Copertina

Uncovering Residual Factors in Financial Time Series via PCA and MTP2-constrained Gaussian Graphical Models

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Watanabe, Koshi, Ozaki, Ryota, Imajo, Kentaro, Hirano, Masanori
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Computational Engineering, Finance, and Science
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Financial Fine-tuning a Large Time Series Model
di: Fu, Xinghong, et al.
Pubblicazione: (2024)

Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training
di: Hirano, Masanori, et al.
Pubblicazione: (2024)

The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
di: Hirano, Masanori, et al.
Pubblicazione: (2024)

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
di: Handal, Rushikesh, et al.
Pubblicazione: (2024)

Transfer Learning in Financial Time Series with Gramian Angular Field
di: Long, Hou-Wan, et al.
Pubblicazione: (2025)

The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
di: Gregnanin, Marco, et al.
Pubblicazione: (2026)

FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis
di: Xu, Wenyan, et al.
Pubblicazione: (2025)

Lightweight and Data-Efficient MultivariateTime Series Forecasting using Residual-Stacked Gaussian (RS-GLinear) Architecture
di: Ali, Abukar
Pubblicazione: (2025)

Time Series Augmented Generation for Financial Applications
di: Kolonin, Anton, et al.
Pubblicazione: (2026)

VDMN: A Graphical Notation for Modelling Value Driver Trees
di: Matthies, Benjamin
Pubblicazione: (2025)

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

FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
di: Hu, Yifan, et al.
Pubblicazione: (2025)

Pre-training Time Series Models with Stock Data Customization
di: Wang, Mengyu, et al.
Pubblicazione: (2025)

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

PDE-constrained Gaussian process surrogate modeling with uncertain data locations
di: Ye, Dongwei, et al.
Pubblicazione: (2023)

Compressing Large Language Models with PCA Without Performance Loss
di: Bengtsson, Magnus
Pubblicazione: (2025)

A Generative Adversarial Graph Neural Network for Synthetic Time Series Data
di: Gregnanin, Marco, et al.
Pubblicazione: (2026)

Semantic-Enhanced Time-Series Forecasting via Large Language Models
di: Liu, Hao, et al.
Pubblicazione: (2025)

Construction of a Japanese Financial Benchmark for Large Language Models
di: Hirano, Masanori
Pubblicazione: (2024)

Benchmarking Time Series Foundation Models for Short-Term Household Electricity Load Forecasting
di: Meyer, Marcel, et al.
Pubblicazione: (2024)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
di: Cao, Zheng, et al.
Pubblicazione: (2025)

Transformer-Based Financial Fraud Detection with Cloud-Optimized Real-Time Streaming
di: Deng, Tingting, et al.
Pubblicazione: (2025)

Learning Temporal Patterns in Financial Time Series: A Comparative Study of Quantum LSTM and Quantum Reservoir Computing
di: Maheshwari, Danyal, et al.
Pubblicazione: (2026)

Data Compression for Time Series Modelling: A Case Study of Smart Grid Demand Forecasting
di: Lykkegaard, Mikkel Bue, et al.
Pubblicazione: (2025)

Stress-constrained Topology Optimization for Metamaterial Microstructure Design
di: Chen, Yanda, et al.
Pubblicazione: (2026)

Multimodal Financial Foundation Models (MFFMs): Progress, Prospects, and Challenges
di: Yanglet, Xiao-Yang Liu, et al.
Pubblicazione: (2025)

Evaluation and Benchmarking Suite for Financial Large Language Models and Agents
di: Lin, Shengyuan, et al.
Pubblicazione: (2026)

Ada-MoGE: Adaptive Mixture of Gaussian Expert Model for Time Series Forecasting
di: Ni, Zhenliang, et al.
Pubblicazione: (2025)

Transformer Encoder and Multi-features Time2Vec for Financial Prediction
di: Bui, Nguyen Kim Hai, et al.
Pubblicazione: (2025)

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

MFMDQwen: Multilingual Financial Misinformation Detection Based on Large Language Model
di: Liu, Zhiwei, et al.
Pubblicazione: (2026)

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

Identifying Evidence Subgraphs for Financial Risk Detection via Graph Counterfactual and Factual Reasoning
di: Du, Huaming, et al.
Pubblicazione: (2025)

Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series
di: Koval, Ross, et al.
Pubblicazione: (2025)

Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting
di: Yang, Jiarui, et al.
Pubblicazione: (2024)

A data-constrained sharp Immersed Boundary Method for aerospace applications
di: Chemak, M. A., et al.
Pubblicazione: (2025)

Can Large Language Models Effectively Process and Execute Financial Trading Instructions?
di: Kang, Yu, et al.
Pubblicazione: (2024)

Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
di: Cho, So-Yoon, et al.
Pubblicazione: (2025)

Q-A3C2: Quantum Reinforcement Learning with Time-Series Dynamic Clustering for Adaptive ETF Stock Selection
di: Liu, Yen-Ku, et al.
Pubblicazione: (2025)

Physics-constrained Gaussian Processes for Predicting Shockwave Hugoniot Curves
di: Pasparakis, George D., et al.
Pubblicazione: (2026)