JEL classification

Journal of Economic Literature Classification (10799)

C - Mathematical and Quantitative Methods (1389)

C4 - Econometric and Statistical Methods: Special Topics (59)

C45 - Neural Networks and Related Topics (6) Year LSE creators Item Type Departments File available

Article

Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso (2025). HLOB–Information persistence and structure in limit order books. Expert Systems With Applications, 266, https://doi.org/10.1016/j.eswa.2024.126078 picture_as_pdf

Frigg, Roman (2006). Chaos and randomness: An equivalence proof of a generalised version of the Shannon entropy and the Kolmogorov-Sinai entropy for Hamiltonian dynamical systems. Chaos, Solitons and Fractals, 28(1), 26-31. https://doi.org/10.1016/j.chaos.2005.05.006

Koukorinis, Andreas, Peters, Gareth W., Germano, Guido (2025). Generative-discriminative machine learning models for high-frequency financial regime classification. Methodology and Computing in Applied Probability, 27, https://doi.org/10.1007/s11009-025-10148-8 picture_as_pdf

Shi, Xiangting, Wang, Xiaochen, Zhang, Yakang, Zhang, Xiaoyi, Yu, Manning, Zhang, Lihao (2025). Innovative novel regularized memory graph attention capsule network for financial fraud detection. PLOS ONE, 20(5). https://doi.org/10.1371/journal.pone.0317893 picture_as_pdf

Chapter

Kirtac, Kemal, Germano, Guido (2024). Enhanced financial sentiment analysis and trading strategy development using large language models. In De Clercq, O., Barriere, V., Barnes, J., Klinger, R., Sedoc, J. & Tafreshi, S. (Eds.), Proceedings of the 14th Workshop on Computational Approaches to Subjectivity, Sentiment, & Social Media Analysis (pp. 1-10). Association for Computational Linguistics. https://doi.org/10.18653/v1/2024.wassa-1.1 picture_as_pdf

Working paper

Martín, Roberto Spacey, Ranger, Nicola, Schimanski, Tobias, Leippold, Markus (2025). Empirically assessing corporate adaptation and resilience disclosure using AI. (Grantham Research Institute on Climate Change and the Environment Working Papers 430). Grantham Research Institute on Climate Change and the Environment. picture_as_pdf