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

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  1. AgonAlpha: Autonomous Alpha Discovery via Prompt Economy and Scalable Agentic Search

    Aug 4, 2026Weicheng Ye, Youran Sun, Xingyu Ren +3Quantitative FinanceAutomated Algorithm Discovery

    Department of Physics, The Chinese University of Hong Kong, Hong Kong SAR, China · Department of Mathematics, University of Maryland, College Park, MD, USA · Department of Computer Science, University of Maryland, College Park, MD, USA

  2. Amortized Interventional Forecasting for Multivariate CIR Processes

    Aug 4, 2026Andreas Sauter, Sumit Sourabh, Drona Kandhai +1Causal Effect EstimationQuantitative Finance

    Vrije Universiteit Amsterdam · ING · University of Amsterdam / ING +1

  3. Neural Networks with Local Converging Inputs for Efficient Options Pricing Models

    Aug 3, 2026Harris Cobb, Wenbo Hao, Yingjie LiuNeural Surrogate ModelingNeural PDE Solvers

    School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332

  4. AlphaG-OPD: Reliability-Gated Sibling Counterfactuals for On-Policy Distillation in Symbolic Alpha Factor Discovery

    Aug 2, 2026Yaoyu SuQuantitative FinanceGenerative Flow Networks

  5. Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility

    Aug 2, 2026Xiaozhen Wang, Anaïs Després, Martin Dureau +1Quantitative FinanceModel Calibration

    1CEREMADE, Université Paris Dauphine-PSL · 2LaMME, Université Évry Paris-Saclay · 3AIML Global Markets, Barclays

  6. Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery

    Aug 2, 2026Xiaozhen Wang, Francois Buet-GolfouseQuantitative FinanceResidual Policy Learning

    CEREMADE Université Paris Dauphine–PSL, France · AIML Global Markets Barclays, United Kingdom

  7. Talking to Digital Twins: Selective Disclosure and Belief Measurement in Financial Social Media

    Aug 2, 2026Boone Bowles, Raymond Duch, Sorin SorescuSocial Media AnalysisQuantitative Finance

    Mays Business School, Texas A&M University · Nuffield College, University of Oxford

  8. FinDeepIndicator: Benchmarking Deep Research Agents in End-to-End Financial Indicator Construction

    Aug 1, 2026Chaoqun Yang, Fengbin Zhu, Xinyu Lin +5Quantitative FinanceDeep Research Agents

    School of Computing, National University of Singapore · Institute of Computing Technology, Chinese Academy of Sciences · China Economics and Management Academy, Central University of Finance and Economics +1

  9. Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes

    Jul 29, 2026Lennon J. Shikhman, Michael Galarnyk, Aadi Dash +1Quantitative FinanceDeep Operator Networks

    School of Computer Science Georgia Institute of Technology USA

  10. RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing

    Jul 28, 2026Liexin Cheng, Xue Cheng, Shuaiqiang Liu +1Quantitative FinanceCode Generation Evaluation

    Mathematical Institute, Utrecht University · School of Mathematical Sciences, Peking University · Delft Institute of Applied Mathematics, Delft University of Technology

  11. GAUGE: Grading Agent-Built Financial Models Without a Golden Answer

    Jul 27, 2026Jiacheng Lu, Sinuo Wang, Wentao Zhao +12Quantitative FinanceFinancial Forecasting

    Shanghai Jiao Tong University Shanghai, China · StepFun Shanghai, China · University of Adelaide Adelaide, Australia +5

  12. Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features

    Jul 25, 2026Muhammad Abdullah HaroonQuantitative FinanceTime Series Classification

    Department of Computer Science, FAST National University of Computer and Emerging Sciences (FAST-NUCES), Lahore, Pakistan

  13. Susceptible Reservoir Architectures for Regime-Conditional Volatility Forecasting

    Jul 24, 2026Aliaksei KaliutauQuantitative FinanceTime Series Forecasting

    Monodromy, London, United Kingdom.

