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.
Paper proposes a novel approach for stock prediction using NLP and Japanese candlesticks.
Framework explains deep learning candlestick recognition.
Deep learning predicts stock market trends using candlestick charts.
Paper improves candlestick classification model's resistance to adversarial attacks.
Paper develops new spot regression estimators using candlesticks for asset pricing.
Proposes a method to generate high-quality candlestick data for financial trading.
Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation
Study builds a Japanese financial-specific LLM through continual pre-training.
Study shows activist board representation improves Japanese companies' performance.
Researchers introduce datasets for cursive Japanese to ML community.
KaoKore dataset extracts faces from pre-modern Japanese art for machine learning.
The study uses stock market indicators to forecast COVID-19 cases.
Study tests five popular trading signal families and finds four refuted, one inconclusive, and one not refuted.
Study constructs a Japanese financial LLM benchmark.
Study finds varying market efficiency in prewar and wartime Japanese stock market.
Study on time-varying APT validity in Japanese stock market.
Enhanced Tacotron for Japanese speech synthesis improves naturalness.
This study evaluates prewar Japanese financial market efficiency using time-varying models.
Network analysis techniques remain rarely used for understanding international management strategies. Our paper highlights their value as research tool in this field of social science using a large set of micro-data (20,000) to investigate the presence of networks of subsidiaries overseas. The research question is the …
We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping by industrial categories, and found a decreasing in trend for the coefficient. This phenomenon supports the increasing external influences …
Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.
Trading strategies improved by classifying financial time-series images.
This paper examines the integration process of the Japanese major rice markets (Tokyo and Osaka) from 1881 to 1932. Using a non-Bayesian time-varying vector error correction model, we argue that the process strongly depended on the government's policy on the network system of the telegram and telephone; rice traders wi…
Study confirms USD/JPY rises at Gotobi days, suggesting trading strategy.
Study examines market reactions and spillovers in Japanese bank mergers using multiple methods.
EDINET-Bench evaluates LLMs on complex financial tasks using Japanese financial statements.
The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is applied to historical end of day data from the Japanese stock market during 2002. By studying the time dependence of th…
We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a backbone that is statistically validated against a null hypothesis of uniform diversi…
This paper uses alternative data to forecast Japanese real estate performance.
In this paper we address the question of the size distribution of firms. To this aim, we use the Bloomberg database comprising multinational firms within the years 1995-2003, and analyze the data of the sales and the total assets of the separate financial statement of the Japanese and the US companies, and make a compa…
To elucidate allometric scaling in complex systems, we investigated the underlying scaling relationships between typical three-scale indicators for approximately 500,000 Japanese firms; namely, annual sales, number of employees, and number of business partners. First, new scaling relations including the distributions o…
We propose a long term portfolio management method which takes into account a liability. Our approach is based on the LQG (Linear, Quadratic cost, Gaussian) control problem framework and then the optimal portfolio strategy hedges the liability by directly tracking a benchmark process which represents the liability. Two…
This paper evaluates LLMs for technical market analysis, finding GPT-4 Turbo and FinGPT outperform passive benchmarks.
Study improves Cox model for predicting stock trading signs using Japanese market data.
Quantum neural network and tensor network models outperform classical models in Japanese stock market predictions.
We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and found a common trend of decrease for Japan and Korea. This phenomenon supports t…
Investigates neural TTS systems for Japanese and English.
By analysing the financial data of firms across Japan, a nonlinear power law with an exponent of 1.3 was observed between the number of business partners (i.e. the degree of the inter-firm trading network) and sales. In a previous study using numerical simulations, we found that this scaling can be explained by both th…
Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1, has been maintained over 30 years in the income distribution of Japanese companies…
An analysis of the Japanese credit market in 2004 between banks and quoted firms is done in this paper using the tools of the networks theory. It can be pointed out that: (i) a backbone of the credit channel emerges, where some links play a crucial role; (ii) big banks privilege long-term contracts; the "minimal spanni…
Random forests classify Pokemon names based on evolutionary status.
This study conducts a comprehensive analysis of time series segmentation on the Japanese stock prices listed on the first section of the Tokyo Stock Exchange during the period from 4 January 2000 to 30 January 2012. A recursive segmentation procedure is used under the assumption of a Gaussian mixture. The daily number …
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…
We explore what causes business cycles by analyzing the Japanese industrial production data. The methods are spectral analysis and factor analysis. Using the random matrix theory, we show that two largest eigenvalues are significant. Taking advantage of the information revealed by disaggregated data, we identify the fi…
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the …
Explains Milnor invariants for links and surfaces.
This paper studies the structure of the Japanese production network, which includes one million firms and five million supplier-customer links. This study finds that this network forms a tightly-knit structure with a core giant strongly connected component (GSCC) surrounded by IN and OUT components constituting two hal…
We perform an extended analysis of the distribution of drawdowns in the two leading exchange markets (US dollar against the Deutsmark and against the Yen), in the major world stock markets, in the U.S. and Japanese bond market and in the gold market, by introducing the concept of ``coarse-grained drawdowns,'' which all…