001 FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning arXiv Paper Giorgos Iacovides et al. Yesterday 002 Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes arXiv Paper Lennon J. Shikhman et al. 2 days ago 003 Emergent Latent-State Computation under Stochastic Volatility arXiv Paper Xiaoyu Huang et al. 3 days ago 004 Variational Quantum Conditional Boltzmann Machines for Time-Series Forecasting: Architectures, Symmetric Hyperparameter Evaluation, and a Nonlinear Benchmark arXiv Paper Gerhard Hellstern et al. 4 days ago 005 Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models arXiv Paper Ayoub Jadouli Jul 21 006 How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment arXiv Paper Sanggyu Sean Choi Jul 15 007 Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring arXiv Paper Abdullah Karasan et al. Jul 14 008 When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting arXiv Paper Taizhen Cheung Jul 14 009 Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress arXiv Paper A. Mazumder, Shreyan Ronit Mazumder Jul 10 010 A Novel Hybrid Quantum Reservoir Computing (nHQRC) for Phase Transition Detection in Non-Equilibrium Dynamical Systems arXiv Paper Manoj B. Bhatkar, Prashant M. Yawalkar Jul 9 011 Stable Sentiment and Persistent Dynamics in U.S. Economic News over 45 Years arXiv Paper L. E. Rocha Jul 7 012 tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series arXiv Paper Sankalp Gilda Jul 7 013 Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns arXiv Paper Sichao He, Yansong Zhang Jun 29 014 The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction arXiv Paper C. Hedges Jun 24 015 Multi-Stream Temporal Fusion for Financial Fraud Detection arXiv Paper M. Moghaddam, Nick Sciarrilli Jun 23 016 Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking arXiv Paper Mao Guan, Qian Chen Jun 21 017 A Censored Transformed Model for Proportional Outcomes with Boundary Mass and an Application to Loss Given Default Modeling arXiv Paper Yuan Christopher Qiang et al. Jun 19 018 Robust Transformer-Based One-Step Stock Index Forecasting via Shifted Data Augmentation arXiv Paper T. Thach Jun 14 019 Evaluating AI Investment Strategies arXiv Paper Irene Aldridge Jun 7 020 Post-Rejection Follow-up Sampling: A Methodology for Counterfactual Outcome Measurement in Algorithmic DEX Trading arXiv Paper A. U. Kamat Jun 6 021 PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance arXiv Paper Yuqi Li, Siyuan Liu et al. Jun 5 022 Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning arXiv Paper Damian Lebied'z, R. Ślepaczuk Jun 3 023 Generating Financial Time Series by Matching Random Convolutional Features arXiv Paper Konrad J. Mueller, Nikita Zozoulenko et al. Jun 3 024 FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance arXiv Paper Jiaze Sun, Kelvin J.L. Koa et al. Jun 2 025 Regime-Arrival Uncertainty in Generalization Bounds under Distribution Shift arXiv Paper Prince Poudel Jun 1 026 Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning arXiv Paper Manuel Noseda, Nathan Soldati et al. May 25 027 Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting arXiv Paper Akash Deep et al. May 22 028 Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ arXiv Paper Mathias Mesfin May 18 029 Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market arXiv Paper Mingxuan Yi, Vidal Mehra et al. May 17 030 Algometrics: Forecasting Under Algorithmic Feedback arXiv Paper Marc Schmitt May 13 031 Enhancing a Risk Model by Adding Transient Statistical Factors arXiv Paper Alexandros E. Tzikas et al. May 13 032 Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction arXiv Paper Namhyoung Kim, Jaeyong Song May 13 033 From Index to Equity: Pre-Training Transformers for Stock Return Prediction arXiv Paper Marie Soehl Coolsaet, Roberto Gallardo et al. May 12 034 GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations arXiv Paper Lake Yang, Junwei Su et al. May 12 035 Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM arXiv Paper Stefano Blando, G. Fagiolo et al. May 11 036 The Payment Heterogeneity Index: An Integrated Unsupervised Framework for High-Volume Procurement Oversight and Decision Support arXiv Paper K. Christodoulides May 9 037 Multivariate Financial Forecasting using the Chronos Time Series Foundation Models arXiv Paper Sanjiv Das, Taranag Goyal et al. May 8 038 Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval arXiv Paper Eshwar Sai Kandimalla, Sravan Chowdary Kankanala et al. May 5 039 Signal or Noise in Multi-Agent LLM-based Stock Recommendations? arXiv Paper George Fatouros, Kostas Metaxas Apr 19 040 The CTLNet for Shanghai Composite Index Prediction arXiv Paper Haibin Jiao Apr 18 041 Spurious Predictability in Financial Machine Learning arXiv Paper S. Nikolopoulos Apr 16 042 The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction arXiv Paper D. Dungrani, Disha Dungrani Apr 16 043 Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling arXiv Paper Alexis Lazanas, Spyridon Karpouzis Apr 13 044 A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective arXiv Paper Olivia Zhang, Zhilin Zhang Apr 10 045 SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series arXiv Paper Alexandre Alouadi, Gr'egoire Loeper et al. Apr 8 046 Sequential Audit Sampling with Statistical Guarantees arXiv Paper Masahiro Kato et al. Apr 7 047 Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions arXiv Paper D. Bloch Apr 6 048 Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS arXiv Paper D. Bloch Apr 6 049 Financial Anomaly Detection for the Canadian Market arXiv Paper L. Caputi, Nicholas Meadows Apr 2 050 Nonlinear Factor Decomposition via Kolmogorov-Arnold Networks: A Spectral Approach to Asset Return Analysis arXiv Paper David Breazu Mar 30 051 Policy-Controlled Generalized Share: A General Framework with a Transformer Instantiation for Strictly Online Switching-Oracle Tracking arXiv Paper Hong-Ying Hu Mar 30 052 Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks arXiv Paper Xiang Ao, Jingxuan Zhang et al. Mar 29 053 Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics arXiv Paper Min-Hsuan Chang, Jae-Young Kim Mar 24 054 Designing Agentic AI-Based Screening for Portfolio Investment arXiv Paper Mehmet Caner, A. Capponi et al. Mar 24 055 Connecting Distributed Ledgers: Surveying Novel Interoperability Solutions in On-chain Finance arXiv Paper Hasret Ozan Sevim Mar 23 056 Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification arXiv Paper Kemal Kirtac Mar 21 057 Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control arXiv Paper Mohammad Al Ridhawi, M. Ali et al. Mar 19 058 ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics arXiv Paper Rahul Ray Mar 18 059 Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction arXiv Paper Dehao Dai, Ding Ma et al. Mar 12 060 Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion arXiv Paper Abdulrahman Alswaidan, Jeffrey D. Varner Mar 10