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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4951–5000; page 100 of 188.
LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
Peer Nagy, Sascha Frey, Kang Li · 2025 · intermediate · machine learning
machine learning · market microstructure
LOB-ID: Evaluating Synthetic Market Data by Inception Distances
Andreea Bacalum, Zhuohan Wang, Ollie Olby · 2026 · advanced · machine learning
deep learning · neural networks
Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
Paolo Bartesaghi, Rosanna Grassi, Pierpaolo Uberti · 2025 · intermediate · risk management
financial networks · systemic risk
Local financial development and constraints on domestic private-firm exports: Evidence from city commercial banks in China
Zhao Chen, Sandra Poncet, Ruixiang Xiong · 2020 · intermediate · other
banking · financial economics
Local Gaussian Correlation in the Tails: A Scarcity Diagnostic, an Optimal Local Bandwidth, and the Limits of Adaptivity
Akash Deep, Gagan Deep · 2026 · advanced · statistics
statistics
Local Parametric Analysis of Hedging in Discrete Time
Bossaerts, P.L.M., Hillion, P. · 1995 · intermediate · options
options
Local Return Factors and Turnover in Emerging Stock Markets
K. Rouwenhorst · 2001 · intermediate · statistics
asset pricing · equity markets · momentum
Local risk-minimization for exponential additive processes
Takuji Arai · 2026 · advanced · stochastic calculus
mathematical finance · numerical methods · stochastic processes
Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices
Sara Ana Solanilla Blanco · 2024 · advanced · derivatives
derivatives · option pricing · stochastic processes
Local signature-based expansions
Federico M. Bandi, Roberto Renò, Sara Svaluto-Ferro · 2025 · advanced · stochastic calculus
brownian motion · stochastic calculus · stochastic processes
Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
Damiano Brigo, Vladimir Lucic · 2026 · advanced · stochastic calculus
partial differential equations · rough volatility · stochastic calculus · stochastic differential equations · stochastic processes
Local volatility calibration using an adjoint proxy
Gabriel Turinici · 2008 · advanced · options
derivatives · model calibration · numerical methods · optimization · option pricing · volatility surface
Local volatility changes in the black-scholes model
Hans Peter Bermin, Arturo Kohatsu · 1999 · advanced · options
stochastic calculus
Local Weak Limits for Equilibrium and Risk in Economic Networks
Hamed Amini, Zhecheng Wu · 2026 · advanced · risk management
financial networks · probability · systemic risk
Localising sovereign debt: the rise of local currency bond markets in sub‐Saharan Africa
Dafe, Florence, Essers, Dennis, Volz, Ulrich · 2018 · intermediate · fixed income
econometrics · financial economics
Locally minimizing the credit risk
Lotz, Christopher · 1998 · advanced · fixed income
credit risk · fixed income · option pricing · options hedging
Locus of Control and Consistent Investment Choices
Pia Pinger, Sebastian Schäfer, Heiner Schumacher · 2018 · intermediate · portfolio management
behavioral economics · behavioral finance
Log Heston Model for Monthly Average VIX
Jihyun Park, Andrey Sarantsev · 2024 · intermediate · time series
mathematical finance · statistics · stochastic processes · time series
Log-optimality with small liability stream
Michail Anthropelos, Constantinos Kardaras, Constantinos Stefanakis · 2026 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
Jialun Cao, David Šiška, Lukasz Szpruch · 2024 · advanced · quantitative trading
algorithms · market making · statistical inference
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.)
