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20242026
most citedCan LLM-based Financial Investing Strategies Outperform the Market in Long Run?

2 citations · 3 across the 4 of their papers we have counts for

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stat.ME2026

Causal Lag Structure Discovery in Confounded Time Series via Orthogonalized Adaptive Estimation

Hong Kiat Tan, Isaac-Neil Zanoria, James Chen +2

Finding which variables cause which others in multivariate time series, and at what lags, is central to science and policy, yet existing methods force a choice between flexible con…

math.ST2026

Spectral clustering of network time series via the sample covariance matrix

Brendan Martin, Joshua Agterberg, Mihai Cucuringu +2

Spectral clustering for community detection is analysed in multivariate time series models whose dependence structure is determined by an unobserved stochastic blockmodel. We estab…