3 papers
q-fin.CP2025
Fusing Narrative Semantics for Financial Volatility Forecasting
Yaxuan Kong, Yoontae Hwang, Marcus Kaiser +3
We introduce M2VN: Multi-Modal Volatility Network, a novel deep learning-based framework for financial volatility forecasting that unifies time series features with unstructured ne…
cs.LG2025
Signature-Informed Transformer for Asset Allocation
Yoontae Hwang, Stefan Zohren
Modern deep learning for asset allocation typically separates forecasting from optimization. We argue this creates a fundamental mismatch where minimizing prediction errors fails t…
cs.CL2025
Time-MQA: Time Series Multi-Task Question Answering with Context Enhancement
Yaxuan Kong, Yiyuan Yang, Yoontae Hwang +5
Time series data are foundational in finance, healthcare, and energy domains. However, most existing methods and datasets remain focused on a narrow spectrum of tasks, such as fore…