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ORCIDCIFEr 2025: Trondheim, Norway
- IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CiFer 2025, Trondheim, Norway, March 17-20, 2025. IEEE 2025, ISBN 979-8-3315-0831-9
- Fabian Billert, Stefan Conrad:
Identifying Aspect-Regimes for Enhanced ESG-Investing Through News Data. 1-7 - Alpay Sabuncuoglu
, Carsten Maple:
Identifying Representation Bias in Large Language Models Used in Financial Sentiment Analysis. 1-7 - Nanjiang Du, Yida Zhao, Jintao Wang, Yicheng Zhu, Siyu Xie, Luyao Yang, Yiru Tong, Shengzhe Xu, Wangying Zhang, Zecheng Tang, Kai Xu, Jianfeng Ren, Tianxiang Cui:
Enhancing Cryptocurrency Trading Strategies: A Deep Reinforcement Learning Approach Integrating Multi-Source LLM Sentiment Analysis. 1-7 - Alicia Vidler, Toby Walsh:
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics. 1-7 - Ahmadreza Hajaghaie, Ruppa K. Thulasiram:
Leveraging Large Language Models and Retrieval-Augmented Generation for Enhanced Multi-Asset Portfolio Construction. 1-7 - Xinghong Fu, Masanori Hirano, Kentaro Imajo:
Financial Fine-Tuning a Large Time Series Model. 1-9 - Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang, Masanori Hirano:
KANOP: A Data-Efficient Option Pricing Model Using Kolmogorov-Arnold Networks. 1-9 - Ruxin Chen, Zeqiang Zhang:
Deep Reinforcement Learning in Labor Market Simulations. 1-7 - Büsra Çaliskan:
Enhancing Recurrent Neural Networks for Stock Market Forecasts Through Pec-W Framework. 1-6 - Peter Gnip, Peter Drotár, Róbert Kanász, Martin Zoricak:
A Deep Ensemble Learning Approach for Imbalanced Data in Bankruptcy Prediction. 1-7 - Joy Dip Das, Avanthi M. Gedara, Sulalitha Bowala, Ruppa K. Thulasiram, Aerambamoorthy Thavaneswaran:
Non-Linear Data Representation with Machine Learning for Dynamic Covariance Based Financial Portfolio Optimization. 1-9
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