DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 5,833–5,868 of 14,444 resources
Publication: Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation. Published Feb 3, 2026.
Publication: Portfolio Optimization under Heavy Tails and Asymmetric Volatility: Evidence from Taiwan-Exposed ETFs. Published Jul 17, 2026.
Publication: Portfolio Optimization with Relative Tail Risk. Published Mar 21, 2023.
Publication: Neural variance reduction for stochastic differential equations. Published Sep 26, 2022.
Publication: The Efficient Hedging Frontier with Deep Neural Networks. Published Apr 12, 2021.
Publication: Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation. Published Jul 12, 2021.
Publication: Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?. Published Sep 22, 2021.
Publication: Distributionally robust risk evaluation with a causality constraint and structural information. Published Mar 20, 2022.
Publication: The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem. Published Jan 6, 2020.
Publication: Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk. Published Jun 22, 2026.
Publication: Fast reliable pricing and calibration of the rough Heston model. Published Aug 20, 2025.
Publication: Volatility has to be rough. Published Feb 21, 2020.
Publication: Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. Published Aug 18, 2020.
Publication: Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning. Published May 18, 2020.
Publication: Markowitz portfolio selection for multivariate affine and quadratic Volterra models. Published Jun 24, 2020.
Publication: Asymptotic minimization of expected time to reach a large wealth level in an asset market game. Published Jul 9, 2020.
Publication: Hedging Goals. Published May 17, 2021.
Publication: Damped Online Newton Step for Portfolio Selection. Published Feb 15, 2022.
Publication: On Frequency-Based Optimal Portfolio with Transaction Costs. Published Jan 7, 2023.
Publication: Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks. Published Mar 31, 2026.
Publication: Almost Perfect Shadow Prices. Published Jan 1, 2024.
Publication: Pathwise Portfolio Theory and Market Viability. Published Jul 21, 2026.
Publication: Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs. Published Dec 18, 2024.
Publication: Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification. Published Jan 7, 2025.
Publication: Statistical Learning with Conditional Value at Risk. Published Feb 14, 2020.
Publication: Supermartingale deflators in the absence of a numéraire. Published Jan 16, 2020.
Publication: Martingale Schrödinger Bridges and Optimal Semistatic Portfolios. Published Apr 26, 2022.
Publication: End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning. Published Jul 2, 2025.
Publication: Deep learning of transition probability densities for stochastic asset models with applications in option pricing. Published May 21, 2021.
Publication: Multivariate Stochastic Volatility Models and Large Deviation Principles. Published Mar 17, 2022.
Publication: Implied Volatility Expansions for VIX Options in Forward Variance Models. Published Apr 28, 2026.
Publication: Optimal nonparametric estimation of the expected shortfall risk. Published May 1, 2024.
Publication: Path-dependent Affine Processes. Published Jun 22, 2026.
Publication: tsbootstrap: Distribution-Free Uncertainty Quantification and Conformal Prediction for Time Series. Published Jul 7, 2026.
Publication: Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades. Published Jan 28, 2025.
Publication: Traveling Waves in Equity Markets with Rank-Based Entry and Exit. Published Aug 27, 2026.
