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cs.CE2026
CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets
Yu Peng, Matloob Khushi, Josiah Poon
Managing drawdown, the peak-to-trough decline in an investment portfolio's value, is a precondition for long-term survival in practical investment management. However, mainstream s…
cs.CE2026
CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?
Yu Peng, Matloob Khushi, Josiah Poon
Cryptocurrency price prediction is a significant challenge in quantitative investment. In recent years, time series models have made significant progress in financial forecasting t…