41 citations · 225 across the 43 of their papers we have counts for
3 papers · 1 filter
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…
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…
An Empirical Analysis of Static Analysis Methods for Detection and Mitigation of Code Library Hallucinations
Clarissa Miranda-Pena, Andrew Reeson, Cécile Paris +2
Despite extensive research, Large Language Models continue to hallucinate when generating code, particularly when using libraries. On NL-to-code benchmarks that require library use…