207 citations · 297 across the 14 of their papers we have counts for
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q-fin.ST2026
Dependence-Informed Sparse Neural Architecture for Stock Return Prediction
Hongyu Lin, Yulin Chen, Yuanrong Wang +2
Using neural networks for stock return prediction typically requires choices about depth and hidden-layer width that are difficult to connect to financial interpretation. We study…
q-fin.ST2022★ 18 cited
Dependency structures in cryptocurrency market from high to low frequency
Antonio Briola, Tomaso Aste
We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital currency exchange. We study…