Adaptive and explainable margin trading via large language models on portfolio management

J Gu, J Ye, G Wang, W Yin - Proceedings of the 5th ACM International …, 2024 - dl.acm.org
Recent strategies for portfolio management often lack flexibility to adjust funds between long
and short positions throughout trading periods. This prevents adapting portfolios to the …

Prediction with time-series mixer for the S&P500 index

J Ye, J Gu, A Dash, FP Deek… - 2023 IEEE 39th …, 2023 - ieeexplore.ieee.org
As an essential US economic indicator, the S&P500 Index is used to assess the current state
of market performance and gauge the economy's future course. However, stock market …

Margin trader: a reinforcement learning framework for portfolio management with margin and constraints

J Gu, W Du, AMM Rahman, G Wang - Proceedings of the Fourth ACM …, 2023 - dl.acm.org
In the field of portfolio management using reinforcement learning, existing approaches have
mainly focused on cash-only trading, overlooking the potential benefits and risks of margin …

Deep learning model with sentiment score and weekend effect in stock price prediction

J Gu, S Shukla, J Ye, A Uddin, G Wang - SN Business & Economics, 2023 - Springer
Stock market forecasting is a popular area for both investment and research. It is also
challenging due to the strong noise generated by the news, government policies, and …

DySTAGE: Dynamic Graph Representation Learning for Asset Pricing via Spatio-Temporal Attention and Graph Encodings

J Gu, J Ye, A Uddin, G Wang - Proceedings of the 5th ACM International …, 2024 - dl.acm.org
Current GNN-based asset price prediction models often focus on a fixed group of assets and
their static relationships within the financial network. However, this approach overlooks the …

RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction

J Gu, W Du, G Wang - arXiv preprint arXiv:2402.10760, 2024 - arxiv.org
Efforts to predict stock market outcomes have yielded limited success due to the inherently
stochastic nature of the market, influenced by numerous unpredictable factors. Many existing …

Navigating Financial Markets: Exploring Advanced Neural Networks for Stock Price Prediction

KG Hitaish, V KRISHNASWAMY… - 2024 International …, 2024 - ieeexplore.ieee.org
The stock market serves as a complex financial ecosystem, where diverse methodologies
are employed to forecast price movements. This paper centers on the technical analysis of …