:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Sheppert, Alexander
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Machine Learning
Online Access:	https://arxiv.org/abs/2602.00080
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
by: Hu, Zhuohuan, et al.
Published: (2024)

Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies
by: Dave, Daksh, et al.
Published: (2025)

Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
by: Genet, Remi
Published: (2025)

Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility
by: Boukhers, Zeyd, et al.
Published: (2022)

Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
by: Mengara, Orson
Published: (2024)

Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
by: Ntakaris, Adamantios, et al.
Published: (2024)

International Trade Flow Prediction with Bilateral Trade Provisions
by: Pan, Zijie, et al.
Published: (2024)

Achilles, Neural Network to Predict the Gold Vs US Dollar Integration with Trading Bot for Automatic Trading
by: Varela, Angel
Published: (2024)

Finance-Grounded Optimization For Algorithmic Trading
by: Khubiev, Kasymkhan, et al.
Published: (2025)

Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)

Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
by: Tumpa, Shamima Nasrin, et al.
Published: (2024)

STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
by: Li, Mingshu, et al.
Published: (2025)

Identifying Trades Using Technical Analysis and ML/DL Models
by: Shah, Aayush, et al.
Published: (2023)

Applying News and Media Sentiment Analysis for Generating Forex Trading Signals
by: Olaiyapo, Oluwafemi F
Published: (2024)

Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
by: Ntakaris, Adamantios, et al.
Published: (2024)

AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring
by: Ng, Chun Chet, et al.
Published: (2025)

A Framework for Predictive Directional Trading Based on Volatility and Causal Inference
by: Letteri, Ivan
Published: (2025)

News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
by: Attaluri, Kaushal, et al.
Published: (2024)

Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
by: Zhang, Xin, et al.
Published: (2024)

When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
by: Ma, Rui
Published: (2026)

A Random Forest approach to detect and identify Unlawful Insider Trading
by: Neupane, Krishna, et al.
Published: (2024)

Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection
by: Pereira, Ricardo Ribeiro, et al.
Published: (2025)

Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization
by: Mengara, Orson
Published: (2024)

Federated Diffusion Modeling with Differential Privacy for Tabular Data Synthesis
by: Sattarov, Timur, et al.
Published: (2024)

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading
by: Wang, Yueyi, et al.
Published: (2025)

Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction
by: Mukeri, Amir, et al.
Published: (2020)

Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by: Omranpour, Soroush, et al.
Published: (2024)

Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
by: Gurgul, Vincent, et al.
Published: (2023)

Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
by: Lee, Hyunwoo, et al.
Published: (2025)

Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
by: Bloch, Daniel
Published: (2026)

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

Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
by: Tondapu, Narayan
Published: (2024)

Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
by: Puoti, Francesco, et al.
Published: (2025)

Nansde-net: A neural sde framework for generating time series with memory
by: Ozai, Hiromu, et al.
Published: (2026)

Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
by: Khubiev, Kasymkhan, et al.
Published: (2025)

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

Enhanced Local Explainability and Trust Scores with Random Forest Proximities
by: Rosaler, Joshua, et al.
Published: (2023)

A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)

Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
by: Pokou, Fredy, et al.
Published: (2026)

Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)