Resources

Research|03.10.2026

Engineering Reliable and Scalable Feature Pipelines for Quantitative Finance

Technical Reports|13.05.2026

Quantum Inspired Ensemble Optimisation

White Papers|30.03.2026

From AI Signals to Active Returns: A Portfolio Manager's Guide to Capturing Consistent Alpha

Research|15.03.2026

EARL: Embracing amnesic replay for learning with noisy labels

Research|19.12.2025

Parameter-Efficient Domain Adaptation via Dual-Adapter Training and Merging: Methods and Evaluation for LLM-Based Financial Analysis Tasks

White Papers|31.05.2025

Applying Diversity Theory to Quantitative Asset Ranking Models

Projects|30.04.2025

Enhancing AI Transparency in Investment Management Using Large Language Models

Technical Reports|19.04.2025

Navigating US Tariff Turbulence: Axyon AI’s Strategy Overperformance on US Large-Cap Equities