DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,617–5,652 of 14,444 resources
Publication: Markov Decision Processes under Model Uncertainty. Published Jun 13, 2022.
Publication: Excess Out-of-Sample Risk and Fleeting Modes. Published May 2, 2022.
Publication: Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version). Published Sep 1, 2021.
Publication: KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees. Published Aug 24, 2026.
Publication: Signature Methods in Stochastic Portfolio Theory. Published Oct 3, 2023.
Publication: Canonical Portfolios: Optimal Asset and Signal Combination. Published Feb 22, 2022.
Publication: Model-free bounds for multi-asset options using option-implied information and their exact computation. Published Jun 25, 2020.
Publication: Designing Time-Series Models With Hypernetworks & Adversarial Portfolios. Published Jul 29, 2024.
Publication: Mean-Covariance Robust Risk Measurement. Published Dec 18, 2021.
Publication: On Control of Drawdown: Robust Invariance and Optimality. Published Sep 20, 2026.
Publication: Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States. Published Feb 6, 2022.
Publication: skfolio: Portfolio Optimization in Python. Published Jul 5, 2025.
Publication: Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels. Published Mar 27, 2026.
Publication: Certified High-Dimensional Wasserstein Robust Portfolio Optimization. Published Aug 7, 2026.
Publication: Risk Budgeting Portfolios from Simulations. Published Feb 2, 2023.
Publication: Differential Machine Learning. Published May 5, 2020.
Publication: Efficient and Near-Optimal Online Portfolio Selection. Published Sep 28, 2022.
Publication: Convex Modeling of Price Cross-Impact over Time. Published Sep 4, 2026.
Publication: Correlation scenarios and correlation stress testing. Published Jul 14, 2021.
Publication: Risk Budgeting Portfolios: Existence and Computation. Published Nov 14, 2022.
Publication: Robust Hedging of American Options via Aggregated Snell Envelopes. Published Jun 17, 2025.
Publication: The Efficient Frontier from a LASSO Solver. Published Sep 29, 2026.
Publication: Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms. Published Jun 5, 2024.
Publication: Mean-Field Liquidation Games with Market Drop-out. Published Mar 10, 2023.
Publication: The Mathematics of Volatility Surfaces. Published Aug 4, 2026.
Publication: Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach. Published Aug 14, 2025.
Publication: Robustifying Conditional Portfolio Decisions via Optimal Transport. Published Mar 30, 2021.
Publication: Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation. Published Mar 19, 2025.
Publication: Asymptotic universal moment matching properties of normal distributions. Published Aug 5, 2025.
Publication: Efficient differentiable quadratic programming layers: an ADMM approach. Published Dec 14, 2021.
Publication: Strategic Asset Allocation with Illiquid Alternatives. Published Jul 15, 2022.
Publication: Distributionally Robust Martingale Optimal Transport. Published Jun 14, 2021.
Publication: Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors. Published Jan 24, 2026.
Publication: Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth. Published Feb 27, 2023.
Publication: Optimizing Expected Shortfall under an $ell_1$ constraint -- an analytic approach. Published Mar 7, 2021.
Abstract page for arXiv paper 2603.20319: Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error
