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.
Predicts short-term futures contract direction using neural networks and order flow data.
A new GNN model predicts stock trends by learning historical and future correlations.
Paper builds a supervised learning model for Chinese futures price prediction.
In deep reinforcement learning (RL) tasks, an efficient exploration mechanism should be able to encourage an agent to take actions that lead to less frequent states which may yield higher accumulative future return. However, both knowing about the future and evaluating the frequentness of states are non-trivial tasks, …
New model predicts multiple future trends from merchant transactions.
The study examines how global economic policy uncertainty affects crude oil futures volatility.
FutureQuant Transformer predicts price ranges and volatility for futures trading.
RegFlow models future states with flexible probability distributions.
Future predictions on sequence data (e.g., videos or audios) require the algorithms to capture non-Markovian and compositional properties of high-level semantics. Context-free grammars are natural choices to capture such properties, but traditional grammar parsers (e.g., Earley parser) only take symbolic sentences as i…
Hierarchical graph learning for calendar spread strategies in commodity futures markets
Proposes MLCNN for better multivariate time series forecasting.
Paper predicts high-frequency futures return directions using mean-uncertainty methods.
Paper predicts future graph structures using time series methods.
Improved online classification with accurate predictions.
Self-Predictive Representations improves data-efficient reinforcement learning from limited interaction.
Predicting the future evolution of complex systems is one of the main challenges in complexity science. Based on a current snapshot of a network, link prediction algorithms aim to predict its future evolution. We apply here link prediction algorithms to data on the international trade between countries. This data can b…
ChatGPT scores corporate investment plans, predicting future spending and returns.
Proposes a graph neural network for futures price prediction.
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…
Temporal prediction is critical for making intelligent and robust decisions in complex dynamic environments. Motion prediction needs to model the inherently uncertain future which often contains multiple potential outcomes, due to multi-agent interactions and the latent goals of others. Towards these goals, we introduc…
Study identifies key trades predicting market movements.
LSTM model predicts stock returns with over 90% accuracy.
Proposes a multi-stream RNN model for predicting merchant transactions.
Enhances RL agents with predictive internal representations.
Paper analyzes AI's impact on job tasks, predicting future demands.
A new method predicts future paths using a Monte-Carlo approach.
Kriging predicts futures prices by accounting for trends and bid-ask spreads.
The paper uses LSTM to predict stock prices and analyzes sector profitability.
Proposes a multi-modal attention network for better stock price prediction.
Predicting movement of objects while the action of learning agent interacts with the dynamics of the scene still remains a key challenge in robotics. We propose a multi-layer Long Short Term Memory (LSTM) autoendocer network that predicts future frames for a robot navigating in a dynamic environment with moving obstacl…
Value functions are crucial for model-free Reinforcement Learning (RL) to obtain a policy implicitly or guide the policy updates. Value estimation heavily depends on the stochasticity of environmental dynamics and the quality of reward signals. In this paper, we propose a two-step understanding of value estimation from…
Predictive Sparse Manifold Transform learns dynamic video sequences.
We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by quantifying the co-movement of asset prices returns, while social structure is meas…
The study improves crime prediction using Foursquare and streetlight data with demographic info.
This paper introduces an information theoretic co-training objective for unsupervised learning. We consider the problem of predicting the future. Rather than predict future sensations (image pixels or sound waves) we predict "hypotheses" to be confirmed by future sensations. More formally, we assume a population distri…
This paper addresses the question of identifying the time-window in short-term past from which the information regarding the future occupant's window opening actions and resulting window states in buildings can be predicted. The addressed sequence duration was in the range between 30 and 240 time-steps of indoor climat…
Generative Link Sequence Modeling predicts future links in evolving networks.
Personalized predictive medicine necessitates the modeling of patient illness and care processes, which inherently have long-term temporal dependencies. Healthcare observations, recorded in electronic medical records, are episodic and irregular in time. We introduce DeepCare, an end-to-end deep dynamic neural network t…
Quarter-hour market bursts predict algorithmic trading and returns in crypto futures.
This study investigates empirically whether the degree of stock market efficiency is related to the prediction power of future price change using the indices of twenty seven stock markets. Efficiency refers to weak-form efficient market hypothesis (EMH) in terms of the information of past price changes. The prediction …
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black-box time-series, and is then run into the future to extract next-step and multi-step predictions. In addition to the possibility of identif…
Knowledge graph reasoning is a critical task in natural language processing. The task becomes more challenging on temporal knowledge graphs, where each fact is associated with a timestamp. Most existing methods focus on reasoning at past timestamps and they are not able to predict facts happening in the future. This pa…
In many forecasting applications, it is valuable to predict not only the value of a signal at a certain time point in the future, but also the values leading up to that point. This is especially true in clinical applications, where the future state of the patient can be less important than the patient's overall traject…
Optimizes forecast distributions for financial risk management.
Future video prediction is an ill-posed Computer Vision problem that recently received much attention. Its main challenges are the high variability in video content, the propagation of errors through time, and the non-specificity of the future frames: given a sequence of past frames there is a continuous distribution o…
Deep learning predicts uncertainty to optimize Eurodollar futures trading.
Learning to predict future images from a video sequence involves the construction of an internal representation that models the image evolution accurately, and therefore, to some degree, its content and dynamics. This is why pixel-space video prediction may be viewed as a promising avenue for unsupervised feature learn…
Study finds financial YouTube channel 3PROTV predicts stock market performance and sentiment changes.