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.
Sparse portfolio strategy from mutual funds' favorite stocks in China A share market.
Solves Brezis' first open problem on ball solutions.
Favorit strategy helps farmers mitigate market price fluctuations.
Groupoids provide a more appropriate framework for differential geometry than principal bundles. Synthetic differential geometry is the avant-garde branch of differential geometry, in which nilpotent infinitesimals are available in abundance. The principal objective in this paper is to show within our favorite framewor…
Let , be a bounded open set, and denote by , the eigenvalues of the Dirichlet Laplacian arranged in nondecreasing order, with multiplicities. The weak form of Pleijel's theorem states that the number of eigenvalues , for which there exists an associated eigenf…
Distributions over rankings are used to model data in various settings such as preference analysis and political elections. The factorial size of the space of rankings, however, typically forces one to make structural assumptions, such as smoothness, sparsity, or probabilistic independence about these underlying distri…
Many recent works have discussed the propensity, or lack thereof, for emergent languages to exhibit properties of natural languages. A favorite in the literature is learning compositionality. We note that most of those works have focused on communicative bandwidth as being of primary importance. While important, it is …
Batch normalization (BN) is a technique to normalize activations in intermediate layers of deep neural networks. Its tendency to improve accuracy and speed up training have established BN as a favorite technique in deep learning. Yet, despite its enormous success, there remains little consensus on the exact reason and …
StableDR stabilizes doubly robust learning for biased recommendation data.
Predicts user next location using CDR data.
This work analyzes the maximum-margin bias in quasi-homogeneous neural networks.
Proposes MANE for multi-view network embedding, improving node representations.
REST framework predicts stock trends by considering stock-specific and related-stock events.
Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and the Guangdong province can be identified in the stock geographical sector. By investigating a geographical correlation on a geographical pa…
EarnMore uses masked stock representations to train RL agents for customizable stock pools efficiently.
A simple and elegant arrangement of stock components of a portfolio (market index-DJIA) in a recent paper [1], has led to the construction of crossing of stocks diagram. The crossing stocks method revealed hidden remarkable algebraic and geometrical aspects of stock market. The present paper continues to uncover new ma…
Improved S&P stock prediction by integrating related stocks' data.
Graham's formula simplifies stock valuation for growth stocks.
It seems to be very unlikely that all relevant information in the stock market could be fully encoded in a geometrical shape. Still,the present paper will reveal the geometry behind the stock market transactions. The prices of market index (DJIA) stock components are arranged in ascending order from the smallest one in…
We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of the information transfer, we find that individual stocks are influenced by the …
Paper uses HGNN to predict stock types from relationships and temporal data.
Study reveals the 2020 U.S. stock crash was endogenous, not caused by COVID.
Green stocks show less factor exposure heterogeneity compared to brown stocks.
We investigated the topological properties of stock networks through a comparison of the original stock network with the estimated stock network from the correlation matrix created by the random matrix theory (RMT). We used individual stocks traded on the market indices of Korea, Japan, Canada, the USA, Italy, and the …
A new framework forecasts stock trends by mining shared information from concepts.
Stock prediction aims to predict the future trends of a stock in order to help investors to make good investment decisions. Traditional solutions for stock prediction are based on time-series models. With the recent success of deep neural networks in modeling sequential data, deep learning has become a promising choice…
We propose improved methods to identify stock groups using the correlation matrix of stock price changes. By filtering out the marketwide effect and the random noise, we construct the correlation matrix of stock groups in which nontrivial high correlations between stocks are found. Using the filtered correlation matrix…
GRU-PFG model extracts inter-stock correlations from stock factors using graph neural networks.
Hybrid model predicts stock prices using online forum sentiments and popularity.
Deep learning model forecasts stock prices for portfolio optimization.
In this paper, we study the determinants of expected returns on the listed penny stocks from two perspectives. Traditionally financial economics literature has been devoted to study the macro and micro determinants of expected returns on stocks (Subrahmanyam, 2010). Very few research has been carried out on penny stock…
Transformer model predicts stock prices in Bangladesh's stock market.
A monitoring procedure improves machine learning forecasts for digital platforms.
The stock market has been known to form homogeneous stock groups with a higher correlation among different stocks according to common economic factors that influence individual stocks. We investigate the role of common economic factors in the market in the formation of stock networks, using the arbitrage pricing model …
Game-theoretic model captures investor interactions for stock price forecasting.
Meta-learning predicts stock trading volumes by learning from each stock's unique patterns.
Stock prediction is a topic undergoing intense study for many years. Finance experts and mathematicians have been working on a way to predict the future stock price so as to decide to buy the stock or sell it to make profit. Stock experts or economists, usually analyze on the previous stock values using technical indic…
The high-frequency cross-correlation existing between pairs of stocks traded in a financial market are investigated in a set of 100 stocks traded in US equity markets. A hierarchical organization of the investigated stocks is obtained by determining a metric distance between stocks and by investigating the properties o…
A surprising image of the stock market arises if the price time series of all Dow Jones Industrial Average stock components are represented in one chart at once. The chart evolves into a braid representation of the stock market by taking into account only the crossing of stocks and fixing a convention defining overcros…
Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news stories when making investment decisions in the stock market. However, these stories may not reflect future stock prices because of the subjectivi…
A machine learning approach for dynamic stock recommendation outperforms traditional strategies.
Predict stock movement by considering cross effects among stocks.
Paper proposes a novel stock forecasting method combining attention and EMD.
Empirical evidence is given for a significant difference in the collective trend of the share prices during the stock index rising and falling periods. Data on the Dow Jones Industrial Average and its stock components are studied between 1991 and 2008. Pearson-type correlations are computed between the stocks and avera…
This paper predicts stock prices using LLMs and news embeddings.
Stock selection improved with a novel neural model capturing continuous stock dynamics.
Graph-based approach predicts stock trends using dynamic multi-relational graphs.
In this paper, we address one of the main puzzles in finance observed in the stock market by proponents of behavioral finance: the stock predictability puzzle. We offer a statistical model within the context of rational finance which can be used without relying on behavioral finance assumptions to model the predictabil…