Research & Publications

Selected research and publications by Nathaniel Coulter, Chief Investment Officer, quantitative researcher and postgraduate researcher in Mathematics of Finance at Columbia University. Research interests include quantitative finance, machine learning, market microstructure, algorithmic trading, financial time series, and portfolio allocation.

Nathaniel Coulter Profile | ORCID | Google Scholar | SSRN | ResearchGate

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ItôFormer: Augmenting Stochastic Validity in Financial-Centric Deep Neural Networks [2026].
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Tokenization and Transformer Architectures for Cross-Asset Allocation: Controlled Ablation in Financial Time Series [2025].
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Neural Portfolio Allocators: Cross-Asset Optimization Strategies with Attention-Based Transformers and Multi-Agents [2025].
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Quantamental Portfolio Allocators: Deriving Alpha from Fundamental Metrics with Machine Learning
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Modeling Nonlinear Pharmacokinetics:
Clinical v. Anecdotal Data (LGD-4033)
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Research & Publications

_______________________________________________________ItôFormer: Augmenting Stochastic Validity in Financial-Centric Deep Neural Networks [2026]._______________________________________________________

_______________________________________________________Tokenization and Transformer Architectures for Cross-Asset Allocation: Controlled Ablation in Financial Time Series [2025]._______________________________________________________

_______________________________________________________Neural Portfolio Allocators: Cross-Asset Optimization Strategies with Attention-Based Transformers and Multi-Agents [2025]._______________________________________________________

_______________________________________________________Quantamental Portfolio Allocators: Deriving Alpha from Fundamental Metrics with Machine Learning_______________________________________________________

_______________________________________________________Modeling Nonlinear Pharmacokinetics: Clinical v. Anecdotal Data (LGD-4033) _______________________________________________________

_
ItôFormer: Augmenting Stochastic Validity in Financial-Centric Deep Neural Networks [2026].
_

_
Tokenization and Transformer Architectures for Cross-Asset Allocation: Controlled Ablation in Financial Time Series [2025].
_

_
Neural Portfolio Allocators: Cross-Asset Optimization Strategies with Attention-Based Transformers and Multi-Agents [2025].
_

_
Quantamental Portfolio Allocators: Deriving Alpha from Fundamental Metrics with Machine Learning
_

_
Modeling Nonlinear Pharmacokinetics:
Clinical v. Anecdotal Data (LGD-4033)
_