DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,509–5,544 of 14,444 resources
Publication: Optimal Market Making in Prediction Markets. Published Jul 20, 2026.
Publication: Metaorder modelling and identification from public data. Published Feb 23, 2026.
Publication: When is cross impact relevant?. Published May 26, 2023.
Publication: Public Trader Identity: Adverse Selection and Return Predictability. Published Aug 5, 2026.
Publication: Optimal market making with persistent order flow. Published Mar 12, 2020.
Publication: Loss-Versus-Rebalancing under Deterministic and Generalized block-times. Published May 8, 2025.
Publication: Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers. Published Jun 8, 2023.
Publication: Learning to simulate realistic limit order book markets from data as a World Agent. Published Sep 26, 2022.
Publication: Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators. Published Aug 2, 2021.
Publication: Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control. Published Dec 4, 2021.
Publication: Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest. Published Jul 17, 2025.
Publication: Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. Published Dec 10, 2019.
Publication: FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. Published Jun 15, 2023.
Publication: Detecting Toxic Flow. Published Dec 10, 2023.
Publication: The Negative Drift of a Limit Order Fill. Published Jul 23, 2024.
Publication: Do price trajectory data increase the efficiency of market impact estimation?. Published May 26, 2022.
Publication: Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation. Published Aug 3, 2026.
Publication: Adaptive trading strategies across liquidity pools. Published Aug 18, 2020.
Publication: Replicating Monotonic Payoffs Without Oracles. Published Nov 26, 2021.
Publication: No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books. Published Oct 11, 2024.
Publication: The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data. Published Feb 22, 2025.
Publication: Priority Gas Auction Cadence and Searcher Competition: Evidence from Flashblocks on Base. Published Oct 2, 2026.
Publication: Jump detection in high-frequency order prices. Published Feb 26, 2024.
Publication: Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following. Published Jul 2, 2026.
Publication: Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies. Published Mar 17, 2023.
Publication: Asymptotic Normality for the Fourier spot volatility estimator in the presence of microstructure noise. Published Sep 19, 2022.
Publication: Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing. Published Mar 24, 2025.
Publication: Optimal Execution among $N$ Traders with Transient Price Impact. Published Jan 16, 2025.
Publication: An Offline Learning Approach to Propagator Models. Published Sep 6, 2023.
Publication: Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution. Published Aug 5, 2026.
Publication: Impermanent Loss in Uniswap v3. Published Nov 17, 2021.
Publication: Bridging the Reality Gap in Limit Order Book Simulation. Published Mar 25, 2026.
Publication: Marginal Price Optimization. Published Feb 12, 2025.
Publication: Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling. Published Sep 10, 2024.
Publication: Large and Deep Factor Models. Published Jan 20, 2024.
Publication: The Elasticity of Quantitative Investment. Published Mar 25, 2023.
