A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study on price formation in financial markets with a single default event.
This paper evaluates LLMs for technical market analysis, finding GPT-4 Turbo and FinGPT outperform passive benchmarks.
Deep hedging uses RL to minimize risk in financial markets.
Quantum method detects financial stress regimes from market data.
This paper optimizes predicting support and resistance levels in financial markets.
The study examines robust decision-making in volatile financial markets, finding action robustness is more impactful than uncertainty tolerance.
RL agent outperforms model-based approach in detecting price manipulation.
Derives operational-time variance kernel for reaction boundaries in financial markets.
Agent-to-agent finance aims to manage payments and trust for AI agents.
Pretrained time-series models outperform train-from-scratch baselines in financial return forecasting.