5 papers
Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling
Xiang Li, Zikai Wei, Yiyan Qi +6
Financial market movements are often driven by discrete financial events conveyed through news, whose impacts are heterogeneous, abrupt, and difficult to capture under purely numer…
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu +5
The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive si…
FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph
Xiang Li, Penglei Sun, Wanyun Zhou +3
Individual investors are significantly outnumbered and disadvantaged in financial markets, overwhelmed by abundant information and lacking professional analysis. Equity research re…
QuantBench: Benchmarking AI Methods for Quantitative Investment
Saizhuo Wang, Hao Kong, Jiadong Guo +7
The field of artificial intelligence (AI) in quantitative investment has seen significant advancements, yet it lacks a standardized benchmark aligned with industry practices. This…
Unleashing Expert Opinion from Social Media for Stock Prediction
Wanyun Zhou, Saizhuo Wang, Xiang Li +3
While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social med…