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6 papers in the last four weeks, up 100% on the four weeks before. 0.1% of all new papers.

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  1. Universal Dynamic Portfolios

    Sep 28, 2026Yu-Jie Zhang, Yu-Xiang Wang, Peng Zhao +1Portfolio Construction

    University of Washington · University of California, San Diego · State Key Laboratory for Novel Software Technology, Nanjing University School of Artificial Intelligence, Nanjing University

  2. Taming the Greeks: Option Portfolios with Inductive Biases

    Sep 27, 2026Wee Ling Tan, Stephen Roberts, Stefan ZohrenPortfolio OptimizationPortfolio Construction

    Department of Engineering Science Oxford-Man Institute of Quantitative Finance University of Oxford

  3. EverMine: Dissecting the Self-Evolution of Research Capabilities in Long-Horizon Alpha Research

    Sep 27, 2026Siyuan Li, Jiangfeng Zhang, Rui Yao +3Self-EvolutionPortfolio Construction

    The Hong Kong University of Science and Technology (Guangzhou) · The Hong Kong Polytechnic University · Singapore Management University

  4. Cost-Sensitive Online Window Size Selection for Portfolio Management

    Sep 24, 2026Yi-Chen Liu, Chung-Han HsiehPortfolio ConstructionRobotwin

    Interdisciplinary Program of Management and Technology, National Tsing Hua University · Department of Quantitative Finance, National Tsing Hua University, Taiwan.

  5. Financial Language Models as Applied Artificial Intelligence Systems for News-Based Trading under Market Frictions

    Sep 20, 2026Kemal KirtacFinancial Sentiment AnalysisTrading

    Department of Computer Science, University College London, 66–72 Gower Street, London WC1E 6EA, United Kingdom · Department of Computer Science, University of Warwick, 6 Lord Bhattacharyya Way, Coventry CV4 7EZ, United Kingdom

  6. Designing Agentic AI Workflow Portfolios under Imperfect Selection and Compute Cost

    Sep 16, 2026Mojtaba Abdolmaleki, Stefanus Jasin, Boyu WangAgentic WorkflowsAgentic Workflow Design

    Ross School of Business, University of Michigan, United States

  7. End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios

    Aug 31, 2026Christian Bongiorno, Lorenzo VillasseroCovarianceFull-Rank Correlation Matrices

    Université Paris-Saclay, CentraleSupélec · Mathématiques et Informatique pour la Complexité et les Systèmes · Gif-sur-Yvette, France +2

  8. What Makes a Peer? Valuation-Anchored Similarity in Private Markets

    Aug 12, 2026Sebastian Frank, Jingrao Lyu, Max Jarmey +5Matching MarketsSimilarity and Metrics

    BlackRock, Inc. New York, NY, USA · BlackRock, Inc. Atlanta, GA, USA · BlackRock, Inc. London, UK +1

  9. Financial Numerical Prediction and Allocation as Token Generation

    Aug 10, 2026Xu Ouyang, Moontae LeePortfolio Construction

    University of Illinois Chicago

  10. Evolving Parallel Algorithm Portfolios via Potential-Aware Instance Generation with LLMs

    Aug 7, 2026Shaofeng Zhang, Shengcai Liu, Zhiyuan Wang +1Portfolio ConstructionPareto Frontier

    Guangdong Provincial Key Laboratory of Brain-Inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China · Zhongguancun Academy, Beijing 100094, China

  11. Beyond Co-Movement: Locality by Exposures Enables a Joint Factor-Graph Framework for Portfolio Diversification

    Aug 6, 2026Sara Chehab, Giorgos Iacovides, Parisa Yazdanparast +1Portfolio ConstructionFactor Graphs

    Imperial College London London, UK

  12. OpenPM: Auditable Point-in-Time Evaluation for LLM Portfolio-Management Agents

    Aug 6, 2026Xinying Cai, Minghao Guo, Jiahe Liu +7Portfolio ConstructionMulti-Dimensional Evaluation

    Rutgers University · Technical University of Denmark · New Jersey Institute of Technology +4

  13. An Emerging Retail Portfolio Management Application: Personalized, Tax-Aware Reinforcement Learning with Natural Language Goals

    Aug 5, 2026Ramin PishehvarPortfolio ConstructionFinancial Strategy Research

  14. Beyond Average Performance: Dynamic Instance Clustering and Specialized Algorithm Design in LLM-Assisted Evolutionary Search

