Quant Letter: February 2026, Week-1

117th Edition

ARXIV (q-fin) — Top 10

1. T-KAN for HFT Limit Order Book Forecasting — 19.1% F1 improvement, 132% backtest return (2026-01-14)

2. Variational Quantum Circuit RL for Portfolio Optimization — Quantum-classical hybrid RL (2026-01-30)

3. Deep g-Pricing for CSI 300 Options — Vol trajectories + sentiment (2026-01-30)

4. MarketGANs for Financial Time-Series Augmentation — GAN…