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Learning Explainable Stock Predictions with Tweets Using Mixture of Experts
Wenyan Xu, Dawei Xiang, Rundong Wang +4
Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insight…
FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis
Wenyan Xu, Dawei Xiang, Yue Liu +6
Pure time series forecasting tasks typically focus exclusively on numerical features; however, real-world financial decision-making demands the comparison and analysis of heterogen…
Mining Intraday Risk Factor Collections via Hierarchical Reinforcement Learning based on Transferred Options
Wenyan Xu, Jiayu Chen, Dawei Xiang +3
Traditional risk factors like beta, size/value, and momentum often lag behind market dynamics in measuring and predicting stock return volatility. Statistical models like PCA and f…
HRFT: Mining High-Frequency Risk Factor Collections End-to-End via Transformer
Wenyan Xu, Rundong Wang, Chen Li +2
In quantitative trading, transforming historical stock data into interpretable, formulaic risk factors enhances the identification of market volatility and risk. Despite recent adv…