2 papers
cs.SI2025
FinRipple: Aligning Large Language Models with Financial Market for Event Ripple Effect Awareness
Yuanjian Xu, Jianing Hao, Kunsheng Tang +4
Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and…
q-fin.PM2024
Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
J. Chen, S. D. AhipaÅaoÄlu, N. Zhang +1
We extend the classical mean-variance (MV) framework and propose a robust and sparse portfolio selection model incorporating an ellipsoidal uncertainty set to reduce the impact of…