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Financial AI

15 items

RESEARCHarXiv CS.LG·4/17/2026

Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training

This paper proposes a machine learning-assisted portfolio optimization framework designed for low data environments and regime uncertainty. It uses a teacher-student pipeline where a Conditional Value at Risk (CVaR) optimizer generates labels, and neural models are trained using both real and synthetically augmented data to overcome observation scarcity.

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RESEARCHarXiv CS.LG·17d ago

Temporal Contrastive Transformer for Financial Crime Detection: Self-Supervised Sequence Embeddings via Predictive Contrastive Coding

The Temporal Contrastive Transformer (TCT) is a new representation learning framework designed for financial transaction sequences to detect fraud. It uses self-supervised contrastive learning to generate embeddings that capture temporal behavioral patterns, showing meaningful predictive performance, especially when combined with domain-engineered features.

27
RESEARCHarXiv CS.LG·11d ago

Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents

This research investigates the behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments. Using TradeArena, measurable pre-failure signatures were found, including planning embeddings drifting and fused plan-risk representations separating before drawdowns, indicating effective-rank contraction.

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