2 papers
q-fin.CP2026
EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction
Dinggao Liu, Robert Ålepaczuk, Zhenpeng Tang
Accurately forecasting daily exchange rate returns represents a longstanding challenge in international finance, as the exchange rate returns are driven by a multitude of correlate…
math.NT2025
Mixed moments of twisted -functions
Zhenpeng Tang, Xiaosheng Wu
We establish an asymptotic formula with a power-saving error term for the twisted mixed moment of Dirichlet -functions and automorphic -functions twisted by all primitive cha…