FuNVol: A Multi-Asset Market Simulator using Functional Principal Components and Neural SDEs
Vedant Choudhary, Sebastian Jaimungal, Maxime Bergeron
Do LLMs Understand Financial Time Series? [Oral]
Yifu Cai, Arjun Choudhry, Mononito Goswami, Artur Dubrawski
Reinforcement Learning Framework for Quantitative Trading
Alhassan S. Yasin, Prabdeep S. Gill
Supervised Autoencoder MLP for Algorithmic Trading Strategies
Robert Ślepaczuk, Bartosz Bieganowski
Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
Parley Ruogu Yang, Alex Shestopaloff
Context is Key: A Benchmark for Forecasting with Essential Textual Information [Oral]
Andrew Robert Williams, Arjun Ashok, Étienne Marcotte, Valentina Zantedeschi, Jithendaraa Subramanian, Roland Riachi, James Requeima, Alexandre Lacoste, Irina Rish, Nicolas Chapados, Alexandre Drouin
Enhanced Fraud Detection in Bank Transfers via Augmented Account Features [Oral]
Seonkyu Lim, Jeongwhan Choi, Jaehoon Lee, Noseong Park