67 citations · 67 across the 2 of their papers we have counts for
3 papers
q-fin.TR2026
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
Adir Saly-Kaufmann, Kieran Wood, Jan Peter-Calliess +1
We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optim…
cs.LG2026
Cantelli Constrained Policy Optimization
Rohan Tangri, Jan-Peter Calliess
We introduce Canary, a risk-averse method designed to optimize Value-at-Risk (VaR) constrained reinforcement learning (RL) problems. We employ Cantelli's inequality to obtain a tra…
cs.SI2020★ 67 cited
Sentiment Correlation in Financial News Networks and Associated Market Movements
Xingchen Wan, Jie Yang, Slavi Marinov +3
In an increasingly connected global market, news sentiment towards one company may not only indicate its own market performance, but can also be associated with a broader movement…