Quantitative Finance

Ask about this topic

Momentum

12 papers in the last four weeks, up 9% on the four weeks before. 0.1% of all new papers.

Jul 13Week of Sep 28
View on map

Latest papers 123

All topics
CardsList

  1. SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions

    Oct 7, 2026Yizhen Xie, Mengyang LiuAlgorithmic TradingQuantitative Finance

    Carnegie Mellon University · Amazon

  2. Q-PhotoMarket: A Design Space Exploration Framework for Photonic Hybrid Quantum Neural Networks in Financial Market Prediction

    Oct 7, 2026Alberto Marchisio, Hanzalah Mohamed Siraj, Muhammad Kashif +2Quantum Neural NetworksHybrid Quantum-Classical ML

    eBrain Lab, Division of Engineering, New York University Abu Dhabi, PO Box 129188, Abu Dhabi, UAE · Center for Quantum and Topological Systems, NYUAD Research Institute, New York University Abu Dhabi, UAE · SDU Microelectronics, Institute of Mechanical and Electrical Engineering, University of Southern Denmark, Odense, Denmark +1

  3. Residual Learning in Empirical Asset Pricing

    Oct 7, 2026Dexin Peng, Xiaoyu WangQuantitative FinanceResidual Learning

    FinTech Thrust, Hong Kong University of Science and Technology (Guangzhou)

  4. Adversarial Training for Deep Hedging in Nonstationary Markets

    Oct 5, 2026Philipp J. Schneider, Lukas Looser, Antoine Garin +2Adversarial TrainingQuantitative Finance

    Risk Analytics and Optimization Chair, EPFL, Lausanne, Switzerland · University of Waterloo, Waterloo, Canada

  5. How Execution Assumptions Change Short-Horizon Sharpe Rankings: Evidence from a Synthetic Trading Benchmark

    Oct 4, 2026Weicheng XueQuantitative FinanceLLM Agent Evaluation

    Virginia Tech

  6. Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets

    Sep 29, 2026Ali Atiah AlzahraniQuantitative FinanceFinancial Forecasting

    Riyadh, Saudi Arabia

  7. Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios

    Sep 28, 2026Kelvin J. L. Koa, Xinyang Li, Ke-Wei HuangQuantitative FinancePortfolio Optimization

    National University of Singapore Asian Institute of Digital Finance

  8. Deep kernel hedging

    Sep 28, 2026Jean-Loup Dupret, Donatien Hainaut, Edouard MotteQuantitative FinanceReproducing Kernel Hilbert Spaces

    University of Amsterdam, Amsterdam School of Economics · ETH Zurich, Department of Mathematics, RiskLab · Université Catholique de Louvain, LIDAM–ISBA

  9. AlphaPareto: Formulaic Alpha Discovery with LLM-Guided Multi-Objective Reinforcement Learning

    Sep 28, 2026Yingbo Zhao, Zeyu Yang, Zhoufan ZhuMulti-Objective Reinforcement LearningNon-Stationary RL

    School of Economics Xiamen University Fujian, China · Paula and Gregory Chow Institute for Studies in Economics Xiamen University Fujian, China · School of Economics & Wang Yanan Institute for Studies in Economics Xiamen University Fujian, China

  10. Taming the Greeks: Option Portfolios with Inductive Biases

    Sep 27, 2026Wee Ling Tan, Stephen Roberts, Stefan ZohrenQuantitative FinancePortfolio Optimization

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

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

    Sep 27, 2026Siyuan Li, Jiangfeng Zhang, Rui Yao +3Quantitative FinanceLong-Horizon Agent Evaluation

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

  12. LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs

    Sep 27, 2026Haochen Luo, Yifan Li, Binh Minh An +4Quantitative FinanceLLM Agent Evaluation

    City University of Hong Kong · The Chinese University of Hong Kong (Shenzhen) · Shanghai University of Finance and Economics

  13. AlphaDiverse: Post-Training Local Quantitative Research Agents for Diverse Exploration in Alpha Factor Mining

    Sep 24, 2026Qingzhuo Wang, Zikun Wei, Zhihua Wei +1Multi-Agent LLM SystemsQuantitative Finance