  14. Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models

    Jul 21, 2026Ayoub JadouliQuantitative FinanceAlgorithmic Auditing

    Computer Science and Smart Systems, Faculty of Sciences and Technology Abdelmalek Essaâdi University, Tangier, Morocco

  15. Volatility-Aware Extreme Event Detection in High-Frequency Financial Markets

    Jul 20, 2026Maorufa Zaman, Haris Md SahedQuantitative FinanceFinancial Time Series

    Department of Digital Business & Innovation

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

    Jul 13, 2026Changlun Li, Peixian Ma, Qiqi Duan +2Quantitative FinanceLLM Agent Evaluation

    Paradoox AI Research

  17. Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress

    Jul 10, 2026Arul Rhik Mazumder, Shreyan Ronit MazumderQuantitative FinanceVariational Quantum Algorithms

    Carnegie Mellon University Pittsburgh, PA, USA · Cambridge Rindge and Latin School Cambridge, MA, USA

  18. When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures

    Jul 10, 2026Joohyoung JeonQuantitative FinanceFinance

    Korea University · Seoul, South Korea

  19. Macroeconomic Message Passing for Anticipating Foreign Exchange Regime Changes: A Deep Logical Learning Approach using Graph Tsetlin Machines

    Jul 7, 2026Christian Blakely, Melanie GilmoreQuantitative FinanceFinancial Time Series

    †Centre for Artificial Intelligence Research, University of Agder, Norway · ‡Head of AI, Bernoly AG, Zurich, Switzerland · ¶La Jolla Private Wealth Group, Wells Fargo Advisors, La Jolla, CA, USA

  20. Computing Monetary Risk Measures in Linear Time

    Jul 6, 2026Palash Agrawal, Gersi Doko, Maeve Burwell +1Quantitative FinanceConditional Value-at-Risk

    ∗Equal contribution.

  21. Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

    Jun 29, 2026Sichao He, Yansong ZhangQuantitative FinanceFinancial Forecasting

    Peking University · Academy for Advanced Interdisciplinary Studies · Beijing, China +2

  22. CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents

    Jun 29, 2026Bo Qu, Mingguang ChenQuantitative FinanceLLM Agent Evaluation

    Illinois Institute of Technology (IIT). · University of California, Riverside (UCR).

  23. Fast Numbers, Slow Language: Bridging Quantitative and Qualitative Earnings Signals

    Jun 29, 2026Ding Yu, Zhuo Liu, Hao Zhang +1Quantitative FinanceFinancial Sentiment Analysis

    University of Rochester · Rochester Institute of Technology

  24. Persona-Trained Monte Carlo: Estimating Market-Outcome Distributions via Swarms of Persona-Conditioned Neural Policy Bots in a Limit Order Book

    Jun 28, 2026Salavat IshbulatovQuantitative FinanceAgent-Based Modeling

    Independent researcher

  25. Liquidity-Based Audit of Algorithmic Trading Strategies

    Jun 27, 2026Irene AldridgeFinancial ServicesQuantitative Finance

  26. Constrained Tabular Diffusion for Finance

    Jun 27, 2026Michael Cardei, Jose M Munoz, Oscar Barrera +2Quantitative FinanceDiffusion Model Sampling

    University of Virginia · Massachusetts Institute of Technology · Harvard University +1

  27. Hierarchical Graph Learning for Calendar Spread Strategies in Commodity Futures Markets

    Jun 24, 2026Yoonsik Hong, Diego KlabjanQuantitative FinanceTime Series Forecasting

    Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, 60208, IL, USA

  28. Quant Convergence: Bridging Classical Value Investing and Modern Factor Models for Systematic Equity Selection

    Jun 23, 2026Augusto Eiji Yamazaki, Hugo Garrido-Lestache BelinchonQuantitative FinanceAlgorithmic Trading

    Milwaukee School of Engineering Milwaukee, WI US

  29. Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilities

    Jun 23, 2026Guillaume Broux-Quemerais, Sarah Kaakai, Anis Matoussi +1Stochastic Differential EquationsNeural PDE Solvers

    LMM · 1Laboratoire Manceau de Mathématiques & FR CNRS No 2962, Institut du Risque et de l’Assurance, Le Mans Université · LAGA +1

  30. MacroLens: A Multi-Task Benchmark for Contextual Financial Reasoning under Macroeconomic Scenarios

    Jun 23, 2026Patara Trirat, Jin Myung Kwak, Jay Heo +2Quantitative FinanceFinancial Forecasting

    KAIST