Marc Henry, Peter M Robinson · 1998 · advanced · time series
econometrics · statistical inference · statistics · time series
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
Bent Jesper Christensen, Morten Ørregaard Nielsen, Jie Zhu · 2007 · advanced · time series
garch · statistics · time series
Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes
Yinhao Wu, Ping He · 2025 · advanced · time series
monte carlo simulation · rough volatility · stochastic processes · time series
Long Run Returns Predictability and Volatility with Moving Averages
Chang, C-L., Ilomäki, J., Laurila, H. · 2018 · intermediate · quantitative trading
quantitative trading
Long term optimal investment in matrix valued factor models
Robertson, Scott, Xing, Hao · 2017 · advanced · portfolio management
optimization · portfolio optimization
Long Time Behavior of Optimal Liquidation Problems
Xinman Cheng, Guanxing Fu, Xiaonyu Xia · 2024 · advanced · quantitative trading
mathematical finance · optimization · stochastic calculus · stochastic processes
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing
Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou · 2017 · advanced · time series
asset pricing · econometrics · garch · time series
Long-horizon exchange rate expectations
Kremens, Lukas, Martin, Ian, Varela, Liliana · 2025 · intermediate · time series
foreign exchange
Long-Horizon Forecasting of Complete Financial Statements with Forma
Travis L. Johnson, Jiannan Jiang, Soumyabrata Chaudhuri · 2026 · advanced · time series
deep learning · machine learning · neural networks
Long-memory GARCH via a two-dimensional Markov chain
Kyungsub Lee, Kennedy Titus Kayaki · 2026 · advanced · time series
garch · probability · statistics · stochastic processes · time series
Long-Only Style Investing: Don't Just Mix, Integrate
Shaun Fitzgibbons, Jacques A. Friedman, Lukasz Pomorski · 2017 · intermediate · portfolio management
factor investing · portfolio management
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
Yifan He, Svetlozar Rachev · 2025 · advanced · time series
deep learning · machine learning · statistics · time series
Long-range dependent mortality modeling with cointegration
Mei Choi Chiu, Ling Wang, Hoi Ying Wong · 2025 · advanced · risk management
risk management · stochastic processes
Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector
Cuiabano, Simone · 2017 · intermediate · statistics
econometrics · foreign exchange · panel data · time series
Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999
Lee, David S., Mas, Alexandre · 2009 · intermediate · statistics
asset pricing · causal inference · equity markets · financial economics · statistical inference
Long-Run Sovereign Debt Composition: An Analytic Ergodic Framework with Explicit Maturity Structure
Christopher Cameron · 2026 · advanced · fixed income
interest rates · monte carlo simulation · stochastic processes
Long-run survival in limited stock market participation models with power utilities
Heeyoung Kwon, Kasper Larsen · 2025 · advanced · stochastic calculus
mathematical finance
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase
Jean Pinquet, Guillén Montserrat · 2008 · intermediate · risk management
insurance · statistics
Long-term investment and net-worth building with limited contract enforcement
Uras, Burak · 2016 · advanced · other
credit markets · financial economics
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion
Gonzalo, Jesús, Olmo, José · 2016 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Long-term option pricing with a lower reflecting barrier
R. Guy Thomas · 2023 · advanced · options
derivatives · mathematical finance · option pricing · options hedging · stochastic processes
Long-term value at risk
Dowd, Kevin, Blake, David, Cairns, Andrew · 2003 · intermediate · risk management
risk management
Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing
Aurélien Alfonsi, David Krief, Peter Tankov · 2018 · advanced · options
derivatives · mathematical finance · monte carlo simulation · option pricing · stochastic differential equations · stochastic processes
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models
Zorana Grbac, David Krief, Peter Tankov · 2021 · advanced · stochastic calculus
monte carlo simulation · option pricing · stochastic processes
Longitudinal market structure detection using a dynamic modularity-spectral algorithm
Philipp Wirth, Francesca Medda, Thomas Schröder · 2024 · advanced · portfolio management
algorithms
Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
Genjis A. Ossa, Luis H. Restrepo · 2025 · beginner · portfolio management
capm · equity markets · portfolio management · portfolio optimization
Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance
Mostapha Benhenda · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning
Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines
Xavier Fonseca · 2026 · advanced · programming
backtesting
Looking Forward With Historical Carbon Data
Lukasz Pomorski · 2022 · beginner · portfolio management
portfolio management
Looking into informal currency markets as Limit Order Books: impact of market makers
Alejandro García Figal, Alejandro Lage Castellanos, Roberto Mulet · 2025 · advanced · quantitative trading
foreign exchange · liquidity · market making · market microstructure