English
Related papers

Related papers: Foreign Signal Radar

200 papers

This paper describes experiments on fine-tuning a small language model to generate forecasts of long-horizon stock price movements. Inputs to the model are narrative text from 10-K reports of large market capitalization companies in the S&P…

Statistical Finance · Quantitative Finance 2024-10-28 Joel R. Bock

Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross…

Computational Engineering, Finance, and Science · Computer Science 2015-03-10 Mike Wu

The stock market is a crucial component of the financial market, playing a vital role in wealth accumulation for investors, financing costs for listed companies, and the stable development of the national macroeconomy. Significant…

Trading and Market Microstructure · Quantitative Finance 2024-02-28 Jiajian Zheng , Duan Xin , Qishuo Cheng , Miao Tian , Le Yang

Introduced in the late 90s, the passport option gives its holder the right to trade in a market and receive any positive gain in the resulting traded account at maturity. Pricing the option amounts to solving a stochastic control problem…

Pricing of Securities · Quantitative Finance 2023-07-28 Josef Teichmann , Hanna Wutte

We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by…

General Finance · Quantitative Finance 2015-07-28 Adrián Carro , Raúl Toral , Maxi San Miguel

The Efficient Market Hypothesis has been a staple of economics research for decades. In particular, weak-form market efficiency -- the notion that past prices cannot predict future performance -- is strongly supported by econometric…

Statistical Finance · Quantitative Finance 2019-09-12 Samuel Showalter , Jeffrey Gropp

Co-branding has become a widely used marketing strategy, yet little attention has been paid to its impact on a firm's stock value. Prior literature has shown that using a co-branding strategy properly helps firms leverage the brand value…

Trading and Market Microstructure · Quantitative Finance 2022-02-16 Hengameh Fakhravar , Hesamoddin Tahami

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

As the increasing application of AI in finance, this paper will leverage AI algorithms to examine tail risk and develop a model to alter tail risk to promote the stability of US financial markets, and enhance the resilience of the US…

Risk Management · Quantitative Finance 2025-08-08 Zong Ke , Yuchen Yin

In the pursuit of accurate and scalable quantitative methods for financial market analysis, the focus has shifted from individual stock models to those capturing interrelations between companies and their stocks. However, current relational…

Statistical Finance · Quantitative Finance 2023-07-18 Lili Wang , Chenghan Huang , Chongyang Gao , Weicheng Ma , Soroush Vosoughi

Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price…

Machine Learning · Computer Science 2025-11-11 Ruoyu Guo , Haochen Qiu , Xuelun Hou

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in a variety of financial applications. However with recent research, particularly those using machine learning and…

Statistical Finance · Quantitative Finance 2022-02-21 Rian Dolphin , Barry Smyth , Ruihai Dong

Financial fraud detection has emerged as a critical research challenge amid the rapid expansion of digital financial platforms. Although machine learning approaches have demonstrated strong performance in identifying fraudulent activities,…

Machine Learning · Computer Science 2026-03-13 Mohammad Shihab Uddin , Md Hasibul Amin , Nusrat Jahan Ema , Bushra Uddin , Tanvir Ahmed , Arif Hassan Zidan

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

Statistical Finance · Quantitative Finance 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Foreign exchange is the largest financial market in the world, and it is also one of the most volatile markets. Technical analysis plays an important role in the forex market and trading algorithms are designed utilizing machine learning…

Statistical Finance · Quantitative Finance 2020-08-24 Zezheng Zhang , Matloob Khushi

Money laundering is the crucial mechanism utilized by criminals to inject proceeds of crime to the financial system. The primary responsibility of the detection of suspicious activity related to money laundering is with the financial…

Machine Learning · Computer Science 2020-11-18 Utku Görkem Ketenci , Tolga Kurt , Selim Önal , Cenk Erbil , Sinan Aktürkoğlu , Hande Şerban İlhan

Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock…

Machine Learning · Computer Science 2022-08-02 Xiao-Yang Liu , Zhuoran Xiong , Shan Zhong , Hongyang Yang , Anwar Walid

As global economic integration progresses, foreign-funded enterprises play an increasingly crucial role in fostering local economic growth and enhancing industrial development. However, there are not many researches to deal with this aspect…

Applications · Statistics 2025-06-24 Guoqiang Liang , Jiarui Xie , Mengxuan Li , Shuo Zhang

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with…

Machine Learning · Computer Science 2026-02-03 Kasymkhan Khubiev , Mikhail Semenov , Irina Podlipnova , Dinara Khubieva
‹ Prev 1 4 5 6 7 8 10 Next ›