Embedded Files
- AlphaPortfolio: Discovery of Portfolio Optimization and Allocation Methods Using LLMs, Kamer Ali Yuksel, Hassan Sawaf
- Extract, Match, and Score: An Evaluation Paradigm for Long Question-context-answer Triplets in Financial Analysis, BO HU, Han Yuan, Vlad Pandelea, Wuqiong Luo, Yingzhu Zhao, Zheng Ma
- FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models, Yanlong Wang, Jian Xu, Tiantian Gao, Hongkang Zhang, Shao-Lun Huang, Danny Dongning Sun, Xiao-Ping Zhang
- Exploring LLM Cryptocurrency Trading Through Fact-Subjectivity Aware Reasoning, Qian Wang, YUCHEN GAO, Zhenheng Tang, Bingqiao Luo, Nuo Chen, Bingsheng He
- Multi-modal Large Language Model for Financial Activities: A Case Study on Hotel Budgeting, Yan Ai, Shengchao Liu
- AlphaQuant: LLM-Driven Automated Robust Feature Engineering for Quantitative Finance, Kamer Ali Yuksel, Hassan Sawaf
- Data-driven Portfolio Optimization with Signatures, Sungwon Park, Hongjoong Kim
- SEMI-DECISION-FOCUSED LEARNING WITH DEEP ENSEMBLES: A PRACTICAL FRAMEWORK FOR ROBUST PORTFOLIO OPTIMIZATION, Juhyeong Kim
- Monte Carlo Calibration via Deep Learning, Lukas Gonon, Wolfgang Stockinger
- Variational Bayes Portfolio Construction, Nicolas Nguyen, James Ridgway, Claire Vernade
- TradExpert: Revolutionizing Trading with Mixture of Expert LLMs, Qianggang Ding, Haochen Shi, Jiadong Guo, Bang Liu
- Exploring the Reliability of Self-explanation and its Relationship with Classification in Language Model-driven Financial Analysis, Han Yuan, Li Zhang, Zheng Ma
- A Black Swan Hypothesis: The Role of Human Irrationality in AI Safety, Hyunin Lee, Chanwoo Park, David Abel, Ming Jin
- Fine-Tuned Multi-Task Learning for Credit Risk and Loan Selection in Unsecured Personal Loans, Jihwan kim, Ji Hoon Yoo, Hyunwoo Jeung, Byunggyu Ahn, Jaekyoon Lee, KYUNGHWA YOON, Jiyun seo, Nayoung Kwak
- Rethinking tabular synthetic data generation for improving financial fraud detection: new challenges in the banking scenarios, Dae-Young Park, In-Young Ko
- Sparse Counterfactual Explanation for Financial Predictions, Mahesh Reddy, Hossein Hajimirsadeghi
- IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers, Hanwool Lee, Heehwan Park
- CryptoMamba: Leveraging State Space Models for Accurate Bitcoin Price Prediction, Mohammad Shahab Sepehri, Asal Mehradfar, Mahdi Soltanolkotabi, Salman Avestimehr
- Empirical Asset Pricing with Large Language Model Agents, Junyan Cheng, Peter Chin
- Option Market Making via Reinforcement Learning,,Zhou Fang, Haiqing Xu
- ExpProof : Operationalizing Explanations for Confidential Models with ZKPs, Chhavi Yadav, Evan Laufer, Dan Boneh, Kamalika Chaudhuri
- Enhancing Fair Representation of Multiple Sensitive Categories Using Adversarial Machine Learning Approach, Mohammad Hassan Khatami, Alexander Khrulev, Alexey Rubtsov
- Enhancing Investment Decisions Through Social Media Driven Communities, Seonghyun Kim, Hyeongyu Jeong, Minkyu Kim, Hoeik Hwang, Hansol Park, Taekyu Eom
- TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets, Yuzhe YANG, Yifei Zhang, Minghao Wu, Kaidi Zhang, Yunmiao Zhang, Honghai Yu, Yan Hu, Benyou Wang
- Can We Catch the Two Birds of Fairness and Privacy?, Arjun Nichani, Hsiang Hsu, Haewon Jeong
- Enhancing Startup Success Predictions in Venture Capital: A GraphRAG Augmented Multivariate Time Series Method, Zitian Gao, Yihao Xiao
- Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach, Arishi Orra, ARYAN BHAMBU, Himanshu Choudhary, Manoj Thakur
