized Framework for Multiscale State-Space Modeling with Nested Nonlinear Dynamics: An Application to Bayesian Learning under Switching Regimes
by: Vélez-Cruz, Nayely, et al.
Published: (2024)

Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)

When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks
by: Drinkall, Felix, et al.
Published: (2025)

A quantum algorithm for the Kalman filter using block encoding
by: Shi, Hao, et al.
Published: (2024)

Pricing American Parisian Options under General Time-Inhomogeneous Markov Models
by: Liu, Yuhao, et al.
Published: (2025)

Markov Chain Approximation of One-Dimensional Sticky Diffusions
by: Meier, Christian, et al.
Published: (2019)

Neural Markov chain Monte Carlo: Bayesian inversion via normalizing flows and variational autoencoders
by: Bottacini, Giacomo, et al.
Published: (2026)

Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
by: Pathan, Arif
Published: (2025)

Improving S&P 500 Volatility Forecasting through Regime-Switching Methods
by: Blake, Ava C., et al.
Published: (2025)

Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation
by: Heßler, Martin, et al.
Published: (2023)

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)

RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?
by: Dai, Yuyang, et al.
Published: (2026)

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
by: Zeng, Liang, et al.
Published: (2021)

When to compute in space
by: Thummala, Rajiv, et al.
Published: (2025)

An Analytical Approximation for European Options Under a Regime‐Switching Heston‐ α Model
by: Wenting Chen, et al.
Published: (2025)