About one paper in nine that we score (roughly 11%) releases its own code or data. That is the single most useful filter in the archive: a paper with a repository can be re-run, not just re-read, which is the difference between a claim and a result. This page lists every paper that links its authors’ own public repository, ranked by our rigor-weighted score so the most evidence-backed implementations come first. It regenerates daily as new papers are scored.
How the list is built: we scan each paper’s author comments, abstract and full PDF text for GitHub, GitLab, Hugging Face, Zenodo, OSF and Code Ocean links, and keep a link only when it is the authors’ release (“our code is available at…”, a repository owned by an author), not a library, baseline or dataset the paper merely cites. Every link is checked to be live, and URLs that the PDF broke across a line are repaired before they are listed.
Two caveats before you clone anything. A repository is not a reproduction: check that it contains the data pipeline and evaluation code, not only the model, and that the data it expects is obtainable (see finding datasets for quant papers). And “code available” says nothing about correctness; the reproduction guide and the backtest evaluation checklist still apply.
Use the Has code filter in search to combine this with topic, quadrant, and rigor filters.
All papers with code, ranked
- Signature Methods in Stochastic Portfolio Theory Holy Grail Rigor 8.5 · code ↗ 2023
- Latent Continuum of Regimes in Limit Order Book Dynamics Holy Grail Rigor 9 · code ↗ 2026
- Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay Holy Grail Rigor 9 · code ↗ 2026
- Centered MA Dirichlet ARMA for Financial Compositions: Theory & Empirical Evidence Holy Grail Rigor 9 · code ↗ 2025
- Kronos: A Foundation Model for the Language of Financial Markets Holy Grail Rigor 9 · code ↗ 2025
- A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options Holy Grail Rigor 8.5 · code ↗ 2025
- Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach Holy Grail Rigor 8.5 · code ↗ 2025
- A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios Holy Grail Rigor 8.5 · code ↗ 2024
- Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction Holy Grail Rigor 9 · code ↗ 2025
- Exact Phase-Type Point Processes for Certified Measurement and Prediction of Event Streams Holy Grail Rigor 8 · code ↗ 2026
- Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data Holy Grail Rigor 9 · code ↗ 2026
- Statistical Inference for Score Decompositions Holy Grail Rigor 8.5 · code ↗ 2026
- Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting Holy Grail Rigor 8.5 · code ↗ 2025
- DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts Holy Grail Rigor 8.5 · code ↗ 2024
- FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs Holy Grail Rigor 8.5 · code ↗ 2023
- Unbiased Monte Carlo Greeks for Discontinuous Payoffs Holy Grail Rigor 8 · code ↗ 2026
- Unlocking Noisy Real-World Corpora for Foundation Model Pre-Training via Quality-Aware Tokenization Holy Grail Rigor 8 · code ↗ 2026
- Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals Holy Grail Rigor 9 · code ↗ 2025
- Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization Holy Grail Rigor 8 · code ↗ 2025
- A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow Holy Grail Rigor 8 · code ↗ 2025
- Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks Holy Grail Rigor 8 · code ↗ 2025
- The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator Holy Grail Rigor 7.2 · code ↗ 2025
- Bayesian Robust Financial Trading with Adversarial Synthetic Market Data Holy Grail Rigor 8.5 · code ↗ 2026
- FinCast: A Foundation Model for Financial Time-Series Forecasting Holy Grail Rigor 8.5 · code ↗ 2025
- Distributionally Robust Deep Q-Learning Holy Grail Rigor 7.5 · code ↗ 2025
- Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX Holy Grail Rigor 8.5 · code ↗ 2025
- On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets Holy Grail Rigor 7.5 · code ↗ 2023
- Deep Learning Enhanced Realized GARCH Holy Grail Rigor 8.5 · code ↗ 2023
- StochLOB: Heavy-Tailed Score Matching for Robust Limit Order Book Trend Prediction Holy Grail Rigor 8 · code ↗ 2026
- Structured SDEs for Realized GARCH: Continuous-Time Volatility Modelling and Component-Level Analysis Holy Grail Rigor 8 · code ↗ 2026
- CorrFlow: Exact and Permutation-Equivariant Flow Matching on the Correlation Elliptope Holy Grail Rigor 8 · code ↗ 2026
- ForesightFlow: An Information Leakage Score Framework for Prediction Markets Holy Grail Rigor 9 · code ↗ 2026
- Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure Holy Grail Rigor 7 · code ↗ 2025
- Neural option pricing for rough Bergomi model Holy Grail Rigor 7.1 · code ↗ 2024
- A Dirichlet Mixed-Membership Model for Exact Multivariate Distributional Credibility Holy Grail Rigor 7.5 · code ↗ 2026
- Insights on Time-consistent Deep Hedging under Elicitable Dynamic Risk Measures Holy Grail Rigor 7.5 · code ↗ 2026
- Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management Holy Grail Rigor 8.5 · code ↗ 2025
- Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging Holy Grail Rigor 7.5 · code ↗ 2025
- Multivariate Rough Volatility Holy Grail Rigor 7.5 · code ↗ 2024
- Generalized Distribution Prediction for Asset Returns Holy Grail Rigor 8.5 · code ↗ 2024
- Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach Holy Grail Rigor 8.5 · code ↗ 2024
- AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks Holy Grail Rigor 8.5 · code ↗ 2024
- CVA Sensitivities, Hedging and Risk Holy Grail Rigor 7.5 · code ↗ 2024
- Universal randomised signatures for generative time series modelling Holy Grail Rigor 7.5 · code ↗ 2024
- HLOB -- Information Persistence and Structure in Limit Order Books Holy Grail Rigor 7.5 · code ↗ 2024
- Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning Holy Grail Rigor 8.5 · code ↗ 2023
- Event definition and the branching ratio: Hawkes estimates of price-change clustering in the consolidated quote feed Holy Grail Rigor 8 · code ↗ 2026
- Amortized Neural Filtering for Calibrated Posteriors in Statistical Arbitrage Holy Grail Rigor 8 · code ↗ 2026
- Topological Compression of Prediction Market Belief States for Event Forecasting Holy Grail Rigor 8 · code ↗ 2026
- Conditional Weight of Evidence for Gradient-Boosted Credit Models: Estimation, Additivity and Its Relation to Adverse Action Reasons Holy Grail Rigor 8 · code ↗ 2026
- Demand Under a Mechanical Price: Elasticity and Welfare in Ethereum's Data-Availability Market Holy Grail Rigor 9 · code ↗ 2026
- Neural Estimation of Irreversibility in Real and Simulated Limit Order Book Paths Holy Grail Rigor 8 · code ↗ 2026
- FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining Holy Grail Rigor 9 · code ↗ 2026
- MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code Holy Grail Rigor 9 · code ↗ 2026
- Magic strikes for variance and gamma contracts, and other attainable claims Holy Grail Rigor 7 · code ↗ 2026
- Contagion or Macroeconomic Fluctuations? Identifiability in Aggregated Default Data Holy Grail Rigor 8 · code ↗ 2026
- Early Detection of Latent Microstructure Regimes in Limit Order Books Holy Grail Rigor 8 · code ↗ 2026
- Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search Holy Grail Rigor 8 · code ↗ 2026
- Network and Risk Analysis of Surety Bonds Holy Grail Rigor 8 · code ↗ 2025
- Tailoring Portfolio Choice via Quantile-Targeted Policies Holy Grail Rigor 8 · code ↗ 2025
- Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models Holy Grail Rigor 8 · code ↗ 2025
- Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts Holy Grail Rigor 8 · code ↗ 2025
- VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach Holy Grail Rigor 8 · code ↗ 2025
- BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting Holy Grail Rigor 8 · code ↗ 2025
- Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks Holy Grail Rigor 8 · code ↗ 2025
- Dynamic Factor Allocation Leveraging Regime-Switching Signals Holy Grail Rigor 8 · code ↗ 2024
- MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model Holy Grail Rigor 8 · code ↗ 2024
- Is the difference between deep hedging and delta hedging a statistical arbitrage? Holy Grail Rigor 8 · code ↗ 2024
- Semi-parametric financial risk forecasting incorporating multiple realized measures Holy Grail Rigor 8 · code ↗ 2024
- Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach Holy Grail Rigor 8 · code ↗ 2024
- Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification Holy Grail Rigor 8 · code ↗ 2024
- Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools Holy Grail Rigor 8 · code ↗ 2023
- Withdrawal Success Optimization Holy Grail Rigor 8 · code ↗ 2023
- Applying Deep Learning to Calibrate Stochastic Volatility Models Holy Grail Rigor 8 · code ↗ 2023
- Recurrent Neural Networks with more flexible memory: better predictions than rough volatility Holy Grail Rigor 8 · code ↗ 2023
- Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices Holy Grail Rigor 8 · code ↗ 2023
- Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs Holy Grail Rigor 6.8 · code ↗ 2024
- Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting Holy Grail Rigor 8.5 · code ↗ 2026
- Do Whitepaper Claims Predict Market Behavior? Evidence from Cryptocurrency Factor Analysis Holy Grail Rigor 8.5 · code ↗ 2026
- A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data Holy Grail Rigor 7.5 · code ↗ 2026
- Deep Hedging with Options Using the Implied Volatility Surface Holy Grail Rigor 8.5 · code ↗ 2025
- Pricing American options under rough volatility using deep-signatures and signature-kernels Holy Grail Rigor 7.5 · code ↗ 2025
- Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information Holy Grail Rigor 7.5 · code ↗ 2024
- CAESar: Conditional Autoregressive Expected Shortfall Holy Grail Rigor 8.5 · code ↗ 2024
- Machine learning-based similarity measure to forecast M&A from patent data Holy Grail Rigor 8.5 · code ↗ 2024
- Robust Utility Optimization via a GAN Approach Holy Grail Rigor 7.5 · code ↗ 2024
- Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions Holy Grail Rigor 8.5 · code ↗ 2023
- On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making Holy Grail Rigor 7.5 · code ↗ 2023
- Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management Holy Grail Rigor 8.2 · code ↗ 2026
- Is Decentralized Finance Actually Decentralized? An Interdisciplinary Framework Integrating Network Theory, Agent-Based Simulation, and Longitudinal Evidence from Aave, GHO Issuance, and Cross-Chain Expansion Holy Grail Rigor 8 · code ↗ 2026
- Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise Holy Grail Rigor 7 · code ↗ 2025
- The Endogenous Constraint: Hysteresis, Stagflation, and the Structural Inhibition of Monetary Velocity in the Bitcoin Network (2016-2025) Holy Grail Rigor 7 · code ↗ 2025
- Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage Holy Grail Rigor 7 · code ↗ 2025
- Forecasting implied volatility surface with generative diffusion models Holy Grail Rigor 7 · code ↗ 2025
- Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing Holy Grail Rigor 7 · code ↗ 2025
- An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps Holy Grail Rigor 7 · code ↗ 2025
- Deep Learning Option Pricing with Market Implied Volatility Surfaces Holy Grail Rigor 8 · code ↗ 2025
- Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees Holy Grail Rigor 7 · code ↗ 2025
- Optimal Fees for Liquidity Provision in Automated Market Makers Holy Grail Rigor 8 · code ↗ 2025
- Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis Holy Grail Rigor 7 · code ↗ 2025
- Limit Order Book Event Stream Prediction with Diffusion Model Holy Grail Rigor 8 · code ↗ 2024
- Time-Causal VAE: Robust Financial Time Series Generator Holy Grail Rigor 7 · code ↗ 2024
- Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction Holy Grail Rigor 8 · code ↗ 2024
- A deep primal-dual BSDE method for optimal stopping problems Holy Grail Rigor 7 · code ↗ 2024
- State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing Holy Grail Rigor 7 · code ↗ 2024
- EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning Holy Grail Rigor 7 · code ↗ 2024
- Designing Time-Series Models With Hypernetworks & Adversarial Portfolios Holy Grail Rigor 8 · code ↗ 2024
- Operator Deep Smoothing for Implied Volatility Holy Grail Rigor 7 · code ↗ 2024
- Dynamic Asset Allocation with Asset-Specific Regime Forecasts Holy Grail Rigor 8 · code ↗ 2024
- Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism Holy Grail Rigor 8 · code ↗ 2024
- Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems Holy Grail Rigor 7 · code ↗ 2024
- Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options Holy Grail Rigor 7 · code ↗ 2024
- Detecting Anomalous Events in Object-centric Business Processes via Graph Neural Networks Holy Grail Rigor 8 · code ↗ 2024
- Path Shadowing Monte-Carlo Holy Grail Rigor 7 · code ↗ 2023
- Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods Holy Grail Rigor 7 · code ↗ 2023
- Failure of Fourier pricing techniques to approximate the Greeks Holy Grail Rigor 7 · code ↗ 2023
- Swing contract pricing: with and without Neural Networks Holy Grail Rigor 7 · code ↗ 2023
- Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning Holy Grail Rigor 8 · code ↗ 2023
- Deep Learning for Continuous-time Stochastic Control with Jumps Holy Grail Rigor 6.5 · code ↗ 2025
- The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book Street Traders Rigor 9.5 · code ↗ 2026
- Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning Holy Grail Rigor 8.5 · code ↗ 2025
- RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays Holy Grail Rigor 8.5 · code ↗ 2025
- ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets Holy Grail Rigor 8.8 · code ↗ 2026
- Comparing tail forecasts: the number of exceedances is the sample size Holy Grail Rigor 7 · code ↗ 2026
- Simple Portfolios that Deliver Consistent Decent Returns Holy Grail Rigor 8 · code ↗ 2026
- Certifying Reward Alignment in Portfolio Reinforcement Learning Holy Grail Rigor 7 · code ↗ 2026
- LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models Holy Grail Rigor 8 · code ↗ 2026
- Probability-Weighting Functions for Normal Tempered-Stable Laws: Orthogonal Channels and Information-Theoretic Indices Holy Grail Rigor 7 · code ↗ 2026
- Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models Holy Grail Rigor 7 · code ↗ 2026
- Do Rollups Self-Organize? Multi-Agent Reinforcement Learning in the EIP-4844 Blob Fee Market Holy Grail Rigor 8 · code ↗ 2026
- MLP-Initialized Reinforcement Learning for Exit Timing in SPX Short-Straddle Portfolios Holy Grail Rigor 8 · code ↗ 2026
- Model-agnostic noise reduction for high-dimensional time series data Holy Grail Rigor 7 · code ↗ 2026
- Evaluating the Predictive Validity of ICT's Accumulation-Manipulation-Distribution (AMD) Model on CME E-Mini NASDAQ-100 Futures Holy Grail Rigor 9 · code ↗ 2026
