Results 11 to 20 of about 51,480 (78)

Visually Wired NFTs: Exploring the Role of Inspiration in Non-Fungible Tokens [PDF]

ACM Trans. on the Web, Jan 2025, 2023
The fervor for Non-Fungible Tokens (NFTs) attracted countless creators, leading to a Big Bang of digital assets driven by latent or explicit forms of inspiration, as in many creative processes. This work exploits Vision Transformers and graph-based modeling to delve into visual inspiration phenomena between NFTs over the years.
arxiv   +1 more source

Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics [PDF]

JISTEM - Journal of Information Systems and Technology Management, 2017, vol.14 no.3, On-line version ISSN 1807-1775, 2020
Conjunct with the universal acceleration in information growth, financial services have been immersed in an evolution of information dynamics. It is not just the dramatic increase in volumes of data, but the speed, the complexity and the unpredictability of big-data phenomena that have compounded the challenges faced by researchers and practitioners in
arxiv   +1 more source

Big Data Privacy in Emerging Market Fintech and Financial Services: A Research Agenda [PDF]

, 2023
The data revolution in low- and middle-income countries is quickly transforming how companies approach emerging markets. As mobile phones and mobile money proliferate, they generate new streams of data that enable innovation in consumer finance, credit, and insurance.
arxiv   +1 more source

FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance [PDF]

arXiv, 2021
Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world markets, raw historical financial data often involve large noise and may not reflect the future of markets, degrading the fidelity of DRL-based market simulators. Moreover, the
arxiv  

D-Brane solutions under market panic [PDF]

International Journal of Geometric Methods in Modern Physics 15 (2018) 1850099, 2013
The relativistic quantum mechanic approach is used to develop a stock market dynamics. The relativistic is conceptional here as the meaning of big external volatility or volatility shock on a financial market. We used a differential geometry approach with the parallel transport of the prices to obtain a direct shift of the stock price movement.
arxiv   +1 more source

New approaches in agent-based modeling of complex financial systems [PDF]

Front. Phys. 12(3), 128905 (2017), 2017
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from empirical data instead of setting them artificially was suggested.
arxiv   +1 more source

BBT-Fin: Comprehensive Construction of Chinese Financial Domain Pre-trained Language Model, Corpus and Benchmark [PDF]

arXiv, 2023
To advance Chinese financial natural language processing (NLP), we introduce BBT-FinT5, a new Chinese financial pre-training language model based on the T5 model. To support this effort, we have built BBT-FinCorpus, a large-scale financial corpus with approximately 300GB of raw text from four different sources.
arxiv  

A Theory of Information overload applied to perfectly efficient financial markets [PDF]

Review of Behavioral Finance, 2020, 2019
Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of information accessible at low costs. Nowadays we are living in the era of big data and investors deal every day with a
arxiv   +1 more source

Asset returns and volatility clustering in financial time series [PDF]

Physica A 390, 1300 - 1314 (2011), 2010
An analysis of the stylized facts in financial time series is carried out. We find that, instead of the heavy tails in asset return distributions, the slow decay behaviour in autocorrelation functions of absolute returns is actually directly related to the degree of clustering of large fluctuations within the financial time series. We also introduce an
arxiv   +1 more source

A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets [PDF]

arXiv, 2022
Industry classification schemes provide a taxonomy for segmenting companies based on their business activities. They are relied upon in industry and academia as an integral component of many types of financial and economic analysis. However, even modern classification schemes have failed to embrace the era of big data and remain a largely subjective ...
arxiv