4 papers
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
Mingxuan Yi, Vidal Mehra, Jing Chen +1
Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration. They are nonetheless hard to identify:…
BondBERT: What we learn when assigning sentiment in the bond market
Toby Barter, Zheng Gao, Eva Christodoulaki +2
Bond markets respond differently to macroeconomic news compared to equity markets, yet most sentiment models are trained primarily on general financial or equity news data. However…
Cons-training Tensor Networks: Embedding and Optimization Over Discrete Linear Constraints
Javier Lopez-Piqueres, Jing Chen
In this study, we introduce a novel family of tensor networks, termed constrained matrix product states (MPS), designed to incorporate exactly arbitrary discrete linear constraints…
Regularized second-order optimization of tensor-network Born machines
Matan Ben-Dov, Jing Chen
Tensor-network Born machines (TNBMs) are quantum-inspired generative models for learning data distributions. Using tensor-network contraction and optimization techniques, the model…