Statistical Finance

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Thu, 21 Nov 2024 </a> </li><li> <a href="/list/q-fin.ST/recent?skip=10&show=50"> Wed, 20 Nov 2024 </a> </li><li> <a href="/list/q-fin.ST/recent?skip=14&show=50"> Tue, 19 Nov 2024 </a> </li><li> <a href="/list/q-fin.ST/recent?skip=14&show=50"> Mon, 18 Nov 2024 </a> </li></ul> <p>See today's <a id="new-q-fin.ST" aria-labelledby="new-q-fin.ST" href="/list/q-fin.ST/new">new</a> changes</p> <div class='paging'>Total of 14 entries </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin.ST/recent?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <span style="color: #454545">all</span> </div> <dl id='articles'> <h3>Fri, 22 Nov 2024 (showing 9 of 9 entries )</h3> <dt> <a name='item1'>[1]</a> <a href ="/abs/2411.13615" title="Abstract" id="2411.13615"> arXiv:2411.13615 </a> [<a href="/pdf/2411.13615" title="Download PDF" id="pdf-2411.13615" aria-labelledby="pdf-2411.13615">pdf</a>, <a href="/format/2411.13615" title="Other formats" id="oth-2411.13615" aria-labelledby="oth-2411.13615">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Deep Learning Approach to Predict the Fall [of Price] of Cryptocurrency Long Before its Actual Fall </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Meem,+A+T">Anika Tahsin Meem</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Akter,+M+S">Mst. Shapna Akter</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Depto,+D+S">Deponker Sarker Depto</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mahdy,+M">M.R.C. Mahdy</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 22 pages, 3 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Computer Vision and Pattern Recognition (cs.CV); Machine Learning (cs.LG) </div> </div> </dd> <dt> <a name='item2'>[2]</a> <a href ="/abs/2411.13603" title="Abstract" id="2411.13603"> arXiv:2411.13603 </a> [<a href="/pdf/2411.13603" title="Download PDF" id="pdf-2411.13603" aria-labelledby="pdf-2411.13603">pdf</a>, <a href="https://arxiv.org/html/2411.13603v1" title="View HTML" id="html-2411.13603" aria-labelledby="html-2411.13603" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13603" title="Other formats" id="oth-2411.13603" aria-labelledby="oth-2411.13603">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Full-History Network Dataset for BTC Asset Decentralization Profiling </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Cheng,+L">Ling Cheng</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Shao,+Q">Qian Shao</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zeng,+F">Fengzhu Zeng</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhu,+F">Feida Zhu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> IEEE BigData 2024 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Artificial Intelligence (cs.AI) </div> </div> </dd> <dt> <a name='item3'>[3]</a> <a href ="/abs/2411.13599" title="Abstract" id="2411.13599"> arXiv:2411.13599 </a> [<a href="/pdf/2411.13599" title="Download PDF" id="pdf-2411.13599" aria-labelledby="pdf-2411.13599">pdf</a>, <a href="https://arxiv.org/html/2411.13599v1" title="View HTML" id="html-2411.13599" aria-labelledby="html-2411.13599" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13599" title="Other formats" id="oth-2411.13599" aria-labelledby="oth-2411.13599">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Liu,+S">Shuoling Liu</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jia,+G">Gaoguo Jia</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jiang,+Y">Yuhang Jiang</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chen,+L">Liyuan Chen</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yang,+Q">Qiang Yang</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Artificial Intelligence (cs.AI) </div> </div> </dd> <dt> <a name='item4'>[4]</a> <a href ="/abs/2411.13586" title="Abstract" id="2411.13586"> arXiv:2411.13586 </a> [<a href="/pdf/2411.13586" title="Download PDF" id="pdf-2411.13586" aria-labelledby="pdf-2411.13586">pdf</a>, <a href="https://arxiv.org/html/2411.13586v1" title="View HTML" id="html-2411.13586" aria-labelledby="html-2411.13586" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13586" title="Other formats" id="oth-2411.13586" aria-labelledby="oth-2411.13586">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Arulkumaran,+R">Rahul Arulkumaran</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kumar,+S">Suyash Kumar</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Tomar,+S">Shikha Tomar</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gongalla,+M">Manideep Gongalla</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Harshitha">Harshitha</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Artificial Intelligence (cs.AI) </div> </div> </dd> <dt> <a name='item5'>[5]</a> <a href ="/abs/2411.13564" title="Abstract" id="2411.13564"> arXiv:2411.13564 </a> [<a href="/pdf/2411.13564" title="Download PDF" id="pdf-2411.13564" aria-labelledby="pdf-2411.13564">pdf</a>, <a href="https://arxiv.org/html/2411.13564v1" title="View HTML" id="html-2411.13564" aria-labelledby="html-2411.13564" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13564" title="Other formats" id="oth-2411.13564" aria-labelledby="oth-2411.13564">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Random Forest approach to detect and identify Unlawful Insider Trading </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Neupane,+K">Krishna Neupane</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Griva,+I">Igor Griva</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Machine Learning (cs.LG); Risk Management (q-fin.RM); Trading and Market Microstructure (q-fin.TR) </div> </div> </dd> <dt> <a name='item6'>[6]</a> <a href ="/abs/2411.13562" title="Abstract" id="2411.13562"> arXiv:2411.13562 </a> [<a href="/pdf/2411.13562" title="Download PDF" id="pdf-2411.13562" aria-labelledby="pdf-2411.13562">pdf</a>, <a href="/format/2411.13562" title="Other formats" id="oth-2411.13562" aria-labelledby="oth-2411.13562">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bi,+S">Shuochen Bi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Deng,+T">Tingting Deng</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Xiao,+J">Jue Xiao</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 7 pages, 4 figures, 3 tables </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Artificial Intelligence (cs.AI) </div> </div> </dd> <dt> <a name='item7'>[7]</a> <a href ="/abs/2411.13555" title="Abstract" id="2411.13555"> arXiv:2411.13555 </a> [<a href="/pdf/2411.13555" title="Download PDF" id="pdf-2411.13555" aria-labelledby="pdf-2411.13555">pdf</a>, <a href="https://arxiv.org/html/2411.13555v1" title="View HTML" id="html-2411.13555" aria-labelledby="html-2411.13555" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13555" title="Other formats" id="oth-2411.13555" aria-labelledby="oth-2411.13555">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Guo,+J">Junjie Guo</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span> </div> </div> </dd> <dt> <a name='item8'>[8]</a> <a href ="/abs/2411.14058" title="Abstract" id="2411.14058"> arXiv:2411.14058 </a> (cross-list from q-fin.GN) [<a href="/pdf/2411.14058" title="Download PDF" id="pdf-2411.14058" aria-labelledby="pdf-2411.14058">pdf</a>, <a href="https://arxiv.org/html/2411.14058v1" title="View HTML" id="html-2411.14058" aria-labelledby="html-2411.14058" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.14058" title="Other formats" id="oth-2411.14058" aria-labelledby="oth-2411.14058">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kikuchi,+T">Tatsuru Kikuchi</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 18 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; General Economics (econ.GN); Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST) </div> </div> </dd> <dt> <a name='item9'>[9]</a> <a href ="/abs/2411.13594" title="Abstract" id="2411.13594"> arXiv:2411.13594 </a> (cross-list from q-fin.TR) [<a href="/pdf/2411.13594" title="Download PDF" id="pdf-2411.13594" aria-labelledby="pdf-2411.13594">pdf</a>, <a href="https://arxiv.org/html/2411.13594v1" title="View HTML" id="html-2411.13594" aria-labelledby="html-2411.13594" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13594" title="Other formats" id="oth-2411.13594" aria-labelledby="oth-2411.13594">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Blakely,+C+D">Christian D. Blakely</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span>; Machine Learning (cs.LG); Statistical Finance (q-fin.ST) </div> </div> </dd> </dl> <dl id='articles'> <h3>Thu, 21 Nov 2024 (showing 1 of 1 entries )</h3> <dt> <a name='item10'>[10]</a> <a href ="/abs/2411.13403" title="Abstract" id="2411.13403"> arXiv:2411.13403 </a> (cross-list from math.PR) [<a href="/pdf/2411.13403" title="Download PDF" id="pdf-2411.13403" aria-labelledby="pdf-2411.13403">pdf</a>, <a href="https://arxiv.org/html/2411.13403v1" title="View HTML" id="html-2411.13403" aria-labelledby="html-2411.13403" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.13403" title="Other formats" id="oth-2411.13403" aria-labelledby="oth-2411.13403">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Path weighting sensitivities </div> <div class='list-authors'><a href="https://arxiv.org/search/math?searchtype=author&query=Xuan,+L">Liu Xuan</a>, <a href="https://arxiv.org/search/math?searchtype=author&query=Michel,+G">Gauthier Michel</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Probability (math.PR)</span>; Statistical Finance (q-fin.ST) </div> </div> </dd> </dl> <dl