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From Constituents to Index: Interpretable Price Movement Prediction via Cross-Asset Order Flow File

Lee, Sungho , Hwang, Sukmin , Kim, Chanyeong , Yang, Mingyu , Lee, Yongjae , Kim, Woo Chang

Conference Paper Issue Date2025-11-14 View14
Shock-Biased Attention: Enhancing Transformer Hawkes Processes with Amplitude-Driven Temporal Kernels File

Hwang, Sukmin , Lee, Sungho , Kim, Chanyeong , Lee, Yongjae , Kim, Woo Chang

Conference Paper Issue Date2025-11-14 View14
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