Table of Contents

• Detecting Financial Market Manipulation with Statistical Physics ToolsHaochen Li, Maria Polukarov, Carmine Ventre. 1 [doi]
• A GANs-Based Approach for Stock Price Anomaly Detection and Investment Risk ManagementSeyoung Kim, Joohwan Hong, Yongjae Lee. 1-9 [doi]
• A supervised generative optimization approach for tabular dataFadi Hamad, Shinpei Nakamura-Sakai, Saheed Obitayo, Vamsi K. Potluru. 10-18 [doi]
• Adversarial Deep Hedging: Learning to Hedge without Price Process ModelingMasanori Hirano 0001, Kentaro Minami, Kentaro Imajo. 19-26 [doi]
• Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and RobustnessAndrea Coletta, Joseph Jerome, Rahul Savani, Svitlana Vyetrenko. 27-35 [doi]
• Decision-Aware Conditional GANs for Time Series DataHe Sun, Zhun Deng, Hui Chen, David C. Parkes. 36-45 [doi]
• Deep Calibration of Market Simulations using Neural Density Estimators and Embedding NetworksNamid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqui Zhu, Tao Chen, Perukrishnen Vytelingum. 46-54 [doi]
• E2EAI: End-to-End Deep Learning Framework for Active InvestingZikai Wei, Bo Dai 0002, Dahua Lin. 55-63 [doi]
• FinDiff: Diffusion Models for Financial Tabular Data GenerationTimur Sattarov, Marco Schreyer, Damian Borth. 64-72 [doi]
• FlowMind: Automatic Workflow Generation with LLMsZhen Zeng, William Watson, Nicole Cho, Saba Rahimi, Shayleen Reynolds, Tucker Balch, Manuela Veloso. 73-81 [doi]
• From Pixels to Predictions: Spectrogram and Vision Transformer for Better Time Series ForecastingZhen Zeng, Rachneet Kaur, Suchetha Siddagangappa, Tucker Balch, Manuela Veloso. 82-90 [doi]
• Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space NetworkPeer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob N. Foerster. 91-99 [doi]
• LLMs for Financial Advisement: A Fairness and Efficacy Study in Personal Decision MakingKausik Lakkaraju, Sara E. Jones, Sai Krishna Revanth Vuruma, Vishal Pallagani, Bharath C. Muppasani, Biplav Srivastava. 100-107 [doi]
• Modeling Inverse Demand Function with Explainable Dual Neural NetworksZhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini, Zachary Feinstein. 108-115 [doi]
• NFT Primary Sale Price and Secondary Sale Prediction via Deep LearningBetul Seyhan, Emre Sefer. 116-123 [doi]
• SigFormer: Signature Transformers for Deep HedgingAnh Tong, Thanh Nguyen-Tang, Dongeun Lee 0001, Toan M. Tran, Jaesik Choi. 124-132 [doi]
• The GANfather: Controllable generation of malicious activity to improve defence systemsRicardo Ribeiro Pereira, Jacopo Bono, João Tiago Ascensão, David Aparício, Pedro Ribeiro 0004, Pedro Bizarro. 133-140 [doi]
• Towards a Foundation Purchasing Model: Pretrained Generative Autoregression on Transaction SequencesPiotr Skalski, David Sutton, Stuart Burrell, Iker Perez, Jason Wong. 141-149 [doi]
• Turbo-Charging Deep Learning Methods for Partial Differential EquationsFrancois Buet-Golfouse, Islam Utyagulov, Parth Pahwa, Peter Hill. 150-158 [doi]
• Generative Machine Learning for Multivariate Equity ReturnsRuslan Tepelyan, Achintya Gopal. 159-166 [doi]
• Dyn-GWN: Time-Series Forecasting using Time-varying Graphs with Applications to Finance and Traffic PredictionShibal Ibrahim, Max Tell, Rahul Mazumder. 167-175 [doi]
• From random-walks to graph-sprints: a low-latency node embedding framework on continuous-time dynamic graphsJacopo Bono, Ahmad Naser Eddin, David Aparício, Hugo Ferreira 0006, João Tiago Ascensão, Pedro Ribeiro 0004, Pedro Bizarro. 176-184 [doi]
• GoSage: Heterogeneous Graph Neural Network Using Hierarchical Attention for Collusion Fraud DetectionSoumava Ghosh, Ravi Anand, Tanmoy Bhowmik, Siddhanth Chandrashekhar. 185-192 [doi]
• Graph Denoising Networks: A Deep Learning Framework for Equity Portfolio ConstructionEdward Turner, Mihai Cucuringu. 193-201 [doi]
• Learning Temporal Representations of Bipartite Financial GraphsPritam Kumar Nath, Govind Waghmare, Nikhil Tumbde, Nitish Kumar, Siddhartha Asthana. 202-209 [doi]
• Liquidity and Solvency Risks in Financial NetworksLingxiao Zhao, Maria Polukarov, Carmine Ventre. 210-218 [doi]