    Tongji University · Shanghai Non-convex Intelligent Technology

  14. FINESSE: An Agent-Based Simulator and Benchmark Dataset for Multimodal Financial Event Sequences

    Sep 14, 2026Tyler Farnan, Benjamin Eng, Adam Abate +4Quantitative FinanceSynthetic Data Generation

    Capital One

  15. GoAnt: Quality-Diversity Multi-Agent Search for Alpha Factor Discovery in Market Microstructure Data

    Sep 8, 2026Stella Zhao, Tommy ShaMulti-Agent System OptimizationQuantitative Finance

    University of Minnesota, Minneapolis, MN, USA · Stony Brook University, Stony Brook, NY, USA

  16. AlphaRJM: Reward-Jump Memory for Stochastic Return-Guided Alpha Discovery

    Sep 8, 2026Sayan Dhan, Selvaraju NatarajanQuantitative FinanceSparse-Reward RL

    Department of Mathematics Indian Institute of Technology Guwahati

  17. Agentic Empirical Asset Pricing: Methodological Foundations

    Sep 1, 2026Yingjian Pan, Xiaowei Ding, Kay GieseckeQuantitative FinanceAI Agent Evaluation

    Advanced Financial Technologies Laboratory · Stanford University · School of Information Management +1

  18. Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces

    Aug 31, 2026Jing Wang, Shuaiqiang Liu, Cornelis VuikConstrained Generative ModelingNeural Representation Geometry

    Delft Institute of Applied Mathematics, Delft University of Technology

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

    Aug 31, 2026Christian Bongiorno, Lorenzo VillasseroQuantitative FinancePortfolio Optimization

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

  20. FaVOR: LLM-Based Agentic Framework for Factor Mining via Empirical Validation

    Aug 31, 2026Hyeonjin Kim, Minseok Kim, Seunghyeon Jung +3Quantitative FinanceInterpretable ML

    Department of Computer Science and Artificial Intelligence, Dongguk University-Seoul · Department of Industrial Engineering, Seoul National University · School of Finance, Soongsil University

  21. The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System

    Aug 24, 2026Jiayu LiQuantitative FinanceAlgorithmic Trading

  22. LOB-ID: Evaluating Synthetic Market Data by Inception Distances

    Aug 13, 2026Andreea Bacalum, Zhuohan Wang, Ollie Olby +2Quantitative FinanceSynthetic Data Evaluation

    Simudyne · King's College London, United Kingdom

  23. AQuA: Recursively Self-Improving Quantitative Trading Research Agents

    Aug 13, 2026Jiacheng Guo, Suozhi Huang, Yunlong Gao +5Quantitative FinanceAutomated Algorithm Discovery

    Princeton University · Ant Group · Stanford University

  24. DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces

    Aug 12, 2026Hans Buehler, Blanka Horvath, Anastasis Kratsios +1Quantitative FinanceGenerative Modeling

    Mathematical Institute and Oxford-Man Institute, University of Oxford. · McMaster University and Vector Institute.

  25. Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting

    Aug 12, 2026Junyi Ye, Gargi Vijay BordeQuantitative FinanceNon-Stationary Time Series Forecasting

    School of Computing, Montclair State University · Montclair, New Jersey, USA

  26. Beyond Forecasting: Recasting Volatility Control as a Routing Problem

    Aug 11, 2026Hongji Pu, Leyang ZhouQuantitative FinancePortfolio Optimization

    University of Illinois, Urbana-Champaign Urbana, Illinois, USA

  27. Financial Numerical Prediction and Allocation as Token Generation

    Aug 10, 2026Xu Ouyang, Moontae LeeQuantitative FinanceFinancial Forecasting

    University of Illinois Chicago

  28. Residual Algebra for Representation-Preserving Learning

    Aug 7, 2026Yao WuRepresentation LearningQuantitative Finance

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

    Aug 6, 2026Sara Chehab, Giorgos Iacovides, Parisa Yazdanparast +1Graph Structure LearningQuantitative Finance

    Imperial College London London, UK

  30. From Financial Sentiment Classification to Return Predictability: A QLoRA Benchmark of Large Language Models

    Aug 4, 2026Fusheng LuoLLM EvaluationQuantitative Finance

    Johns Hopkins University Baltimore, Maryland, USA