📊 Today’s Quant Finance Research#
mindmap
root((Quant Finance arXiv 2026))
Methodology
Advanced Machine Learning
Reinforcement Learning (RL/DRL)
Autonomous Agents
Trial & Error Learning
Graph Neural Networks (GNNs)
Topology Modeling
Spatial-Temporal Analysis
Markov Chain Analysis
Transition Matrices
State Probability Prediction
Robust Optimization
Distributionally Robust Optimization (DRO)
Risk Minimization
Price Impact Modeling
Bid Stacks Physics
Market Impact Cost
Quantitative Modeling
Stochastic Modeling
Yield Curve Construction
Asset Classes
Interest Rates
U.S. Treasury Yield Curve
Curve Construction
Fixed Income Risk
Equities
S&P 500 Index
Correlation Matrices
Basket Trading
Statistical Arbitrage
Electricity Markets
Day-Ahead vs Real-Time Spreads
Grid Constraints
Physical Delivery
General Securities
Large Block Orders
Liquidity Management
Market Microstructure
Algorithmic Trading
High-Frequency Trading (HFT)
Execution Algorithms
VWAP (Volume Weighted Average Price)
TWAP (Time Weighted Average Price)
Autonomous Execution
Order Book Dynamics
Limit Order Book (LOB)
Passive vs Aggressive Orders
Order Flow Prediction
Market Regimes
Liquidity Environments
Volatility Clustering
Adverse Selection
Specific Risks
Slippage
Tail Risk / Expected Shortfall
Systemic Risk
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