3 papers
q-fin.PM2025
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Zihan Lin, Haojie Liu, Randall R. Rojas
This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock…
q-fin.CP2025
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
Haojie Liu, Zihan Lin, Randall R. Rojas
This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 t…
cs.LG2025
A real-time battle situation intelligent awareness system based on Meta-learning & RNN
Yuchun Li, Zihan Lin, Xize Wang +3
In modern warfare, real-time and accurate battle situation analysis is crucial for making strategic and tactical decisions. The proposed real-time battle situation intelligent awar…