4 papers
TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
Maxime Kawawa-Beaudan, Srijan Sood, Kassiani Papasotiriou +2
Foundation models have transformed domains from language to genomics by learning general-purpose representations from large-scale, heterogeneous data. We introduce TradeFM, a 524M-…
Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization
Srijan Sood, Kassiani Papasotiriou, Marius Vaiciulis +1
Portfolio Management is the process of overseeing a group of investments, referred to as a portfolio, with the objective of achieving predetermined investment goals. Portfolio opti…
Behavioral Sequence Modeling with Ensemble Learning
Maxime Kawawa-Beaudan, Srijan Sood, Soham Palande +3
We investigate the use of sequence analysis for behavior modeling, emphasizing that sequential context often outweighs the value of aggregate features in understanding human behavi…
AI in Investment Analysis: LLMs for Equity Stock Ratings
Kassiani Papasotiriou, Srijan Sood, Shayleen Reynolds +1
Investment Analysis is a cornerstone of the Financial Services industry. The rapid integration of advanced machine learning techniques, particularly Large Language Models (LLMs), o…