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Results for “masked LM” · papers 2 · wiki 1
Academic Papers · 2arXiv q-fin live 0 · desk corpus 2
arXiv · arXiv · 2025

Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)

Chae and Kang (2019, \textit{Pacific-Basin Finance Journal}) documented a puzzling Low Volume Return Premium (LVRP) in Korea -- contradicting global High Volume Return Premium (HVRP) evidence. We resolve this puzzle. Using Korean market data (2020-2024), we demonstrate that HVRP exists in Korea but is masked by (1) pooling heterogeneous investor types and (2) using inappropriate intensity normalization. When institut…

Sungwoo Kang
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arXiv · arXiv · 2024

DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models

In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market time-series forecasting and utilized Graph-based learning models for value prediction and portfolio management. Though convincing, these deterministic approaches still fall short of ha…

Divyanshu Daiya, Monika Yadav, Harshit Singh Rao
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Wiki Entities · 1
AI Systems

BERT

BERT is a bidirectional Transformer encoder trained with masked language modeling and next-sentence prediction, then fine-tuned on downstream NLP tasks.

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