Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets
Fuente:
arXiv
Guardado en:
| Autores principales: | Bui, Duc, Nguyen, Thanh |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| 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)
por: Chen, Qizhao
Publicado: (2025)
Stablecoins as Dry Powder: A Copula-Based Risk Analysis of Cryptocurrency Markets
por: Jones, Elliot, et al.
Publicado: (2026)
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)
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)
por: Suriyan, Kanyanut, et al.
Publicado: (2024)
Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
por: Peik, Arash, et al.
Publicado: (2025)
por: Peik, Arash, et al.
Publicado: (2025)
Implementation and Security Analysis of Cryptocurrencies Based on Ethereum
por: Gao, Pengfei, et al.
Publicado: (2025)
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)
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)
por: Cheng, Qishuo, et al.
Publicado: (2024)
Market-Dependent Communication in Multi-Agent Alpha Generation
por: Shi, Jerick, et al.
Publicado: (2025)
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)
por: Tash, Moein Shahiki, et al.
Publicado: (2026)
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
por: Choi, Donghee, et al.
Publicado: (2024)
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)
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)
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)
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)
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)
por: Cao, Lang
Publicado: (2025)
Alphanetv4: Alpha Mining Model
por: Wu, Wenjun
Publicado: (2024)
por: Wu, Wenjun
Publicado: (2024)
DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
por: Kim, Jinkyu, et al.
Publicado: (2025)
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)
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)
por: Kim, Namhyoung, et al.
Publicado: (2026)
Industrial Metaverse: Enabling Technologies, Open Problems, and Future Trends
por: Zhang, Shiying, et al.
Publicado: (2024)
por: Zhang, Shiying, et al.
Publicado: (2024)
Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization
por: Ozechi, Samuel, et al.
Publicado: (2026)
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)
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)
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)
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)
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)
por: Choudhary, Himanshu, et al.
Publicado: (2025)
Tokenized but Illiquid? Evidence from Real-World Asset Markets
por: Mafrur, Rischan
Publicado: (2026)
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)
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)
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)
por: Choi, Chanyeol, et al.
Publicado: (2025)
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
por: Fan, Tianyu, et al.
Publicado: (2025)
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)
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)
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)
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)
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)
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)
por: Bui, Nguyen Kim Hai, et al.
Publicado: (2025)
Portfolio Optimization under Recursive Utility via Reinforcement Learning
por: Chang, Minkey
Publicado: (2026)
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)
por: Ning, Chunxiao, et al.
Publicado: (2025)
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)