Computational Finance

Authors and titles for recent submissions

• Thu, 21 Nov 2024
• Wed, 20 Nov 2024
• Tue, 19 Nov 2024
• Mon, 18 Nov 2024
• Fri, 15 Nov 2024

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Thu, 21 Nov 2024 (showing 1 of 1 entries )

[1] arXiv:2411.12746 [pdf, html, other]

Title: A Review of Reinforcement Learning in Financial Applications

Yahui Bai, Yuhe Gao, Runzhe Wan, Sheng Zhang, Rui Song

Subjects: Computational Finance (q-fin.CP); Artificial Intelligence (cs.AI); Machine Learning (cs.LG)

Wed, 20 Nov 2024

No updates for this time period.

Tue, 19 Nov 2024 (showing 3 of 3 entries )

[2] arXiv:2411.11059 [pdf, html, other]

Title: Financial News-Driven LLM Reinforcement Learning for Portfolio Management

Ananya Unnikrishnan

Subjects: Computational Finance (q-fin.CP)

[3] arXiv:2411.10956 [pdf, html, other]

Title: IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers

Hanwool Lee, Heehwan Park

Subjects: Computational Finance (q-fin.CP); Computational Engineering, Finance, and Science (cs.CE)

[4] arXiv:2411.10496 (cross-list from cs.LG) [pdf, html, other]

Title: Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making

Jian Guo, Saizhuo Wang, Yiyan Qi

Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Computational Finance (q-fin.CP)

Mon, 18 Nov 2024 (showing 3 of 3 entries )

[5] arXiv:2411.10079 [pdf, html, other]

Title: Deep Hedging Bermudan Swaptions

Kenjiro Oya

Subjects: Computational Finance (q-fin.CP); Pricing of Securities (q-fin.PR)

[6] arXiv:2411.09937 (cross-list from cs.CL) [pdf, other]

Title: Refined and Segmented Price Sentiment Indices from Survey Comments

Masahiro Suzuki, Hiroki Sakaji

Comments: Accepted to IEEE BigData 2024. 9 pages, 11 tables, 1 figure

Subjects: Computation and Language (cs.CL); Computational Finance (q-fin.CP)

[7] arXiv:2411.09899 (cross-list from q-fin.PM) [pdf, html, other]

Title: Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks

Yaacov Kopeliovich, Michael Pokojovy

Comments: 14 pages, 5 figures

Journal-ref: Finance Research Letters, Volume 69, Part B, 2024, 106185, ISSN 1544-6123

Subjects: Portfolio Management (q-fin.PM); Computational Finance (q-fin.CP)

Fri, 15 Nov 2024 (showing 1 of 1 entries )

[8] arXiv:2411.09644 (cross-list from math.OC) [pdf, html, other]

Title: Neural Operators Can Play Dynamic Stackelberg Games

Guillermo Alvarez, Ibrahim Ekren, Anastasis Kratsios, Xuwei Yang

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Numerical Analysis (math.NA); Probability (math.PR); Computational Finance (q-fin.CP)