2 citations · 2 across the 2 of their papers we have counts for
5 papers
FinSentLLM: Multi-LLM and Structured Semantic Signals for Enhanced Financial Sentiment Forecasting
Zijian Zhang, Rong Fu, Yangfan He +6
Financial sentiment analysis (FSA) has attracted significant attention, and recent studies increasingly explore large language models (LLMs) for this field. Yet most work evaluates…
FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
Yanlong Wang, Jian Xu, Fei Ma +8
Financial time series forecasting is both highly significant and challenging. Previous approaches typically standardized time series data before feeding it into forecasting models,…
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
Yanlong Wang, Jian Xu, Shao-Lun Huang +2
This study seeks to advance the understanding and prediction of stock market return uncertainty through the application of advanced deep learning techniques. We introduce a novel d…
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
Yanlong Wang, Jian Xu, Tiantian Gao +4
Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series predicti…
PSformer: Parameter-efficient Transformer with Segment Attention for Time Series Forecasting
Yanlong Wang, Jian Xu, Fei Ma +3
Time series forecasting remains a critical challenge across various domains, often complicated by high-dimensional data and long-term dependencies. This paper presents a novel tran…