id='articles'> <h3>Wed, 20 Nov 2024 (showing 4 of 4 entries )</h3> <dt> <a name='item11'>[11]</a> <a href ="/abs/2411.11848" title="Abstract" id="2411.11848"> arXiv:2411.11848 </a> [<a href="/pdf/2411.11848" title="Download PDF" id="pdf-2411.11848" aria-labelledby="pdf-2411.11848">pdf</a>, <a href="/format/2411.11848" title="Other formats" id="oth-2411.11848" aria-labelledby="oth-2411.11848">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Robust Graph Neural Networks for Stability Analysis in Dynamic Networks </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhang,+X">Xin Zhang</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Xu,+Z">Zhen Xu</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Liu,+Y">Yue Liu</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sun,+M">Mengfang Sun</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhou,+T">Tong Zhou</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sun,+W">Wenying Sun</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> It was accepted by the 3rd International Conference on Cloud Computing Big Data Application and Software Engineering </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Machine Learning (cs.LG) </div> </div> </dd> <dt> <a name='item12'>[12]</a> <a href ="/abs/2411.11847" title="Abstract" id="2411.11847"> arXiv:2411.11847 </a> [<a href="/pdf/2411.11847" title="Download PDF" id="pdf-2411.11847" aria-labelledby="pdf-2411.11847">pdf</a>, <a href="/format/2411.11847" title="Other formats" id="oth-2411.11847" aria-labelledby="oth-2411.11847">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Modelling financial returns with mixtures of generalized normal distributions </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Duttilo,+P">Pierdomenico Duttilo</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> This PhD thesis was defended by the author on 26 June 2024 at the University of "G. d'Annunzio" in Chieti-Pescara </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Methodology (stat.ME) </div> </div> </dd> <dt> <a name='item13'>[13]</a> <a href ="/abs/2411.12543" title="Abstract" id="2411.12543"> arXiv:2411.12543 </a> (cross-list from econ.GN) [<a href="/pdf/2411.12543" title="Download PDF" id="pdf-2411.12543" aria-labelledby="pdf-2411.12543">pdf</a>, <a href="/format/2411.12543" title="Other formats" id="oth-2411.12543" aria-labelledby="oth-2411.12543">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Germany's Tax Revenue and its Total Administrative Cost </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Mantzaris,+C">Christopher Mantzaris</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Fo%C5%A1ner,+A">Ajda Fo拧ner</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> 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 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Statistical Finance (q-fin.ST); Applications (stat.AP) </div> </div> </dd> <dt> <a name='item14'>[14]</a> <a href ="/abs/2411.12013" title="Abstract" id="2411.12013"> arXiv:2411.12013 </a> (cross-list from q-fin.MF) [<a href="/pdf/2411.12013" title="Download PDF" id="pdf-2411.12013" aria-labelledby="pdf-2411.12013">pdf</a>, <a href="https://arxiv.org/html/2411.12013v1" title="View HTML" id="html-2411.12013" aria-labelledby="html-2411.12013" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/2411.12013" title="Other formats" id="oth-2411.12013" aria-labelledby="oth-2411.12013">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Pricing Weather Derivatives: A Time Series Neural Network Approach </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Hening-Tallarico,+M">Marco Hening-Tallarico</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Olivares,+P">Pablo Olivares</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Machine Learning (cs.LG); Statistical Finance (q-fin.ST); Machine Learning (stat.ML) </div> </div> </dd> </dl> <dl id='articles'> <h3>Tue, 19 Nov 2024</h3> <p>No updates for this time period.</p> </dl> <dl id='articles'> <h3>Mon, 18 Nov 2024</h3> <p>No updates for this time period.</p> </dl> <div class='paging'>Total of 14 entries </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin.ST/recent?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <span style="color: #454545">all</span> </div> </div> </div> </div> </main> <footer style="clear: both;"> <div class="columns is-desktop" role="navigation" aria-label="Secondary" style="margin: -0.75em -0.75em 0.75em -0.75em">  <div class="column" style="padding: 0;"> <div class="columns"> <div class="column"> <ul style="list-style: none; line-height: 2;"> <li><a href="https://info.arxiv.org/about">About</a></li> <li><a href="https://info.arxiv.org/help">Help</a></li> </ul> </div> <div class="column"> <ul style="list-style: none; 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