42 citations · 82 across the 9 of their papers we have counts for
9 papers
AnalysisBank: An Expert Analysis Pattern Library for Financial Report Generation
Yajing Yang, Yunshan Ma, Kelvin J. L. Koa +1
We argue that financial report generation should operate at the analytical rather than structural level, composing content from data-derived insights rather than high-level topics…
SPACE: Sample-cloud Predictive Adaptive Conformal Ellipsoids for Multivariate Time-Series Forecasting
Baishi Li, Kelvin J. L. Koa, Ke-Wei Huang
Modern probabilistic time-series forecasters often express uncertainty through forecast samples. While typically converted into nominal prediction regions using empirical quantiles…
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni +3
Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps. Real-world benchmarks offer limited failure attribution…
The Proxy Presumption: From Semantic Embeddings to Valid Social Measures
Baishi Li, Ta Yu, Kelvin J. L. Koa +1
Natural Language Processing is rapidly evolving into a primary instrument for Computational Social Science, with researchers increasingly using embeddings to measure latent constru…
FinDeepForecast: A Live Multi-Agent System for Benchmarking Deep Research Agents in Financial Forecasting
Xiangyu Li, Xuan Yao, Guohao Qi +16
Deep Research (DR) Agents powered by advanced Large Language Models (LLMs) have fundamentally shifted the paradigm for completing complex research tasks. Yet, a comprehensive and l…
Reasoning on Time-Series for Financial Technical Analysis
Kelvin J. L. Koa, Jan Chen, Yunshan Ma +2
While Large Language Models have been used to produce interpretable stock forecasts, they mainly focus on analyzing textual reports but not historical price data, also known as Tec…