DUCKQUANT / THE QUANT & AI DIRECTORY
1,058 resources, ranked by in-directory PageRank
Publication: Criteria for the absence of arbitrage in general diffusion markets. Published Jun 20, 2023.
Publication: Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks. Published Jul 6, 2026.
Publication: Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes. Published Sep 11, 2025.
Publication: Credit migration: Generating generators. Published Jun 19, 2020.
Publication: Long vs Short Time Scales: the Rough Dilemma and Beyond. Published Aug 18, 2020.
Publication: Explicit no arbitrage domain for sub-SVIs via reparametrization. Published Jun 4, 2021.
Publication: Uniform Inference and Certified Capacity at a Reflexive Stability Boundary. Published Sep 2, 2026.
Publication: Weak Markovian Approximations of Rough Heston. Published Sep 13, 2023.
Publication: Proof-of-Stake Dynamics: The Elusive Price Anchor and Endogenous Volatility Harvesting. Published Jul 18, 2026.
Publication: Weak error estimates for rough volatility models. Published Dec 3, 2022.
Publication: Observable Matrix Dynamics of Stocks. Published Jul 21, 2026.
Publication: Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion. Published Apr 22, 2025.
Publication: A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities. Published May 5, 2025.
Publication: A Superprocess-based Approach to Rough CIR Processes and Feller Random Measures. Published Oct 5, 2026.
Publication: The Nonstationarity-Complexity Tradeoff in Return Prediction. Published Dec 29, 2025.
Publication: Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach. Published Jun 7, 2022.
Publication: Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting. Published Aug 12, 2026.
Publication: A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. Published Jan 12, 2024.
Publication: ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition. Published Jan 15, 2026.
Publication: DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis. Published Oct 3, 2020.
Publication: FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting. Published Feb 26, 2025.
Publication: Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction. Published Jun 8, 2021.
Publication: Forecast Collapse in Time-Series Foundation Models. Published Aug 14, 2026.
Publication: Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential Lévy models. Published Jan 28, 2021.
Publication: Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. Published Sep 26, 2023.
Publication: Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction. Published Sep 8, 2026.
Publication: Long-Horizon Forecasting of Complete Financial Statements with Forma. Published Aug 11, 2026.
Publication: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. Published Aug 10, 2023.
Publication: Dirichlet policies for reinforced factor portfolios. Published Nov 10, 2020.
Publication: Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. Published Jun 29, 2022.
Publication: Wall Street Tree Search: Risk-Aware Planning for Offline Reinforcement Learning. Published Nov 6, 2022.
Publication: Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. Published Dec 8, 2024.
Publication: A Natural Actor-Critic Algorithm with Downside Risk Constraints. Published Jul 8, 2020.
Publication: Evaluating Financial Relational Graphs: Interpretation Before Prediction. Published Sep 28, 2024.
Publication: HouseTS: A Large-Scale, Multimodal Spatiotemporal U.S. Housing Dataset and Benchmark. Published Jun 1, 2025.
Publication: Probabilistic intraday electricity price forecasting using generative machine learning. Published May 28, 2025.