- Scaling Laws, Tabular Data and Actuarial Ratemaking Models Holy Grail Rigor 8 · code ↗ 2026
- Alpha Discovery via Grammar-Guided Learning and Search Holy Grail Rigor 8 · code ↗ 2026
- A high-frequency approach to Realized Risk Measures Holy Grail Rigor 8 · code ↗ 2025
- ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets Holy Grail Rigor 8 · code ↗ 2025
- Forecasting Probability Distributions of Financial Returns with Deep Neural Networks Holy Grail Rigor 8 · code ↗ 2025
- Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF) Holy Grail Rigor 9 · code ↗ 2025
- Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options Holy Grail Rigor 8 · code ↗ 2025
- Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion Holy Grail Rigor 7 · code ↗ 2025
- Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data Holy Grail Rigor 8 · code ↗ 2025
- Corporate Fraud Detection in Rich-yet-Noisy Financial Graph Holy Grail Rigor 8 · code ↗ 2025
- Scalable Signature-Based Distribution Regression via Reference Sets Holy Grail Rigor 7 · code ↗ 2024
- Macroscopic properties of equity markets: stylized facts and portfolio performance Holy Grail Rigor 8 · code ↗ 2024
- Portfolio optimisation: bridging the gap between theory and practice Holy Grail Rigor 8 · code ↗ 2024
- AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors Holy Grail Rigor 8 · code ↗ 2024
- Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression Holy Grail Rigor 8 · code ↗ 2024
- Mean-Field Microcanonical Gradient Descent Holy Grail Rigor 7 · code ↗ 2024
- Optimizing Transition Strategies for Small to Medium Sized Portfolios Holy Grail Rigor 7 · code ↗ 2024
- Reinforcement Learning for Financial Index Tracking Holy Grail Rigor 7 · code ↗ 2023
- A Unified Framework for Fast Large-Scale Portfolio Optimization Holy Grail Rigor 8 · code ↗ 2023
- Data-driven Approach for Static Hedging of Exchange Traded Options Holy Grail Rigor 8 · code ↗ 2023
- Implied Volatility Expansions for VIX Options in Forward Variance Models Holy Grail Rigor 6.5 · code ↗ 2026
- Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion Holy Grail Rigor 8.5 · code ↗ 2026
- A Bayesian approach to out-of-sample network reconstruction Holy Grail Rigor 7.5 · code ↗ 2026
- Same Returns, Different Risks: How Cryptocurrency Markets Process Infrastructure vs Regulatory Shocks Holy Grail Rigor 8.5 · code ↗ 2026
- Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets Holy Grail Rigor 6.5 · code ↗ 2026
- On the use of case estimate and transactional payment data in neural networks for individual loss reserving Holy Grail Rigor 8.5 · code ↗ 2025
- SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs Holy Grail Rigor 7.5 · code ↗ 2025
- Stochastic portfolio theory with price impact Holy Grail Rigor 6.5 · code ↗ 2025
- Optimal Dynamic Fees in Automated Market Makers Holy Grail Rigor 6.5 · code ↗ 2025
- A deep solver for backward stochastic Volterra integral equations Holy Grail Rigor 6.5 · code ↗ 2025
- LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage Holy Grail Rigor 7.5 · code ↗ 2024
- Uncertainty Quantification in Portfolio Temperature Alignment Holy Grail Rigor 6.5 · code ↗ 2024
- Non-concave stochastic optimal control in finite discrete time under model uncertainty Holy Grail Rigor 6.5 · code ↗ 2024
- A Game of Competition for Risk Holy Grail Rigor 6.5 · code ↗ 2023
- PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets Holy Grail Rigor 8.5 · code ↗ 2023
- Depositing More Should Not Earn Less: Supplier Income Monotonicity and Rate Curve Design in Pooled Lending Markets Holy Grail Rigor 7 · code ↗ 2026
- Algorithmic Collusion Without Deterrence: Auditing the Punishment Mechanism in Q-Learning Pricing Agents Holy Grail Rigor 8 · code ↗ 2026
- The end-of-month option in futures contracts and the Gittins index of holding the underlying Holy Grail Rigor 6 · code ↗ 2026
- Agent Policy-Value Audit: Separating Transition Composition from Event Selection in Financial LLM Agents Holy Grail Rigor 8 · code ↗ 2026
- The Efficient Frontier from a LASSO Solver Holy Grail Rigor 7 · code ↗ 2026
- A multi-view contrastive learning framework for spatial embeddings in risk modelling Holy Grail Rigor 8 · code ↗ 2025
- A Practical Machine Learning Approach for Dynamic Stock Recommendation Holy Grail Rigor 8 · code ↗ 2025
- Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities Holy Grail Rigor 8 · code ↗ 2025
- NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction Holy Grail Rigor 7 · code ↗ 2025
- International Financial Markets Through 150 Years: Evaluating Stylized Facts Street Traders Rigor 9 · code ↗ 2025
- Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting Holy Grail Rigor 7 · code ↗ 2025
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series Holy Grail Rigor 7 · code ↗ 2024
- Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks Holy Grail Rigor 7 · code ↗ 2024
- Reinforcement Learning in High-frequency Market Making Holy Grail Rigor 6 · code ↗ 2024
- Deep calibration with random grids Holy Grail Rigor 7 · code ↗ 2023
- Neural networks can detect model-free static arbitrage strategies Holy Grail Rigor 6 · code ↗ 2023
- Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints Holy Grail Rigor 7 · code ↗ 2022
- A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence Holy Grail Rigor 7.5 · code ↗ 2026
- Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces Holy Grail Rigor 7.5 · code ↗ 2026
- Modeling structure and credit risk of the economy: a multilayer bank-firm network approach Holy Grail Rigor 7.5 · code ↗ 2026
- Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization Holy Grail Rigor 7.5 · code ↗ 2026
- Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series Holy Grail Rigor 7.5 · code ↗ 2025
- Machine Learning with Multitype Protected Attributes: Intersectional Fairness through Regularisation Holy Grail Rigor 7.5 · code ↗ 2025
- Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings Holy Grail Rigor 7.5 · code ↗ 2025
- Graph Signal Processing for Global Stock Market Realized Volatility Forecasting Holy Grail Rigor 7.5 · code ↗ 2024
- Dynamical analysis of financial stocks network: improving forecasting using network properties Holy Grail Rigor 7.5 · code ↗ 2024
- Watanabe's expansion: A Solution for the convexity conundrum Holy Grail Rigor 6.5 · code ↗ 2024
- Predicting the volatility of major energy commodity prices: the dynamic persistence model Holy Grail Rigor 7.5 · code ↗ 2024
- TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start Holy Grail Rigor 7.5 · code ↗ 2023
- Robust Hedging GANs Holy Grail Rigor 6.5 · code ↗ 2023
- The Dynamic Persistence of Economic Shocks Holy Grail Rigor 7.5 · code ↗ 2023
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network Holy Grail Rigor 7.5 · code ↗ 2023
- Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks Holy Grail Rigor 6.5 · code ↗ 2023
- Machine Learning with High-Cardinality Categorical Features in Actuarial Applications Holy Grail Rigor 7.5 · code ↗ 2023
- CDO calibration via Magnus Expansion and Deep Learning Holy Grail Rigor 6.5 · code ↗ 2022
- Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios Holy Grail Rigor 6 · code ↗ 2026
- DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books Holy Grail Rigor 8 · code ↗ 2026
- AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration Holy Grail Rigor 6 · code ↗ 2025
- Reinforcement Learning for Trade Execution with Market Impact Holy Grail Rigor 6 · code ↗ 2025
- Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Holy Grail Rigor 6 · code ↗ 2025
- Polyspectral Mean based Time Series Clustering of Indian Stock Market Holy Grail Rigor 6 · code ↗ 2025
- Ornstein-Uhlenbeck Process for Horse Race Betting: A Micro-Macro Analysis of Herding and Informed Bettors Holy Grail Rigor 6 · code ↗ 2025
- Computing Systemic Risk Measures with Graph Neural Networks Holy Grail Rigor 6 · code ↗ 2024
- Trading with Time Series Causal Discovery: An Empirical Study Holy Grail Rigor 6 · code ↗ 2024
- The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency Holy Grail Rigor 6 · code ↗ 2024
- Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics Holy Grail Rigor 6 · code ↗ 2024
- Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints Holy Grail Rigor 6 · code ↗ 2024
- An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting Holy Grail Rigor 6 · code ↗ 2024
- Jump detection in high-frequency order prices Holy Grail Rigor 6 · code ↗ 2024
- Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes Holy Grail Rigor 6 · code ↗ 2024
- The McCormick martingale optimal transport Holy Grail Rigor 6 · code ↗ 2024
- An Explicit Scheme for Pathwise XVA Computations Holy Grail Rigor 6 · code ↗ 2024
- Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff Holy Grail Rigor 8 · code ↗ 2023
- Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies Holy Grail Rigor 6 · code ↗ 2023
- Transformers versus LSTMs for electronic trading Street Traders Rigor 8 · code ↗ 2023
- Derivatives Sensitivities Computation under Heston Model on GPU Holy Grail Rigor 6 · code ↗ 2023
- Some challenges of calibrating differentiable agent-based models Lab Rats Rigor 6 · code ↗ 2023
- Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures Holy Grail Rigor 6 · code ↗ 2023
- An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition Holy Grail Rigor 8 · code ↗ 2023
- Age and market capitalization drive large price variations of cryptocurrencies Holy Grail Rigor 8 · code ↗ 2023
- Vector-Quantized Discrete Latent Factors Meet Financial Price Dynamics Holy Grail Rigor 6.5 · code ↗ 2026
- Explainable Federated Learning for U.S. State-Level Financial Distress Modeling Holy Grail Rigor 7.5 · code ↗ 2025
- Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News Holy Grail Rigor 7.5 · code ↗ 2025
- Pricing American options with exogenous and endogenous transaction costs Holy Grail Rigor 6.5 · code ↗ 2025
- TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Holy Grail Rigor 7.5 · code ↗ 2025
- Aproximación práctica a los métodos de selección de portafolios de inversión Holy Grail Rigor 7.5 · code ↗ 2024
- Political Leanings in Web3 Betting: Decoding the Interplay of Political and Profitable Motives Street Traders Rigor 8.5 · code ↗ 2024
- A multistate approach to disability insurance reserving with information delays Holy Grail Rigor 6.5 · code ↗ 2023
- Closed-form solutions for VIX derivatives in a Legendre empirical model Holy Grail Rigor 6.5 · code ↗ 2023
- Quantum Boltzmann Machines: Applications in Quantitative Finance Holy Grail Rigor 6.5 · code ↗ 2023
- Early Detection of Pension-Sponsor Distress from Public Filings: A Sponsor Vulnerability Index, Stress-Augmented VaR, and Dynamic Self-Investment Caps Holy Grail Rigor 8 · code ↗ 2026
- Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting Holy Grail Rigor 8 · code ↗ 2026
- SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series Holy Grail Rigor 6 · code ↗ 2026
- Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange Holy Grail Rigor 8 · code ↗ 2026
- A comprehensive review and analysis of different modeling approaches for financial index tracking problem Holy Grail Rigor 7 · code ↗ 2026
- Efficient Calibration in the rough Bergomi model by Wasserstein distance Holy Grail Rigor 6 · code ↗ 2025
- The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis Holy Grail Rigor 7 · code ↗ 2025
- DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection Holy Grail Rigor 7 · code ↗ 2025
- Community-level Contagion among Diverse Financial Assets Holy Grail Rigor 7 · code ↗ 2025
- Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions Holy Grail Rigor 6 · code ↗ 2025
- Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets Holy Grail Rigor 7 · code ↗ 2025
- Words That Unite The World: A Unified Framework for Deciphering Central Bank Communications Globally Street Traders Rigor 9 · code ↗ 2025
- Causal analysis of extreme risk in a network of industry portfolios Holy Grail Rigor 6 · code ↗ 2025
- M6 Investment Challenge: The Role of Luck and Strategic Considerations Holy Grail Rigor 7 · code ↗ 2024
- Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization Holy Grail Rigor 7 · code ↗ 2024
- Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data Holy Grail Rigor 6 · code ↗ 2023
- Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns Holy Grail Rigor 6 · code ↗ 2023
- LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study Holy Grail Rigor 7 · code ↗ 2023
- Market Making with Deep Reinforcement Learning from Limit Order Books Holy Grail Rigor 6 · code ↗ 2023
- An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers Holy Grail Rigor 6 · code ↗ 2023
- A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation Holy Grail Rigor 7 · code ↗ 2023
- Variable Clustering via Distributionally Robust Nodewise Regression Holy Grail Rigor 6 · code ↗ 2022
- Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning Holy Grail Rigor 6.5 · code ↗ 2024
- Coordination as an Architectural Layer for LLM-Based Multi-Agent Systems Holy Grail Rigor 7.5 · code ↗ 2026
- Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases Holy Grail Rigor 7.5 · code ↗ 2026
- The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions Holy Grail Rigor 7.5 · code ↗ 2026
- Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk Holy Grail Rigor 5.5 · code ↗ 2026
- Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics Holy Grail Rigor 7.5 · code ↗ 2026
- XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation Street Traders Rigor 8.5 · code ↗ 2026
- LLM-Enhanced Black-Litterman Portfolio Optimization Street Traders Rigor 8.5 · code ↗ 2025
- Forecasting realized volatility in the stock market: a path-dependent perspective Holy Grail Rigor 7.5 · code ↗ 2025
- Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents Street Traders Rigor 8.5 · code ↗ 2025
- A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk Street Traders Rigor 8.5 · code ↗ 2025
- Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days Holy Grail Rigor 7.5 · code ↗ 2024
- Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications Street Traders Rigor 8.5 · code ↗ 2024
- Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients Holy Grail Rigor 6.5 · code ↗ 2024
- Distributional Refinement Network: Distributional Forecasting via Deep Learning Holy Grail Rigor 7.5 · code ↗ 2024
- Measuring Name Concentrations through Deep Learning Holy Grail Rigor 6.5 · code ↗ 2024
- Markowitz Portfolio Construction at Seventy Holy Grail Rigor 6.5 · code ↗ 2024
- Primal and dual optimal stopping with signatures Holy Grail Rigor 5.5 · code ↗ 2023
- A neural network based model for multi-dimensional nonlinear Hawkes processes Holy Grail Rigor 6.5 · code ↗ 2023
- Deep Quadratic Hedging Holy Grail Rigor 5.5 · code ↗ 2022
- PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading Holy Grail Rigor 7 · code ↗ 2026
- Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios Holy Grail Rigor 6 · code ↗ 2026
- Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields Holy Grail Rigor 6 · code ↗ 2026
- An operator-level ARCH Model Holy Grail Rigor 5 · code ↗ 2026
- Nansde-net: A neural sde framework for generating time series with memory Holy Grail Rigor 6 · code ↗ 2026
- The Extremity Premium: Sentiment Regimes and Adverse Selection in Cryptocurrency Markets Street Traders Rigor 8 · code ↗ 2026
- Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations Holy Grail Rigor 6 · code ↗ 2025
- Towards Causal Market Simulators Holy Grail Rigor 6 · code ↗ 2025
- Jump risk premia in the presence of clustered jumps Holy Grail Rigor 6 · code ↗ 2025
- Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange Holy Grail Rigor 6 · code ↗ 2025
- Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches Holy Grail Rigor 6 · code ↗ 2025
- QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning Holy Grail Rigor 6 · code ↗ 2025
- Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance Holy Grail Rigor 6 · code ↗ 2025
- Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting Street Traders Rigor 8 · code ↗ 2025
- R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization Street Traders Rigor 8 · code ↗ 2025
- Can LLM-based Financial Investing Strategies Outperform the Market in Long Run? Street Traders Rigor 8 · code ↗ 2025
- Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling Holy Grail Rigor 6 · code ↗ 2025
- Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization Street Traders Rigor 9 · code ↗ 2025
- Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning Holy Grail Rigor 6 · code ↗ 2025
- MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management Holy Grail Rigor 6 · code ↗ 2024
- Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange Holy Grail Rigor 6 · code ↗ 2024
- Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing Holy Grail Rigor 6 · code ↗ 2024
- Generative modelling of financial time series with structured noise and MMD-based signature learning Holy Grail Rigor 6 · code ↗ 2024
- Inferring financial stock returns correlation from complex network analysis Holy Grail Rigor 6 · code ↗ 2024
- FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets Holy Grail Rigor 6 · code ↗ 2024
- Alpha^2: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning Holy Grail Rigor 6 · code ↗ 2024
- The implied volatility surface (also) is path-dependent Holy Grail Rigor 6 · code ↗ 2023
- Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks Holy Grail Rigor 6 · code ↗ 2023
- Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading Holy Grail Rigor 6 · code ↗ 2023
- Quantifying the relative importance of the spatial and temporal resolution in energy systems optimisation model Holy Grail Rigor 7 · code ↗ 2023
- Towards Generalizable Reinforcement Learning for Trade Execution Holy Grail Rigor 6 · code ↗ 2023
- Efficient Risk Estimation for the Credit Valuation Adjustment Holy Grail Rigor 6 · code ↗ 2023
- Fill-Side Non-Retail Trading on Polymarket: An Empirical Study of Behavioral Tiers and Microstructure Signatures Under Quote-Attribution Constraints Street Traders Rigor 8.5 · code ↗ 2026
- Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect? Street Traders Rigor 8.5 · code ↗ 2026
- PolyBench: Benchmarking LLM Forecasting and Trading Capabilities on Live Prediction Market Data Street Traders Rigor 8.5 · code ↗ 2026
- BondBERT: What we learn when assigning sentiment in the bond market Street Traders Rigor 7.5 · code ↗ 2025
- American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework Holy Grail Rigor 5.5 · code ↗ 2025
- Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach Street Traders Rigor 8.5 · code ↗ 2025
- From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting Street Traders Rigor 7.5 · code ↗ 2025
- Combined climate stress testing of supply-chain networks and the financial system with nation-wide firm-level emission estimates Street Traders Rigor 8.5 · code ↗ 2025
- Time-Series Foundation AI Model for Value-at-Risk Forecasting Street Traders Rigor 8.5 · code ↗ 2024
- Non-Atomic Arbitrage in Decentralized Finance Street Traders Rigor 8.5 · code ↗ 2024
- Multi-step-ahead Stock Price Prediction Using Recurrent Fuzzy Neural Network and Variational Mode Decomposition Holy Grail Rigor 6.5 · code ↗ 2022
- 4Cast Lab: Open-Source App for Machine Learning & Statistical Analysis Street Traders Rigor 8 · code ↗ 2026
- Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study Street Traders Rigor 8 · code ↗ 2026
- When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets Street Traders Rigor 8 · code ↗ 2026
- Deep Learning of Robust Market Making under Regime-Switching Order Flow Holy Grail Rigor 6 · code ↗ 2026
- Multi-period Learning for Financial Time Series Forecasting Street Traders Rigor 8 · code ↗ 2025
- JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading Street Traders Rigor 8 · code ↗ 2025
- Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises Holy Grail Rigor 6 · code ↗ 2025
- Aligning Language Models with Investor and Market Behavior for Financial Recommendations Holy Grail Rigor 7 · code ↗ 2025
- Adaptive and Regime-Aware RL for Portfolio Optimization Holy Grail Rigor 6 · code ↗ 2025
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- LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU Holy Grail Rigor 6 · code ↗ 2024
- Stylized facts in Web3 Street Traders Rigor 8 · code ↗ 2024
- Contrastive Learning of Asset Embeddings from Financial Time Series Holy Grail Rigor 7 · code ↗ 2024
- Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems Holy Grail Rigor 5 · code ↗ 2024
- Scalable Agent-Based Modeling for Complex Financial Market Simulations Holy Grail Rigor 6 · code ↗ 2023
- Epps Effect and the Signature of Short-Term Momentum Traders Holy Grail Rigor 7 · code ↗ 2023
- Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction Holy Grail Rigor 6 · code ↗ 2023
- From characteristic functions to multivariate distribution functions and European option prices by the damped COS method Holy Grail Rigor 5 · code ↗ 2023
- Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification Holy Grail Rigor 6 · code ↗ 2023
- Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints Lab Rats Rigor 4.5 · code ↗ 2025
- Representation Learning for Regime detection in Block Hierarchical Financial Markets Lab Rats Rigor 4.5 · code ↗ 2024
- Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends Street Traders Rigor 8.5 · code ↗ 2026
- A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques Street Traders Rigor 8.5 · code ↗ 2026
- Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing Lab Rats Rigor 4.5 · code ↗ 2025
- A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction Holy Grail Rigor 5.5 · code ↗ 2025
- SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation Street Traders Rigor 8.5 · code ↗ 2024
- Dissecting Multifractal detrended cross-correlation analysis Lab Rats Rigor 5.5 · code ↗ 2024
- Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series Street Traders Rigor 8.5 · code ↗ 2023
- Tokenised Sukuk: A Verifiable Architecture for Asset Evidence and Programmable Shariah Compliance Holy Grail Rigor 7 · code ↗ 2026
- Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026 Holy Grail Rigor 6 · code ↗ 2026
- Financial Anomaly Detection for the Canadian Market Holy Grail Rigor 6 · code ↗ 2026
- Testing replication for an agent-based model of market fragmentation and latency arbitrage Street Traders Rigor 8 · code ↗ 2026
