📊 Quant Finance - fyenne · Scour

Axiomatic Market Making

🤖Algo Trading Academic

Option prices from operational-time reaction-boundary lattices

📉Derivatives Academic

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems

🤖Algo Trading Academic

Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction

🤖Algo Trading Academic

Competition in Dealer Markets with Internalisation and Externalisation

🤖Algo Trading Academic

Scaling Decision-Focused Learning to Large Problems with Lagrangian Decomposition

📐Statistics Academic

Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data

📈Time Series Academic

Fairness and Strategy-Proofness in Automated Market Makers

📐Statistics Academic

Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets

🤖Algo Trading Academic

TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution

🤖Algo Trading Academic

The Impact of Market Informedness on Market Makers' Profitability

🎯Risk Management Academic

Non-Negative Matrix Factorization for Event Data

⚙️ML Engineering Academic

Pure and mixed Dicke state ansatz for equality and inequality constraints in variational quantum eigensolver

⚙️ML Engineering Academic

Polymarket-v1 Database

📈Time Series Academic

Parthenon Law: A Self-Evolving Legal-Agent Framework

🤖ai Academic

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