arXiv:2606. 10219v1 Announce Type: cross Abstract: AI efficiency at scale is becoming critical in finance as market data volumes surge across equities, ETFs, FX, options, and high-frequency trading streams.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.
arXiv:2606. 16059v1 Announce Type: cross Abstract: For thirty years, quantitative finance has paid a costly two-language tax: models researched in Python are rewritten in C++ for production, often introducing numerical discrepancies.
arXiv:2606. 26337v1 Announce Type: new Abstract: Gradient Boosted Decision Trees (GBDT), exemplified by LightGBM, spend a dominant fraction of training time -- typically 65-70% -- constructing per-feature histograms.
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.
arXiv:2606. 24062v1 Announce Type: cross Abstract: Financial time series forecasting presents structural challenges absent from standard benchmarks.
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.
Gradient Boosted Decision Trees (GBDT), exemplified by LightGBM, spend a dominant fraction of training time -- typically 65-70% -- constructing per-feature histograms. Existing approaches such as random feature subsampling (feature_fraction) discard features without regard for their predictive utility.