• TGEditor: Task-Guided Graph Editing for Augmenting Temporal Financial Transaction NetworksShuaicheng Zhang, Yada Zhu, Dawei Zhou 0003. 219-226 [doi]
• The Default Cascade Process in Stochastic Financial NetworksHamed Amini, Zhongyuan Cao, Agnès Sulem. 227-234 [doi]
• The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds PerformanceSiqi Jiang, Ajim Uddin, Zhi Wei, Dantong Yu. 235-243 [doi]
• Bayesian Networks Improve Out-of-Distribution Calibration for Agribusiness Delinquency Risk AssessmentAna Clara Teixeira, Hamed Yazdanpanah, Aline Pezente, Mohammad Ghassemi. 244-252 [doi]
• Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning PerspectiveNelson Vadori. 253-260 [doi]
• CVA Hedging with Reinforcement LearningRoberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori. 261-269 [doi]
• Deeper Hedging: A New Agent-based Model for Effective Deep HedgingKang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid Stillman, Wayne Luk, Ce Guo. 270-278 [doi]
• From Detection to Action: a Human-in-the-loop Toolkit for Anomaly Reasoning and ManagementXueying Ding, Nikita Seleznev, Senthil Kumar, C. Bayan Bruss, Leman Akoglu. 279-287 [doi]
• Gradient-Assisted Calibration for Financial Agent-Based ModelsJoel Dyer, Arnau Quera-Bofarull, Ayush Chopra, J. Doyne Farmer, Anisoara Calinescu, Michael J. Wooldridge. 288-296 [doi]
• Improving the Robustness of Financial Models through Identification of the Minimal Vulnerable Feature SetAnubha Pandey, Himanshu Chaudhary, Alekhya Bhatraju, Deepak Bhatt, Maneet Singh. 297-304 [doi]
• Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMsAldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatti. 305-313 [doi]
• The complexity of financial wellness: examining survey patterns via kernel metric learning and clustering of mixed-type dataJesse S. Ghashti, John R. J. Thompson. 314-322 [doi]
• A Generative Approach for Comprehensive Financial Event Extraction at the Document LevelJinan Zou, Yanxi Liu, Yuankai Qi, Haiyao Cao, Lingqiao Liu, Javen Qinfeng Shi. 323-330 [doi]
• Earnings Call Analysis Using a Sparse Attention Based Encoder and Multi-Source Counterfactual AugmentationZixuan Yuan, Yada Zhu, Wei Zhang 0057, Hui Xiong 0001. 331-339 [doi]
• Enhancing Credit Risk Reports Generation using LLMs: An Integration of Bayesian Networks and Labeled Guide PromptingAna Clara Teixeira, Vaishali Marar, Hamed Yazdanpanah, Aline Pezente, Mohammad Ghassemi. 340-348 [doi]
• Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language ModelsBoyu Zhang, Hongyang Yang, Tianyu Zhou, Ali Babar 0001, Xiao-Yang Liu. 349-356 [doi]
• FinBERT-FOMC: Fine-Tuned FinBERT Model with Sentiment Focus Method for Enhancing Sentiment Analysis of FOMC MinutesSandro Gössi, Ziwei Chen, Wonseong Kim, Bernhard Bermeitinger, Siegfried Handschuh. 357-364 [doi]
• Fine-Tuning Pretrained Language Models to Enhance Dialogue Summarization in Customer Service CentersJiseon Yun, Jae Eui Sohn, Sunghyon Kyeong. 365-373 [doi]
• Large Language Models in Finance: A SurveyYinheng Li, Shaofei Wang, Han Ding, Hang Chen. 374-382 [doi]
• LLMs Analyzing the Analysts: Do BERT and GPT Extract More Value from Financial Analyst Reports?Seonmi Kim, Seyoung Kim, Yejin Kim, Junpyo Park, Seongjin Kim, Moolkyeol Kim, Chang Hwan Sung, Joohwan Hong, Yongjae Lee. 383-391 [doi]
• Making LLMs Worth Every Penny: Resource-Limited Text Classification in BankingLefteris Loukas, Ilias Stogiannidis, Odysseas Diamantopoulos, Prodromos Malakasiotis, Stavros Vassos. 392-400 [doi]
• Predictability of Post-Earnings Announcement Drift with Textual and Contextual Factors of Earnings CallsAndy Chung, Kumiko Tanaka-Ishii. 401-408 [doi]
• A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and ImputationDan Zhou, Ajim Uddin, Zuofeng Shang, Cheickna Sylla, Xinyuan Tao, Dantong Yu. 409-417 [doi]
• Co-Training Realized Volatility Prediction Model with Neural Distributional TransformationXin Du, Kai Moriyama, Kumiko Tanaka-Ishii. 418-426 [doi]
• Conservative Predictions on Noisy Financial DataOmkar Nabar, Gautam Shroff. 427-435 [doi]
