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

Trend · papers per month

count % of corpus

4 results for “multi-strategy”

Decentralised Multi-Manager Fund Frameworkq-fin.GN

Decentralised fund framework allocates capital via tokenised vaults.

problem Traditional asset management's inefficiencies and centralisation.

method Permissionless, multi-strategy capital allocation through on-chain vaults.

result Self-regulating, cooperative optimisation across financial domains.

decentralised finance asset management tokenised vaults multi-strategy on-chain

2025-07-01abs ↗pdf ↗

Adaptive Multi-Strategy Market-Making Agent For Volatile Marketsq-fin.TR

AMSAs adaptively manage crypto-currency trading by selecting multiple strategies based on market conditions.

problem Maximizing gains in volatile crypto-currency markets with high uncertainty.

method AMSAs use multiple sub-agents with different strategies, dynamically selecting them based on market conditions.

result AMSAs can achieve high positive alpha in long-term crypto-currency trading.

market-making crypto-currency adaptive strategies volatility alpha maximization

2022-04-28abs ↗pdf ↗

Market-Dependent Communication in Multi-Agent Alpha Generationcs.MA

Study shows market volatility affects optimal communication design for trading strategies.

problem Investigating how communication impacts trading strategy performance in multi-agent systems.

method 5-agent LLM-based trading systems across 450 experiments spanning 21 months, comparing 5 organizational structures.

result Communication improves performance but depends on market characteristics, with competitive conversation excelling in volatile tech stocks.

communication multi-agent systems trading strategies market volatility performance

2025-11-17abs ↗pdf ↗

Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithmsq-fin.PM

Paper proposes a new framework for combining investment strategies without market-specific assumptions.

problem Lack of a distribution-free and consistent preference framework for decision-making in combining investment strategies.

method Introduces a novel framework for decision-making in combining strategies, free from market conditions and statistical assumptions.

result Proposed strategies outperform individual component strategies in long-term wealth accumulation, with small tradeoffs in Sharpe ratios.

investment strategies distribution-free sequential portfolios long-term wealth decision-making

2024-06-05abs ↗pdf ↗