2 citations · 3 across the 4 of their papers we have counts for
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stat.ME2025★ 1 cited
Factor-Driven Network Informed Restricted Vector Autoregression
Brendan Martin, Mihai Cucuringu, Alessandra Luati +1
High-dimensional financial time series often exhibit complex dependence relations driven by both common market structures and latent connections among assets. To capture these char…
q-fin.TR2025★ 2 cited
Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?
Weixian Waylon Li, Hyeonjun Kim, Mihai Cucuringu +1
Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructu…