Research

Working papers on how AI changes financial markets, and earlier work on machine-learning forecasting and risk. Cited 300+ times on Google Scholar.

AI and financial markets working papers, 2026

  1. Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets

    S. Meng, X. Chen

    arXiv:2604.03272

  2. AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets

    S. Meng, X. Chen

    arXiv:2605.23905

  3. When AI Levels the Playing Field: Skill Homogenization, Asset Concentration, and Two Regimes of Inequality

    X. Chen, S. Meng

    arXiv:2603.05565

  4. Cognitive Debt: AI as Intellectual Leverage and the Dynamics of Systemic Fragility

    S. Meng

    Working paper, source on GitHub

Machine learning for forecasting and risk 2024

  1. Enhancing Exchange Rate Forecasting with Explainable Deep Learning Models

    S. Meng, A. Chen, C. Wang, M. Zheng, F. Wu, X. Chen, H. Ni, P. Li

    4th International Conference on Electronic Information Engineering and Computer Science (EIECS), Scholar entry

  2. Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach

    H. Ni, S. Meng, X. Chen, Z. Zhao, A. Chen, P. Li, S. Zhang, Q. Yin, Y. Wang, et al.

    6th International Conference on Data-driven Optimization of Complex Systems (DOCS), arXiv:2408.06634

  3. Advanced User Credit Risk Prediction Model Using LightGBM, XGBoost and TabNet with SMOTEENN

    C. Yu, Y. Jin, Q. Xing, Y. Zhang, S. Guo, S. Meng

    IEEE 6th International Conference on Power, Intelligent Computing and Systems (ICPICS), arXiv:2408.03497

  4. Time Series Modeling for Heart Rate Prediction: From ARIMA to Transformers

    H. Ni, S. Meng, X. Geng, P. Li, Z. Li, X. Chen, X. Wang, S. Zhang

    arXiv:2406.12199