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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2 results for “cross-universe”

Timing Excess Returns A cross-universe approach to alphaq-fin.PM

Simple model uses time series momentum to outperform benchmarks in equity and bond markets.

problem Finding systematic excess returns in various markets.

method Time series momentum applied to multiple investable indices without complex parameter estimation.

result Significant outperformance in equity and bond markets, nearly doubling returns.

momentum cross-universe alpha excess returns time series

2020-02-11abs ↗pdf ↗

Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Trainingcs.LG

The paper proposes a machine learning framework for portfolio optimization with limited data.

problem Low data environments and regime uncertainty in portfolio optimization.

method A teacher-student learning pipeline with CVaR optimizer generating supervisory labels and neural models trained on real and synthetic data.

result Student models can match or outperform the CVaR teacher and achieve improved robustness under regime shifts.

portfolio optimization machine learning CVaR synthetic data regime shifts

2026-04-04abs ↗pdf ↗