Quantitative Finance

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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. Decomposing Financial Market Dynamics via Mechanism Analysis in an Evolutionary Multi-Agent Simulation

    Jun 22, 2026Zhibao ChenQuantitative FinanceAgent-Based Modeling

  2. Continuous-time Optimal Stopping through Deep Reinforcement Learning

    Jun 16, 2026Cosmin Borsa, Michael LudkovskiQuantitative FinanceSequential Decision Making

    Department of Statistics & Applied Probability, UC Santa Barbara. Santa Barbara, CA 93106-3110, USA

  3. Beyond the Smile: A Hybrid Convolutional VAE for Crypto Volatility Surfaces

    Jun 15, 2026Sadanand Singh, Allam Reddy, Manan ChopraVariational AutoencodersQuantitative Finance

    Jasper Research, USA

  4. Mojo: A Promising Tool for Scalable Financial AI Efficiency

    Jun 14, 2026Henry HanQuantitative FinanceML Reproducibility

    Data Science and Artificial Intelligence Innovation Laboratory, School of Engineering and Computer Science, Baylor University, USA

  5. Interpretable Factor Decomposition for Decision Intelligence in Large-Scale Financial Markets: Evidence from China's A-Share Market

    Jun 11, 2026Xiao Han, Yao Xiao, Zhen Zhang +1Quantitative FinanceInterpretable ML

    Goizueta Business School Emory University Atlanta, GA, USA · College of Computing Georgia Institute of Technology Atlanta, GA, USA · School of Data Science University of Pennsylvania Philadelphia, PA, USA +1

  6. Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations

    Jun 9, 2026Zeyu Liu, Xuanzhi Feng, Sing Kwong Lai +6Quantitative FinanceQuantum Machine Learning

    The Hong Kong University of Science and Technology

  7. 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 LuoReinforcement LearningQuantitative Finance

    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

  8. Fast Exact Nearest-Neighbor Learning for High-Frequency Financial Time Series

    Jun 8, 2026Henry Han, Diane LiQuantitative FinanceEfficient Inference

    Data Science and Artificial Intelligence Innovation Laboratory, School of Engineering and Computer Science, Baylor University, Waco, TX 76798, USA · Department of Business, Management and Accounting, University of Maryland Eastern Shore, USA

  9. Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman

    Jun 8, 2026Daniil Mikriukov, Ruoyu Sun, Angelos Stefanidis +2Quantitative FinancePortfolio Optimization

    University of Liverpool · Xi'an Jiaotong-Liverpool University · Department of Computer Science, University of Liverpool, Liverpool, United Kingdom +1

  10. PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance

    Jun 5, 2026Yuqi Li, Siyuan Liu, Bingjun LiuQuantitative FinanceLLM Decision-Making

    Panda AI

  11. PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator

    Jun 4, 2026Raeid Saqur, Yannick Limmer, Anastasis Kratsios +2Quantitative FinanceDifferentiable Programming

    Mathematical Institute, University of Oxford · Vector Institute for AI · DRW +1

  12. ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall

    Jun 3, 2026Yichi Zhang, Ke Zhu, Zhoufan ZhuQuantitative FinanceAutoencoders

    Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong · Wang Yanan Institute for Studies in Economics, Xiamen University, China · Department of Finance, School of Economics, Xiamen University, China

  13. Hedge-Bench: Benchmarking Agents on Hard, Realistic Tasks Pertaining to Financial Reasoning

    Jun 2, 2026Eric Cho, Shawn Huang, Alice Lu +1Quantitative FinanceAI Agent Evaluation

    1Trata · 2Brigham Young University · 3Osmosis

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

    Jun 2, 2026Keigo Sakurai, Takahiro Ogawa, Miki Haseyama +2Quantitative FinanceSequential Decision Making

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

  15. Point-in-Time Financial RAG with Frozen LLMs and Market-Feedback Adaptive Retrieval

    May 29, 2026Zijie Zhao, Roy E. WelschRetrieval-Augmented GenerationQuantitative Finance

    Massachusetts Institute of Technology · Cambridge, MA, USA

  16. Comparing Market Mechanism Efficiencies

    May 29, 2026Irene AldridgeMechanism DesignQuantitative Finance

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

    May 27, 2026Yuxuan Zhao, Sijia Chen, Ningxin SuLLM EvaluationQuantitative Finance

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

  18. Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS

    May 26, 2026Ujjwala VadrevuQuantitative FinanceGaussian Process Regression

  19. Summoning the Oracle to Slay It: Mitigating Look-Ahead Bias in Financial Backtesting with Large Language Models

    May 23, 2026Weixian Waylon Li, Mengyu Wang, Tiejun MaLanguage Model DecodingQuantitative Finance

    University of Edinburgh

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

    May 23, 2026Hua Li, Xue Jia, Yilin Kang +1Quantitative FinanceClustering

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

  21. MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models

    May 21, 2026Yurii Kvasiuk, Tianyi Li, Owen Colegrove +1Quantitative FinanceEvolutionary Optimization

    Department of Physics, University of Wisconsin–Madison · Event Horizon Labs

  22. Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints

    May 20, 2026Pablo Rodriguez ManziQuantitative Finance

    Universidad de Buenos Aires Facultad de Ingenier´ıa

  23. Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting

    May 19, 2026Andrei Bysik, Robert ŚlepaczukQuantitative FinanceTime Series Forecasting

    Quantitative Finance Research Group, Faculty of Economic Sciences, University of Warsaw, ul. Długa 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. Długa 44/50, 00-241 Warsaw, Poland

  24. Probabilistic Multivariate Time Series Forecasting with Diffusion Copulas

    May 19, 2026David Huk, Dongshan Wang, Miha BresarMultivariate Time Series ForecastingCopula Models

    Department of Statistics The University of Warwick · School of Data Science The Chinese University of Hong Kong, Shenzhen

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

    May 19, 2026Rylan WadeMultivariate Time Series ForecastingGraph Neural Networks

    University of Southern California

  26. On Stability and Decomposition of Sample Quantiles under Heavy-Tailed Distributions

    May 18, 2026Choudur LakshminarayanQuantitative FinanceHeavy-Tailed Distributions

    School of Business, Stevens Institute of Technology

  27. BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting

    May 18, 2026Zhensheng Wang, Wenmian Yang, Qingtai Wu +3Quantitative FinanceBenchmark Design

    Beijing Normal University Beijing, China · Beijing Normal University Zhuhai, China · Elmleaf Ltd. Shanghai, China

  28. Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ

    May 18, 2026Mathias MesfinGradient-Boosted Decision TreesQuantitative Finance

    Independent Researcher

  29. A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices

    May 17, 2026Ujjwala VadrevuQuantitative FinanceFinancial Time Series

  30. Financially Guided Deep Portfolio Optimization

    May 16, 2026Rahul Fernandes, Travis DesellQuantitative FinancePortfolio Optimization

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