DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,013–6,048 of 14,444 resources
Publication: Credit migration: Generating generators. Published Jun 19, 2020.
Publication: Long vs Short Time Scales: the Rough Dilemma and Beyond. Published Aug 18, 2020.
Publication: Explicit no arbitrage domain for sub-SVIs via reparametrization. Published Jun 4, 2021.
Publication: Uniform Inference and Certified Capacity at a Reflexive Stability Boundary. Published Sep 2, 2026.
Publication: Weak Markovian Approximations of Rough Heston. Published Sep 13, 2023.
Publication: Proof-of-Stake Dynamics: The Elusive Price Anchor and Endogenous Volatility Harvesting. Published Jul 18, 2026.
Publication: Weak error estimates for rough volatility models. Published Dec 3, 2022.
Publication: Observable Matrix Dynamics of Stocks. Published Jul 21, 2026.
Publication: Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion. Published Apr 22, 2025.
Publication: A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities. Published May 5, 2025.
Publication: A Superprocess-based Approach to Rough CIR Processes and Feller Random Measures. Published Oct 5, 2026.
Publication: Volatility forecasting with machine learning and intraday commonality. Published Feb 8, 2022.
Publication: Neural Generalised AutoRegressive Conditional Heteroskedasticity. Published Feb 23, 2022.
Publication: Credit spread approximation and improvement using random forest regression. Published Jun 4, 2021.
Publication: In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models. Published Jan 7, 2025.
Publication: The Nonstationarity-Complexity Tradeoff in Return Prediction. Published Dec 29, 2025.
Publication: Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach. Published Jun 7, 2022.
Publication: Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting. Published Aug 12, 2026.
Publication: A deep implicit-explicit minimizing movement method for option pricing in jump-diffusion models. Published Jan 12, 2024.
Publication: ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition. Published Jan 15, 2026.
Publication: DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis. Published Oct 3, 2020.
Publication: FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting. Published Feb 26, 2025.
Publication: Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction. Published Jun 8, 2021.
Publication: Forecast Collapse in Time-Series Foundation Models. Published Aug 14, 2026.
Publication: Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential Lévy models. Published Jan 28, 2021.
Publication: Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. Published Sep 26, 2023.
Publication: Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction. Published Sep 8, 2026.
Publication: Long-Horizon Forecasting of Complete Financial Statements with Forma. Published Aug 11, 2026.
Publication: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. Published Aug 10, 2023.
Publication: DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting. Published Jun 16, 2023.
Publication: CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?. Published Jun 26, 2026.
Publication: Martingale property and moment explosions in signature volatility models. Published Mar 21, 2025.
Publication: Using quantile time series and historical simulation to forecast financial risk multiple steps ahead. Published Feb 28, 2025.
Publication: A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures. Published Nov 9, 2025.
Publication: Solving path dependent PDEs with LSTM networks and path signatures. Published Nov 20, 2020.
Publication: Behavioral Machine Learning? Regularization and Forecast Bias. Published Mar 25, 2023.
