Showing 1–20 of 22 results
/ Date/ Name
Apr 16, 2026Spurious Predictability in Financial Machine LearningApr 10, 2026Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment PanelsApr 3, 2025Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price ForecastingAug 13, 2024The Efficient Tail Hypothesis: An Extreme Value Perspective on Market EfficiencyAug 13, 2024Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM ApproachOct 17, 2020Is Image Encoding Beneficial for Deep Learning in Finance? An Analysis of Image Encoding Methods for the Application of Convolutional Neural Networks in FinanceJan 26, 2019Volatility Models Applied to Geophysics and High Frequency Financial Market DataMar 19, 2018Universal features of price formation in financial markets: perspectives from Deep LearningJul 8, 2016Deep Learning for Mortgage RiskJun 4, 2012Calibration of optimal execution of financial transactions in the presence of transient market impactAug 3, 2009Market impact and trading profile of large trading orders in stock marketsSep 25, 2007Statistics of Extreme Values in Time Series with Intermediate-Term CorrelationsJul 3, 2007Specialization of strategies and herding behavior of trading firms in a financial marketApr 16, 2007Scaling laws of strategic behaviour and size heterogeneity in agent dynamicsFeb 21, 2007Yet on statistical properties of traded volume: correlation and mutual information at different value magnitudesJan 31, 2006A nonextensive approach to the dynamics of financial observablesOct 12, 2005On statistical properties of traded volume in financial marketsNov 4, 2003The long memory of the efficient marketSep 30, 2002Dynamics of a financial market index after a crashNov 14, 2001Power law relaxation in a complex system: Omori law after a financial market crash