Bighead's Algorithm Notes

Nov 22, 2025 · Artificial Intelligence

Quantitative Finance Paper Roundup (Nov 15‑21, 2025)

This roundup presents six recent arXiv papers covering crypto portfolio optimization, Sharpe‑driven stock selection with liquidity constraints, ensemble deep reinforcement learning for stock trading, dynamic machine‑learning‑based stock recommendation, a risk‑sensitive trading framework, and a generative AI model for limit order book messages, each with reported empirical results.