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.
By Haoran Guo, Yutong Lu, Li Zhang
arXiv:2607. 14416v1 Announce Type: new Abstract: The interconnected nature of global financial systems makes them vulnerable to systemic risks, where the failure of a few institutions can trigger catastrophic cascading defaults.
By Rabimba Karanjai, Hemanth Madhavarao, Lei Xu, Weidong Shi
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.
By Aijie Shu, Wenbin Wu, Gbenga Ibikunle, Fengxiang He
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.
By Yifan Hu, Yuante Li, Peiyuan Liu, Yuxia Zhu, Naiqi Li, Tao Dai, Shu-tao Xia, Dawei Cheng, Changjun Jiang
arXiv:2605. 31156v2 Announce Type: replace Abstract: Causal discovery aims to recover directed causal relations from observational and interventional data, providing a basis for mechanistic understanding and reliable decision-making.
By Zi-Rong Li, Si-Yang Liu, Tian-Zuo Wang, Han-Jia Ye
arXiv:2606. 30997v1 Announce Type: new Abstract: We present a three-phase deep reinforcement learning system for personalized portfolio management that addresses three limitations shared by all prior financial RL work: 1) ticker lock-in, 2) monolithic objectives , and 3) static user models.
By Ramin Pishehvar