Bighead's Algorithm Notes

Jan 3, 2026 · Artificial Intelligence

Quantitative Finance Paper Digest (Dec 27 2025 – Jan 2 2026)

This article curates recent quantitative finance research, summarizing five papers that explore generative‑AI‑enhanced portfolio construction, LLM‑driven alpha screening with reinforcement learning, statistical tests for look‑ahead bias in LLM forecasts, and a non‑stationarity‑complexity trade‑off framework for return prediction, each with links to the original arXiv PDFs and code.