• Cryptocurrency volatility forecasting using commonality in intraday volatilityEmmanuel Djanga, Mihai Cucuringu, Chao Zhang. 436-444 [doi]
• Dynamic Covariance Estimation under Structural Assumptions via a Joint Optimization ApproachWenyu Chen, Riade Benbaki, Yada Zhu, Rahul Mazumder. 445-453 [doi]
• Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor ModelsYichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren. 454-462 [doi]
• Efficient Event Series Data Modeling via First-Order Constrained OptimizationNiccolò Dalmasso, Renbo Zhao, Mohsen Ghassemi, Vamsi K. Potluru, Tucker Balch, Manuela Veloso. 463-471 [doi]
• Large Scale Financial Time Series Forecasting with Multi-faceted ModelDefu Cao, Yixiang Zheng, Parisa Hassanzadeh, Simran Lamba, Xiaomo Liu, Yan Liu. 472-480 [doi]
• Lifting Volterra Diffusions via Kernel DecompositionFrancois Buet-Golfouse, Nicholas William David Martin. 481-489 [doi]
• Modeling Momentum Spillover with Economic Links Discovered from Financial DocumentsAndy Chung, Kumiko Tanaka-Ishii. 490-497 [doi]
• Multi-Modal Financial Time-Series Retrieval Through Latent Space ProjectionsTom Bamford, Andrea Coletta, Elizabeth Fons, Sriram Gopalakrishnan, Svitlana Vyetrenko, Tucker Balch, Manuela Veloso. 498-506 [doi]
• Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity TradingDanni Shi, Jan-Peter Calliess, Mihai Cucuringu. 507-515 [doi]
• NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series ImputationUras Varolgunes, Dan Zhou, Dantong Yu, Ajim Uddin. 516-523 [doi]
• On Correlated Stock Market Time Series GenerationGiuseppe Masi, Matteo Prata, Michele Conti, Novella Bartolini, Svitlana Vyetrenko. 524-532 [doi]
• SimStock : Representation Model for Stock SimilaritiesYoontae Hwang, JunHyeong Lee, Daham Kim, Seunghwan Noh, Joohwan Hong, Yongjae Lee. 533-540 [doi]
• Variational Inference for GARCH-family ModelsMartin Magris, Alexandros Iosifidis. 541-548 [doi]
• A Machine Learning Plus-Features Based Approach for Optimal Asset AllocationDomingo Ramírez, José Manuel Peña, Fernando Suárez, Omar Larré, Arturo Cifuentes. 549-556 [doi]
• Correlation Matrix Clustering for Statistical Arbitrage PortfoliosQi Jin, Mihai Cucuringu, Álvaro Cartea. 557-564 [doi]
• DRL Trading with CPT Actor and Truncated Quantile CriticsMarcus Jun Rong Foo, Nixie S. Lesmana, Chi Seng Pun. 574-582 [doi]
• JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for tradingSascha Yves Frey, Kang Li, Peer Nagy, Silvia Sapora, Christopher Lu 0001, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu. 583-591 [doi]
• Learning to Manipulate a Financial BenchmarkMegan Shearer, Gabriel Rauterberg, Michael P. Wellman. 592-600 [doi]
• Liquidity takers behavior representation through a contrastive learning approachRuihua Ruan. 601-609 [doi]
• Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and ConstraintsJingyi Gu, Wenlu Du, A M. Muntasir Rahman, Guiling Wang 0001. 610-618 [doi]
• Mbt-gym: Reinforcement learning for model-based limit order book tradingJoseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen. 619-627 [doi]
• ML-Assisted Optimization of Securities LendingAbhinav Prasad, Prakash Arunachalam, Ali Motamedi, Ranjeeta Bhattacharya, Beibei Liu, Hays McCormick, Shengzhe Xu, Nikhil Muralidhar, Naren Ramakrishnan. 628-636 [doi]
• Order Flow Decomposition for Price Impact Analysis in Equity Limit Order BooksBogdan Sitaru, Anisoara Calinescu, Mihai Cucuringu. 637-645 [doi]
• Portfolio Optimization via Credal Probabilistic CircuitsDavid Ricardo Montalvan Hernandez, Cassio de Campos. 646-654 [doi]
• Quantifying Outlierness of Funds from their Categories using Supervised SimilarityDhruv Desai, Ashmita Dhiman, Tushar Sharma, Deepika Sharma, Dhagash Mehta, Stefano Pasquali. 655-663 [doi]
• Robust Market Making: To Quote, or not To QuoteZiyi Wang, Carmine Ventre, Maria Polukarov. 664-672 [doi]
• Sequential Fair Resource Allocation under a Markov Decision Process FrameworkParisa Hassanzadeh, Eleonora Kreacic, Sihan Zeng, Yuchen Xiao, Sumitra Ganesh. 673-680 [doi]
• Topological Portfolio Selection and OptimizationYuanrong Wang, Antonio Briola, Tomaso Aste. 681-688 [doi]