English
Related papers

Related papers: Financial Risk and Returns Prediction with Modular…

200 papers

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior…

General Finance · Quantitative Finance 2008-12-02 J. B. Satinover , D. Sornette

How should an agent decide when and how to plan? A dominant approach builds agents as reactive policies with adaptive computation (e.g., chain-of-thought), trained end-to-end expecting planning to emerge implicitly. Without control over the…

Artificial Intelligence · Computer Science 2026-05-22 Mingkai Deng , Jinyu Hou , Lara Sá Neves , Varad Pimpalkhute , Taylor W. Killian , Zhengzhong Liu , Eric P. Xing

Recurrent meta reinforcement learning (meta-RL) agents are agents that employ a recurrent neural network (RNN) for the purpose of "learning a learning algorithm". After being trained on a pre-specified task distribution, the learned weights…

Machine Learning · Computer Science 2021-05-03 Safa Alver , Doina Precup

Financial forecasting is an example of a signal processing problem which is challenging due to Small sample sizes, high noise, non-stationarity, and non-linearity,but fast forecasting of stock market price is very important for strategic…

Neural and Evolutionary Computing · Computer Science 2015-03-13 Arka Ghosh

Recent advances in large language models (LLMs) are transforming data-intensive domains, with finance representing a high-stakes environment where transparent and reproducible analysis of heterogeneous signals is essential. Traditional…

Multiagent Systems · Computer Science 2025-12-29 Marc S. Montalvo , Hamed Yaghoobian

One of the most common and universal problems in science is to investigate a function. The prediction can be made by an Artificial Neural Network (ANN) or a mathematical model. Both approaches have their advantages and disadvantages.…

Neural and Evolutionary Computing · Computer Science 2022-02-22 Szymon Buchaniec , Marek Gnatowski , Grzegorz Brus

A numerical agent-based spin model of financial markets, based on the Potts model from statistical mechanics, with a novel interpretation of the spin variable (as regards financial-market models) is presented. In this model, a value of the…

Statistical Finance · Quantitative Finance 2021-04-28 Mateusz Denys

Human learning is a complex phenomenon requiring flexibility to adapt existing brain function and precision in selecting new neurophysiological activities to drive desired behavior. These two attributes -- flexibility and selection -- must…

Neurons and Cognition · Quantitative Biology 2013-06-28 Danielle S. Bassett , Nicholas F. Wymbs , Mason A. Porter , Peter J. Mucha , Jean M. Carlson , Scott T. Grafton

In the world of advice and financial planning, there is seldom one right answer. While traditional algorithms have been successful in solving linear problems, its success often depends on choosing the right features from a dataset, which…

Statistical Finance · Quantitative Finance 2021-10-26 Shareefuddin Mohammed , Rusty Bealer , Jason Cohen

Current virtual reality systems are typically limited by performance/cost, usability (size), or a combination of both. By using a networked client/server environment, we have solved these limitations for the client. However, in doing so we…

Human-Computer Interaction · Computer Science 2019-10-11 Gregory Gutmann , Akihiko Konagaya

We consider a financial network represented at any time instance by a random liability graph which evolves over time. The agents connect through credit instruments borrowed from each other or through direct lending, and these create the…

Risk Management · Quantitative Finance 2022-12-23 Indrajit Saha , Veeraruna Kavitha

The emergence of agentic artificial intelligence (AI) represents a fundamental transformation in financial markets, characterized by autonomous systems capable of reasoning, planning, and adaptive decision-making with minimal human…

Agent-based modelling is a powerful tool when simulating human systems, yet when human behaviour cannot be described by simple rules or maximising one's own profit, we quickly reach the limits of this methodology. Machine learning has the…

Multiagent Systems · Computer Science 2022-01-21 Georg Jäger , Daniel Reisinger

We define and study the problem of predicting the solution to a linear program (LP) given only partial information about its objective and constraints. This generalizes the problem of learning to predict the purchasing behavior of a…

Data Structures and Algorithms · Computer Science 2016-10-27 Shahin Jabbari , Ryan Rogers , Aaron Roth , Zhiwei Steven Wu

Model-based next state prediction and state value prediction are slow to converge. To address these challenges, we do the following: i) Instead of a neural network, we do model-based planning using a parallel memory retrieval system (which…

Artificial Intelligence · Computer Science 2023-02-02 John Chong Min Tan , Mehul Motani

Financial market risk forecasting involves applying mathematical models, historical data analysis and statistical methods to estimate the impact of future market movements on investments. This process is crucial for investors to develop…

Statistical Finance · Quantitative Finance 2024-05-24 Jinxin Xu , Kaixian Xu , Yue Wang , Qinyan Shen , Ruisi Li

We use a neural network to identify the optimal solution to a family of optimal investment problems, where the parameters determining an investor's risk and consumption preferences are given as inputs to the neural network in addition to…

Computational Finance · Quantitative Finance 2025-11-11 John Armstrong , Cristin Buescu , James Dalby , Rohan Hobbs

Public finances are one of the fundamental mechanisms of economic governance that refer to the financial activities and decisions made by government entities to fund public services, projects, and operations through assets. In today's…

General Finance · Quantitative Finance 2024-03-29 Kapil Panda

Network momentum provides a novel type of risk premium, which exploits the interconnections among assets in a financial network to predict future returns. However, the current process of constructing financial networks relies heavily on…

Portfolio Management · Quantitative Finance 2023-08-25 Xingyue Pu , Stefan Zohren , Stephen Roberts , Xiaowen Dong

Leveraging multiple Large Language Models(LLMs) has proven effective for addressing complex, high-dimensional tasks, but current approaches often rely on static, manually engineered multi-agent configurations. To overcome these constraints,…

Machine Learning · Computer Science 2025-07-21 Xiaowen Ma , Chenyang Lin , Yao Zhang , Volker Tresp , Yunpu Ma
‹ Prev 1 3 4 5 6 7 10 Next ›