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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5001–5050; page 101 of 188.

  1. Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions

    Peiran Jiao · 2015 · intermediate · statistics

    behavioral finance · financial economics

  2. Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting

    Andrzej Tokajuk, Jarosław A. Chudziak · 2026 · intermediate · time series

    cryptocurrencies · volatility forecasting

  3. Loss Harvesting or Gain Deferral? A Surprising Source of Tax Benefits of Tax-Aware Long-Short Strategies

    Stanley Krasner, Nathan Sosner · 2024 · intermediate · portfolio management

    factor investing

  4. Loss harvesting strategies tax efficiently diversify concentrated stock

    Slava Malkin, Harrison Selwitz, Taotao Cai · 2025 · intermediate · portfolio management

    backtesting · portfolio management

  5. Loss of earning capacity in Denmark -- an actuarial perspective

    C. Furrer, O. L. Sandqvist · 2025 · intermediate · risk management

    insurance

  6. Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation

    Galkiewicz, Dominika Paula · 2014 · intermediate · risk management

    credit derivatives · credit risk · derivatives · mutual funds

  7. Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes

    Tran, Ngoc-Khanh, Vuong, Thao, Zeckhauser, Richard · 2016 · advanced · risk management

    banking · financial networks

  8. Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model

    Rangika Peiris, Minh-Ngoc Tran, Chao Wang · 2024 · advanced · time series

    neural networks · time series · volatility forecasting

  9. Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains

    Ciamac C. Moallemi, Dan Robinson · 2024 · advanced · quantitative trading

    stochastic processes

  10. Loss-Versus-Rebalancing under Deterministic and Generalized block-times

    Alex Nezlobin, Martin Tassy · 2025 · advanced · quantitative trading

    liquidity · stochastic processes

  11. Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis

    Ulrich Oberndorfer, Dirk Ulbricht, Janina Ketterer · 2007 · intermediate · statistics

    garch

  12. Lot Layering: The New Frontier for Hedge Fund Partnership Allocations

    Philip Balzafiore · 2020 · intermediate · other

    hedge funds

  13. Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?

    Marc Raffinot, Baptiste Venet · 2017 · advanced · other

    causal identification · financial economics · panel data

  14. Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models

    Shiller, Robert J. · 2007 · intermediate · other

    asset pricing · interest rates

  15. Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration

    Parley R Yang, Alexander Y Shestopaloff · 2024 · advanced · portfolio management

    bayesian statistics · econometrics · portfolio management · statistical inference · time series

  16. Low-rank and graphon limits for dynamic threshold distress contagion in heterogeneous financial networks

    Pengbin Feng · 2026 · advanced · risk management

    contagion · financial networks · systemic risk

  17. Low-Risk Investing Without Industry Bets

    Andrea Frazzini · 2014 · intermediate · portfolio management

    asset pricing

  18. Low-Turnover Rebalancing for Sparse Index Tracking

    Dimitrios Roxanas · 2025 · advanced · portfolio management

    bayesian statistics · optimization · portfolio management · portfolio optimization

  19. Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios

    Luis Garcia-Feijóo, Lawrence E. Kochard, Rodney N. Sullivan · 2015 · intermediate · portfolio management

    asset pricing · momentum · portfolio management

  20. Lower spectrum of financial correlation matrices: a new perspective on market synchronization

    Rosanna Grassi, Caterina Pastorino, Pierpaolo Uberti · 2026 · advanced · risk management

    linear algebra · statistics

  21. LR-Robot: An Human-in-the-Loop LLM Framework for Systematic Literature Reviews with Applications in Financial Research

    Wei Wei, Jin Zheng, Zining Wang · 2026 · advanced · machine learning

    large language models · natural language processing

  22. LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU

    Peng Zhu, Yuante Li, Yifan Hu · 2024 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  23. LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies

    Kamil Kashif, Robert Ślepaczuk · 2024 · advanced · quantitative trading

    algorithmic trading · backtesting · deep learning · machine learning · neural networks · time series

  24. Luxury Goods and the Equity Premium

    Yacine Ait-Sahalia, Jonathan A. Parker, Motohiro Yogo · 2002 · advanced · statistics

    asset pricing · equity markets · financial economics

  25. M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics

    Yanzhi Zhang, Yu Ma, Yilin Cheng · 2026 · advanced · quantitative trading

    deep learning · financial machine learning · liquidity · machine learning · market microstructure

  26. M6 Investment Challenge: The Role of Luck and Strategic Considerations

    Filip Staněk · 2024 · intermediate · portfolio management

    hypothesis testing · optimization · portfolio management · portfolio optimization · statistical inference

