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Trading and Market Microstructure

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Total of 5 entries
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Thu, 21 Nov 2024 (showing 4 of 4 entries )

[1] arXiv:2411.13381 [pdf, html, other]
Title: Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
Lars Fluri, A. Ege Yilmaz, Denis Bieri, Thomas Ankenbrand, Aurelio Perucca
Comments: Please note that there is a supplementary document titled "Supplementary Material for 'Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership'," which provides additional summary metrics from the sensitivity analysis
Subjects: Trading and Market Microstructure (q-fin.TR); General Economics (econ.GN)
[2] arXiv:2411.12753 [pdf, html, other]
Title: Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
Bartosz Bieganowski, Robert Ślepaczuk
Comments: arXiv admin note: substantial text overlap with arXiv:2404.01866
Subjects: Trading and Market Microstructure (q-fin.TR); Machine Learning (cs.LG); Computation (stat.CO); Machine Learning (stat.ML)
[3] arXiv:2411.12748 [pdf, html, other]
Title: FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
Mabsur Fatin Bin Hossain, Lubna Zahan Lamia, Md Mahmudur Rahman, Md Mosaddek Khan
Subjects: Trading and Market Microstructure (q-fin.TR); Machine Learning (cs.LG)
[4] arXiv:2411.12747 [pdf, html, other]
Title: A Survey of Financial AI: Architectures, Advances and Open Challenges
Junhua Liu
Comments: Full list of papers and summary slides are available at: this https URL
Subjects: Trading and Market Microstructure (q-fin.TR); Artificial Intelligence (cs.AI); Computational Engineering, Finance, and Science (cs.CE); Machine Learning (cs.LG)

Wed, 20 Nov 2024

No updates for this time period.

Tue, 19 Nov 2024

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Mon, 18 Nov 2024

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

[5] arXiv:2411.08899 [pdf, html, other]
Title: FinVision: A Multi-Agent Framework for Stock Market Prediction
Sorouralsadat Fatemi, Yuheng Hu
Comments: Accepted at ICAIF 2024
Subjects: Trading and Market Microstructure (q-fin.TR); Artificial Intelligence (cs.AI)
Total of 5 entries
Showing up to 50 entries per page: fewer | more | all