DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,193–6,228 of 14,444 resources
Publication: Replayable Financial Agents: A Determinism-Faithfulness Assurance Harness for Tool-Using LLM Agents. Published Jan 17, 2026.
Publication: EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements. Published Jun 10, 2025.
Publication: AI Financial Advice: Supply, Demand, and Life Cycle Implications. Published Aug 3, 2026.
Publication: TradeTrap: Are LLM-based Trading Agents Truly Reliable and Faithful?. Published Dec 1, 2025.
Publication: Controllable Financial Market Generation with Diffusion Guided Meta Agent. Published Aug 23, 2024.
Publication: Forecasting implied volatility surface with generative diffusion models. Published Nov 10, 2025.
Publication: Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks. Published Sep 15, 2023.
Publication: Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation. Published Aug 1, 2026.
Publication: Universal approximation of credit portfolio losses using Restricted Boltzmann Machines. Published Feb 22, 2022.
Publication: Generative modeling for time series via Schr{ö}dinger bridge. Published Apr 11, 2023.
Publication: Generating Realistic Stock Market Order Streams. Published Jun 7, 2020.
Publication: Decoupled Probabilistic Forecasting and Arbitrage-Aware Refinement of Implied Volatility Surfaces. Published Jul 31, 2026.
Publication: QuantEval: A Benchmark for Financial Quantitative Tasks in Large Language Models. Published Jan 13, 2026.
Publication: Generating drawdown-realistic financial price paths using path signatures. Published Sep 8, 2023.
Publication: ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space. Published Aug 4, 2025.
Publication: Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks. Published Sep 19, 2026.
Publication: Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios. Published Mar 9, 2026.
Publication: Financial Wind Tunnel: A Retrieval-Augmented Market Simulator. Published Mar 23, 2025.
Publication: MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model. Published Sep 4, 2024.
Publication: Risk-Neutral Market Simulation. Published Feb 28, 2022.
Publication: FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs. Published Mar 1, 2023.
Publication: Multi-Asset Spot and Option Market Simulation. Published Dec 13, 2021.
Publication: Non-adversarial training of Neural SDEs with signature kernel scores. Published May 25, 2023.
Publication: Pareto GAN: Extending the Representational Power of GANs to Heavy-Tailed Distributions. Published Jan 22, 2021.
Publication: LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data. Published Feb 13, 2025.
Publication: F$^2$Agent: Financial Fusion of Agentic Intelligence for Multimodal Trading. Published Aug 6, 2026.
Time series data mining library built on top of the novel Matrix Profile data structure and algorithms
A Python library for mathematical finance
Materials for the course of Computational Finance
C++ - High-performance ETF pattern matching via DTW with cosine pre-filtering. 43× DTW and 58× pattern-match speedup over pure Python using pybind11/C++20.…
Access Japanese government statistics (e-Stat) covering population, GDP, CPI, labor, and trade data with MCP integration and Polars export
Historical - Archived reference implementation of a financial time-series expression language with NumPy and R backends
Contingency Random Number Generator that produces random numbers with real financial market statistical signatures (fat tails, volatility clustering…
Covariance matrix estimation via factor models
Utility for retrieving basic China stock data from different sources
