arXiv:2607. 06719v1 Announce Type: cross Abstract: This paper introduces a graph-theoretic approach for predicting market regimes in foreign exchange (FX) currency prices.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
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: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. 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.
arXiv:2605. 26290v2 Announce Type: replace Abstract: Temporal signed networks (TSNs) model the time evolution of cooperative and adversarial relationships that arise in applications such as social media analysis, trust and reputation systems, and financial transaction networks.
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: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.