DUCKQUANT / THE QUANT & AI DIRECTORY
2,336 resources, ranked by in-directory PageRank
Predictive Model for Future Stock Price Movement using TensorFlow and Keras.
When FLUE Meets FLANG: Benchmarks and Large Pretrained Language Model for Financial Domain.
Production-grade multimodal RAG for financial document intelligence. Chart understanding · hybrid retrieval · numeric guardrails · multi-tenancy · full.
LMT (LayeredMemoryTrader) is a multi-agent trading system using LLMs with human-style short/mid/long memory debates.
Free open source crypto AI trading bot prototype.
A quant trading system platform based on FinGPT, demonstrating new applications of large pre-trained Language Models in quantitative finance.
FinRAG: Financial Retrieval Augmented Generation.
Repository for "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series" accepted by AAAI 2023 Bridge (AI for.
FMS, an agent-based Financial Market Simulator
Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks.
Chinese Financial Assistant with Large Language Model.
TimeCopilot: the GenAI Forecasting Agent. Built on LLMs and Time Series Foundation Models, it lets you forecast, cross-validate, and detect anomalies using.
Publication: Towards Generalizable Reinforcement Learning for Trade Execution. Published May 12, 2023.
Publication: Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models. Published Jul 21, 2026.
Publication: MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code. Published Oct 2, 2026.
Publication: TriAgent: Divergence-Aware Multi-Agent Committees for Cost-Efficient Financial Sentiment Analysis. Published Jul 22, 2026.
Manage assets with family & corporate ERP. Pass the real estate agent exam with optimized study tools. AI-powered solutions by OHSE AI LAB.
Publication: ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets. Published Oct 27, 2021.
Publication: Interpretable ML for High-Frequency Execution. Published Jul 10, 2023.
Publication: On Parametric Optimal Execution and Machine Learning Surrogates. Published Apr 18, 2022.
Publication: TradeR: Practical Deep Hierarchical Reinforcement Learning for Trade Execution. Published Feb 16, 2021.
Publication: Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects. Published Aug 18, 2020.
Publication: From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets. Published Apr 29, 2026.
Publication: Propose, Don't Judge: An Anytime-Valid Referee for LLM Agents That Mine Investment Factors. Published Sep 22, 2026.
Publication: Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds. Published Oct 20, 2022.
Publication: Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking. Published Jun 21, 2026.
Publication: Statistical Arbitrage Risk Premium by Machine Learning. Published Mar 18, 2021.
Publication: Differential Machine Learning. Published May 5, 2020.
Publication: Neural networks can detect model-free static arbitrage strategies. Published Jun 19, 2023.
Publication: Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs. Published Aug 20, 2025.
Publication: Machine Learning Classification and Portfolio Construction: Does the Loss Function Matter?. Published Aug 4, 2021.
Publication: Finance-Informed Neural Network: Learning the Geometry of Option Pricing. Published Dec 15, 2024.
Publication: Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning. Published Aug 16, 2023.
Publication: Pricing and hedging American-style options with deep learning. Published Dec 23, 2019.
Publication: Hedging option books using neural-SDE market models. Published May 31, 2022.
Publication: Hedging with memory: shallow and deep learning with signatures. Published Aug 3, 2025.
