- Are cryptocurrencies real financial bubbles? Evidence from quantitative analyses
2026/07/23 by Marco Bianchetti, Camilla Ricci, Marco Scaringi · 2 voices
#q-fin.RM #econ.GN #q-fin.CP #q-fin.EC #q-fin.GN #q-fin.ST
- Retail Trader's Ruin: An Anatomy of Popular Signal Failure
2026/07/22 by Adam Darmanin · 1 voice
#q-fin.ST #q-fin.RM #q-fin.TR
- Observable Matrix Dynamics of Stocks
2026/07/21 by Igor Halperin · 1 voice · 1 citation
#q-fin.ST #cs.CE #q-fin.GN #q-fin.PM
- The Science and Practice of Trend-Following Systems
2026/07/21 by Artur Sepp, Vladimir Lucic · 2 voices
#q-fin.ST #q-fin.MF
- Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions
2026/07/21 by Nuerxiati Abudurexiti · 1 voice
#q-fin.MF #q-fin.PM #q-fin.ST
- When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting
2026/07/14 by Taizhen Cheung · 1 voice
#q-fin.ST #cs.LG
- Was Benoit Mandelbrot a hedgehog or a fox?
2026/02/01 by Rosario N. Mantegna · 4 voices
#physics.soc-ph #q-fin.ST
- The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
2025/04/20 by Alejandro Lopez-Lira, Lopez-Lira, Alejandro, Yuehua Tang +3 · 2 voices · 7 citations
Economics, Econometrics and Finance · #FOS: Economics and business #General Finance (q-fin.GN) #Statistical Finance (q-fin.ST) #q-fin.GN #q-fin.ST
- Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting
2025/02/17 by Hamid Moradi-Kamali, Moradi-Kamali, Hamid, Mohammad-Hossein Rajabi-Ghozlou +9 · 1 voice · 1 citation
#cs.CE #cs.CL #cs.LG #q-fin.ST
- TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
2025/02/12 by Leonardo Berti, Gjergji Kasneci, Berti, Leonardo +1 · 3 voices · 1 citation
#q-fin.ST #cs.AI #cs.LG #q-fin.TR
- A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
2024/11/22 by Tsogt-Ochir Enkhbayar, Enkhbayar, Tsogt-Ochir · 1 voice
Engineering · #Advanced Numerical Analysis Techniques #cs.LG #q-fin.ST
- TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
2024/10/16 by Qi Ding, Qianggang Ding, Ding, Qianggang +6 · 8 voices · 3 citations
Computer Science · Social Sciences · #Artificial Intelligence in Law #Semantic Web and Ontologies #cs.AI #q-fin.ST
- StockBot: Using LSTMs to Predict Stock Prices
2022/07/14 by Shaswat Mohanty, Anirudh Vijay, Mohanty, Shaswat +3 · 2 voices
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Forecasting Techniques and Applications #Stock Market Forecasting Methods #q-fin.ST
- Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations
2020/05/04 by Massimo La Morgia, Alessandro Mei, Francesco Sassi +1 · 2 voices
Computer Science · Economics, Econometrics and Finance · Social Sciences · #Blockchain Technology Applications and Security #Crime, Illicit Activities, and Governance #Financial Markets and Investment Strategies #cs.CR #cs.CY #cs.LG #q-fin.ST
- Deep Learning for Forecasting Stock Returns in the Cross-Section
2018/01/03 by Masaya Abe, Abe, Masaya, Hideki Nakayama +1 · 1 voice · 1 citation
#q-fin.ST #cs.LG
- Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach
2017/07/12 by Mariusz Tarnopolski, Tarnopolski, Mariusz · 1 voice
#q-fin.CP #econ.GN #q-fin.ST #stat.AP
- A nonlinear impact: evidences of causal effects of social media on market prices
2016/01/18 by Thársis T. P. Souza, Tomaso Aste, Souza, Thársis T. P. +1 · 1 voice
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Computational Finance (q-fin.CP) #Computers and Society (cs.CY) #Data Analysis #FOS: Computer and information sciences #FOS: Economics and business #FOS: Physical sciences #Statistical Finance (q-fin.ST) #Statistics and Probability (physics.data-an) #cs.CY #physics.data-an #q-fin.CP #q-fin.ST
- The Interrupted Power Law and The Size of Shadow Banking
2013/09/09 by Davide Fiaschi, Imre Kondor, Matteo Marsili +1 · 1 voice
#q-fin.GN #q-fin.ST
- Evidence of market manipulation in the financial crisis
2011/12/14 by Vedant Misra, Misra, Vedant, Marco Lagi +3 · 1 voice
Economics, Econometrics and Finance · Physics and Astronomy · #FOS: Economics and business #FOS: Physical sciences #General Finance (q-fin.GN) #Physics and Society (physics.soc-ph) #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR) #physics.soc-ph #q-fin.GN #q-fin.ST #q-fin.TR
- FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning
2026/07/30 by Giorgos Iacovides, Wuyang Zhou, Danilo Mandic
Computer Science · Economics, Econometrics and Finance · #cs.CL #cs.LG #q-fin.ST #q-fin.TR
- Bootstrap inference in autoregressive duration models
2026/07/30 by Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek +1
Economics, Econometrics and Finance · Mathematics · #econ.EM #math.ST #q-fin.ST #stat.TH
- Boundary-Induced Apparent Risk Aversion in Nonergodic Multiplicative Growth
2026/07/30 by Ling Zhang, Boyan Xing, Zhenyu She +1
Economics, Econometrics and Finance · #econ.GN #q-fin.EC #q-fin.ST
- Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization
2026/07/29 by Igor Halperin
Economics, Econometrics and Finance · #q-fin.PM #q-fin.RM #q-fin.ST
- Rainfall is rough
2026/07/29 by Thomas Deschatre, Marc Hoffmann, Mathieu Rosenbaum
Economics, Econometrics and Finance · Mathematics · #q-fin.ST #stat.AP #stat.CO
- Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes
2026/07/29 by Lennon J. Shikhman, Michael Galarnyk, Aadi Dash +1
Computer Science · Economics, Econometrics and Finance · #acm:65R32 #acm:68T07 #acm:91G20 #cs.LG #msc:65R32 #msc:68T07 #msc:91G20 #q-fin.CP #q-fin.PR #q-fin.ST
- Where does the criticality live? Early-warning signals are event-heterogeneous across seven crypto-perpetual liquidation cascades
2026/07/29 by Ramon Marc Garcia Seuma
Economics, Econometrics and Finance · Physics and Astronomy · #physics.soc-ph #q-fin.ST
- Long-memory GARCH via a two-dimensional Markov chain
2026/07/28 by Kyungsub Lee, Kennedy Titus Kayaki
#q-fin.ST #stat.ME
- Bitcoin Runs on a Clock: Why Every Price Indicator Dies and the Halving Clock Doesn't
2026/07/28 by Josh Molnar
Economics, Econometrics and Finance · #q-fin.ST
- Emergent Latent-State Computation under Stochastic Volatility
2026/07/28 by Xiaoyu Huang, Lulu Wang
#cs.LG #cs.AI #q-fin.ST
- Variational Quantum Conditional Boltzmann Machines for Time-Series Forecasting: Architectures, Symmetric Hyperparameter Evaluation, and a Nonlinear Benchmark
2026/07/27 by Gerhard Hellstern, Danyal Maheshwari, Martin Zaefferer +2
#quant-ph #cs.LG #q-fin.ST
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