    Aug 4, 2026Qinglong Hu, Qingfu Zhang, Fei Liu +3Evolutionary SearchClustering

    Department of Computer Science, City University of Hong Kong, Hong Kong, China · Huawei Noah’s Ark Lab, China

  15. MAPLE: Efficient and Diverse Multi-Alpha Generation for Portfolio Construction

    Jul 27, 2026Yu-Chen Den, Kuan-Yu Chen, Kendro Vincent +1Portfolio ConstructionDiversity Collapse

    SinoPac Holdings · Taipei, Taiwan · National Chengchi University

  16. MPR-CiteG: Enhancing RAG with Multi-Portfolio Retrieval and Citation-Grounded Generation

    Jul 20, 2026Hyewon Lee, Minkyung Song, Junghyun Oh +2Agentic Retrieval-Augmented Generation SystemsLarge Language Model Generation

    Data Intelligence Laboratory, Department of Computer Science and Engineering, Chungnam National University, Daejeon 34134, Republic of Korea

  17. Institutional Equity Holdings Prediction Using Node Affinities of Dynamic Graphs

    Jul 13, 2026Emad Izadifar, Zahed RahmatiTemporal Graph Neural NetworksPortfolio Construction

    aDepartment of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Iran

  18. NextFund: A Unified Performance Tracking Platform for Agentic Portfolio Management

    Jul 13, 2026Changlun Li, Peixian Ma, Qiqi Duan +2Portfolio Construction

    Paradoox AI Research

  19. A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management

    Jun 30, 2026Ramin PishehvarPortfolio ConstructionOffline Reinforcement Learning

  20. Generating Input Distributions for Explaining Portfolio Optimization Pipelines

    Jun 24, 2026Batuhan Ataş, Nurşen Aydın, E. Mehmet Kıral +1Portfolio OptimizationPortfolio Construction

    Faculty of Economics and Business, University of Amsterdam, The Netherlands · Warwick Business School, University of Warwick, United Kingdom · RIKEN AIP, Japan

  21. A Unified Multi-Modal Framework for Intelligent Financial Systems: Integrating Reinforcement Learning, High-Frequency Trading, and Game-Theoretic Approaches with Cross-Modal Sentiment Analysis

    Jun 9, 2026Fanrong Liu, Zhang Yuwei, Mingni LuoFinancial Sentiment AnalysisMultimodal Sentiment Analysis

    Henan University, International Eurasia College, Kaifeng, Henan, China · City University of Hong Kong, College of Business, Hong Kong, China · Northeastern University, School of Electronic and Information Engineering, Seattle, United States

  22. From Validator Selection to Portfolio Collection Optimization in Proof-of-Stake Blockchains

    Jun 6, 2026Jonas Gehrlein, Grzegorz Miebs, Matteo Brunelli +2BlockchainPortfolio Construction

    Parity Technologies AG, Zug, Switzerland · Institute of Computing Science, Poznan University of Technology, Poznań, Poland · Department of Industrial Engineering, University of Trento, Italy

  23. Dynamic Objective Selection with Safeguards and LLM Oversight for Financial Decision-Making

    Jun 2, 2026Keigo Sakurai, Takahiro Ogawa, Miki Haseyama +2Portfolio ConstructionSequential Decision Making

    Hokkaido University · Nomura Asset Management Co., Ltd. · Kobe University +1

  24. Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation

    Jun 1, 2026Wenbin WuFinancial Strategy ResearchLarge Language Model Decisions

    Cambridge Centre for Alternative Finance, University of Cambridge

  25. A Framework for Graph-Conditioned Hierarchical Shapley Attribution in Patent Valuation

    Jun 1, 2026Joy BoseShapley ValuePatent

    Independent Researcher Bengaluru, India

  26. Retriever Portfolios: A Principled Approach to Adaptive RAG

    May 29, 2026Miltiadis Stouras, Vincent Cohen-Addad, Silvio Lattanzi +1Agentic Retrieval-Augmented Generation SystemsPortfolio Construction

    1EPFL · 2Google Research

  27. Regime-Adaptive Continual Learning for Portfolio Management

    May 29, 2026Chaofan Pan, Lingfei Ren, Linbo Xiong +3Continual LearningPortfolio Construction

    Southwestern University of Finance and Economics · Shanxi University

  28. PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management

    May 27, 2026Yuxuan Zhao, Sijia Chen, Ningxin SuPortfolio Construction

    1Yantai Research Institute of Harbin Engineering University · 2The Hong Kong University of Science and Technology (Guangzhou)

  29. Clustering based on Stochastic Dominance with application for risk averters and risk seekers

    May 23, 2026Hua Li, Xue Jia, Yilin Kang +1Portfolio OptimizationClustering

    School of Science, Changchun University, Changchun, China. · School of Mathematics and Science, Northeast Normal University, Changchun, China.

