Quantitative Finance

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Overview

Quantitative finance applies mathematical and computational methods to asset pricing, forecasting, portfolio allocation, risk measurement, derivatives, and market microstructure. Common approaches include factor models, econometric time-series methods, deep learning, graph models, and reinforcement learning, alongside tools such as stochastic volatility models and no-arbitrage constraints. Newer work also uses generative models and LLM agents to discover trading signals, simulate markets, and automate research, with evaluation spanning equity panels, options, order books, and portfolio backtests. A central challenge is turning predictive gains into reliable returns after transaction costs and across changing regimes, while preventing leakage and backtest overfitting; simpler econometric baselines often remain difficult to beat.

Latest papers

CardsList

192 papers30 papers in the last four weeks, up 58% on the four weeks before. 0.2% of all new papers.

  1. The Virtue of Sparsity in Complexity

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

    Telfer School of Management University of Ottawa

  2. Improving Machine Learning Performance with Synthetic Augmentation

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

    University of California, Berkeley

  3. Explainable Graph Neural Networks for Interbank Contagion Surveillance: A Regulatory-Aligned Framework for the U.S. Banking Sector

    Apr 14, 2026Mohammad Nasir UddinSpatiotemporal GNNsGraph Attention Networks

    Data Analytics and Applied AI Researcher, Westcliff University, Irvine, CA, USA

  4. A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective

    Apr 10, 2026Olivia Zhang, Zhilin ZhangStock Price ForecastingQuantitative Finance

    Hockaday School, 11600 Welch Rd, Dallas, TX 75229, USA · Lumos Alpha, Dallas, TX 75248, USA

  5. SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series

    Apr 8, 2026Alexandre Alouadi, Grégoire Loeper, Célian Marsala +2Time Series GenerationFinancial Time Series

    BNPP and Ecole Polytechnique. · BNPP and Monash University · BNPP and ENSAE Paris +2

  6. FrontierFinance: A Long-Horizon Computer-Use Benchmark of Real-World Financial Tasks

    Apr 7, 2026Michael Krumdick, Varshini Reddy, Shivani Chaudhary +8Computer-Use Agent BenchmarksLLM Evaluation

    Kensho Technologies · S&P Global · MIT

  7. Bridging Structured Knowledge and Data: A Unified Framework with Finance Applications

    Apr 1, 2026Yi Cao, Zexun Chen, Lin William Cong +1Parameter EstimationQuantitative Finance

    Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University, Suzhou, Jiangsu 215123, PR China. · Management Science and Business Economics Group, Business School, University of Edinburgh, 29 Buccleuch Place, Edinburgh EH8 9JS, UK. · Nanyang Technological University, ABFER, CEPR, & NBER, 91 Nanyang Avenue, Wee Cho Yaw Plaza, Singapore 639956.

  8. Lévy-Flow Models: Heavy-Tail-Aware Normalizing Flows for Financial Risk Management

    Mar 31, 2026Rachid DrissiNormalizing FlowsHeavy-Tailed Distributions

  9. Toward Reliable Evaluation of LLM-Based Financial Multi-Agent Systems: Taxonomy, Coordination Primacy, and Cost Awareness

    Mar 29, 2026Phat Nguyen, Thang PhamMulti-Agent LLMsLLM Agent Evaluation

    Georgia Institute of Technology, Atlanta GA 30332, USA · Adobe Inc., San Jose CA 95110, USA

  10. STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing

    Mar 27, 2026Dominic Gribben, Carolina Allende, Alba Villarino +5Surrogate ModelingGaussian Process Regression

    Multiverse Computing, Paseo de Miramón 170, 20014 San Sebastián, Spain · Multiverse Computing, rue de la Croix Martre, 91120 Palaiseau, France · DIPC, Paseo Manuel de Lardizabal 4, E-20018 San Sebastián, Spain +2

  11. Designing Agentic AI-Based Screening for Portfolio Investment

    Mar 24, 2026Mehmet Caner, Agostino Capponi, Nathan Sun +1FinanceQuantitative Finance

    North Carolina State University, Nelson Hall, Department of Economics, NC 27695. · Columbia University. Department of Industrial Engineering and Operations Research and Columbia Business School. · Columbia University. Department of Industrial Engineering and Operations Research.

