Global Financial Analytics Research Review

Articles

• Article

  Graph Neural Networks for Systemic Risk Propagation Modeling in Multi-Layer Financial Markets

  Brandon L. Fleming, Manav Katra, Damien D. Bichards, Sameer M. Gokhale

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  The Impact of Macroeconomic Indicators on Cryptocurrency Price Dynamics

  Dennis Calder, Douglas Wexford, Lucas Carmichael

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  Large Language Model and Collective Intelligence-Driven Forecasting of Football Lottery Outcomes: A Dynamic Betting Strategy Framework

  Andrieas Gragery, Yinghaoran Yan, Merk Webor

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  Blockchain-Enabled Trust Mechanisms in Football Lottery Markets: Smart Contract Design and Economic Impact Assessment

  Neil J. Castro

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  Adaptive Reinforcement Learning-Based Portfolio Protection Under Extreme Market Drawdowns and Volatility Regimes

  Bark Freeman, Biguel Franklin

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  Adaptive Incentive Mechanisms for Gig Workers Using Reinforcement Learning and Behavioral Nudges under Platform Economies

  Deorge Blening, Gtanley Trebory, Geon Jarsen

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  Knowledge Graph-Based Modeling of Corporate Risk Factors for Financial Contagion Analysis

  Warren Mendez, Kenneth Wunt, Leon Thornton

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  Behavioral Finance Analytics with Large Language Models: Exploring the Relationship Between Investor Self-Perception, Decision Biases, and Market Outcomes

  Paul M. Carr

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  Sentiment Analysis of Financial News and Its Influence on Stock Market Behavior

  Nathaniel Langford, Theodore Ashcroft

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  Explainable Machine Learning for Predicting Stock Price Volatility from Corporate Risk Disclosures

  Kean Birry, FanLong Pan, Pradeep M. Mishra

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  Explainable Multi-Modal Graph Survival Learning for Systemic Credit Risk Propagation and Early Default Prediction in Dynamic Financial Networks

  Yingxuan Zhang

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  Algorithmic Trading Strategies: Performance Evaluation Across Different Market Conditions

  Richard Pennington, Anthony Ashford, Sebastian Ashcroft

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  Computational Finance Approaches to Detecting Information Asymmetry in Corporate Disclosures

  Tongshan Zhu, Blake A. Horton

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  Explainable AI for Worker Motivation: Combining Goal-Setting Theory, SHAP Interpretability, and Reinforcement Learning in Online Labor Platforms

  Christopher Yolfe, Elliot Page, Gduard Fowe

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  AI-Driven Predictive Models for Global Equity Market Returns

  Grant Redcliffe, Gavid Bance, Samuel Westbrook

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  Information Diffusion and Market Efficiency in Football Lottery Betting: A Complex Network Analysis of International Football Events

  Siddharth A. Banerjee, Mikkel A. Zimmerman, Jan Alviroz, Seahal Gupta

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  Large Language Model-Based Analysis of Corporate Risk Narratives for Investment Decision-Making

  Bohaoran Zou, Rowan L. Burton

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  Large Language Models for Predicting Investor Sentiment and Market Behavior Based on Self-Narrative Analysis

  Viktor R. Kennedy, Nicolas A. Johansson

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  Uncovering Hidden Market Dynamics through Causal Inference Augmented Large Language Models for Robust Financial Machine Learning

  Russell Fairchild

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  Semantic Analysis of ESG Disclosures and Its Impact on Corporate Credit Risk Assessment

  Gaurav Ranguly, Troy A. Lindberg

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  Graph Neural Reinforcement Learning for Cross-Market Contagion-Aware Portfolio Risk Control Under Extreme Financial Stress

  Mohan Khanna, Danjia Tian, Devide Greene, Casper Carpenter

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  Natural Language Processing for Systemic Risk Monitoring in Financial Markets

  Maxime A. Gustafsson, Dylan Tittle, Bavide Yandeza, Boel Rowman

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  From Self-Goals to AI-Coaching: Evaluating Large Language Models as Productivity Advisors in Gig Work Environments

  Jerome Dest, Warren Telch, Bartin Whornton

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  Big Data Analytics for Detecting Financial Fraud in Multinational Corporations

  Patrick Radford, Harold Reeves, Julian Ashcroft

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  Causal Machine Learning for Identifying Market Stress Drivers: A Leakage-Safe Walk-Forward Investigation

  Lei Tian Zhu, Rowan Moran

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  Behaviorally Aligned Autonomous Agents for Platform Labor Markets: Integrating Goal-Setting Theory with Large Language Model Reasoning and Reinforcement Learning

  Pedro Yurns, Kangkai Xue, Yiminglong Shi

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  Digital Goal Architectures: An LLM-Driven Framework for Predicting Persistence and Earnings in Gig Economy Workforces

  Rremdan Gurns, Xavier Horton, Varun Murehy, Milos L. Horton

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  Large Language Model-Augmented Financial Risk Intelligence: Integrating News Sentiment and Market Stress Indicators for Early-Warning Systems

  Pedro Salonen

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  Enhancing Long Horizon Financial Forecasting via Retrieval Augmented Large Language Models Integrating Historical Temporal Patterns and Narrative Context

  Evan Menderson, Ian Barrington

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  Multi-Modal Financial Distress Prediction Through the Fusion of Price Dynamics, Macroeconomic Signals, and Corporate Disclosures

  Navin Venkataraman, Bennett Kerry

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  Machine Learning Approaches for Credit Default Prediction in Emerging Economies

  Timothy Lockwood, Villiam Whitfield, Tristan Whitlock

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  Diffusion Models for Synthetic Financial Stress Scenario Generation and Robust Risk Management Evaluation

  Leo C. Clark, Wesley Fowler

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  Quantum-Inspired Optimization and Explainable AI for Dynamic Downside Risk Monitoring in Financial Time-Series Systems

  Benjamin Kutler, Mason Biaz

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  Optimizing Portfolio Allocation Using Reinforcement Learning Techniques

  Evan Radford, Katrick Ballahan, Raymond Ashford

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  ESG Fragility and Downside Risk: An Interpretable Machine Learning Framework for Predicting Corporate Vulnerability During Market Turbulence

  Emile M. Robles, Kasper Butler

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  Risk Assessment and Management in Cross-Border Investment Portfolios

  Ian Wentworth, Richard Calder, Sanjay White

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  Federated Learning for Privacy-Preserving Financial Risk Forecasting Across Distributed Capital Markets

  Gruce Yeber, Francis M. Hayes, Damien A. Dunn, Jack Kones

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  Foundation Models for Financial Market Stress Forecasting: A Leakage-Safe Benchmark of Time-Series Transformers, Classical Machine Learning, and Explainable Risk Indicators

  Sanjay Bandhi, Miguel R. Nieminen, Manav Desai

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