3 papers
cs.LG2026
Support Thresholds, Not Algorithms, Limit Rare-Association Recovery in Co-Purchase Networks
Xiao Han, Zhen Zhang, Xin Zhao +3
The support threshold of the Apriori algorithm involves a trade-off in conducting market basket analysis: the associations that occur frequently are noted with high threshold; howe…
q-fin.RM2026
Bankruptcy Prediction from 10-K Narratives: Evidence from Interpretable Text Scores and Accounting Baselines
Zhen Zhang, Moxuan Zheng, Tongchen Zhang +3
Bankruptcy is a low-frequency but high-impact corporate event, making early risk identification important for creditors, investors, regulators, and risk managers. Traditional bankr…
q-fin.TR2026
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
Luyun Lin, Lixing Lin, Zhen Zhang +2
Traditional moving average convergence divergence (MACD) trading rules are often constrained by signal lag and susceptibility to false signals. To address these limitations, this s…