  30. Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks

    May 19, 2026Rylan WadeVolatilityPortfolio Construction

    University of Southern California

  31. Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets

    May 17, 2026Kamil Kashif, Robert ŚlepaczukPortfolio ConstructionDiversity

    Quantitative Finance Research Group Faculty of Economic Sciences University of Warsaw ul. Dluga 44-50 00-241 Warsaw Poland · Quantitative Finance Research Group Department of Quantitative Finance and Machine Learning Faculty of Economic Sciences University of Warsaw ul. Dluga 44-50 00-241 Warsaw Poland

  32. Financially Guided Deep Portfolio Optimization

    May 16, 2026Rahul Fernandes, Travis DesellPortfolio OptimizationPortfolio Construction

    Department of Software Engineering Rochester Institute of Technology Rochester, New York, USA

  33. General-Purpose Co-Evolutionary Construction of Parallel Algorithm Portfolios for Multi-Objective Binary Optimization

    May 15, 2026Zhiyuan Wang, Shengcai Liu, Shaofeng Zhang +1Multi-Objective OptimizationCo-Evolution

    Guangdong Provincial Key Laboratory of Brain-inspired Intelligent Computation, Department of Computer Science and Engineering, Southern University of Science and Technology, Shenzhen 518055, China · Zhongguancun Academy, Beijing 100094, China

  34. Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

    May 13, 2026Namhyoung Kim, Jae Wook SongPortfolio ConstructionExploratory Factor Analysis

    RiskX · Hanyang University

  35. Plan Before You Trade: Inference-Time Optimization for RL Trading Agents

    May 12, 2026Eun Go, Rohan Deb, Arindam BanerjeePortfolio ConstructionInference-Time Steering

    Siebel School of Computing and Data Science University of Illinois Urbana-Champaign

  36. Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization

    May 10, 2026Xin Li, Yan Ke, Longbing CaoPortfolio OptimizationPortfolio Construction

    Macquarie University · The University of Queensland

  37. Why Global LLM Leaderboards Are Misleading: Small Portfolios for Heterogeneous Supervised ML

    May 7, 2026Jai Moondra, Ayela Chughtai, Bhargavi Lanka +1RankingPortfolio Construction

    Carnegie Mellon University · MIT Sloan School of Management

  38. Semantic State Abstraction Interfaces for LLM-Augmented Portfolio Decisions: Multi-Axis News Decomposition and RL Diagnostics

    May 7, 2026Likhita Yerra, Remi Uttejitha AllamPortfolio ConstructionSemantic Representations

    AIVANCITY School of AI and Data · AIVANCITY School of AI & Data

  39. Cover meets Robbins while Betting on Bounded Data: ln⁡n\ln n Regret and Almost Sure ln⁡ln⁡n\ln\ln n Regret

    Apr 22, 2026Shubhada Agrawal, Aaditya Ramdas\Widetilde{\Mathcal{O}}(\Sqrt{T})$ RegretRegret

    Indian Institute of Science · Carnegie Mellon University

  40. Similarity-based Portfolio Construction for Black-box Optimization

    Apr 20, 2026Catalin-Viorel Dinu, Diederick Vermetten, Carola DoerrBlack-Box OptimizationAlgorithm Selection

    Sorbonne Université, CNRS, LIP6

  41. The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management

    Apr 2, 2026Andrew Ang, Nazym Azimbayev, Andrey KimPortfolio Construction

    Tau Balance and an adjunct professor at Columbia University · Altbridge

  42. How Sequential Algorithm Portfolios can benefit Black Box Optimization

    Jan 23, 2026Catalin-Viorel Dinu, Diederick Vermetten, Carola DoerrBlack-Box OptimizationPortfolio Construction

    Sorbonne Universit´e, CNRS, LIP6 in Paris, France

  43. Machine Learning Classification and Portfolio Construction: Does the Loss Function Matter?

    Aug 4, 2021Yang Bai, Kuntara PukthuanthongPortfolio ConstructionClassifier

    College of Business and Economics, California State University, Fullerton · Trulaske Sr. College of Business, University of Missouri