Browse by JEL codes

B

Briola, Antonio, Bartolucci, Silvia and Aste, Tomaso (2025) HLOB–Information persistence and structure in limit order books. Expert Systems With Applications, 266. ISSN 0957-4174

F

Frigg, Roman ORCID: 0000-0003-0812-0907 (2006) Chaos and randomness: An equivalence proof of a generalised version of the Shannon entropy and the Kolmogorov-Sinai entropy for Hamiltonian dynamical systems. Chaos, Solitons and Fractals, 28 (1). pp. 26-31. ISSN 0960-0779

K

Kirtac, Kemal and Germano, Guido (2024) Enhanced financial sentiment analysis and trading strategy development using large language models. In: De Clercq, Orphée, Barriere, Valentin, Barnes, Jeremy, Klinger, Roman, Sedoc, João and Tafreshi, Shabnam, (eds.) Proceedings of the 14th Workshop on Computational Approaches to Subjectivity, Sentiment, & Social Media Analysis. Association for Computational Linguistics, Bangkok, Thailand, pp. 1-10. ISBN 979-8-89176-156-8

Koukorinis, Andreas, Peters, Gareth W. and Germano, Guido (2025) Generative-discriminative machine learning models for high-frequency financial regime classification. Methodology and Computing in Applied Probability, 27. ISSN 1387-5841

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Shi, Xiangting, Wang, Xiaochen, Zhang, Yakang, Zhang, Xiaoyi, Yu, Manning and Zhang, Lihao (2025) Innovative novel regularized memory graph attention capsule network for financial fraud detection. PLOS ONE, 20 (5). ISSN 1932-6203