conftrace_

financial time series

11 papers

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Co-occurring keywords

long short-term memory (748) garch model (3) time series (435) transfer learning (5449) trend prediction (5) positive semidefinite (8) conditional copula (1) dependency modeling (12) conditional distribution (64) copula functions (3)

Papers

Kronos: A Foundation Model for the Language of Financial Markets AAAI 2026
Multi-Scale Temporal Neural Network for Stock Trend Prediction Enhanced by Temporal Hyepredge Learning IJCAI 2025
Transfer Learning in Financial Time Series with Gramian Angular Field (Student Abstract) AAAI 2025
From GARCH to Neural Network for Volatility Forecast AAAI 2024
The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network AAAI 2021
A Quantum-inspired Entropic Kernel for Multiple Financial Time Series Analysis IJCAI 2020
Cross-sectional Learning of Extremal Dependence among Financial Assets NIPS 2019
Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning NIPS 2018
Learning Connections in Financial Time Series ICML 2013
Gaussian Process Conditional Copulas with Applications to Financial Time Series NIPS 2013
Selective Prediction of Financial Trends with Hidden Markov Models NIPS 2011