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ML-QuantIssue No. 132

Quant research, ranked weekly.

Every Friday we screen every new arXiv, SSRN and RePEc paper, rank the best 30 per venue, pull each paper's key figure, and track what happens to it afterwards. Free for people. Open to agents.

Issues
132
Papers featured
6,396
Cited 100+ times
209
Quants on the radar
10.6k
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This week's top picks

From issue No. 132. All 90 papers →

  1. arXiv · No. 101

    Tail Risk via Semi-Discrete Optimal Transport

    Proposes semi-discrete optimal transport to capture heavy tails in financial returns, maintaining stable tail ratio estimates across diverse neural generators when standard Lipschitz methods fail.

    Fanfare 4Risk, Credit & Banking
    Variational method for optimal transport
  2. SSRN · No. 102

    Artificial Intelligence and Financial Markets

    Fanfare 4ML & AI Methods

    A survey examines how AI transforms information production, intermediation, and market structure, with implications for efficiency, competition and financial stability.

  3. RePEc · No. 103

    Agentic AI Systems Beat Asset Pricing Benchmarks

    Fanfare 4ML & AI Methods
    Progress on Explaining Asset Prices Around Earnings Announcements
  4. arXiv · No. 204

    Frozen Referee for Agent Factor Mining

    Fanfare 4ML & AI Methods
    Persistence and monetisation by family
  5. SSRN · No. 205

    Label Engineering for Stock Selection

    Fanfare 4ML & AI Methods

    Reshaping the prediction target through location, scale and shape transformations raises long-short Sharpe from 0.68 to 1.69, with label choice mattering more than model choice.

What's rising

Topics drawing unusually many papers this week.

  1. Option pricing

    3.0×

    1.8% of this week's 791 new papers, 3.0x its share over the previous 2-3 weeks (0.6%).

    In this issue

  2. Anomalies

    2.2×

    3.0% of this week's 791 new papers, 2.2x its share over the previous 2-3 weeks (1.4%).

    In this issue

  3. Jump processes

    2.3×

    1.8% of this week's 791 new papers, 2.3x its share over the previous 2-3 weeks (0.8%).

    In this issue

  4. Monte Carlo

    1.7×

    3.2% of this week's 791 new papers, 1.7x its share over the previous 2-3 weeks (1.8%).

    In this issue

  5. Implied volatility

    1.7×

    3.0% of this week's 791 new papers, 1.7x its share over the previous 2-3 weeks (1.8%).

    In this issue

GitHub radar

What the quant community starred on GitHub this week, from a panel of 10,589 developers who follow financial machine learning (244 of the 860 we checked starred something). Counts only: we never publish who starred what.

Quant repos rising

  1. Open-Dev-Society/OpenStock8 quants

    Open-source platform for tracking real-time stock prices and company insights.

    ★ 19.2k+3,593 this weekTypeScript

  2. jarrodwatts/jev-trader4 quants

    AI trading bot making one Jev trade decision per Monad block.

    ★ 2,395+1,462 this weekTypeScriptNew repo

  3. brycewang-stanford/Auto-Empirical-Research-Skills4 quants

    Collection of 23,000+ agent skills for empirical research in social sciences.

    ★ 4,374+500 this weekStata

  4. anthropics/financial-services4 quants

    Anthropic's financial services implementation.

    ★ 37.5k+2,589 this weekPython

  5. Yijia-Xiao/FinanceHarness2 quants

    Autonomous financial deep research framework with agentic capabilities.

    ★ 176+33 this weekPythonNew repo

  6. caiovicentino/eikos2 quants

    Calibrated typed-decision models for finance and trading applications.

    ★ 18+18 this weekPythonNew repo

  7. securo-finance/securo2 quants

    Open-source self-hosted privacy-first personal finance manager.

    ★ 3,783+181 this weekPython

  8. ccxt/ccxt2 quants

    Unified API for 100+ crypto exchanges and prediction markets.

    ★ 44.1k+123 this weekPython

What quants are playing with

  1. NandhaKishorM/laya28 quants

    Non-autoregressive decision engine for typed choices over text in 100+ languages.

    ★ 24.0k+23.7k this weekPythonNew repo

  2. browser-use/jev-ultrafast19 quants

    Fastest and cheapest web agent for automation tasks.

    ★ 20.1k+14.0k this weekPythonNew repo

  3. google/ax19 quants

    Google's open agentic orchestration runtime for agent systems.

    ★ 11.1k+9,108 this weekGo

  4. jaredpalmer/kev13 quants

    Decision models built on Qwen3.5/3.8 you can train locally.

    ★ 6,886+6,653 this weekPythonNew repo

  5. Contrastive-LM/CLM8 quants

    Contrastive language model implementation.

    ★ 1,065+1,065 this weekPythonNew repo

  6. nokia-applied-research/AnyJev7 quants

    Turn any LLM into a Jev-style decision model with typed decisions.

    ★ 590+590 this weekPythonNew repo

The radar, explained →

We called it

Every featured paper is tracked on Semantic Scholar. Of the finance papers we featured when new, 26% are now in journals.

  1. 492

    FinGPT: Open-Source Financial Large Language Models

    Featured 14 Jun 2023, 5 days after release

  2. 253

    FinMem: A Performance-Enhanced LLM Trading Agent With Layered Memory and Character Design

    Featured 29 Nov 2023, 6 days after release · IEEE Transactions on Big Data

  3. 231

    HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction

    Featured 15 Aug 2024, 6 days after release · Proceedings of the 5th ACM International Conference on AI in Finance

  4. 220

    TradingAgents: Multi-Agents LLM Financial Trading Framework

    Featured 1 Jan 2025, 4 days after release

  5. 189

    TKAN: Temporal Kolmogorov-Arnold Networks

    Featured 15 May 2024, 3 days after release

  6. 140

    Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models

    Featured 28 Jun 2023, 6 days after release

The full track record →

Browse by topic

Papers featured per quarter since May 2023.

