DUCKQUANT / THE QUANT & AI DIRECTORY
2,336 resources, ranked by in-directory PageRank
Publication: QuantBench: Benchmarking AI Methods for Quantitative Investment. Published Apr 24, 2025.
Publication: Deep Learning Algorithms for Hedging with Frictions. Published Nov 2, 2021.
Publication: Neural variance reduction for stochastic differential equations. Published Sep 26, 2022.
Publication: The Efficient Hedging Frontier with Deep Neural Networks. Published Apr 12, 2021.
Publication: Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation. Published Jul 12, 2021.
Publication: Deep learning of transition probability densities for stochastic asset models with applications in option pricing. Published May 21, 2021.
Publication: Arbitrage-free neural-SDE market models. Published May 24, 2021.
Publication: Estimating risks of option books using neural-SDE market models. Published Feb 15, 2022.
Publication: Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality. Published Jun 14, 2021.
Publication: Spurious Predictability in Financial Machine Learning. Published Apr 16, 2026.
Publication: Deep Learning Based Residuals in Non-linear Factor Models: Precision Matrix Estimation of Returns with Low Signal-to-Noise Ratio. Published Sep 9, 2022.
Publication: Robust pricing and hedging via neural SDEs. Published Jul 8, 2020.
Publication: Algorithmic Monitoring: Measuring Market Stress with Machine Learning. Published Feb 5, 2026.
Publication: Is Capability a Liability? More Capable Language Models Make Worse Forecasts When It Matters Most. Published May 21, 2026.
Publication: Volatility forecasting with machine learning and intraday commonality. Published Feb 8, 2022.
Publication: Neural Generalised AutoRegressive Conditional Heteroskedasticity. Published Feb 23, 2022.
Publication: Credit spread approximation and improvement using random forest regression. Published Jun 4, 2021.
Publication: In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models. Published Jan 7, 2025.
Publication: A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures. Published Nov 9, 2025.
Publication: Solving path dependent PDEs with LSTM networks and path signatures. Published Nov 20, 2020.
Publication: Behavioral Machine Learning? Regularization and Forecast Bias. Published Mar 25, 2023.
Publication: Mathematics of Differential Machine Learning in Derivative Pricing and Hedging. Published May 2, 2024.
Publication: Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting. Published Sep 5, 2023.
Publication: A deep learning approach to data-driven model-free pricing and to martingale optimal transport. Published Mar 21, 2021.
Publication: Risk-Averse Bayes-Adaptive Reinforcement Learning. Published Feb 10, 2021.
Publication: Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. Published Jul 15, 2022.
Publication: Many learning agents interacting with an agent-based market model. Published Mar 13, 2023.
Publication: Realistic Market Impact Modeling for Reinforcement Learning Trading Environments. Published Mar 30, 2026.
Publication: Reinforcement Learning for Financial Index Tracking. Published Aug 5, 2023.
Publication: Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach. Published Jun 18, 2026.
Publication: Myopic Optimality: why reinforcement learning portfolio management strategies lose money. Published Sep 16, 2025.
Publication: FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. Published Nov 7, 2021.
Publication: LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. Published Jul 5, 2023.
Publication: SEntFiN 1.0: Entity-Aware Sentiment Analysis for Financial News. Published May 20, 2023.
Publication: FinBERT: A Pretrained Language Model for Financial Communications. Published Jun 15, 2020.
Publication: Adversarial News and Lost Profits: Manipulating Headlines in LLM-Driven Algorithmic Trading. Published Jan 19, 2026.
