Quantitative ResearchPPR-01
Sampling-Based Compilation and Forecasting of Implied Volatility Surfaces
Using an NVDA equity and options panel, the study compares stratified and liquidity-weighted PPS sampling for implied volatility surface reconstruction, tests PPS, Neyman and simple random sampling for LSTM training efficiency, and evaluates predictability of prices and forward IV along with activity-clock effects on return distributions.
#implied volatility surface#survey sampling#sequence learning
AI × QuantPPR-02
A Reality Check on Cross-Bond Panel Learning for Next-Day Price Forecasting of Chinese Convertible Bonds
The study tests whether cross-bond neural networks beat a random walk under strict temporal splitting and dependence-aware inference, finding that small and large price-change MLP ensembles do not outperform persistence in next-day price forecasting, and that direct price-level training degrades performance substantially.
#convertible bonds#next-day price forecasting#random walk benchmark
AI × QuantPPR-03
Certifying Reward Alignment in Portfolio Reinforcement Learning
This study proposes a decision audit method to separate reward misspecification from learning error, quantifying whether a learned decision truly implements its stated financial objective rather than merely optimizing a reward value.
#Reinforcement Learning#Portfolio Management#Reward Alignment
AI 研究PPR-04
Early Tool Calling in Spoken Dialogue Systems
Introduces a synthetic spoken-dialogue pipeline that provides earliest-actionable-point supervision and trains an omni-modal language model for chunk-level causal decisions, enabling tool calls before the user finishes speaking.
#spoken dialogue systems#tool calling#early decision
AI 研究PPR-05
GraphDancer: Training LLMs to Explore and Reason over Graph-Structured Knowledge via Curriculum Reinforcement Learning
GraphDancer is a reinforcement learning framework that trains LLMs to interleave reasoning with function calls over heterogeneous graphs, using a graph-aware curriculum that schedules questions by structural difficulty. Trained only on academic and biomedical graphs, it outperforms same-backbone graph-agent baselines on held-out and unseen e-commerce, literature, and legal graphs; the 14B variant also surpasses baselines powered by GPT-4.1-mini and GPT-5-nano on average acros
#graph reasoning#reinforcement learning#curriculum learning
Quantitative ResearchPPR-06
Weekend Crypto Volatility Predicts Monday Market Risk More Strongly After 2024
This study examines whether weekend cryptocurrency volatility predicts Monday variance in equity, commodity, and fixed-income markets, finding that predictive content strengthens significantly after 2024, with a common factor outperforming coin-specific information, though the mechanism remains unresolved.
#cryptocurrency volatility#cross-market risk transmission#HAR model
金融研究PPR-07
Adversarially Robust Multigraph Neural Networks for Financial Crime Analysis
This study presents the first scalable framework for structural attacks and adversarial training on multigraph neural networks, optimizing structural perturbations via node-edge incidence matrices and introducing a cycle-based regularizer to measure attack plausibility. Experiments show that learned attacks significantly degrade anti-money laundering detection performance, while adversarial training effectively improves robustness.
#multigraph neural networks#adversarial robustness#anti-money laundering
金融研究PPR-08
Edge Deployment and Benchmarking of Beet-Root Detection Models
This study presents an end-to-end image pipeline for detecting partially occluded sugar beets in loading scenarios, introduces a dedicated benchmark and an automatic annotation strategy using SAM 3, compares models trained on manual versus automatically generated labels, and benchmarks multiple inference configurations including edge devices under realistic constraints of precision, inference time, and power consumption.
#sugar beet detection#edge computing#automatic annotation