DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,473–5,508 of 14,444 resources
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: Measuring Arbitrage Losses and Profitability of AMM Liquidity. Published Apr 8, 2024.
Publication: KineticSim: A Lightweight, High-Performance Execution Engine for Real-Time Market Simulators. Published Jun 19, 2026.
Publication: Quantifying Price Improvement in Order Flow Auctions. Published May 1, 2024.
Publication: RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels. Published May 12, 2026.
Publication: Exponential Kernels with Latency in Hawkes Processes: Applications in Finance. Published Jan 16, 2021.
Publication: How to build a cross-impact model from first principles: Theoretical requirements and empirical results. Published Apr 3, 2020.
Publication: When Frictions are Fractional: Rough Noise in High-Frequency Data. Published Jun 30, 2021.
Publication: Optimal Cross-Correlation Estimates from Asynchronous Tick-by-Tick Trading Data. Published Mar 18, 2023.
Publication: Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision. Published Sep 15, 2023.
Publication: Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing. Published Jun 19, 2026.
Publication: Nonparametric Estimation of Self- and Cross-Impact. Published Oct 8, 2025.
Publication: The Design and Regulation of Exchanges: A Formal Approach. Published Oct 11, 2022.
Publication: Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options. Published Aug 5, 2025.
Publication: Automated Market Making and Loss-Versus-Rebalancing. Published Aug 11, 2022.
Publication: OpenMarket: A Synchronized Polymarket-Binance Dataset for High-Frequency Prediction-Market Research. Published Jul 28, 2026.
Publication: Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits. Published Aug 5, 2025.
Publication: Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations. Published May 4, 2020.
Publication: An analysis of Uniswap markets. Published Nov 8, 2019.
Publication: Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol. Published Sep 24, 2023.
Publication: A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow. Published Oct 9, 2025.
Publication: Autodeleveraging: Impossibilities and Optimization. Published Nov 30, 2025.
Publication: Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects. Published Aug 18, 2020.
Publication: Price formation and optimal trading in intraday electricity markets with a major player. Published Nov 15, 2020.
Publication: CoinTossX: An open-source low-latency high-throughput matching engine. Published Feb 22, 2021.
Publication: The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book. Published Apr 27, 2026.
Publication: Automated Market Making and Arbitrage Profits in the Presence of Fees. Published May 24, 2023.
Publication: The Homogenous Properties of Automated Market Makers. Published Mar 31, 2021.
Publication: Optimal Routing for Constant Function Market Makers. Published Apr 11, 2022.
Publication: Optimal Fees for Liquidity Provision in Automated Market Makers. Published Aug 11, 2025.
Publication: Settlement Manipulation in Prediction Markets. Published Jun 30, 2026.
Publication: Improved Price Oracles: Constant Function Market Makers. Published Mar 22, 2020.
Publication: The Cost of Misspecifying Price Impact. Published Jun 1, 2023.
