2 citations · 2 across the 4 of their papers we have counts for
4 papers · 1 filter
Aligning Multilingual News for Stock Return Prediction
Yuntao Wu, Lynn Tao, Ing-Haw Cheng +4
News spreads rapidly across languages and regions, but translations may lose subtle nuances. We propose a method to align sentences in multilingual news articles using optimal tran…
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
Yuntao Wu, Ege Mert Akin, Charles Martineau +2
We examine how textual features in earnings press releases predict stock returns on earnings announcement days. Using over 138,000 press releases from 2005 to 2023, we compare trad…
Balancing Compliance and Privacy in Offline CBDC Transactions Using a Secure Element-based System
Panagiotis Michalopoulos, Anthony Mack, Cameron Clark +3
Blockchain technology has spawned a vast ecosystem of digital currencies with Central Bank Digital Currencies (CBDCs) -- digital forms of fiat currency -- being one of them. An imp…
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
Srisht Fateh Singh, Reina Ke Xin Li, Samuel Gaskin +5
This paper mathematically models a constant-function automated market maker (CFAMM) position as a portfolio of exotic options, known as perpetual American continuous-installment (C…