Awesome q-fin.GN

Can Open-Weight Models Compete on Financial Text Comprehension? (2026)

Jan Sp\"orer

4.81

Non-unique time and market incompleteness (2026)

Chris Angstmann and Tim Gebbie

1.78

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments (2026)

Nabeel Ahmad Saidd

1.72

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics (2026)

Minkey Chang et al.

1.72

Exploring the Interpretability of Forecasting Models for Energy Balancing Market (2026)

Oskar V{\aa}le et al.

1.67

Seeing the Goal, Missing the Truth: Human Accountability for AI Bias (2026)

Sean Cao et al.

1.67

Forecasting Future Language: Context Design for Mention Markets (2026)

Sumin Kim et al.

1.67

First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models (2025)

Micha{\l} Sikorski

1.56

Generative AI for Analysts (2025)

Jian Xue et al.

1.56

Interpretable Machine Learning for Predicting Startup Funding, Patenting, and Exits (2025)

Saeid Mashhadi et al.

1.44

Market-Based Variance of Market Portfolio and of Entire Market (2025)

Victor Olkhov

1.44

NoLBERT: A No Lookahead(back) Foundational Language Model (2025)

Ali Kakhbod and Peiyao Li

1.39

A Financial Brain Scan of the LLM (2025)

Hui Chen et al.

1.33

Time Series Foundation Models for Multivariate Financial Time Series Forecasting (2025)

Ben A. Marconi

1.28

Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks (2025)

Victor Olkhov

1.28

Vague Knowledge: Evidence from Analyst Reports (2025)

Kerry Xiao and Amy Zang

1.17

International Financial Markets Through 150 Years: Evaluating Stylized Facts (2025)

Sara A. Safari and Maximilian Janisch and Thomas Leh\'ericy

1.11

The Memorization Problem: Can We Trust LLMs' Economic Forecasts? (2025)

Alejandro Lopez-Lira et al.

1.11

FinTextSim: Enhancing Financial Text Analysis with BERTopic (2025)

Simon Jehnen and Joaqu\'in Ordieres-Mer\'e and Javier Villalba-D\'iez

1.11

Large language models in finance : what is financial sentiment? (2025)

Kemal Kirtac and Guido Germano

1.06

Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance (2025)

Md Talha Mohsin et al.

1.06

Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks (2025)

Julian Junyan Wang et al.

1.06

Stochastic Estimated Risk for Storage Capacity (2019)

Revathi Anil Kumar and Mark Chamness

—

A Survey: Credit Sentiment Score Prediction (2022)

A. N. M. Sajedul Alam et al.

—

Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts (2022)

Eugene Larsen-Hallock et al.

—

Predicting Companies' ESG Ratings from News Articles Using Multivariate Timeseries Analysis (2022)

Tanja Aue et al.

—

Behavioral Machine Learning? Regularization and Forecast Bias (2023)

Murray Z. Frank et al.

—

BloombergGPT: A Large Language Model for Finance (2023)

Shijie Wu et al.

—

Explaining AI in Finance: Past, Present, Prospects (2023)

Barry Quinn

—

FinGPT: Democratizing Internet-scale Data for Financial Large Language Models (2023)

Xiao-Yang Liu et al.

—

Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies (2023)

Jakub Micha\'nk\'ow et al.

—

InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning (2023)

Yi Yang et al.

—

Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting (2023)

Jakub Micha\'nk\'ow et al.

—

Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle (2023)

Xu Yang et al.

—

A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods (2023)

Branka Hadji Misheva and Joerg Osterrieder

—

Large Language Models in Finance: A Survey (2023)

Yinheng Li et al.

—

Synthetic Data Applications in Finance (2024)

Vamsi K. Potluru et al.

—

Designing Heterogeneous LLM Agents for Financial Sentiment Analysis (2024)

Frank Xing

—

Predicting the volatility of major energy commodity prices: the dynamic persistence model (2024)

Jozef Barunik and Lukas Vacha

—

High-Dimensional Mean-Variance Spanning Tests (2024)

David Ardia et al.

—

Degree of Irrationality: Sentiment and Implied Volatility Surface (2024)

Jiahao Weng and Yan Xie

—

Optimizing Sales Forecasts through Automated Integration of Market Indicators (2024)

Lina D\"oring et al.

—

A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges (2024)

Yuqi Nie et al.

—

Financial Statement Analysis with Large Language Models (2024)

Alex Kim et al.

—

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts (2024)

Victor Olkhov

—

The Credibility Transformer (2024)

Ronald Richman et al.

—

A Scoping Review of ChatGPT Research in Accounting and Finance (2024)

Mengming Michael Dong et al.

—

Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications (2024)

Kiarash Firouzi and Mohammad Jelodari Mamaghani

—

Awesome q-fin.GN

Datasets & benchmarks

Key papers

q-fin.GN

Awesome q-fin.GN

Datasets & benchmarks

Key papers