  12. Beyond Correlation: Refutation-Validated Aspect-Based Sentiment Analysis for Explainable Energy Market Returns

    Mar 23, 2026Wihan van der Heever, Keane Ong, Ranjan Satapathy +1Financial Sentiment AnalysisAspect-Based Sentiment Analysis

    College of Computing and Data Science, Nanyang Technological University, 50 Nanyang Ave, Singapore, 639798, Singapore · College of Design and Engineering, National University of Singapore, 9 Engineering Drive 1, Singapore, 117575, Singapore · Institute of High Performance Computing, Agency for Science, Technology and Research, Fusionopolis Way, #16-16 Connexis, Singapore, 138632, Singapore

  13. FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading

    Mar 22, 2026Hongyang Yang, Boyu Zhang, Yang She +2Algorithmic TradingQuantitative Finance

    AI4Finance Foundation

  14. FinTradeBench: A Financial Reasoning Benchmark for LLMs

    Mar 19, 2026Yogesh Agrawal, Aniruddha Dutta, Md Mahadi Hasan +2Financial Reasoning in Language ModelsFinancial Reasoning Benchmarks

    University of Central Florida

  15. ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics

    Mar 18, 2026Rahul D RayQuantitative FinanceFinancial Forecasting

    Department of Electronics and Electrical Engineering, BITS Pilani, Hyderabad Campus

  16. CN-Buzz2Portfolio: A Chinese-Market Dataset and Benchmark for LLM-Based Macro and Sector Asset Allocation from Daily Trending Financial News

    Mar 18, 2026Liyuan Chen, Shilong Li, Jiangpeng Yan +3Financial Decision-MakingLLM Agent Evaluation

    Tsinghua Shenzhen International Graduate School · E Fund Management Co., Ltd. · Hong Kong Polytechnic University

  17. From Natural Language to Executable Option Strategies via Large Language Models

    Mar 17, 2026Haochen Luo, Zhengzhao Lai, Junjie Xu +4Algorithmic TradingSemantic Parsing

    City University of Hong Kong · The Chinese University of Hong Kong (Shenzhen) · University of Science and Technology of China +1

  18. FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment

    Mar 17, 2026Qinhong Lin, Ruitao Feng, Yinglun Feng +7Alpha Factor DiscoveryQuantitative Finance

    Beijing University of Posts and Telecommunications, China · Beijing Value Simplex Technology Co., Ltd., China · Yangtze Delta Research Institute, University of Electronic Science and Technology of China, China +1

  19. A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting

    Mar 11, 2026Jing Liu, Maria Grith, Xiaowen Dong +1Financial ForecastingQuantitative Finance

    Department of Statistics, University of Oxford, UK · Finance Department, Neoma Business School, France · Department of Engineering Science, University of Oxford, UK +2

  20. Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals

    Mar 10, 2026Abdulrahman Alswaidan, Jeffrey D. VarnerQuantitative FinanceSynthetic Data Generation

    Robert Frederick Smith School of Chemical and Biomolecular Engineering, Cornell University, Ithaca, NY 14850

  21. A Hybrid Quantum Circuit Born Machine Framework for Financial Volatility Forecasting: Quantum-Assisted Training and Classical Inference

    Mar 10, 2026Yixiong ChenQuantitative FinanceQuantum Machine Learning

  22. AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation

    Mar 10, 2026Zhangyuhua Weng, Shengli Zhang, Taotao Wang +1Alpha Factor DiscoveryQuantitative Finance

    College of Electronic and Information Engineering, Shenzhen University

  23. Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery

    Mar 9, 2026Runze Shi, Shengyu Yan, Yuecheng Cai +1Alpha Factor DiscoveryQuantitative Finance

  24. Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction

    Mar 9, 2026Keonvin ParkQuantitative FinancePortfolio Optimization

    Interdisciplinary Program in Artificial Intelligence, Seoul National University, Seoul, 08829, South Korea

  25. Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash

    Mar 6, 2026Ryuki Hayase, Takanobu Mizuta, Isao YagiFinanceQuantitative Finance

    Department of Informatics, Graduate School of Engineering, Kogakuin University · SPARX Asset Management Co., Ltd. · Department of Information Science, Faculty of Informatics, Kogakuin University

  26. TraderBench: How Robust Are AI Agents in Adversarial Capital Markets?

    Feb 27, 2026Xiaochuang Yuan, Hui Xu, Silvia Xu +2AI Agent EvaluationAI Agent Benchmarks

    UC Santa Cruz

  27. Portfolio Reinforcement Learning with Scenario-Context Rollout

    Feb 27, 2026Vanya Priscillia Bendatu, Yao LuPortfolio OptimizationQuantitative Finance

    National University of Singapore

  28. TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure

    Feb 27, 2026Maxime Kawawa-Beaudan, Srijan Sood, Kassiani Papasotiriou +2Quantitative FinanceGenerative Modeling

    J.P. Morgan AI Research, New York, NY, USA

  29. When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers

    Feb 24, 2026Ursina SanderinkQuantitative FinanceDecision-Making under Uncertainty

  30. Explainable Regime Aware Investing

    Feb 21, 2026Amine BoukardaghaQuantitative FinanceHidden Markov Models

    Columbia University