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Statistical Finance

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Total of 15 entries
Showing up to 50 entries per page: fewer | more | all

Mon, 25 Nov 2024 (showing 1 of 1 entries )

[1] arXiv:2411.15002 [pdf, html, other]
Title: A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
Tsogt-Ochir Enkhbayar
Comments: 16 pages, 5 figures
Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG)

Fri, 22 Nov 2024 (showing 9 of 9 entries )

[2] arXiv:2411.13615 [pdf, other]
Title: A Deep Learning Approach to Predict the Fall [of Price] of Cryptocurrency Long Before its Actual Fall
Anika Tahsin Meem, Mst. Shapna Akter, Deponker Sarker Depto, M.R.C. Mahdy
Comments: 22 pages, 3 figures
Subjects: Statistical Finance (q-fin.ST); Computer Vision and Pattern Recognition (cs.CV); Machine Learning (cs.LG)
[3] arXiv:2411.13603 [pdf, html, other]
Title: A Full-History Network Dataset for BTC Asset Decentralization Profiling
Ling Cheng, Qian Shao, Fengzhu Zeng, Feida Zhu
Comments: IEEE BigData 2024
Subjects: Statistical Finance (q-fin.ST); Social and Information Networks (cs.SI)
[4] arXiv:2411.13599 [pdf, html, other]
Title: Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
Shuoling Liu, Gaoguo Jia, Yuhang Jiang, Liyuan Chen, Qiang Yang
Subjects: Statistical Finance (q-fin.ST); Artificial Intelligence (cs.AI)
[5] arXiv:2411.13586 [pdf, html, other]
Title: Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
Rahul Arulkumaran, Suyash Kumar, Shikha Tomar, Manideep Gongalla, Harshitha
Subjects: Statistical Finance (q-fin.ST); Artificial Intelligence (cs.AI)
[6] arXiv:2411.13564 [pdf, html, other]
Title: A Random Forest approach to detect and identify Unlawful Insider Trading
Krishna Neupane, Igor Griva
Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG); Risk Management (q-fin.RM); Trading and Market Microstructure (q-fin.TR)
[7] arXiv:2411.13562 [pdf, other]
Title: The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
Shuochen Bi, Tingting Deng, Jue Xiao
Comments: 7 pages, 4 figures, 3 tables
Subjects: Statistical Finance (q-fin.ST); Artificial Intelligence (cs.AI); Computers and Society (cs.CY)
[8] arXiv:2411.13555 [pdf, html, other]
Title: Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study
Junjie Guo
Subjects: Statistical Finance (q-fin.ST)
[9] arXiv:2411.14058 (cross-list from q-fin.GN) [pdf, html, other]
Title: Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
Tatsuru Kikuchi
Comments: 18 pages
Subjects: General Finance (q-fin.GN); General Economics (econ.GN); Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST)
[10] arXiv:2411.13594 (cross-list from q-fin.TR) [pdf, html, other]
Title: High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
Christian D. Blakely
Subjects: Trading and Market Microstructure (q-fin.TR); Machine Learning (cs.LG); Statistical Finance (q-fin.ST)

Thu, 21 Nov 2024 (showing 1 of 1 entries )

[11] arXiv:2411.13403 (cross-list from math.PR) [pdf, html, other]
Title: Path weighting sensitivities
Liu Xuan, Gauthier Michel
Subjects: Probability (math.PR); Statistical Finance (q-fin.ST)

Wed, 20 Nov 2024 (showing 4 of 4 entries )

[12] arXiv:2411.11848 [pdf, other]
Title: Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
Xin Zhang, Zhen Xu, Yue Liu, Mengfang Sun, Tong Zhou, Wenying Sun
Comments: It was accepted by the 3rd International Conference on Cloud Computing Big Data Application and Software Engineering
Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG)
[13] arXiv:2411.11847 [pdf, other]
Title: Modelling financial returns with mixtures of generalized normal distributions
Pierdomenico Duttilo
Comments: This PhD thesis was defended by the author on 26 June 2024 at the University of "G. d'Annunzio" in Chieti-Pescara
Subjects: Statistical Finance (q-fin.ST); Methodology (stat.ME)
[14] arXiv:2411.12543 (cross-list from econ.GN) [pdf, other]
Title: Germany's Tax Revenue and its Total Administrative Cost
Christopher Mantzaris, Ajda Fošner
Journal-ref: Originally published in an earlier version in the peer-reviewed Journal of Multidisciplinary Research, ISSN: 1947-2900(p), 1947-2919(e) in 2024-09 (Vol 16 No 1), found at t1p.de/nweix
Subjects: General Economics (econ.GN); Statistical Finance (q-fin.ST); Applications (stat.AP)
[15] arXiv:2411.12013 (cross-list from q-fin.MF) [pdf, html, other]
Title: Pricing Weather Derivatives: A Time Series Neural Network Approach
Marco Hening-Tallarico, Pablo Olivares
Subjects: Mathematical Finance (q-fin.MF); Machine Learning (cs.LG); Statistical Finance (q-fin.ST); Machine Learning (stat.ML)

Tue, 19 Nov 2024

No updates for this time period.

Total of 15 entries
Showing up to 50 entries per page: fewer | more | all