1 citations · 1 across the 3 of their papers we have counts for
3 papers
cs.LG2024
KAN based Autoencoders for Factor Models
Tianqi Wang, Shubham Singh
Inspired by recent advances in Kolmogorov-Arnold Networks (KANs), we introduce a novel approach to latent factor conditional asset pricing models. While previous machine learning a…
q-fin.ST2024
An empirical study of market risk factors for Bitcoin
Shubham Singh
The study examines whether fama-french equity factors can effectively explain the idiosyncratic risk and return characteristics of Bitcoin. By incorporating Fama-french factors, th…
cs.LG2024★ 1 cited
Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis
Shubham Singh, Mayur Bhat
The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that crypto…