7 papers
VFEM: Visual Feature Empowered Multivariate Time Series Forecasting with Cross-Modal Fusion
Yanlong Wang, Hang Yu, Jian Xu +7
Large time series foundation models often adopt channel-independent architectures to handle varying data dimensions, but this design ignores crucial cross-channel dependencies. Mea…
FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery
Yanlong Wang, Jian Xu, Hongkang Zhang +3
Formulaic alpha factor mining is a critical yet challenging task in quantitative investment, characterized by a vast search space and the need for domain-informed, interpretable si…
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,…
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…
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…