The Limits of Complexity: Why Feature Engineering Beats Deep Learning in Investor Flow Prediction
Fuente:
arXiv
Enregistré dans:
| Auteur principal: | Kang, Sungwoo |
|---|---|
| Format: | Preprint |
| Publié: |
2026
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure
par: Kang, Sungwoo
Publié: (2025)
par: Kang, Sungwoo
Publié: (2025)
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
par: Kang, Sungwoo
Publié: (2026)
par: Kang, Sungwoo
Publié: (2026)
Stock Price Prediction Using Triple Barrier Labeling and Raw OHLCV Data: Evidence from Korean Markets
par: Kang, Sungwoo
Publié: (2025)
par: Kang, Sungwoo
Publié: (2025)
When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes
par: Kang, Sungwoo
Publié: (2026)
par: Kang, Sungwoo
Publié: (2026)
The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
par: Neupane, Krishna
Publié: (2026)
par: Neupane, Krishna
Publié: (2026)
The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding
par: Kang, Sungwoo
Publié: (2026)
par: Kang, Sungwoo
Publié: (2026)
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
par: Audrino, Francesco, et autres
Publié: (2024)
par: Audrino, Francesco, et autres
Publié: (2024)
Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis
par: Kang, Sungwoo, et autres
Publié: (2023)
par: Kang, Sungwoo, et autres
Publié: (2023)
A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
par: Li, Huiyu, et autres
Publié: (2024)
par: Li, Huiyu, et autres
Publié: (2024)
Learn to Rank Risky Investors: A Case Study of Predicting Retail Traders' Behaviour and Profitability
par: Li, Weixian Waylon, et autres
Publié: (2025)
par: Li, Weixian Waylon, et autres
Publié: (2025)
Benchmarking ERP Analysis: Manual Features, Deep Learning, and Foundation Models
par: Wang, Yihe, et autres
Publié: (2026)
par: Wang, Yihe, et autres
Publié: (2026)
Personalized Chain-of-Thought Summarization of Financial News for Investor Decision Support
par: Zhang, Tianyi, et autres
Publié: (2025)
par: Zhang, Tianyi, et autres
Publié: (2025)
LLM-Enhanced Feature Engineering for Multi-Factor Electricity Price Predictions
par: Xue, Haochen, et autres
Publié: (2025)
par: Xue, Haochen, et autres
Publié: (2025)
Beyond Isolated Investor: Predicting Startup Success via Roleplay-Based Collective Agents
par: Liu, Zhongyang, et autres
Publié: (2025)
par: Liu, Zhongyang, et autres
Publié: (2025)
Measuring Investor Learning in Private Markets: A Sequential LLM-Bayesian Analysis of Expert Network Calls
par: Chai, Yidong, et autres
Publié: (2025)
par: Chai, Yidong, et autres
Publié: (2025)
Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
par: Cheng, Qishuo, et autres
Publié: (2024)
par: Cheng, Qishuo, et autres
Publié: (2024)
A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
par: Siemiatkowski, Adam L., et autres
Publié: (2026)
par: Siemiatkowski, Adam L., et autres
Publié: (2026)
Insensitive Investors
par: CONSTANTIN CHARLES, et autres
Publié: (2024)
par: CONSTANTIN CHARLES, et autres
Publié: (2024)
Investor Factors
par: SEBASTIEN BETERMIER, et autres
Publié: (2025)
par: SEBASTIEN BETERMIER, et autres
Publié: (2025)
Forecasting Intraday Volume in Equity Markets with Machine Learning
par: Cucuringu, Mihai, et autres
Publié: (2025)
par: Cucuringu, Mihai, et autres
Publié: (2025)
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
par: Peng, Yunfei, et autres
Publié: (2024)
par: Peng, Yunfei, et autres
Publié: (2024)
Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics
par: Oh, Gabjin
Publié: (2025)
par: Oh, Gabjin
Publié: (2025)
Institutional Investor Attention
par: ALAN KWAN, et autres
Publié: (2026)
par: ALAN KWAN, et autres
Publié: (2026)
International Trade Flow Prediction with Bilateral Trade Provisions
par: Pan, Zijie, et autres
Publié: (2024)
par: Pan, Zijie, et autres
Publié: (2024)
Reinforcement Learning for Trade Execution with Market and Limit Orders
par: Cheridito, Patrick, et autres
Publié: (2025)
par: Cheridito, Patrick, et autres
Publié: (2025)
Deep Reinforcement Learning for Modelling Protein Complexes
par: Gao, Ziqi, et autres
Publié: (2024)
par: Gao, Ziqi, et autres
Publié: (2024)
An Integrated Machine Learning and Deep Learning Framework for Credit Card Approval Prediction
par: Tong, Kejian, et autres
Publié: (2024)
par: Tong, Kejian, et autres
Publié: (2024)
Intelligent Optimization of Mine Environmental Damage Assessment and Repair Strategies Based on Deep Learning
par: Cheng, Qishuo
Publié: (2024)
par: Cheng, Qishuo
Publié: (2024)
Deep Reinforcement Learning Algorithms for Option Hedging
par: Neagu, Andrei, et autres
Publié: (2025)
par: Neagu, Andrei, et autres
Publié: (2025)
Deep Reinforcement Learning for Active Flow Control around a Three-Dimensional Flow-Separated Wing at Re = 1,000
par: Montalà, R., et autres
Publié: (2025)
par: Montalà, R., et autres
Publié: (2025)
Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?
par: Pollok, Austin
Publié: (2025)
par: Pollok, Austin
Publié: (2025)
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
par: Walia, Jaskaran Singh, et autres
Publié: (2025)
par: Walia, Jaskaran Singh, et autres
Publié: (2025)
Stock Volatility Prediction using Time Series and Deep Learning Approach
par: Chatterjee, Ananda, et autres
Publié: (2022)
par: Chatterjee, Ananda, et autres
Publié: (2022)
Discovering Flow Separation Control Strategies in 3D Wings via Deep Reinforcement Learning
par: Montalà, R., et autres
Publié: (2025)
par: Montalà, R., et autres
Publié: (2025)
A Geometric Approach To Asset Allocation With Investor Views
par: Antonov, Alexandre V., et autres
Publié: (2024)
par: Antonov, Alexandre V., et autres
Publié: (2024)
Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction
par: Lu, Yi, et autres
Publié: (2025)
par: Lu, Yi, et autres
Publié: (2025)
Deep Bellman Hedging
par: Buehler, Hans, et autres
Publié: (2022)
par: Buehler, Hans, et autres
Publié: (2022)
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
par: Yu, Runyao, et autres
Publié: (2025)
par: Yu, Runyao, et autres
Publié: (2025)
Why Groups Matter: Necessity of Group Structures in Attributions
par: Chen, Dangxing, et autres
Publié: (2024)
par: Chen, Dangxing, et autres
Publié: (2024)
Enhancing Black-Scholes Delta Hedging via Deep Learning
par: Qiao, Chunhui, et autres
Publié: (2024)
par: Qiao, Chunhui, et autres
Publié: (2024)
Documents similaires
-
Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure
par: Kang, Sungwoo
Publié: (2025) -
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
par: Kang, Sungwoo
Publié: (2026) -
Stock Price Prediction Using Triple Barrier Labeling and Raw OHLCV Data: Evidence from Korean Markets
par: Kang, Sungwoo
Publié: (2025) -
When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes
par: Kang, Sungwoo
Publié: (2026) -
The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
par: Neupane, Krishna
Publié: (2026)