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.

168,742 papers · 148 categories

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← all fields·2 papers on “portfolio optimization” in Quant Finance · 1 week

Portfolio Optimization under Dynamic Rebalancing via Topological Data Analysis and News Sentimentsq-fin.PM

This paper optimizes portfolios using TDA and financial news sentiment.

problem Effective portfolio diversification through understanding asset similarity.

method Integrates TDA with FinBERT sentiment scores for dynamic rebalancing.

result Outperforms traditional methods in returns and risk-adjusted performance.

portfolio optimization topological data analysis financial news sentiment dynamic rebalancing market uncertainty

2026-07-23abs ↗pdf ↗

Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfoliosquant-ph

Quantum GBS boosts asset clustering for robust statistical arbitrage portfolios.

problem Identifying co-moving assets from correlation matrices for statistical arbitrage.

method Mapping S&P 500 correlation data to GBS-compatible adjacency matrices, benchmarking classical and quantum clustering algorithms.

result Quantum GBS generates superior alpha during high volatility periods, persisting under low-loss conditions.

Gaussian Boson Sampling Statistical Arbitrage Asset Clustering Quantum Computing Correlation Matrices

2026-07-21abs ↗pdf ↗