- Privacy Amplification by Structured Subsampling for Deep Differentially Private Time Series Forecasting, Jan Schuchardt, Mina Dalirrooyfard, Jed Guzelkabaagac, Anderson Schneider, Yuriy Nevmyvaka, Stephan Günnemann
- TWICE: What Advantages Can Low-Resource Domain-Specific Embedding Model Bring?— A Case Study on Korea Financial Texts, Yewon hwang, Sungbum Jung, Hanwool Lee, Sara Yu
- HyperIV: Real-time Implied Volatility Smoothing, Yongxin Yang, Wenqi Chen, Chao Shu, Timothy Hospedales
- Decoding Federal Reserve Communications with LLM Embeddings for Enhanced Market Return Predictions, Mingjun Sun, Beier Liu, Haiyun Zhu
- LLM Trading: Analysis of LLM Agent Behavior in Experimental Asset Markets, Thomas Henning, Siddhartha Ojha, Ross Spoon, Jiatong Han, Colin F Camerer
- A Set-Sequence Model for Time Series, Elliot L Epstein, Apaar Sadhwani, Kay Giesecke
- FAR-FD: Feature Augmented Retrieval for Fraud Detection, Aniruddha Mukherjee, Bhaskar Lalwani, Aditya Singh
- Fair Feature Importance Scores via Feature Occlusion and Permutation, Camille Olivia Little, Madeline Navarro, Santiago Segarra, Genevera I. Allen
- Are Large Language Models Good In-context Learners for Financial Sentiment Analysis?, Xinyu Wei, Luojia Liu
- SIMP: A Simulator for Interactive Market Phenomena studies, Patrick Liston, Charles Gretton, Artem Lensky
- DTAM: Dynamic Task-Adaptive Meta-learning for Nonstationary Distribution Shifts, Erfan Darzi, Aldo Pareja, Castor Comploj
- MARTs : Moving Average Randomized Trees, Vinay Kumar Giri, Rahul Goswami, Vimlesh Kumar
- Secure and Scalable Horizontal Federated Learning for Bank Fraud Detection, Nnaemeka Casmir Obiefuna, Iremide Blessing Oyelaja, Similoluwa Odunaiya, Samuel Oladayo Oyeneye
- Wasserstein Robust Market Making via Entropy Regularization, Zhou Fang, Arie Israel
- SMALL BUT MIGHTY: UNLOCKING FINANCIAL SENTI- MENT ANALYSIS WITH COMPACT LANGUAGE MODELS, Gaurav Sarma, Vikalp Srivastava, Manoj Kumar
- Bridging Efficiency, Stability, and Fairness: Self-Supervised GNN-to-MLP Knowledge Distillation for Financial Networks, Vipul Kumar Singh, Jyotismita Barman, Sandeep Kumar, Jayadeva Jayadeva
- Integrating LLM-generated views into the Black-Litterman model, Youngbin Lee, Yejin Kim, Suin Kim, Yongjae Lee
- Continual Domain Adaptation in Time Series via Parameter-Efficient Dual Adapters and Prompt Tuning, Ashish Mishra, Suparna Bhattacharya, Martin Foltin
- LEVERAGING LLMS FOR TOP-DOWN SECTOR ALLOCATION IN AUTOMATED TRADING, Ryan Quek Wei Heng, Edoardo Vittori, Keane Ong, Rui Mao, Erik Cambria, Gianmarco Mengaldo
- WHOMP: OPTIMIZING RANDOMIZED CONTROLLED TRIALS VIA WASSERSTEIN HOMOGENEITY, Shizhou Xu, Thomas Strohmer
- Optimizing Retrieval Strategies for Financial Question Answering Documents in Retrieval-Augmented Generation Systems, Sejong Kim, Hyunseo Song, Hyunwoo Seo, Hyunjun Kim
- Timing is important: Risk-aware Fund Allocation based on Time-Series Forcasting, Fuyuan Lyu, Linfeng Du, Yunpeng Weng, Qiufang Ying, Zhiyan Xu, wenzou, Haolun Wu, xiuqiang He, Xing Tang
- Distributed AutoML of Incremental Machine Learning Algorithms, Seshu Tirupathi, Dhaval Salwala
- Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning, Hadi Keramati, samaneh jazayeri
- EAGLE: A Multi-Agent Generative AI System for Personalized Banking Recommendation and Risk-Aware Financial Planning, Varad Srivastava
- FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented Generation, CHANYEOL CHOI, Jihoon Kwon, Jaeseon Ha, Hojun Choi, Chaewoon Kim, Yongjae Lee, Jy-yong Sohn, Alejandro Lopez-Lira
Page updated
Google Sites
Report abuse