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.
By Agostino Capponi, Alfio Gliozzo, Brian Zhu
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. 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.
By Emad Izadifar, Zahed Rahmati
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.
By Abigail J. Hayes, Tobias Schumacher, Markus Strohmaier
arXiv:2608. 15841v1 Announce Type: new Abstract: Reinforcement learning has gained increasing attention as a data-driven approach for stock trading.
By Arishi Orra, Himanshu Choudhary, Manoj Thakur
arXiv:2608. 17342v1 Announce Type: cross Abstract: Forecasting cryptocurrency prices remains a formidable challenge due to inherent non-stationarity, abrupt regime shifts, and multi-scale stochastic dependencies.
By Bowen Liu, Mingming Sun