  1. Crypto & DeFi

    Crypto & DeFi: papers featured per quarter

    Crypto assets, DeFi, stablecoins and blockchain markets.

    • Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero
    • Decentralised Finance and Automated Market Making: Execution and Speculation

    294 papers

  2. LLMs & Text

    LLMs & Text: papers featured per quarter

    Large language models, agents, sentiment and text as data in finance.

    • DeepSeekMath: Pushing the Limits of Mathematical Reasoning in Open Language Models
    • Mistral 7B

    577 papers

  3. Derivatives & Volatility

    Derivatives & Volatility: papers featured per quarter

    Option pricing, volatility models and forecasting, hedging and implied surfaces.

    • Risk Revisited
    • Rough Volatility: Fact or Artefact?

    868 papers

  4. Trading, Microstructure & Execution

    Trading, Microstructure & Execution: papers featured per quarter

    Order books, market making, execution, high-frequency data and trading signals.

    • FAST: Efficient Action Tokenization for Vision-Language-Action Models
    • Deep Reinforcement Learning for Active High Frequency Trading

    538 papers

  5. Portfolio & Allocation

    Portfolio & Allocation: papers featured per quarter

    Portfolio construction, allocation, rebalancing and risk budgeting, from Markowitz to deep RL.

    • Missing values handling for machine learning portfolios
    • Technical Note - An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification

    609 papers

  6. Risk, Credit & Banking

    Risk, Credit & Banking: papers featured per quarter

    Credit risk, default prediction, banking, systemic risk and risk measures.

    • Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
    • Moderating effects of gender and family responsibilities on the relations between work–family policies and job performance

    363 papers

  7. Asset Pricing & Factors

    Asset Pricing & Factors: papers featured per quarter

    Factor models, anomalies, the cross-section of returns and what survives publication.

    • Bubble economics
    • NUMOSIM: A Synthetic Mobility Dataset with Anomaly Detection Benchmarks

    249 papers

  8. Macro-Finance & Rates

    Macro-Finance & Rates: papers featured per quarter

    Rates, the yield curve, monetary policy, inflation and macro-finance.

    • The disruption index is biased by citation inflation
    • Inflation—Who Cares? Monetary Policy in Times of Low Attention

    258 papers

  9. Econometrics & Forecasting

    Econometrics & Forecasting: papers featured per quarter

    Forecasting, time series, econometrics and nowcasting.

    • TKAN: Temporal Kolmogorov-Arnold Networks
    • Robust agents learn causal world models

    297 papers

  10. ML & AI Methods

    ML & AI Methods: papers featured per quarter

    Machine-learning methods applied to finance: deep learning, boosting, RL and new architectures.

    • Mamba: Linear-Time Sequence Modeling with Selective State Spaces
    • Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Duality

    1,107 papers

  11. Corporate Finance

    Corporate Finance: papers featured per quarter

    Firms, governance, IPOs, M&A and corporate decisions.

    • ESG Reputation Risk Matters: An Event Study Based on Social Media Data
    • Articulate AnyMesh: Open-Vocabulary 3D Articulated Objects Modeling

    169 papers

Recent issues

132 issues since May 2023.

Week 4

No. 132 · September 2026, Week 4

This week balances methodological rigor with practical market insights. Tail risk estimation and time-series validation trade-offs address foundational modeling challenges, while label engineering and LLM look-ahead bias expose common pitfalls in factor and AI development. Key reads: Semi-Discrete Optimal Transport, T…

  1. Tail Risk via Semi-Discrete Optimal Transport
  2. Artificial Intelligence and Financial Markets
  3. Agentic AI Systems Beat Asset Pricing Benchmarks

90 papers · arXiv 30 · SSRN 30 · RePEc 30

Week 3

No. 131 · May 2026, Week 3

10 RePEc · 10 GitHub · 10 Podcasts · 7 Papers with code

  1. Predicting VIX with ML
  2. Optimizing KSE-30 with ML
  3. Risk Parity in Fat-Tailed Markets

44 papers

Week 3

No. 130 · April 2026, Week 3

12 Papers with code · 10 RePEc · 10 GitHub · 10 Podcasts

  1. VIX Prediction with ML
  2. KSE0 Portfolio Optimization
  3. Automated Trading in Emerging Markets

53 papers

Week 1

No. 129 · April 2026, Week 1

10 RePEc · 10 GitHub · 10 Podcasts · 5 Papers with code

  1. VIX Prediction with ML
  2. Volatile KSE-30 Stocks
  3. Automated Trading in Emerging Markets

43 papers

Week 1

No. 128 · March 2026, Week 1

10 RePEc · 10 Podcasts · 9 GitHub · 6 Papers with code

  1. VIX Prediction with ML
  2. Volatile KSE-30 Stocks
  3. Automated Emerging Markets Trading

45 papers

Week 2

No. 127 · February 2026, Week 2

10 RePEc · 10 Podcasts · 10 Blogs · 10 Papers with code

  1. Predicting VIX with ML
  2. KSE0 Portfolio Optimization
  3. Automated Trading for Emerging Markets

52 papers

The whole archive →

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The week's best arXiv, SSRN and RePEc papers, each in one sentence, with its key figure. Plus what quant developers are starring on GitHub and which of our past picks just got published.

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