19 citations · 19 across the 1 of their papers we have counts for
2 papers
q-fin.CP2026★ 19 cited
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon
We examine whether news can improve realised volatility forecasting using a modern yet operationally simple NLP framework. News text is transformed into embedding-based representat…
q-fin.CP2025
Re(Visiting) Time Series Foundation Models in Finance
Eghbal Rahimikia, Hao Ni, Weiguan Wang
Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous dat…