On-device research index

arXiv research

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.

168,657 papers · 148 categories

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← all fields·2 papers on “financial markets” in Quant Finance · 1 week

Mean-field equilibrium price formation under single-default riskq-fin.MF

Study on price formation in financial markets with a single default event.

problem Equilibrium price formation in financial markets with a single default risk.

method Characterized optimal strategies using quadratic-growth BSDEs, derived market-clearing condition, and established mean-field BSDE solvability.

result Characterized equilibrium risk premium and its dependence on default risk factors.

financial markets single default mean-field equilibrium quadratic-growth BSDE risk premium

2026-07-20abs ↗pdf ↗

AI Trading: Evaluating Large Language Models for Technical Market Analysiscs.LG

This paper evaluates LLMs for technical market analysis, finding GPT-4 Turbo and FinGPT outperform passive benchmarks.

problem Evaluating LLMs for technical market analysis in financial markets.

method Structured evaluation of five LLMs (GPT-4 Turbo, Claude 3 Opus, Gemini 1.5 Pro, Llama 3 70B, FinGPT) on four tasks: candlestick pattern recognition, directional signal generation, backtesting, and financial report comprehension.

result GPT-4 Turbo and FinGPT outperform passive benchmarks in simulated backtesting, with GPT-4 Turbo achieving the highest annualized return and Sharpe ratio.

Large Language Models Technical Market Analysis Financial Markets Backtesting Candlestick Patterns

2026-07-16abs ↗pdf ↗