A penalty-free pipeline samples an objective-only QUBO on D-Wave hardware and enforces cardinality classically, cutting chain-break fractions from 71-92% to at most 0.04% across tested equity and betting instances.
The statistics of Sharpe ratios
4 Pith papers cite this work, alongside 822 external citations. Polarity classification is still indexing.
4
Pith papers citing it
822
external citations · OpenAlex
years
2026 4representative citing papers
ValueBlindBench is a preregistered agreement-gated stress-test protocol for deciding when LLM-judged investment-rationale claims are stable enough to report, using 1,100 trajectories and 5,500 judge calls to gate claims by weighted kappa agreement.
Benchmark of 15 time-series architectures on equity portfolios finds no model dominates, with TransEnc-8 at 0.352 rank-1 acceptability and all promoted models showing negative net Sharpe at 20 bps costs under constraints.
Introduces a paired one-switch benchmark that quantifies protocol-induced inflation from decision-time leakage in financial ML backtests on equity panels from 2016-2024.
citing papers explorer
-
A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimization
A penalty-free pipeline samples an objective-only QUBO on D-Wave hardware and enforces cardinality classically, cutting chain-break fractions from 71-92% to at most 0.04% across tested equity and betting instances.
-
ValueBlindBench: Agreement-Gated Stress Testing of LLM-Judged Investment Rationales Before Returns Are Observable
ValueBlindBench is a preregistered agreement-gated stress-test protocol for deciding when LLM-judged investment-rationale claims are stable enough to report, using 1,100 trajectories and 5,500 judge calls to gate claims by weighted kappa agreement.
-
Benchmarking Deep Time Series Models for Equity Portfolios
Benchmark of 15 time-series architectures on equity portfolios finds no model dominates, with TransEnc-8 at 0.352 rank-1 acceptability and all promoted models showing negative net Sharpe at 20 bps costs under constraints.
-
When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests
Introduces a paired one-switch benchmark that quantifies protocol-induced inflation from decision-time leakage in financial ML backtests on equity panels from 2016-2024.