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.
By Yoonsik Hong, Diego Klabjan
arXiv:2603. 19005v2 Announce Type: replace-cross Abstract: Data science plays a critical role in transforming complex data into actionable insights across numerous domains.
By An Luo, Jin Du, Xun Xian, Robert Specht, Fangqiao Tian, Ganghua Wang, Xuan Bi, Charles Fleming, Ashish Kundu, Jayanth Srinivasa, Mingyi Hong, Rui Zhang, Tianxi Li, Galin Jones, Jie Ding
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
By Yao Shi, Kingfung Luo, Nan Tang, Yuyu Luo
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.
By Chang Zhou, Xingtong Yu, Minbin Huang, Zhennan Wu, Yuan Fang, Hong Cheng, Xinming Zhang
arXiv:2607. 28127v1 Announce Type: cross Abstract: Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs).
By Giorgos Iacovides, Wuyang Zhou, Danilo Mandic
arXiv:2508. 05002v2 Announce Type: replace-cross Abstract: Existing unstructured data analytics systems rely on experts to write code and manage complex analysis workflows, making them both expensive and time-consuming.
By Ji Sun, Guoliang Li, Peiyao Zhou, Yihui Ma, Jingzhe Xu, Yuan Li
arXiv:2602. 00845v3 Announce Type: replace Abstract: Agentic reasoning enables large reasoning models (LRMs) to dynamically acquire external knowledge, but yet optimizing the retrieval process remains challenging due to the lack of dense, principled reward signals.
By Senkang Hu, Yong Dai, Yuzhi Zhao, Yihang Tao, Yu Guo, Zhengru Fang, Sam Tak Wu Kwong, Yuguang Fang
arXiv:2606. 20041v1 Announce Type: cross Abstract: We propose a model-grounded RAG-based AI economist with an agentic framework for economic scenario analysis using large language models (LLMs) and knowledge graphs.
By Masahiro Kato
arXiv:2607. 09641v1 Announce Type: cross Abstract: Financial anomaly detection suffers from extreme class imbalance, causing traditional single-objective algorithms to exhibit ``fraud collapse'', defaulting to the majority class and failing to balance anomaly interdiction with customer friction.
By Cl\'audio L\'ucio do Val Lopes, Lucca Machado da Silva
arXiv:2608. 15291v1 Announce Type: new Abstract: Demand forecasting increasingly requires combining two complementary sources of information: historical sales reveal recurring numerical dynamics, while future promotions, holidays, price changes, and platform interventions provide forward-looking knowledge.
By Ziyue Yang, Chaolin Xu, Yijing Wang, Tiankai Gu, Hui Yang, Yanhong Lin, Kaiyuan Liu, Fei Xiao
arXiv:2501. 00826v3 Announce Type: replace-cross Abstract: Cryptocurrency portfolio management requires the fusion of heterogeneous multi-modal signals, including structured price and on-chain time series, unstructured news text, and technical indicators, under high-volatility and real-time constraints.
By Yichen Luo, Yebo Feng, Jiahua Xu, Paolo Tasca, Yang Liu
arXiv:2606. 03918v1 Announce Type: new Abstract: AI agents can increasingly handle the mechanical tasks of financial analysis: retrieving documents, calculating formulas, updating spreadsheets.
By Eric Cho, Shawn Huang, Alice Lu, Andy Lyu