DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,653–5,688 of 14,444 resources
Publication: Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance. Published Apr 20, 2026.
Publication: Neural networks can detect model-free static arbitrage strategies. Published Jun 19, 2023.
Publication: Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs. Published Aug 20, 2025.
Publication: The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion. Published Aug 5, 2021.
Publication: Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling. Published Jun 4, 2020.
Publication: A Framework for Measures of Risk under Uncertainty. Published Oct 20, 2021.
Publication: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. Published Nov 2, 2021.
Publication: Optimal trend following portfolios. Published Jan 17, 2022.
Publication: Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence. Published Jul 12, 2025.
Publication: Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia. Published Feb 22, 2022.
Publication: Macroscopic properties of equity markets: stylized facts and portfolio performance. Published Sep 17, 2024.
Publication: Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. Published Jun 3, 2021.
Publication: Consistent Estimation of the High-Dimensional Efficient Frontier. Published Sep 23, 2024.
Publication: Detecting and repairing arbitrage in traded option prices. Published Aug 21, 2020.
Publication: Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints. Published Sep 17, 2020.
Publication: Optimal Portfolio Choice with Cross-Impact Propagators. Published Mar 15, 2024.
Publication: Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model. Published Jul 27, 2022.
Publication: Avoiding zero probability events when computing Value at Risk contributions. Published Apr 28, 2020.
Publication: When to efficiently rebalance a portfolio. Published Aug 17, 2023.
Publication: Adversarial Training for Deep Hedging in Nonstationary Markets. Published Oct 5, 2026.
Publication: Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures. Published Nov 15, 2021.
Publication: Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network. Published Nov 29, 2025.
Publication: A Practical Guide to Simulating Correlated Binary Outcomes. Published Jul 18, 2026.
Publication: Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS. Published Sep 29, 2023.
Publication: Machine Learning Classification and Portfolio Construction: Does the Loss Function Matter?. Published Aug 4, 2021.
Publication: Finance-Informed Neural Network: Learning the Geometry of Option Pricing. Published Dec 15, 2024.
Publication: Holdout cross-validation for large non-Gaussian covariance matrix estimation using Weingarten calculus. Published Sep 17, 2025.
Publication: Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization. Published May 9, 2022.
Publication: Robustness or Crowding: Experimental Design for Trading Strategy Capacity. Published Aug 9, 2026.
Publication: Hedging under rough volatility. Published May 10, 2021.
Publication: The law of one price in quadratic hedging and mean-variance portfolio selection. Published Oct 27, 2022.
Publication: Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection. Published Feb 21, 2023.
Publication: Beating the Market with Generalized Generating Portfolios. Published Jan 18, 2021.
Publication: Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. Published Apr 27, 2023.
Publication: Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice. Published Aug 18, 2026.
Publication: Testing for the Minimum Mean-Variance Spanning Set. Published Jan 31, 2025.
