---
title: ML-Quant
url: https://www.ml-quant.com/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
---


# ML-Quant: Quant research, ranked weekly

Every Friday ML-Quant screens every new arXiv, SSRN and RePEc paper on machine learning and quantitative finance, ranks the best 30 per venue with a one-sentence summary and the paper's key figure, and tracks what happens to each pick. 132 issues and 6,396 featured papers so far; 209 of them have since passed 100 citations.

## This week's top picks (issue No. 132, 2026-09-25)

- [Tail Risk via Semi-Discrete Optimal Transport](https://arxiv.org/abs/2609.27785): 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.
- [Artificial Intelligence and Financial Markets](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7515878): A survey examines how AI transforms information production, intermediation, and market structure, with implications for efficiency, competition and financial stability.
- [Agentic AI Systems Beat Asset Pricing Benchmarks](https://econpapers.repec.org/RePEc:nbr:nberwo:35431): Optimized AI systems analyzing earnings call transcripts double explained variation in stock returns versus standard benchmarks while improving interpretability through human-readable decision rules.
- [Frozen Referee for Agent Factor Mining](https://arxiv.org/abs/2609.27051): Proposes a statistical referee that judges investment factors proposed by language-model agents using out-of-sample market outcomes, ensuring false-discovery control at any stopping time.
- [Label Engineering for Stock Selection](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7494298): 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.

Full issue: https://www.ml-quant.com/issues/2026-09-25/index.md

## What's rising

- Option pricing: 1.8% of this week's 791 new papers, 3.0x its share over the previous 2-3 weeks (0.6%).
- Anomalies: 3.0% of this week's 791 new papers, 2.2x its share over the previous 2-3 weeks (1.4%).
- Jump processes: 1.8% of this week's 791 new papers, 2.3x its share over the previous 2-3 weeks (0.8%).
- Monte Carlo: 3.2% of this week's 791 new papers, 1.7x its share over the previous 2-3 weeks (1.8%).
- Implied volatility: 3.0% of this week's 791 new papers, 1.7x its share over the previous 2-3 weeks (1.8%).

## GitHub radar: what quant developers starred this week

- [Open-Dev-Society/OpenStock](https://github.com/Open-Dev-Society/OpenStock) (8 quants): Open-source platform for tracking real-time stock prices and company insights.
- [jarrodwatts/jev-trader](https://github.com/jarrodwatts/jev-trader) (4 quants): AI trading bot making one Jev trade decision per Monad block.
- [brycewang-stanford/Auto-Empirical-Research-Skills](https://github.com/brycewang-stanford/Auto-Empirical-Research-Skills) (4 quants): Collection of 23,000+ agent skills for empirical research in social sciences.
- [anthropics/financial-services](https://github.com/anthropics/financial-services) (4 quants): Anthropic's financial services implementation.
- [Yijia-Xiao/FinanceHarness](https://github.com/Yijia-Xiao/FinanceHarness) (2 quants): Autonomous financial deep research framework with agentic capabilities.
- [caiovicentino/eikos](https://github.com/caiovicentino/eikos) (2 quants): Calibrated typed-decision models for finance and trading applications.
- [securo-finance/securo](https://github.com/securo-finance/securo) (2 quants): Open-source self-hosted privacy-first personal finance manager.
- [ccxt/ccxt](https://github.com/ccxt/ccxt) (2 quants): Unified API for 100+ crypto exchanges and prediction markets.
- [NandhaKishorM/laya](https://github.com/NandhaKishorM/laya) (28 quants): Non-autoregressive decision engine for typed choices over text in 100+ languages.
- [browser-use/jev-ultrafast](https://github.com/browser-use/jev-ultrafast) (19 quants): Fastest and cheapest web agent for automation tasks.
- [google/ax](https://github.com/google/ax) (19 quants): Google's open agentic orchestration runtime for agent systems.
- [jaredpalmer/kev](https://github.com/jaredpalmer/kev) (13 quants): Decision models built on Qwen3.5/3.8 you can train locally.
- [Contrastive-LM/CLM](https://github.com/Contrastive-LM/CLM) (8 quants): Contrastive language model implementation.
- [nokia-applied-research/AnyJev](https://github.com/nokia-applied-research/AnyJev) (7 quants): Turn any LLM into a Jev-style decision model with typed decisions.

## We called it: most-cited papers we featured within two weeks of release

- [FinGPT: Open-Source Financial Large Language Models](https://arxiv.org/abs/2306.06031): 492 citations, featured 2023-06-14
- [FinMem: A Performance-Enhanced LLM Trading Agent With Layered Memory and Character Design](https://arxiv.org/abs/2311.13743): 253 citations, featured 2023-11-29
- [HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction](https://arxiv.org/abs/2408.04948): 231 citations, featured 2024-08-15
- [TradingAgents: Multi-Agents LLM Financial Trading Framework](http://arxiv.org/abs/2412.20138v1): 220 citations, featured 2025-01-01
- [TKAN: Temporal Kolmogorov-Arnold Networks](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4825654): 189 citations, featured 2024-05-15
- [Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models](https://arxiv.org/abs/2306.12659): 140 citations, featured 2023-06-28

## Topics

- [Crypto & DeFi](https://www.ml-quant.com/topics/crypto-defi/index.md): 294 papers
- [LLMs & Text](https://www.ml-quant.com/topics/llms-text/index.md): 577 papers
- [Derivatives & Volatility](https://www.ml-quant.com/topics/derivatives-volatility/index.md): 868 papers
- [Trading, Microstructure & Execution](https://www.ml-quant.com/topics/trading-microstructure-execution/index.md): 538 papers
- [Portfolio & Allocation](https://www.ml-quant.com/topics/portfolio-allocation/index.md): 609 papers
- [Risk, Credit & Banking](https://www.ml-quant.com/topics/risk-credit-banking/index.md): 363 papers
- [Asset Pricing & Factors](https://www.ml-quant.com/topics/asset-pricing-factors/index.md): 249 papers
- [Macro-Finance & Rates](https://www.ml-quant.com/topics/macro-finance-rates/index.md): 258 papers
- [Econometrics & Forecasting](https://www.ml-quant.com/topics/econometrics-forecasting/index.md): 297 papers
- [ML & AI Methods](https://www.ml-quant.com/topics/ml-ai-methods/index.md): 1107 papers
- [Corporate Finance](https://www.ml-quant.com/topics/corporate-finance/index.md): 169 papers
- [Other](https://www.ml-quant.com/topics/other/index.md): 1067 papers

## Recent issues

- [No. 132: September 2026, Week 4](https://www.ml-quant.com/issues/2026-09-25/index.md) (2026-09-25)
- [No. 131: May 2026, Week 3](https://www.ml-quant.com/issues/2026-05-20/index.md) (2026-05-20)
- [No. 130: April 2026, Week 3](https://www.ml-quant.com/issues/2026-04-16/index.md) (2026-04-16)
- [No. 129: April 2026, Week 1](https://www.ml-quant.com/issues/2026-04-03/index.md) (2026-04-03)
- [No. 128: March 2026, Week 1](https://www.ml-quant.com/issues/2026-03-04/index.md) (2026-03-04)
- [No. 127: February 2026, Week 2](https://www.ml-quant.com/issues/2026-02-12/index.md) (2026-02-12)

## For agents

- Index: https://www.ml-quant.com/llms.txt
- API: https://www.ml-quant.com/api/v1/index.json
- RSS: https://www.ml-quant.com/feed.xml