Related papers: HRFT: Mining High-Frequency Risk Factor Collection…

An efficient method is introduced in this paper to find the intrinsic mode function (IMF) components of time series data. This method is faster and more predictable than the Empirical Mode Decomposition (EMD) method devised by the author of…

Symbolic regression (SR), the automated discovery of mathematical expressions from data, is a cornerstone of scientific inquiry. However, it is often hindered by the combinatorial explosion of the search space and a tendency to overfit.…

We present a hierarchical neuro-symbolic control framework that tightly couples a classical symbolic planner with a transformer-based policy to address long-horizon decision-making under uncertainty. At the high level, the planner assembles…

Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

We propose to represent a return model and risk model in a unified manner with deep learning, which is a representative model that can express a nonlinear relationship. Although deep learning performs quite well, it has significant…

Secure signal processing is becoming a de facto model for preserving privacy. We propose a model based on the Fully Homomorphic Encryption (FHE) technique to mitigate security breaches. Our framework provides a method to perform a Fast…

In recent years, self-attention has become the dominant paradigm for sequence modeling in a variety of domains. However, in domains with very long sequence lengths the $\mathcal{O}(T^2)$ memory and $\mathcal{O}(T^2 H)$ compute costs can…

Predicting stock returns remains a central challenge in quantitative finance, transitioning from traditional statistical methods to contemporary deep learning techniques. However, many current models struggle with effectively capturing…

With the increasing implementation of machine learning models on edge or Internet-of-Things (IoT) devices, deploying advanced models on resource-constrained IoT devices remains challenging. Transformer models, a currently dominant neural…

Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance. Within the modern portfolio construction framework that built on Markowitz's theory, the covariance matrix of…

We introduce an Invertible Symbolic Regression (ISR) method. It is a machine learning technique that generates analytical relationships between inputs and outputs of a given dataset via invertible maps (or architectures). The proposed ISR…

This paper presents MSMF (Multi-Scale Multi-Modal Fusion), a novel approach for enhanced stock market prediction. MSMF addresses key challenges in multi-modal stock analysis by integrating a modality completion encoder, multi-scale feature…

Income and risk coexist, yet investors are often so focused on chasing high returns that they overlook the potential risks that can lead to high losses. Therefore, risk forecasting and risk control is the cornerstone of investment. To…

In the financial field, precise risk assessment tools are essential for decision-making. Recent studies have challenged the notion that traditional network loss functions like Mean Square Error (MSE) are adequate, especially under extreme…

We introduce a new method for estimating the Ideal Time-Frequency Representation (ITFR) of complex nonstationary signals. The Reconstructive Ideal Fractional Transform (RIFT) computes a constellation of Continuous Fractional Wavelet…

Can large language models (LLMs) generate continuous numerical features that improve reinforcement learning (RL) trading agents? We build a modular pipeline where a frozen LLM serves as a stateless feature extractor, transforming…

Test-time finetuning (TTFT) is a rapidly evolving paradigm that adapts a language model to each prompt by retrieving related sequences, updating the model on them, and then evaluating the prompt. However, TTFT is only practical if it is…

There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…

Standard decoding approaches for conditional text generation tasks typically search for an output hypothesis with high model probability, but this may not yield the best hypothesis according to human judgments of quality. Reranking to…

While deep reinforcement learning (RL) has been demonstrated effective in solving complex control tasks, sample efficiency remains a key challenge due to the large amounts of data required for remarkable performance. Existing research…