Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)
Paper
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2311.10935
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Published
Finance Papers
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Forecasting Time Series with LLMs via Patch-Based Prompting and Decomposition
Paper • 2506.12953 • Published • 2 -
Forecasting Probability Distributions of Financial Returns with Deep Neural Networks
Paper • 2508.18921 • Published -
Forecasting Future International Events: A Reliable Dataset for Text-Based Event Modeling
Paper • 2411.14042 • Published -
Risk forecasting using Long Short-Term Memory Mixture Density Networks
Paper • 2501.01278 • Published -
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain
Paper • 2505.08550 • Published -
TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning
Paper • 2505.23719 • Published • 2 -
Financial Time Series Forecasting using CNN and Transformer
Paper • 2304.04912 • Published • 1 -
Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets
Paper • 2506.09851 • Published • 1 -
Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion
Paper • 2505.11306 • Published • 2 -
Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models
Paper • 2103.15096 • Published -
DGCformer: Deep Graph Clustering Transformer for Multivariate Time Series Forecasting
Paper • 2405.08440 • Published