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arXiv research

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.

169,051 papers · 148 categories

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48 results for stock synergy

The study uncovers stock synergy networks using mutual information in Indian stock market data.

problem Detecting clusters of stocks in synergy in the Indian Stock Market.
method Analysis of high frequency data, mutual information for non-linearity, comparison with correlation method.
result Mutual information method successfully identifies effective networks compared to correlation method.

This paper explores how combining quantitative factors and news from LLMs improves stock return prediction.

problem Improving stock return prediction using quantitative factors and news.
method Introduces a fusion learning framework to learn unified representations from factors and LLM-generated newsflow, comparing combination, summation, and attentive methods. Explores mixture models and decoupled training approaches.
result Effective multimodal modeling of factors and news improves stock return prediction and selection.

Study finds more flood risk strategies can improve outcomes in NYC.

problem Managing future flood risks with complex models.
method Used an intermediate complexity model to analyze flood risk strategies.
result More combinations of risk mitigation strategies expand the solution set and improve outcomes.

Stock price movement reveals complex interdependencies that are simplified through linear correlation.

problem Exploring the spectral dynamics of the Indonesian capital market using structural network representations.
method Combining three dependency estimators (Pearson, MI adaptive binning, and MI-kNN) with two graph filtering schemes (MST and PMFG) and four community decoders.
result MI adaptive binning is shown to be more proportional than kNN for detecting residual information.

DL models can outperform regionalized models in hydrology by pooling diverse data.

problem Traditional wisdom in hydrology suggests regionalization improves model performance, but DL models can unify data for better performance.
method Used DL models on pooled data from different regions, showing improved performance compared to regionalized models.
result DL models can improve performance by pooling diverse data, highlighting the 'data synergy' effect.

Unified perspective unites Bayesian optimization and active learning for efficient goal-oriented optimization.

problem Efficiently optimize expensive engineering and scientific problems with limited data.
method Unified framework linking Bayesian infill criteria and active learning criteria.
result Unified approach formalizes Bayesian infill criteria and active learning criteria.

Study identifies negative data externalities affecting model performance on specific groups.

problem Negative data externalities on group performance in machine learning models.
method Characterized and detected data-model inefficiencies, focusing on specific types of externalities.
result Negative data externalities can lower model performance on specific sub-groups, even with larger datasets.

PDTS improves robustness in sequential decision-making.

problem Robust active task sampling for efficient and reliable decision-making.
method Characterizes robust active task sampling as a Markov decision process, proposes PDTS method.
result Significantly improves zero-shot and few-shot adaptation robustness.

Enhances inverse design optimization with machine learning and reduced fidelity simulations.

problem Limited compute resources in inverse design optimization.
method Synergy of multi-fidelity simulations, machine learning, and search space reduction.
result Significant computational resource savings and improved optimization performance.

New method disentangles high-order effects in feature importance.

problem Quantifying cooperative effects in feature importance.
method Adaptive Leave One Covariate Out (LOCO) method to decompose LOCO into two-body and higher-order components.
result Decomposes LOCO into two-body and higher-order components, highlighting synergistic and redundant effects.

In this work we present a review of the state of the art of information theoretic feature selection methods. The concepts of feature relevance, redundance and complementarity (synergy) are clearly defined, as well as Markov blanket. The problem of optimal feature selection is defined. A unifying theoretical framework i…

2015-09-24abs ↗pdf ↗

The paper proposes a method to estimate heterogeneous treatment effects using pretraining strategies.

problem Estimating conditional average treatment effects (CATE) in the presence of many covariates.
method The approach leverages prognostic factors that also predict treatment effect heterogeneity, using the R-learner framework.
result The proposed method improves estimation accuracy and power for detecting treatment effect heterogeneity.

Proposes a new method to better understand complex system interactions.

problem Current methods like Granger causality and transfer entropy fail to capture higher-order interactions.
method Introduces a generalized approach to capture multivariate causal interactions.
result The method can distinguish causal roles in synergetic interactions.

Combining causality, control, and reinforcement learning for system control.

problem Learning to control dynamical systems using causal, control, and reinforcement learning approaches.
method Combining causal identification, control strategies, and reinforcement learning to control dynamical systems.
result Combining different learning paradigms for effective system control.

New theory explains how equivariant self-supervised learning improves feature extraction.

problem Contrastive learning sacrifices useful features due to invariance to data augmentations.
method Information-theoretic perspective to understand E-SSL's generalization ability.
result Equivariant self-supervised learning creates synergy between equivariant and classification tasks.

Study maps interdependence of SDGs, finds complex, dynamic linkages.

problem Identify which SDGs promote progress and how quickly.
method Used a balanced panel of 114 countries from 2000 to 2024, applying two estimators to recover directed interaction network and measure dynamic linkages.
result 84 goal linkages survive false-discovery control, showing both synergies and trade-offs, with no single goal acting as a universal accelerator.

REST framework predicts stock trends by considering stock-specific and related-stock events.

problem Predicting stock trends using event information from news, social media, and discussion boards.
method REST framework addresses two main shortcomings of existing event-driven methods: stock-specific event influence and related-stock event influence.
result REST framework achieves higher investment returns compared to baselines.

EarnMore uses masked stock representations to train RL agents for customizable stock pools efficiently.

problem Training RL agents for customizable stock pools (CSPs) is computationally expensive and unstable.
method EarnMore introduces a mechanism to mask out stocks outside the target pool, learns meaningful stock representations, and uses a re-weighting mechanism to focus on favorable stocks.
result EarnMore significantly outperforms state-of-the-art baselines in profit metrics with over 40% improvement.

Improved S&P stock prediction by integrating related stocks' data.

problem Lack of comprehensive data in stock prediction models.
method Enriched stock data with related stocks, tested five similarity functions, and used co-integration similarity for best results.
result Prediction model on similar stocks had significantly better accuracy and profit.

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 …

2007-08-01abs ↗pdf ↗

Study reveals the 2020 U.S. stock crash was endogenous, not caused by COVID.

problem Understanding the cause of the 2020 U.S. stock market crash.
method Applied log-periodic power law singularity (LPPLS) methodology to analyze four major U.S. stock market indexes.
result The 2020 U.S. stock market crash was endogenous, stemming from systemic instability, not COVID.

Green stocks show less factor exposure heterogeneity compared to brown stocks.

problem Exploring differences in factor exposure between green and brown stocks.
method Examined S&P 500 firms grouped by greenhouse gas emissions, analyzing factor exposure over 2014-2020.
result Green stocks have less factor exposure heterogeneity than brown stocks, except for the value factor.

A new framework forecasts stock trends by mining shared information from concepts.

problem Forecasting stock trends using static concept information limits accuracy.
method Proposes a graph-based framework that mines concept-oriented shared information from both predefined and hidden concepts.
result Improves stock trend forecasting performance through dynamic concept relevance and hidden concept information.

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…

2018-09-25abs ↗pdf ↗

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…

2005-03-09abs ↗pdf ↗

GRU-PFG model extracts inter-stock correlations from stock factors using graph neural networks.

problem Limited effectiveness of models relying solely on stock factors for capturing stock correlations.
method Project stock factors into a graph and use graph neural networks to extract inter-stock correlations.
result Achieves better prediction results than models relying solely on stock factors and comparable to second category models.

Hybrid model predicts stock prices using online forum sentiments and popularity.

problem Predicting stock prices accurately considering investor sentiment.
method XLNET for sentiment analysis, BiLSTM-highway model integration, combining post popularity.
result Hybrid model outperforms traditional methods in stock price prediction.