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🏛️ The q-fin.CP Crypt
q-fin.CP: Where q-fin.CP papers rest without their code.
75
Total Papers
64
No Code
0
Twilight
11
Has Code
14.7%
Survival Rate
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Financial Market Modeling with Quantum Neural Networks
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Constructing Financial Sentimental Factors in Chinese Market Using Natural Language Processing
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Financial Fine-tuning a Large Time Series Model
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Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
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Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry
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Inverse Reinforcement Learning for Marketing
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Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
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Langevin algorithms for Markovian Neural Networks and Deep Stochastic control
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Modeling Inverse Demand Function with Explainable Dual Neural Networks
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What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
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On Calibration Neural Networks for extracting implied information from American options
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Optimal client recommendation for market makers in illiquid financial products
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Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation)
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Bi-LSTM Price Prediction based on Attention Mechanism
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Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies
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Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty
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Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions
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Towards Temporal-Aware Multi-Modal Retrieval Augmented Generation in Finance
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Deep Reinforcement Learning for Long-Short Portfolio Optimization
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The option pricing model based on time values: an application of the universal approximation theory on unbounded domains
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UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models
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A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management
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