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#financial-modeling News & Analysis

9 articles tagged with #financial-modeling. AI-curated summaries with sentiment analysis and key takeaways from 50+ sources.

9 articles
AI × CryptoNeutralCrypto Briefing · May 17/10
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Basil Halperin: Financial markets focus on long-term trends, the role of mathematical modeling in macroeconomics, and the uncertain impact of AI on growth | Macro Musings

Basil Halperin examines how AI's potential to drive rapid economic growth could significantly reshape long-term real interest rates and macroeconomic outcomes. The analysis explores financial markets' focus on secular trends, the role of mathematical modeling in macroeconomics, and the inherent uncertainty surrounding AI's actual impact on future economic growth.

Basil Halperin: Financial markets focus on long-term trends, the role of mathematical modeling in macroeconomics, and the uncertain impact of AI on growth | Macro Musings
AIBullishOpenAI News · Mar 57/10
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Introducing ChatGPT for Excel and new financial data integrations

OpenAI has launched ChatGPT for Excel along with new financial app integrations, powered by GPT-5.4 to enhance modeling, research, and analysis capabilities in regulated financial environments. This development represents a significant expansion of AI tools into enterprise financial workflows.

🏢 OpenAI🧠 GPT-5🧠 ChatGPT
AINeutralarXiv – CS AI · 5d ago6/10
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Evolutionary Rule Extraction from Corporate Default Prediction Models

Researchers developed DEXiRE-EVO, an evolutionary rule extraction framework combining machine learning with explainable AI to predict SME defaults in Italy. The approach outperforms traditional logistic regression while maintaining interpretability, identifying key risk factors like weak liquidity, high leverage, and operational inefficiency across 50,718 firms from 2015-2024.

AINeutralarXiv – CS AI · May 276/10
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High-Quality Synthetic Financial Time-Series using a GAN-Diffusion Framework

Researchers present CoMeTS-GAN, a hybrid generative framework combining GANs and diffusion models to create realistic synthetic financial time-series data that accurately reproduce stock market stylized facts and inter-asset correlations. The approach addresses data scarcity challenges for financial institutions while improving upon existing general-purpose generative architectures.

AINeutralarXiv – CS AI · Mar 45/103
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FinTexTS: Financial Text-Paired Time-Series Dataset via Semantic-Based and Multi-Level Pairing

Researchers have developed FinTexTS, a new large-scale dataset that pairs financial news with stock price data using semantic matching and multi-level categorization. The framework uses embedding-based matching and LLMs to classify news into four levels (macro, sector, related company, and target company) for improved stock price forecasting accuracy.

AIBullisharXiv – CS AI · Mar 27/1016
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TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure

Researchers introduced TradeFM, a 524M-parameter generative AI model that learns from billions of trade events across 9,000+ equities to understand market microstructure. The model can generate synthetic market data and generalizes across different markets without asset-specific calibration, potentially enabling new applications in trading and market simulation.

$COMP
AIBullishHugging Face Blog · Dec 16/107
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Probabilistic Time Series Forecasting with 🤗 Transformers

The article discusses probabilistic time series forecasting using Hugging Face Transformers, a machine learning approach for predicting future data points with uncertainty estimates. This technique has applications in financial markets, including cryptocurrency price prediction and risk assessment.

AINeutralarXiv – CS AI · Mar 264/10
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A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data and LLMs Perspective

A comprehensive survey paper examines enterprise financial risk analysis from Big Data and large language models perspectives, systematizing existing research methods and identifying future investigation directions. The paper addresses gaps in current surveys by providing a holistic synthesis of AI-driven approaches to financial risk prediction.

AINeutralarXiv – CS AI · Mar 54/10
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TFWaveFormer: Temporal-Frequency Collaborative Multi-level Wavelet Transformer for Dynamic Link Prediction

Researchers propose TFWaveFormer, a novel Transformer architecture that combines temporal-frequency analysis with multi-resolution wavelet decomposition for dynamic link prediction. The framework achieves state-of-the-art performance on benchmark datasets by better capturing complex multi-scale temporal dynamics in applications like social networks and financial modeling.