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.
Improved financial predictions with OHLC data and timestamps.
Novel CMG framework improves financial sentiment forecasting.
We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we develop the theory of most efficient point-wise homogeneous OHLC volatility estimators, valid for any price processes. We intr…
Study adapts OHLC volatility estimators for monitoring market stress in diverse settings.
Research predicts healthcare index movements using historical OHLC data.
The intrinsic entropy model accurately estimates stock market volatility.
Paper introduces CSIE for estimating stock market volatility.
The study identifies and predicts extreme stock price fluctuations using HHT and SVM.
Developed Forex trading heuristics with high profit potential.
Stock prediction has always been attractive area for researchers and investors since the financial gains can be substantial. However, stock prediction can be a challenging task since stocks are influenced by a multitude of factors whose influence vary rapidly through time. This paper proposes a novel approach (Word2Vec…