- A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting Holy Grail Rigor 6 · code ↗ 2026
- QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining Street Traders Rigor 8 · code ↗ 2026
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- Impact by design: translating Lead times in flux into an R handbook with code Holy Grail Rigor 7 · code ↗ 2025
- Reasoning on Time-Series for Financial Technical Analysis Holy Grail Rigor 6 · code ↗ 2025
- A Mixed-Form PINNS (MF-PINNS) For Solving The Coupled Stokes-Darcy Equations Holy Grail Rigor 5 · code ↗ 2025
- Deep learning CAT bond valuation Holy Grail Rigor 6 · code ↗ 2025
- FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports Street Traders Rigor 8 · code ↗ 2025
- FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents Holy Grail Rigor 6 · code ↗ 2025
- Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading Holy Grail Rigor 6 · code ↗ 2024
- Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime Lab Rats Rigor 4 · code ↗ 2024
- Enhancement of price trend trading strategies via image-induced importance weights Holy Grail Rigor 6 · code ↗ 2024
- When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments Street Traders Rigor 8 · code ↗ 2024
- Deep learning for quadratic hedging in incomplete jump market Holy Grail Rigor 5 · code ↗ 2024
- Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach Lab Rats Rigor 4 · code ↗ 2024
- Optimal market-neutral currency trading on the cryptocurrency platform Holy Grail Rigor 6 · code ↗ 2024
- Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling Holy Grail Rigor 6 · code ↗ 2024
- Emoji Driven Crypto Assets Market Reactions Holy Grail Rigor 6 · code ↗ 2024
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- DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting Holy Grail Rigor 6 · code ↗ 2023
- Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return Holy Grail Rigor 6 · code ↗ 2023
- Inefficiency of CFMs: hedging perspective and agent-based simulations Holy Grail Rigor 6 · code ↗ 2023
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- Universal approximation with signatures of non-geometric rough paths Lab Rats Rigor 4.5 · code ↗ 2026
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- Implementing Optimal Taxation: A Constrained Optimization Framework for Tax Reform Holy Grail Rigor 6.5 · code ↗ 2025
- From Rattle to Roar: Optimizer Showdown for MambaStock on S&P 500 Street Traders Rigor 7.5 · code ↗ 2025
- Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement Lab Rats Rigor 4.5 · code ↗ 2025
- Towards Temporal-Aware Multi-Modal Retrieval Augmented Generation in Finance Street Traders Rigor 8.5 · code ↗ 2025
- When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks Street Traders Rigor 7.5 · code ↗ 2025
- A Comparative Study of DSPy Teleprompter Algorithms for Aligning Large Language Models Evaluation Metrics to Human Evaluation Street Traders Rigor 7.5 · code ↗ 2024
- Withdrawal Success Optimization in a Pooled Annuity Fund Holy Grail Rigor 5.5 · code ↗ 2024
- Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting Holy Grail Rigor 6.5 · code ↗ 2023
- Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data Holy Grail Rigor 6.5 · code ↗ 2023
- A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation Lab Rats Rigor 4.5 · code ↗ 2023
- Auto.gov: Learning-based Governance for Decentralized Finance (DeFi) Holy Grail Rigor 6.5 · code ↗ 2023
- Quantum Monte Carlo algorithm for option pricing and its complexity analysis Lab Rats Rigor 4.5 · code ↗ 2023
- Residual Learning in Empirical Asset Pricing Holy Grail Rigor 6 · code ↗ 2026
- Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns Street Traders Rigor 8 · code ↗ 2026
- Fusing Narrative Semantics for Financial Volatility Forecasting Street Traders Rigor 7 · code ↗ 2025
- Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions Street Traders Rigor 7 · code ↗ 2025
- BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models Street Traders Rigor 7 · code ↗ 2025
- Label Unbalance in High-frequency Trading Street Traders Rigor 8 · code ↗ 2025
- A multi-factor market-neutral investment strategy for New York Stock Exchange equities Holy Grail Rigor 6 · code ↗ 2024
- MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU Holy Grail Rigor 6 · code ↗ 2024
- Robust financial calibration: a Bayesian approach for neural SDEs Lab Rats Rigor 4 · code ↗ 2024
- MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading Holy Grail Rigor 6 · code ↗ 2024
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- Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models Street Traders Rigor 8 · code ↗ 2024
- Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall Lab Rats Rigor 4 · code ↗ 2023
- Machine Learning-powered Pricing of the Multidimensional Passport Option Lab Rats Rigor 4 · code ↗ 2023
- FinGPT: Open-Source Financial Large Language Models Street Traders Rigor 8 · code ↗ 2023
- Convex optimization over a probability simplex Holy Grail Rigor 5 · code ↗ 2023
- When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging Street Traders Rigor 7.5 · code ↗ 2026
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- Circular Directional Flow Decomposition of Networks Holy Grail Rigor 5.5 · code ↗ 2025
- Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation Street Traders Rigor 8.5 · code ↗ 2025
- FNSPID: A Comprehensive Financial News Dataset in Time Series Street Traders Rigor 8.5 · code ↗ 2024
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- Tractable bank capital structure: optimal control under Basel III constraints Lab Rats Rigor 4 · code ↗ 2026
- Manipulation in Prediction Markets: An Agent-based Modeling Experiment Holy Grail Rigor 6 · code ↗ 2026
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- SoK: Stablecoins for Digital Transformation -- Design, Metrics, and Application with Real World Asset Tokenization as a Case Study Street Traders Rigor 8 · code ↗ 2025
- Quantum generative modeling for financial time series with temporal correlations Lab Rats Rigor 4 · code ↗ 2025
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- Utilizing Pre-trained and Large Language Models for 10-K Items Segmentation Street Traders Rigor 8 · code ↗ 2025
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- Quantformer: from attention to profit with a quantitative transformer trading strategy Holy Grail Rigor 6 · code ↗ 2024
- A path-dependent PDE solver based on signature kernels Lab Rats Rigor 4 · code ↗ 2024
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- FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models Street Traders Rigor 8 · code ↗ 2023
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- Logarithmic regret in the ergodic Avellaneda-Stoikov market making model Lab Rats Rigor 3.5 · code ↗ 2024
- Towards Verifiability of Total Value Locked (TVL) in Decentralized Finance Street Traders Rigor 7.5 · code ↗ 2025
- FinRobot: AI Agent for Equity Research and Valuation with Large Language Models Street Traders Rigor 7.5 · code ↗ 2024
- Combining supervised and unsupervised learning methods to predict financial market movements Holy Grail Rigor 5.5 · code ↗ 2024
- Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training Street Traders Rigor 8.5 · code ↗ 2024
- From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset Street Traders Rigor 7.5 · code ↗ 2024
