[PDF][PDF] Understanding stock market instability via graph auto-encoders

D Gorduza, S Zohren, X Dong - EPJ Data Science, 2025 - Springer
Understanding stock market instability is a key question in financial management as
practitioners seek to forecast breakdowns in long-run asset co-movement patterns which …

Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP …

K Huang, Z Zhang, Y Wang - Computational Economics, 2024 - Springer
This paper uses the stock market indexes of RCEP member countries, and uses the
relatively novel kernel PCA method in machine learning to improve the stock market …

Trade when opportunity comes: price movement forecasting via locality-aware attention and iterative refinement labeling

L Zeng, L Wang, H Niu, R Zhang, L Wang… - arxiv preprint arxiv …, 2021 - arxiv.org
Price movement forecasting, aimed at predicting financial asset trends based on current
market information, has achieved promising advancements through machine learning (ML) …

Multiresolution Signal Processing of Financial Market Objects

I Boier - ICASSP 2023-2023 IEEE International Conference on …, 2023 - ieeexplore.ieee.org
Financial markets are among the most complex entities in our environment, yet mainstream
quantitative models operate at predetermined scale, rely on linear correlation measures …