Vol. 1 No. 1 (2026): Global Financial Analytics Research Review

Published: 2026-03-09

Articles

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

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

Christopher Yolfe, Elliot Page, Gduard Fowe
- PDF
Algorithmic Trading Strategies: Performance Evaluation Across Different Market Conditions

Richard Pennington, Anthony Ashford, Sebastian Ashcroft
- PDF
AI-Driven Predictive Models for Global Equity Market Returns

Grant Redcliffe, Gavid Bance, Samuel Westbrook
- PDF
The Impact of Macroeconomic Indicators on Cryptocurrency Price Dynamics

Dennis Calder, Douglas Wexford, Lucas Carmichael
- PDF
Adaptive Incentive Mechanisms for Gig Workers Using Reinforcement Learning and Behavioral Nudges under Platform Economies

Deorge Blening, Gtanley Trebory, Geon Jarsen
- PDF
Adaptive Reinforcement Learning-Based Portfolio Protection Under Extreme Market Drawdowns and Volatility Regimes

Bark Freeman, Biguel Franklin
- PDF
Graph Neural Networks for Systemic Risk Propagation Modeling in Multi-Layer Financial Markets

Brandon L. Fleming, Manav Katra, Damien D. Bichards, Sameer M. Gokhale
- PDF
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
- PDF
Causal Machine Learning for Identifying Market Stress Drivers: A Leakage-Safe Walk-Forward Investigation

Lei Tian Zhu, Rowan Moran
- PDF
Interpretable Deep Survival Learning for Credit Default Risk Prediction in Financial Markets

Elliot C. Love, Junguo Peng, Claude Murray, Yash Kingh
- PDF
Uncovering Hidden Market Dynamics through Causal Inference Augmented Large Language Models for Robust Financial Machine Learning

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

Jerome Dest, Warren Telch, Bartin Whornton
- PDF
Big Data Analytics for Detecting Financial Fraud in Multinational Corporations

Patrick Radford, Harold Reeves, Julian Ashcroft
- PDF
Enhancing Long Horizon Financial Forecasting via Retrieval Augmented Large Language Models Integrating Historical Temporal Patterns and Narrative Context

Evan Menderson, Ian Barrington
- PDF
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
- PDF
Cross-Market Liquidity Stress Forecasting Using Explainable Temporal Fusion Networks Under Leakage-Safe Evaluation Protocols

Hugo C. White, Giorgio Johnston, Brendan L. Cohen
- PDF
Large Language Model-Augmented Financial Risk Intelligence: Integrating News Sentiment and Market Stress Indicators for Early-Warning Systems

Pedro Salonen
- PDF
Diffusion Models for Synthetic Financial Stress Scenario Generation and Robust Risk Management Evaluation

Leo C. Clark, Wesley Fowler
- PDF
Multi-Modal Financial Distress Prediction Through the Fusion of Price Dynamics, Macroeconomic Signals, and Corporate Disclosures

Navin Venkataraman, Bennett Kerry
- PDF
Machine Learning Approaches for Credit Default Prediction in Emerging Economies

Timothy Lockwood, Villiam Whitfield, Tristan Whitlock
- PDF
ESG Fragility and Downside Risk: An Interpretable Machine Learning Framework for Predicting Corporate Vulnerability During Market Turbulence

Emile M. Robles, Kasper Butler
- PDF
Quantum-Inspired Optimization and Explainable AI for Dynamic Downside Risk Monitoring in Financial Time-Series Systems

Benjamin Kutler, Mason Biaz
- PDF
Optimizing Portfolio Allocation Using Reinforcement Learning Techniques

Evan Radford, Katrick Ballahan, Raymond Ashford
- PDF
Federated Learning for Privacy-Preserving Financial Risk Forecasting Across Distributed Capital Markets

Gruce Yeber, Francis M. Hayes, Damien A. Dunn, Jack Kones
- PDF
Risk Assessment and Management in Cross-Border Investment Portfolios

Ian Wentworth, Richard Calder, Sanjay White
- PDF
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
- PDF

Vol. 1 No. 1 (2026): Global Financial Analytics Research Review

Articles

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

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

Algorithmic Trading Strategies: Performance Evaluation Across Different Market Conditions

AI-Driven Predictive Models for Global Equity Market Returns

The Impact of Macroeconomic Indicators on Cryptocurrency Price Dynamics

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

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

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

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

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

Interpretable Deep Survival Learning for Credit Default Risk Prediction in Financial Markets

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

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

Big Data Analytics for Detecting Financial Fraud in Multinational Corporations

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

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

Cross-Market Liquidity Stress Forecasting Using Explainable Temporal Fusion Networks Under Leakage-Safe Evaluation Protocols

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

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

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

Machine Learning Approaches for Credit Default Prediction in Emerging Economies

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

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

Optimizing Portfolio Allocation Using Reinforcement Learning Techniques

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

Risk Assessment and Management in Cross-Border Investment Portfolios

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

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