  27. Machine Learning Algorithms for Financial Asset Price Forecasting

    Philip Ndikum · 2020 · intermediate · machine learning

    asset pricing · financial machine learning · machine learning · time series

  28. Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching

    Siyu Bie, Francis X. Diebold, Jingyu He · 2024 · advanced · fixed income

    bayesian statistics · interest rates · machine learning · term structure models

  29. Machine learning approach to stock price crash risk

    Abdullah Karasan, Ozge Sezgin Alp, Gerhard-Wilhelm Weber · 2025 · advanced · machine learning

    machine learning · regression

  30. Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

    Christian Beck, Weinan E, Arnulf Jentzen · 2017 · advanced · machine learning

    deep learning · machine learning · neural networks · numerical methods · optimization · partial differential equations

  31. Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios

    Vidya Sagar G, Shifat Ali, Siddhartha P. Chakrabarty · 2025 · advanced · risk management

    deep learning · machine learning · market risk · monte carlo simulation · neural networks · risk management

  32. Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty

    Yang Bai, Kuntara Pukthuanthong · 2021 · advanced · machine learning

    equity markets · financial machine learning · machine learning

  33. Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction

    Yimin Du · 2025 · advanced · quantitative trading

    factor investing · financial machine learning · machine learning · optimization · portfolio optimization

  34. Machine learning for ESG data in the financial industry

    Jérémi Assael · 2023 · advanced · machine learning

    esg · financial machine learning · machine learning

  35. Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework

    Sandrine Gümbel, Thorsten Schmidt · 2020 · advanced · fixed income

    interest rates · machine learning · model calibration · term structure models

  36. Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models

    Ludovic Goudenège, Andrea Molent, Antonino Zanette · 2019 · advanced · options

    machine learning · numerical methods · option pricing

  37. Machine Learning for Socially Responsible Portfolio Optimisation

    Taeisha Nundlall, Terence L Van Zyl · 2023 · intermediate · portfolio management

    esg · optimization · portfolio optimization

  38. Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information

    Thomas Conlon, John Cotter, Iason Kynigakis · 2026 · advanced · machine learning

    asset pricing · financial machine learning · machine learning

  39. Machine Learning in Portfolio Decisions

    Manuela Pedio, Massimo Guidolin, Giulia Panzeri · 2024 · intermediate · machine learning

    machine learning · portfolio management · portfolio optimization

  40. Machine Learning in Quant Investing: Revolution or Evolution?

    Acadian · intermediate · machine learning

    financial machine learning · machine learning

  41. Machine learning in weekly movement prediction

    Han Gui · 2024 · intermediate · machine learning

    financial machine learning · machine learning · neural networks

  42. Machine Learning Methods for Pricing Financial Derivatives

    Lei Fan, Justin Sirignano · 2024 · advanced · options

    deep learning · derivatives · machine learning · monte carlo simulation · option pricing · options hedging

  43. Machine learning models for predicting catastrophe bond coupons using climate data

    Julia Kończal, Michał Balcerek, Krzysztof Burnecki · 2025 · intermediate · risk management

    machine learning · regression

  44. Machine Learning Portfolio Allocation

    Michael Pinelis, David Ruppert · 2020 · advanced · portfolio management

    machine learning · portfolio management · portfolio optimization · volatility forecasting

  45. Machine learning techniques and data for stock market forecasting- A literature review

    Christoph Lohrmanna, Jari Porras, Mahinda Mailagaha Kumburea · 2022

    Classification · Data mining · Financial market · Forecasting · Machine Learning · Predictive performance

  46. Machine Learning Treasury Yields

    Zura Kakushadze, Willie Yu · 2020 · intermediate · fixed income

    fixed income · interest rates · machine learning

  47. Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements

    Gabriel M. Arantes, Richard F. Pinto, Bruno L. Dalmazo · 2025 · intermediate · machine learning

    financial machine learning · machine learning · neural networks · time series

  48. Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting

    Andrei Bysik, Robert Ślepaczuk · 2026 · intermediate · quantitative trading

    algorithmic trading · cryptocurrencies · financial machine learning · machine learning · time series · transaction costs

  49. Machine Learning-based Relative Valuation of Municipal Bonds

    Preetha Saha, Jingrao Lyu, Dhruv Desai · 2024 · intermediate · fixed income

    backtesting · data science · machine learning

  50. Machine Learning-powered Pricing of the Multidimensional Passport Option

    Josef Teichmann, Hanna Wutte · 2023 · advanced · options

    derivatives · machine learning · neural networks · option pricing · reinforcement learning · stochastic processes