Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
Fuente:
arXiv
Saved in:
| Main Authors: | Chang, Minkey, Kim, Jae-Young |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Portfolio Optimization under Recursive Utility via Reinforcement Learning
by: Chang, Minkey
Published: (2026)
by: Chang, Minkey
Published: (2026)
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)
by: Våle, Oskar, et al.
Published: (2026)
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)
by: Saidd, Nabeel Ahmad
Published: (2026)
Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)
by: Luo, Junliang, et al.
Published: (2024)
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)
by: Kim, Namhyoung, et al.
Published: (2026)
Time Series Foundation Models for Multivariate Financial Time Series Forecasting
by: Marconi, Ben A.
Published: (2025)
by: Marconi, Ben A.
Published: (2025)
Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)
by: Yang, Kun, et al.
Published: (2025)
Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
by: Hu, Tianzuo
Published: (2025)
by: Hu, Tianzuo
Published: (2025)
Behavioral Machine Learning? Regularization and Forecast Bias
by: Frank, Murray Z., et al.
Published: (2023)
by: Frank, Murray Z., et al.
Published: (2023)
A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
by: Yang, Dayu
Published: (2024)
by: Yang, Dayu
Published: (2024)
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
by: Gao, Zhaoxing
Published: (2024)
by: Gao, Zhaoxing
Published: (2024)
Reasoning on Time-Series for Financial Technical Analysis
by: Koa, Kelvin J. L., et al.
Published: (2025)
by: Koa, Kelvin J. L., et al.
Published: (2025)
Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)
by: Liu, Chang
Published: (2023)
Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)
by: Dolphin, Rian, et al.
Published: (2024)
Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
by: Kikuchi, Tatsuru
Published: (2024)
by: Kikuchi, Tatsuru
Published: (2024)
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)
by: Wu, Yurui, et al.
Published: (2026)
Beyond Visual Realism: Toward Reliable Financial Time Series Generation
by: Zhang, Fan, et al.
Published: (2026)
by: Zhang, Fan, et al.
Published: (2026)
Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by: Peik, Arash, et al.
Published: (2024)
by: Peik, Arash, et al.
Published: (2024)
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
by: Alouadi, Alexandre, et al.
Published: (2026)
by: Alouadi, Alexandre, et al.
Published: (2026)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
by: Omranpour, Soroush, et al.
Published: (2024)
by: Omranpour, Soroush, et al.
Published: (2024)
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)
by: Chen, Minshuo, et al.
Published: (2025)
StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by: Wang, Shengkun, et al.
Published: (2024)
by: Wang, Shengkun, et al.
Published: (2024)
Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)
Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)
by: Hirayama, Kenichi, et al.
Published: (2019)
Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach
by: Liu, Shun, et al.
Published: (2023)
by: Liu, Shun, et al.
Published: (2023)
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)
by: Yang, Yan-Hong, et al.
Published: (2023)
The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)
by: Lopez-Lira, Alejandro, et al.
Published: (2025)
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)
by: Bianchi, Sergio, et al.
Published: (2025)
On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors
by: Dong, Xinshuai, et al.
Published: (2023)
by: Dong, Xinshuai, et al.
Published: (2023)
DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
by: Kriuk, Boris, et al.
Published: (2025)
by: Kriuk, Boris, et al.
Published: (2025)
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
by: Lazanas, Alexis, et al.
Published: (2026)
by: Lazanas, Alexis, et al.
Published: (2026)
MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
by: Huh, Jeonggyu, et al.
Published: (2026)
by: Huh, Jeonggyu, et al.
Published: (2026)
Identifying Trades Using Technical Analysis and ML/DL Models
by: Shah, Aayush, et al.
Published: (2023)
by: Shah, Aayush, et al.
Published: (2023)
Analyzing Economic Convergence Across the Americas: A Survival Analysis Approach to GDP per Capita Trajectories
by: Vallarino, Diego
Published: (2024)
by: Vallarino, Diego
Published: (2024)
CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)
by: Dumitrescu, Catalin
Published: (2025)
The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025)
by: Soleimani, Hamoon
Published: (2025)
by: Soleimani, Hamoon
Published: (2025)
Identifying Money Laundering Subgraphs on the Blockchain
by: Song, Kiwhan, et al.
Published: (2024)
by: Song, Kiwhan, et al.
Published: (2024)
Financial Bond Similarity Search Using Representation Learning
by: Haeri, Amin, et al.
Published: (2026)
by: Haeri, Amin, 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)
by: Tondapu, Narayan
Published: (2024)
Similar Items
-
Portfolio Optimization under Recursive Utility via Reinforcement Learning
by: Chang, Minkey
Published: (2026) -
Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026) -
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026) -
Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024) -
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)