A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
RL-Exec uses reinforcement learning to optimize BTC-USD liquidation, outperforming traditional methods.
We find a sharp local maximum in cross-correlation of EUR/USD and BTC/USD pairs, indicating short-term momentum trading.
The long-term dependence of Bitcoin (BTC), manifesting itself through a Hurst exponent , is exploited in order to predict future BTC/USD price. A Monte Carlo simulation with geometric fractional Brownian motion realisations is performed as extensions of historical data. The accuracy of statistical inferen…
Study examines how Trump tariffs and COVID-19 affected financial market efficiency.
Enhanced DQN model boosts trading performance with advanced techniques.
PRIME models cryptocurrency exchange market impact.
Neural Hawkes method estimates cryptocurrency market microstructure and causality.
Enhanced financial forecasting with supervised autoencoders for S&P 500 and cryptocurrencies.
This paper examines autocorrelation in major crypto markets, finding persistent correlations on short time frames.
This paper examines Bitcoin's unique market properties and the leverage effect.
A novel CAB-XDE framework predicts speculative stock prices with high accuracy.