2 papers
q-fin.TR2026
Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data
Xinyue Fang, Robert Ålepaczuk
This study investigates whether regime-dependent volatility forecasting and machine-learning-based return prediction can be jointly integrated to improve both statistical forecasti…
cs.AI2026
GIFT: LLM-Guided State-Reward Interface for Financial Reinforcement Learning
Yanyan Wu, Boyi Zhang, Yanlin Liu +10
Financial portfolio trading is naturally formulated as a reinforcement learning problem, where an agent sequentially rebalances assets under changing market conditions to balance r…