Weekly Quantitative Finance Paper Roundup (Mar 21‑27, 2026)
This article presents concise English summaries of four recent AI‑driven quantitative finance papers, covering an agentic AI screening platform for portfolio investment, a wavelet‑based physics‑informed neural network for option pricing, the FinRL‑X modular trading infrastructure, and the S³G stock state‑space graph for enhanced trend prediction, each with authors, links, and key experimental results.
