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
March 5, 2023
December 23, 2022
December 6, 2022
October 28, 2022
October 5, 2022
May 31, 2022
April 22, 2022
April 18, 2022
April 7, 2022
November 9, 2021