Imagen de Portada

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Bui, Duc, Nguyen, Thanh
Formato:	Preprint
Publicado:	2026
Materias:	Computational Engineering, Finance, and Science
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
por: Chen, Qizhao
Publicado: (2025)

Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
por: Jones, Elliot, et al.
Publicado: (2026)

From Text to Returns: Using Large Language Models for Mutual Fund Portfolio Optimization and Risk-Adjusted Allocation
por: Hossain, Abrar, et al.
Publicado: (2025)

Cryptocurrency Risk, Trust, and Acceptance in Thailand: A Comparative Study with Switzerland
por: Suriyan, Kanyanut, et al.
Publicado: (2024)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
por: Peik, Arash, et al.
Publicado: (2025)

Implementation and Security Analysis of Cryptocurrencies Based on Ethereum
por: Gao, Pengfei, et al.
Publicado: (2025)

Networked Markets, Fragmented Data: Adaptive Graph Learning for Customer Risk Analytics and Policy Design
por: Zheng, Lecheng, et al.
Publicado: (2025)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
por: Cheng, Qishuo, et al.
Publicado: (2024)

Market-Dependent Communication in Multi-Agent Alpha Generation
por: Shi, Jerick, et al.
Publicado: (2025)

Decoding Market Emotions in Cryptocurrency Tweets via Predictive Statement Classification with Machine Learning and Transformers
por: Tash, Moein Shahiki, et al.
Publicado: (2026)

DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
por: Choi, Donghee, et al.
Publicado: (2024)

DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting
por: Fu, Yihang, et al.
Publicado: (2024)

Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
por: Di Wang, Albert, et al.
Publicado: (2025)

Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading
por: Chen, Qizhao, et al.
Publicado: (2025)

Enhancing Portfolio Optimization with Transformer-GAN Integration: A Novel Approach in the Black-Litterman Framework
por: Zhu, Enmin, et al.
Publicado: (2024)

Chain-of-Alpha: Unleashing the Power of Large Language Models for Alpha Mining in Quantitative Trading
por: Cao, Lang
Publicado: (2025)

Alphanetv4: Alpha Mining Model
por: Wu, Wenjun
Publicado: (2024)

DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
por: Kim, Jinkyu, et al.
Publicado: (2025)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
por: Dalen, Shaw
Publicado: (2025)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
por: Kim, Namhyoung, et al.
Publicado: (2026)

Industrial Metaverse: Enabling Technologies, Open Problems, and Future Trends
por: Zhang, Shiying, et al.
Publicado: (2024)

Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization
por: Ozechi, Samuel, et al.
Publicado: (2026)

Factor Dimensionality and the Bias-Variance Tradeoff in Diffusion Portfolio Models
por: Bagchi, Avi, et al.
Publicado: (2026)

S$^{3}$G: Stock State Space Graph for Enhanced Stock Trend Prediction
por: Lu, Yao, et al.
Publicado: (2026)

AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay
por: Tang, Ziyi, et al.
Publicado: (2025)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
por: Peik, Arash, et al.
Publicado: (2024)

Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
por: Choudhary, Himanshu, et al.
Publicado: (2025)

Tokenized but Illiquid? Evidence from Real-World Asset Markets
por: Mafrur, Rischan
Publicado: (2026)

A Deep Learning Framework for Medium-Term Covariance Forecasting in Multi-Asset Portfolios
por: Reis, Pedro, et al.
Publicado: (2025)

Sentiment-Aware Stock Price Prediction with Transformer and LLM-Generated Formulaic Alpha
por: Chen, Qizhao, et al.
Publicado: (2025)

From Text to Alpha: Can LLMs Track Evolving Signals in Corporate Disclosures?
por: Choi, Chanyeol, et al.
Publicado: (2025)

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

Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products
por: Sharma, Anil, et al.
Publicado: (2024)

GPT-Signal: Generative AI for Semi-automated Feature Engineering in the Alpha Research Process
por: Wang, Yining, et al.
Publicado: (2024)

From Flat to Hierarchical: Evolving Tree-structured Thoughts for Fine-grained Alpha Mining
por: Ren, Junji, et al.
Publicado: (2025)

FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction
por: Hu, Yifan, et al.
Publicado: (2025)

EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction
por: Liu, Dinggao, et al.
Publicado: (2025)

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

Portfolio Optimization under Recursive Utility via Reinforcement Learning
por: Chang, Minkey
Publicado: (2026)

Surrogate Structure-Specific Probabilistic Dynamic Responses of Bridge Portfolios using Deep Learning with Partial Information
por: Ning, Chunxiao, et al.
Publicado: (2025)