arXiv:2606. 25811v1 Announce Type: cross Abstract: Commodity futures can be represented hierarchically, with underlying assets at the upper level and individual futures contracts at the lower level.
arXiv:2512. 02436v2 Announce Type: replace Abstract: Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation with overlapping questions, implicit equivalences, and hidden contradictions across markets.
arXiv:2607. 19385v1 Announce Type: new Abstract: This paper tackles the problem of stock ranking and portfolio construction under realistic investment settings by jointly modeling temporal dynamics and cross-sectional dependencies.
arXiv:2607. 12067v1 Announce Type: new Abstract: Institutional equity holdings disclosed in SEC Form 13F filings provide a rich temporal record of portfolio decisions by large investment managers.
arXiv:2510. 09416v4 Announce Type: replace Abstract: Learning on temporal graphs has become a central topic in graph representation learning, with numerous benchmarks indicating the strong performance of state-of-the-art models.
arXiv:2608. 15841v1 Announce Type: new Abstract: Reinforcement learning has gained increasing attention as a data-driven approach for stock trading.
arXiv:2606. 04574v1 Announce Type: new Abstract: This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets.
arXiv:2608. 07158v1 Announce Type: new Abstract: Temporal graph learning has become essential for analyzing real-world systems whose interactions continuously evolve over time, including financial transaction networks, communication systems, and online social platforms.
arXiv:2606. 27863v1 Announce Type: cross Abstract: Demand forecasting at the bottom of a retail hierarchy requires predicting tens of thousands of correlated long-horizon series across products, stores, and regions.
arXiv:2602. 03981v2 Announce Type: replace-cross Abstract: Credit exposure in Decentralized Finance (DeFi) is often implicit and token-mediated, creating a dense web of inter-protocol dependencies.
arXiv:2510. 17088v3 Announce Type: replace-cross Abstract: Financial anomalies arise from heterogeneous mechanisms - price shocks, liquidity freezes, contagion cascades, and momentum reversals - yet existing detectors produce uniform anomaly scores without revealing which mechanism is failing or where risks concentrate.
arXiv:2607. 06719v1 Announce Type: cross Abstract: This paper introduces a graph-theoretic approach for predicting market regimes in foreign exchange (FX) currency prices.
arXiv:2608. 11785v1 Announce Type: new Abstract: Large language models (LLMs) have shown strong potential for financial analysis and trading, but direct trading remains challenging because the predictive capabilities required can vary across assets, decision fields, and market conditions.