DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,545–5,580 of 14,444 resources
Publication: AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion. Published Oct 4, 2026.
Publication: Signal Correlation, IC, and PnL Dependence. Published Sep 9, 2026.
Publication: Controlling False Discovery Rates under Cross-Sectional Correlations. Published Feb 15, 2021.
Publication: Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics. Published May 24, 2024.
Publication: Is Factor Momentum More than Stock Momentum?. Published Sep 10, 2020.
Publication: AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining. Published Aug 10, 2025.
Publication: Why and how systematic strategies decay. Published May 4, 2021.
Publication: Latent Factor Analysis in Short Panels. Published Jun 24, 2023.
Publication: High-Throughput Asset Pricing. Published Nov 17, 2023.
Publication: FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining. Published Oct 3, 2026.
Publication: Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging. Published Apr 4, 2020.
Publication: DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books. Published Feb 3, 2026.
Publication: Explicit Signal-Adaptive Sequential Optimal Execution Quotes. Published May 22, 2026.
Publication: Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events. Published May 12, 2020.
Publication: Order Book Queue Hawkes-Markovian Modeling. Published Jul 20, 2021.
Publication: Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies. Published Feb 20, 2023.
Publication: From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design. Published Dec 28, 2025.
Publication: Learning to Learn Financial Networks for Optimising Momentum Strategies. Published Aug 23, 2023.
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.
An ultimately comprehensive paper list of Vision Transformer/Attention, including papers, codes, and related websites
Publication: A singular stochastic control approach for optimal pairs trading with proportional transaction costs. Published Nov 24, 2019.
Publication: Quant Bust 2020. Published Jun 10, 2020.
Publication: RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search. Published Feb 11, 2024.
Publication: Heterogeneous rarity patterns drive price dynamics in NFT collections. Published Apr 21, 2022.
Publication: Return-Decay Residuals and Tail-Risk Forecasting: Timing Artifacts, Conditional Inference, and Cross-Market Evidence. Published Dec 11, 2025.
Publication: The Price of Permission: Classification Uncertainty in Constrained Capital Markets. Published Aug 12, 2026.
Publication: Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure. Published Aug 26, 2025.
Publication: Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. Published Mar 10, 2021.
Publication: Network Momentum across Asset Classes. Published Aug 22, 2023.
Publication: Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series. Published Jul 13, 2024.
Publication: Hierarchical PCA and Modeling Asset Correlations. Published Oct 8, 2020.
Publication: Variable Clustering via Distributionally Robust Nodewise Regression. Published Dec 15, 2022.
Publication: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors. Published Jun 26, 2024.
Publication: Multi-Industry Simplex 2.0 : Temporally-Evolving Probabilistic Industry Classification. Published Jul 23, 2024.
Publication: AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. Published Feb 9, 2020.