- Governed Self-Evolution for Autonomous Investing: A Multi-Agent LLM System with an Invariant Core Holy Grail Rigor 6 · code ↗ 2026
- PyFi: Toward Pyramid-like Financial Image Understanding for VLMs via Adversarial Agents Street Traders Rigor 7 · code ↗ 2025
- Technical Analysis Meets Machine Learning: Bitcoin Evidence Street Traders Rigor 6 · code ↗ 2025
- EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements Street Traders Rigor 8 · code ↗ 2025
- FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data Street Traders Rigor 8 · code ↗ 2025
- Unsupervised learning-based calibration scheme for Rough Bergomi model Lab Rats Rigor 4 · code ↗ 2024
- UCFE: A User-Centric Financial Expertise Benchmark for Large Language Models Street Traders Rigor 8 · code ↗ 2024
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- Adaptive Multilevel Stochastic Approximation of the Value-at-Risk Lab Rats Rigor 3 · code ↗ 2024
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- DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations Street Traders Rigor 6.5 · code ↗ 2024
- Risk measures based on weak optimal transport Lab Rats Rigor 3.5 · code ↗ 2023
- Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning Street Traders Rigor 6.8 · code ↗ 2022
- From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles Lab Rats Rigor 4 · code ↗ 2026
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- What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD Street Traders Rigor 7 · code ↗ 2025
- The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications Street Traders Rigor 8 · code ↗ 2025
- Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning Street Traders Rigor 6 · code ↗ 2025
- Performative Market Making Lab Rats Rigor 3 · code ↗ 2025
- Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection Street Traders Rigor 7 · code ↗ 2025
- Modeling metaorder impact with a Non-Markovian Zero Intelligence model Lab Rats Rigor 4 · code ↗ 2025
- Automate Strategy Finding with LLM in Quant Investment Street Traders Rigor 6 · code ↗ 2024
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- FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading Street Traders Rigor 6.5 · code ↗ 2026
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- Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams Street Traders Rigor 6.5 · code ↗ 2023
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- American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs Lab Rats Rigor 3 · code ↗ 2026
- Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models Street Traders Rigor 6 · code ↗ 2026
- Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance Street Traders Rigor 6 · code ↗ 2026
- All That Glisters Is Not Gold: A Benchmark for Reference-Free Counterfactual Financial Misinformation Detection Street Traders Rigor 7 · code ↗ 2026
- Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing Street Traders Rigor 7 · code ↗ 2025
- Mean Field Analysis of Mutual Insurance Market Lab Rats Rigor 3 · code ↗ 2025
- It Looks All the Same to Me: Cross-index Training for Long-term Financial Series Prediction Street Traders Rigor 7 · code ↗ 2025
- Robust mean-field control under common noise uncertainty Lab Rats Rigor 3 · code ↗ 2025
- AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining Street Traders Rigor 6 · code ↗ 2025
- S-shaped Utility Maximization with VaR Constraint and Partial Information Lab Rats Rigor 3 · code ↗ 2025
- FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making Street Traders Rigor 6 · code ↗ 2025
- Goal-based portfolio selection with mental accounting Lab Rats Rigor 3 · code ↗ 2025
- A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Lab Rats Rigor 3 · code ↗ 2025
- ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books Street Traders Rigor 6 · code ↗ 2025
- State spaces of multifactor approximations of nonnegative Volterra processes Lab Rats Rigor 3 · code ↗ 2024
- Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading Street Traders Rigor 6 · code ↗ 2024
- AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation Lab Rats Rigor 3 · code ↗ 2024
- ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes Lab Rats Rigor 3 · code ↗ 2024
- Discrete approximation of risk-based prices under volatility uncertainty Lab Rats Rigor 3 · code ↗ 2024
- Risk-indifference Pricing of American-style Contingent Claims Lab Rats Rigor 3 · code ↗ 2024
- Unified Approach for Hedging Impermanent Loss of Liquidity Provision Lab Rats Rigor 3 · code ↗ 2024
- Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement Lab Rats Rigor 3 · code ↗ 2024
- Offline Digital Euro: a Minimum Viable CBDC using Groth-Sahai proofs Lab Rats Rigor 3 · code ↗ 2024
- Autonomous Sparse Mean-CVaR Portfolio Optimization Lab Rats Rigor 3 · code ↗ 2024
- BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks Street Traders Rigor 6 · code ↗ 2024
- Unwinding Stochastic Order Flow: When to Warehouse Trades Lab Rats Rigor 3 · code ↗ 2023
- FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets Street Traders Rigor 7 · code ↗ 2023
- Resolving a Clearing Member's Default, A Radner Equilibrium Approach Lab Rats Rigor 3 · code ↗ 2023
- Efficient simulation of a new class of Volterra-type SDEs Lab Rats Rigor 3 · code ↗ 2023
- ChatGPT Informed Graph Neural Network for Stock Movement Prediction Street Traders Rigor 6 · code ↗ 2023
- Deep Learning for Solving and Estimating Dynamic Macro-Finance Models Lab Rats Rigor 3 · code ↗ 2023
- Optimal randomized multilevel Monte Carlo for repeatedly nested expectations Lab Rats Rigor 3 · code ↗ 2023
- Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges Street Traders Rigor 6.8 · code ↗ 2024
- dexamine: A Python package for Uniswap event data on Ethereum Street Traders Rigor 7 · code ↗ 2026
- RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid? Street Traders Rigor 6 · code ↗ 2026
- Design and Empirical Study of a Large Language Model-Based Multi-Agent Investment System for Chinese Public REITs Street Traders Rigor 6 · code ↗ 2026
- The GT-Score: A Robust Objective Function for Reducing Overfitting in Data-Driven Trading Strategies Street Traders Rigor 6 · code ↗ 2026
- Credit Risk Estimation with Non-Financial Features: Evidence from a Synthetic Istanbul Dataset Street Traders Rigor 7 · code ↗ 2025
- Emergence of Randomness in Temporally Aggregated Financial Tick Sequences Lab Rats Rigor 3 · code ↗ 2025
- Market-Dependent Communication in Multi-Agent Alpha Generation Street Traders Rigor 6 · code ↗ 2025
- LiveTradeBench: Seeking Real-World Alpha with Large Language Models Street Traders Rigor 6 · code ↗ 2025
- When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making Lab Rats Rigor 3 · code ↗ 2025
- Generative AI Enhanced Financial Risk Management Information Retrieval Street Traders Rigor 7 · code ↗ 2025
- A Survey of Financial AI: Architectures, Advances and Open Challenges Lab Rats Rigor 3 · code ↗ 2024
- Market Making with Exogenous Competition Lab Rats Rigor 3 · code ↗ 2024
- FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models Street Traders Rigor 6 · code ↗ 2024
- ARED: Argentina Real Estate Dataset Street Traders Rigor 8 · code ↗ 2024
- Distribution in the Geometrically Growing System and Its Evolution Lab Rats Rigor 4 · code ↗ 2023
- Does Peer-Reviewed Research Help Predict Stock Returns? Street Traders Rigor 6 · code ↗ 2022
- Forecasting and Manipulating the Forecasts of Others Lab Rats Rigor 2.5 · code ↗ 2026
- Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction Street Traders Rigor 6.5 · code ↗ 2026
- LemonadeBench: Evaluating the Economic Intuition of Large Language Models in Simple Markets Street Traders Rigor 6.5 · code ↗ 2026
- PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction Street Traders Rigor 6.5 · code ↗ 2025
- Advanced Applications of Generative AI in Actuarial Science: Case Studies Beyond ChatGPT Street Traders Rigor 6.5 · code ↗ 2025
- Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional Lab Rats Rigor 2.5 · code ↗ 2024
- Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach Lab Rats Rigor 2.5 · code ↗ 2023
- Long-Term Returns Estimation of Leveraged Indexes and ETFs Lab Rats Rigor 4.5 · code ↗ 2023
- Exponential Convergence of the Lifted Gradient Flow of the Bass Functional Lab Rats Rigor 2 · code ↗ 2026
- A Finite Bid--Ask Spread from Replenishment Displaced from the Quote Lab Rats Rigor 2 · code ↗ 2026
- A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications Lab Rats Rigor 2 · code ↗ 2025
- AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets Street Traders Rigor 6 · code ↗ 2025
- Asymptotic universal moment matching properties of normal distributions Lab Rats Rigor 2 · code ↗ 2025
- ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism Street Traders Rigor 6 · code ↗ 2025
- From Axioms to Algorithms: Mechanized Proofs of the vNM Utility Theorem Lab Rats Rigor 2 · code ↗ 2025
- Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve Lab Rats Rigor 4 · code ↗ 2025
- Strategic Learning and Trading in Broker-Mediated Markets Lab Rats Rigor 2 · code ↗ 2024
- PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures Lab Rats Rigor 3 · code ↗ 2024
- Invoice discounting using kelly criterion by automated market makers-like implementations Street Traders Rigor 5 · code ↗ 2023
- Evaluating LLMs in Finance Requires Explicit Bias Consideration Street Traders Rigor 6.5 · code ↗ 2026
- Understanding the Effect of Market Risks on New Pension System and Government Responsibility Street Traders Rigor 5.5 · code ↗ 2024
- Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent Lab Rats Rigor 3.5 · code ↗ 2024
- NIFTY Financial News Headlines Dataset Street Traders Rigor 6.5 · code ↗ 2024
- InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning Street Traders Rigor 6.5 · code ↗ 2023
- Global universal approximation of functional input maps on weighted spaces Lab Rats Rigor 1.5 · code ↗ 2023
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization Lab Rats Rigor 2.5 · code ↗ 2022
- Standardized Threat Taxonomy for AI Security, Governance, and Regulatory Compliance Street Traders Rigor 6 · code ↗ 2025
- Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs Lab Rats Rigor 4 · code ↗ 2025
- Strategic competition in informal risk sharing mechanism versus collective index insurance Lab Rats Rigor 3 · code ↗ 2025
- Are Generative AI Agents Effective Personalized Financial Advisors? Street Traders Rigor 6 · code ↗ 2025
- Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting Street Traders Rigor 6 · code ↗ 2025
- TradingAgents: Multi-Agents LLM Financial Trading Framework Street Traders Rigor 6 · code ↗ 2024
- Mutual information maximizing quantum generative adversarial networks Lab Rats Rigor 2 · code ↗ 2023
- On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility Lab Rats Rigor 2.5 · code ↗ 2024
- UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos Street Traders Rigor 6 · code ↗ 2026
- SoK: Market Microstructure for Decentralized Prediction Markets (DePMs) Lab Rats Rigor 3 · code ↗ 2025
- The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging Street Traders Rigor 6 · code ↗ 2024
- Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions Lab Rats Rigor 3 · code ↗ 2024
- Cross-Lingual News Event Correlation for Stock Market Trend Prediction Street Traders Rigor 5 · code ↗ 2024
- Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding Lab Rats Rigor 3 · code ↗ 2023
- Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance Lab Rats Rigor 1.5 · code ↗ 2025
- A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association Street Traders Rigor 5.5 · code ↗ 2023
- A mathematical study of the excess growth rate Lab Rats Rigor 1 · code ↗ 2025
- Construction of a Japanese Financial Benchmark for Large Language Models Street Traders Rigor 6 · code ↗ 2024
- Sizing the bets in a focused portfolio Lab Rats Rigor 2 · code ↗ 2024
- Do backrun auctions protect traders? Lab Rats Rigor 2 · code ↗ 2024
- The Specter (and Spectra) of Miner Extractable Value Lab Rats Rigor 2 · code ↗ 2023
- Social and individual learning in the Minority Game Lab Rats Rigor 2 · code ↗ 2023
- Long-term option pricing with a lower reflecting barrier Lab Rats Rigor 2 · code ↗ 2023
- When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints Lab Rats Rigor 2.5 · code ↗ 2025
- Multimodal Gen-AI for Fundamental Investment Research Street Traders Rigor 5.5 · code ↗ 2023
- Characterizing Financial Market Coverage using Artificial Intelligence Street Traders Rigor 5.5 · code ↗ 2023
- Graph Neural Networks for Financial Fraud Detection: A Review Lab Rats Rigor 2 · code ↗ 2024
- Deficiency of Large Language Models in Finance: An Empirical Examination of Hallucination Street Traders Rigor 6 · code ↗ 2023
- Market Viability and Completeness for Multinomial Models Lab Rats Rigor 1.5 · code ↗ 2025
- Bulls vs Bears: a Trinomial Model of a Financial Asset Lab Rats Rigor 1.5 · code ↗ 2025
- Hedging the Singularity Lab Rats Rigor 2 · code ↗ 2026
- Critical volatility threshold for log-normal to power-law transition Lab Rats Rigor 2 · code ↗ 2026
- DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol Philosophers Rigor 3 · code ↗ 2022
- Retail Market Analysis Philosophers Rigor 4.5 · code ↗ 2025
- Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges Philosophers Rigor 3 · code ↗ 2025
- Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics Philosophers Rigor 3 · code ↗ 2024
- AI Ethics on Blockchain: Topic Analysis on Twitter Data for Blockchain Security Philosophers Rigor 4.5 · code ↗ 2022
- FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning Philosophers Rigor 4 · code ↗ 2024
- Taureau: A Stock Market Movement Inference Framework Based on Twitter Sentiment Analysis Philosophers Rigor 3.5 · code ↗ 2023
- On strategies for risk management and decision making under uncertainty shared across multiple fields Philosophers Rigor 3 · code ↗ 2023
- PAMS: Platform for Artificial Market Simulations Philosophers Rigor 3 · code ↗ 2023
- Centralized or Decentralized?: Concerns and Value Judgments of Stakeholders in the Non-Fungible Tokens (NFTs) Market Philosophers Rigor 3.5 · code ↗ 2023
- Quantum Mechanics of Human Perception, Behaviour and Decision-Making: A Do-It-Yourself Model Kit for Modelling Optical Illusions and Opinion Formation in Social Networks Philosophers Rigor 1 · code ↗ 2024
- A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments Philosophers · code ↗ 2026
- Fitted value iteration methods for bicausal optimal transport Philosophers · code ↗ 2023
603 papers link a repository · ranked by rigor-weighted score
Why so few? Most q-fin preprints never mention code at all, and some that do link a URL that has since gone dark; we only flag links that are present on the paper’s page here. Know a repository for a paper we list without one? Leave a comment on that paper’s page and we will add it.
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