DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,761–5,796 of 14,444 resources
Publication: Joint Modelling and Calibration of SPX and VIX by Optimal Transport. Published Apr 5, 2020.
Publication: Pricing and Hedging the No-Negative-Equity Guarantee in Equity-Release Mortgages. Published Oct 6, 2020.
Publication: Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. Published Jan 7, 2021.
Publication: Robust portfolio selection under Recovery Average Value at Risk. Published Mar 2, 2023.
Publication: Deep Empirical Risk Minimization in finance: looking into the future. Published Nov 18, 2020.
Publication: Integrating prediction in mean-variance portfolio optimization. Published Feb 18, 2021.
Publication: Tax-Aware Portfolio Construction via Convex Optimization. Published Aug 11, 2020.
Publication: Hedging with memory: shallow and deep learning with signatures. Published Aug 3, 2025.
Publication: QuantBench: Benchmarking AI Methods for Quantitative Investment. Published Apr 24, 2025.
Publication: Predictive Decision Synthesis for Portfolios: Betting on Better Models. Published Apr 30, 2024.
Publication: Sustainable Investment: ESG Impacts on Large Portfolio. Published Feb 16, 2026.
Publication: Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing. Published Sep 20, 2026.
Publication: MAD Risk Parity Portfolios. Published Oct 23, 2021.
Publication: Fat Tails and Optimal Liability Driven Portfolios. Published Jan 26, 2022.
Publication: Quantifying dimensional change in stochastic portfolio theory. Published Mar 1, 2023.
Publication: General duality and dual attainment for adapted transport. Published Jan 22, 2024.
Publication: Basket implied volatility skew and stickiness. Published Sep 28, 2026.
Publication: Distributionally robust portfolio maximisation and marginal utility pricing in one period financial markets. Published May 3, 2021.
Publication: Turnover-Adjusted Information Ratio. Published May 19, 2021.
Publication: Costly Trading. Published Oct 7, 2021.
Publication: Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport. Published Jun 14, 2024.
Publication: Well-posedness of behavioral singular stochastic control problems. Published May 3, 2025.
Publication: Covariance matrix filtering with bootstrapped hierarchies. Published Mar 12, 2020.
Publication: A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating. Published Jul 2, 2020.
Publication: Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers. Published Mar 20, 2023.
Publication: Robust Bernoulli Mixture Models for Credit Portfolio Risk. Published Nov 18, 2024.
Publication: Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach. Published Jan 5, 2024.
Publication: Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution. Published Oct 29, 2020.
Publication: Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. Published Feb 25, 2021.
Publication: Bid--Ask Martingale Optimal Transport. Published Mar 14, 2026.
Publication: Order Optimal Regret Bounds for Sharpe Ratio Optimization under Thompson Sampling. Published Aug 19, 2025.
Publication: Deep Learning Algorithms for Hedging with Frictions. Published Nov 2, 2021.
Publication: Rough kernel hedging. Published Jan 16, 2025.
Publication: Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities. Published Aug 9, 2025.
Publication: Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics. Published Jan 31, 2026.
Publication: Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning. Published Jan 18, 2023.
