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This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Portfolio Management · Quantitative Finance 2021-05-20 Haoran Wang , Shi Yu

We consider state of the art applications of artificial intelligence (AI) in modelling human financial expectations and explore the potential of quantum logic to drive future advancements in this field. This analysis highlights the…

Computational Finance · Quantitative Finance 2025-10-08 Fabio Bagarello , Francesco Gargano , Polina Khrennikova

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

The finance industry has adopted machine learning (ML) as a form of quantitative research to support better investment decisions, yet there are several challenges often overlooked in practice. (1) ML code tends to be unstructured and ad…

General Finance · Quantitative Finance 2022-07-04 Jonghun Kwak , Jungyu Ahn , Jinho Lee , Sungwoo Park

This article investigates the use of Machine Learning and Deep Learning models in multivariate time series analysis within financial markets. It compares small and big data approaches, focusing on their distinct challenges and the benefits…

Machine Learning · Computer Science 2025-05-09 Grégory Bournassenko

Application of machine learning for stock prediction is attracting a lot of attention in recent years. A large amount of research has been conducted in this area and multiple existing results have shown that machine learning methods could…

Statistical Finance · Quantitative Finance 2022-02-14 Yuxuan Huang , Luiz Fernando Capretz , Danny Ho

Accurate stock market predictions following earnings reports are crucial for investors. Traditional methods, particularly classical machine learning models, struggle with these predictions because they cannot effectively process and…

Computational Finance · Quantitative Finance 2024-11-13 Haowei Ni , Shuchen Meng , Xupeng Chen , Ziqing Zhao , Andi Chen , Panfeng Li , Shiyao Zhang , Qifu Yin , Yuanqing Wang , Yuxi Chan

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

Risk Management · Quantitative Finance 2023-08-02 Yuwei Yin , Yazheng Yang , Jian Yang , Qi Liu

The machine learning (ML) techniques to predict unitarity (UNI) and bounded from below (BFB) constraints in multi-scalar models is employed. The effectiveness of this approach is demonstrated by applying it to the two and three Higgs…

High Energy Physics - Phenomenology · Physics 2024-01-18 Darius Jurčiukonis

Data analytics using machine learning (ML) has become ubiquitous in science, business intelligence, journalism and many other domains. While a lot of work focuses on reducing the training cost, inference runtime and storage cost of ML…

Databases · Computer Science 2018-05-30 Lingjiao Chen , Paraschos Koutris , Arun Kumar

In today's complex and volatile financial market environment, risk management of multi-asset portfolios faces significant challenges. Traditional risk assessment methods, due to their limited ability to capture complex correlations between…

Risk Management · Quantitative Finance 2025-02-14 Fu Lei , Ge Shi

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB. So far, there have been very limited attempts for extracting relevant features based on LOB data. In…

Statistical Finance · Quantitative Finance 2019-06-11 Adamantios Ntakaris , Giorgio Mirone , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

An exponential growth in computing power, which has brought more sophisticated and higher resolution simulations of the climate system, and an exponential increase in observations since the first weather satellite was put in orbit, are…

Atmospheric and Oceanic Physics · Physics 2024-08-20 Annalisa Bracco , Julien Brajard , Henk A. Dijkstra , Pedram Hassanzadeh , Christian Lessig , Claire Monteleoni

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Cloud Computing (CC) is revolutionizing the way IT resources are delivered to users, allowing them to access and manage their systems with increased cost-effectiveness and simplified infrastructure. However, with the growth of CC comes a…

Cryptography and Security · Computer Science 2024-10-28 Aptin Babaei , Parham M. Kebria , Mohsen Moradi Dalvand , Saeid Nahavandi

The ongoing progress in quantum technologies has fueled a sustained exploration of their potential applications across various domains. One particularly promising field is quantitative finance, where a central challenge is the pricing of…

Quantum Physics · Physics 2025-10-23 Fernando Alonso , Álvaro Leitao , Carlos Vázquez

We explored the potential applications of various Quantum Algorithms for stock price prediction by conducting a series of experimental simulations using both Classical as well as Quantum Hardware. Firstly, we extracted various stock price…

Computational Finance · Quantitative Finance 2023-08-29 Naman S , Gaurang B , Neel S , Aswath Babu H

The paradigm of machine learning and artificial intelligence has pervaded our everyday life in such a way that it is no longer an area for esoteric academics and scientists putting their effort to solve a challenging research problem. The…

Statistical Finance · Quantitative Finance 2021-10-26 Jaydip Sen , Rajdeep Sen , Abhishek Dutta

The improvement of computers' capacities, advancements in algorithmic techniques, and the significant increase of available data have enabled the recent developments of Artificial Intelligence (AI) technology. One of its branches, called…

Machine Learning · Computer Science 2021-07-13 Racine Ly