Market Data
Market data analysis aims to understand and predict market behavior, primarily focusing on financial markets but extending to areas like food commodities and NFTs. Current research emphasizes the use of advanced machine learning techniques, including deep learning models (like LSTMs, recurrent neural networks, and gradient boosted decision trees), reinforcement learning, and novel architectures such as optical reservoir computing and normalizing flows, to improve prediction accuracy and risk management. These advancements are crucial for enhancing investment strategies, risk monitoring, and regulatory oversight across various sectors, improving efficiency and potentially mitigating market instability.
Papers
November 5, 2024
October 25, 2024
October 9, 2024
August 20, 2024
August 1, 2024
July 28, 2024
June 30, 2024
June 3, 2024
March 7, 2024
November 1, 2023
October 18, 2023
September 24, 2023
August 21, 2023
August 11, 2023
June 16, 2023
May 25, 2023
May 9, 2023
March 26, 2023
March 13, 2023