Quantitative Finance

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

Latest papers 123

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  1. Estimated Dynamic Equilibrium Model: Supply and Demand as a Sample Path of a Stochastic Process

    May 14, 2026Mikhail L. Arbuzov, Sisong Bei, Alexey ShvetsOpinion DynamicsQuantitative Finance

  2. Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility

    May 13, 2026Julia Sun, Zheyu Jin, Jiawei Zhang +1Quantitative FinanceSynthetic Data Generation

  3. Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage

    May 12, 2026Fusheng Luo, H'elyette GemanQuantitative FinanceConditional Variational Autoencoder

  4. Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting

    May 11, 2026Yong Zhang, Xinxiao Wu, Yunde Jia +1Quantitative FinanceTime Series Forecasting

  5. Yield Curve Forecasting using Machine Learning and Econometrics: A Comparative Analysis

    May 11, 2026Aman Singh, Tokunbo Ogunfunmi, Sanjiv DasQuantitative FinanceTime Series Forecasting

  6. Agentic, Context-Aware Risk Intelligence in the Internet of Value

    May 7, 2026Basel Magableh, OmniRisk ResearchQuantitative FinanceAI Risk Management

  7. LambdaRankIC: Directly Optimizing Rank IC for Financial Prediction

    May 1, 2026Yan Lin, Yihong Su, Yi YangQuantitative FinanceLearning to Rank

  8. Optimal Stop-Loss and Take-Profit Parameterization for Autonomous Trading Agent Swarm

    Apr 29, 2026Nathan Li, Aikins Laryea, Yigit IhlamurQuantitative FinanceAlgorithmic Trading

  9. When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books

    Apr 23, 2026Haohan Xu, Jason Bohne, Pawel Polak +5Quantitative FinanceAlgorithmic Trading

  10. Early Detection of Latent Microstructure Regimes in Limit Order Books

    Apr 22, 2026Prakul Sunil Hiremath, Vruksha Arun HiremathQuantitative FinanceLatent Dynamics Modeling

  11. ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification

    Apr 22, 2026Juntao Li, Liang ZhangDisentangled Representation LearningQuantitative Finance

  12. Quantum inspired qubit qutrit neural networks for real time financial forecasting

    Apr 20, 2026Kanishk Bakshi, Kathiravan SrinivasanQuantitative FinanceTime Series Forecasting

  13. QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance

    Apr 20, 2026Terence Lim, Kumar Muthuraman, Michael SuryQuantitative FinanceMulti-Agent Collaboration

  14. Dissecting AI Trading: Behavioral Finance and Market Bubbles

    Apr 20, 2026Shumiao Ouyang, Pengfei SuiQuantitative FinanceAlgorithmic Trading

  15. EvoMarket: A High-Fidelity and Scalable Financial Market Simulator

    Apr 20, 2026Muyao Zhong, Zhenhua Yang, Yuxiang Liu +2Quantitative FinanceModel Calibration

  16. The Virtue of Sparsity in Complexity

    Apr 18, 2026Nima Afsharhajari, Jonathan Yu-Meng LiQuantitative FinanceFeature Selection

  17. Improving Machine Learning Performance with Synthetic Augmentation

    Apr 16, 2026Mel Sohm, Charles Dezons, Sami Sellami +2Synthetic Data AugmentationQuantitative Finance

  18. Adaptively trained Physics-informed Radial Basis Function Neural Networks for Solving Multi-asset Option Pricing Problems

    Jan 19, 2026Yan Ma, Yumeng Ren, Elisabeth LarssonQuantitative FinancePDE Solving

  19. Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning

    Dec 29, 2025Zuoyou Jiang, Li Zhao, Rui Sun +6Quantitative FinanceAlgorithmic Trading

  20. LOBERT: Generative AI Foundation Model for Limit Order Book Messages

    Nov 16, 2025Eljas Linna, Kestutis Baltakys, Alexandros Iosifidis +1Quantitative FinanceTime Series Forecasting

  21. Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?

    May 11, 2025Weixian Waylon Li, Hyeonjun Kim, Mihai Cucuringu +1LLM EvaluationQuantitative Finance

  22. Classification of Financial Data Using Quantum Support Vector Machine

    Dec 14, 2024Seemanta Bhattacharjee, MD. Muhtasim Fuad, A. K. M. Fakhrul HossainQuantitative FinanceHybrid Quantum-Classical ML

  23. Data-driven measures of high-frequency trading

    May 13, 2024G. Ibikunle, B. Moews, D. Muravyev +1Quantitative FinanceAlgorithmic Trading