The largest hub in the collection, covering neural networks, tree ensembles, transformers, and hybrid models applied to return prediction, price forecasting, and market-state classification. The volume reflects the field’s popularity; the score distribution reflects its problem — a large share of papers demonstrate in-sample pattern-fitting rather than out-of-sample edge.
A practical filter when reading: the base rate for daily directional accuracy on liquid instruments hovers near 50%, so headline accuracies of 60%+ usually signal look-ahead bias, survivorship bias, or an illiquid universe rather than alpha. The papers ranked highest below are those that publish full train/validation/test splits, compare against naive baselines, and account for costs. Tree ensembles on engineered features remain stubbornly competitive with deep architectures on tabular financial data — a finding that replicates across this hub repeatedly.
Related hubs: Reinforcement Learning, NLP & LLMs in Finance, Factor Investing.
Explainers from the corpus: XGBoost in finance: what the papers show →
The marketing departments of financial institutions strive to craft products and services that cater to the diverse needs of businesses of all sizes. However, it is evident upon analysis that larger corporations often receive a more substantial portion of available funds. This disparity arises from
This study analyzes historical data from five agricultural commodities in the Chinese futures market to explore the correlation, cointegration, and Granger causality between Peanut futures and related futures. Multivariate linear regression models are constructed for prices and logarithmic returns,
In an era where financial markets are heavily influenced by many static and dynamic factors, it has become increasingly critical to carefully integrate diverse data sources with machine learning for accurate stock price prediction. This paper explores a multimodal machine learning approach for stock
Quantum Support Vector Machine is a kernel-based approach to classification problems. We study the applicability of quantum kernels to financial data, specifically our self-curated Dhaka Stock Exchange (DSEx) Broad Index dataset. To the best of our knowledge, this is the very first systematic resear
Large models have shown unprecedented capabilities in natural language processing, image generation, and most recently, time series forecasting. This leads us to ask the question: treating market prices as a time series, can large models be used to predict the market? In this paper, we answer this b
In the context of globalization and the rapid expansion of the digital economy, anti-money laundering (AML) has become a crucial aspect of financial oversight, particularly in cross-border transactions. The rising complexity and scale of international financial flows necessitate more intelligent and
We present a novel three-stage framework leveraging Large Language Models (LLMs) within a risk-aware multi-agent system for automate strategy finding in quantitative finance. Our approach addresses the brittleness of traditional deep learning models in financial applications by: employing prompt-eng
The stock price prediction task holds a significant role in the financial domain and has been studied for a long time. Recently, large language models (LLMs) have brought new ways to improve these predictions. While recent financial large language models (FinLLMs) have shown considerable progress in
Quantum Kernels are projected to provide early-stage usefulness for quantum machine learning. However, highly sophisticated classical models are hard to surpass without losing interpretability, particularly when vast datasets can be exploited. Nonetheless, classical models struggle once data is scar
In an effort to improve the accuracy of credit lending decisions, many financial intuitions are now using predictions from machine learning models. While such predictions enjoy many advantages, recent research has shown that the predictions have the potential to be biased and unfair towards certain
The stock market plays a pivotal role in economic development, yet its intricate volatility poses challenges for investors. Consequently, research and accurate predictions of stock price movements are crucial for mitigating risks. Traditional time series models fall short in capturing nonlinearity,
In this paper, we propose a new efficient method for calculating the Gerber-Shiu discounted penalty function. Generally, the Gerber-Shiu function usually satisfies a class of integro-differential equation. We introduce the physics-informed neural networks (PINN) which embed a differential equation i
We use the statistical properties of Shannon entropy estimator and Kullback-Leibler divergence to study the predictability of ultra-high frequency financial data. We develop a statistical test for the predictability of a sequence based on empirical frequencies. We show that the degree of randomness
Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on discerning nuanced rise and fall patterns. Leveraging a dataset f
We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content, primarily from Twitter and Reddit, we assess the impact of public se
This paper presents a portfolio construction process, including mainly two parts, Factors Selection and Weight Allocations. For the factors selection part, We have chosen 20 factors by considering three aspects, the global market, different assets class, and stock idiosyncratic characteristics. Each
Stock price prediction is influenced by a variety of factors, including technical indicators, which makes Feature selection crucial for identifying the most relevant predictors. This study examines the impact of feature selection on stock price prediction accuracy using technical indicators. A total
Portfolio optimization has been an area that has attracted considerable attention from the financial research community. Designing a profitable portfolio is a challenging task involving precise forecasting of future stock returns and risks. This chapter presents a comparative study of three portfoli
This paper will analyze and implement a time series dynamic neural network to predict daily closing stock prices. Neural networks possess unsurpassed abilities in identifying underlying patterns in chaotic, non-linear, and seemingly random data, thus providing a mechanism to predict stock price move
Market traders often engage in the frequent transaction of volatile assets to optimize their total return. In this study, we introduce a novel investment strategy model, anchored on the ’lazy factor.’ Our approach bifurcates into a Price Portfolio Forecasting Model and a Mean-Variance Model with Tra