DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,049–6,084 of 14,444 resources
Publication: Mathematics of Differential Machine Learning in Derivative Pricing and Hedging. Published May 2, 2024.
Publication: Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting. Published Sep 5, 2023.
Publication: A deep learning approach to data-driven model-free pricing and to martingale optimal transport. Published Mar 21, 2021.
Publication: Dirichlet policies for reinforced factor portfolios. Published Nov 10, 2020.
Publication: Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning. Published Jun 29, 2022.
Publication: Wall Street Tree Search: Risk-Aware Planning for Offline Reinforcement Learning. Published Nov 6, 2022.
Publication: Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. Published Dec 8, 2024.
Publication: A Natural Actor-Critic Algorithm with Downside Risk Constraints. Published Jul 8, 2020.
Publication: Evaluating Financial Relational Graphs: Interpretation Before Prediction. Published Sep 28, 2024.
Publication: HouseTS: A Large-Scale, Multimodal Spatiotemporal U.S. Housing Dataset and Benchmark. Published Jun 1, 2025.
Publication: Probabilistic intraday electricity price forecasting using generative machine learning. Published May 28, 2025.
Publication: The Label Horizon Paradox: Rethinking Supervision Targets in Financial Forecasting. Published Feb 3, 2026.
Publication: Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices. Published Nov 5, 2019.
Publication: What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation. Published May 20, 2026.
Publication: Risk-Sensitive Q-Learning in Continuous Time with Application to Dynamic Portfolio Selection. Published Dec 2, 2025.
Publication: Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes. Published Jul 29, 2026.
Publication: Equal Risk Pricing of Derivatives with Deep Hedging. Published Feb 19, 2020.
Publication: Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump. Published Apr 21, 2022.
Publication: Risk-Averse Bayes-Adaptive Reinforcement Learning. Published Feb 10, 2021.
Publication: Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. Published Jul 15, 2022.
Publication: Many learning agents interacting with an agent-based market model. Published Mar 13, 2023.
Publication: Realistic Market Impact Modeling for Reinforcement Learning Trading Environments. Published Mar 30, 2026.
Publication: Reinforcement Learning for Financial Index Tracking. Published Aug 5, 2023.
Publication: Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach. Published Jun 18, 2026.
Publication: Myopic Optimality: why reinforcement learning portfolio management strategies lose money. Published Sep 16, 2025.
Publication: FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. Published Nov 7, 2021.
Publication: LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study. Published Jul 5, 2023.
Publication: Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion. Published Oct 17, 2022.
Publication: Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice. Published Apr 15, 2025.
Publication: High-Confidence Off-Policy (or Counterfactual) Variance Estimation. Published Jan 25, 2021.
Publication: Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States. Published Feb 9, 2020.
Publication: Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis. Published May 13, 2023.
Publication: Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling. Published Jul 25, 2023.
Publication: Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach. Published Aug 15, 2021.
Publication: Risk-sensitive Markov Decision Process and Learning under General Utility Functions. Published Nov 22, 2023.
Publication: Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. Published Sep 12, 2022.
