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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5051–5100; page 102 of 188.
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
Maxime Saxena, Marco Pangallo, Cars Hommes · 2026 · advanced · machine learning
financial economics · large language models
Machine-learning a family of solutions to an optimal pension investment problem
John Armstrong, Cristin Buescu, James Dalby · 2025 · advanced · machine learning
machine learning · neural networks · optimization · portfolio optimization
Machine-learning regression methods for American-style path-dependent contracts
Matteo Gambara, Giulia Livieri, Andrea Pallavicini · 2023 · advanced · options
derivatives · machine learning · monte carlo simulation · neural networks · option greeks · option pricing
Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency
Garg, Karan · 2021 · intermediate · quantitative trading
algorithmic trading · market efficiency
Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting
Nils Engler, Filip Lindskog · 2023 · advanced · risk management
insurance · statistics
Macro carbon price prediction with support vector regression and Paris accord targets
Jinhui Li · 2022 · intermediate · time series
machine learning · regression
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
Yiqing Wang, Dehao Dai, Ding Ma · 2026 · intermediate · portfolio management
commodities · exchange traded funds · large language models · portfolio management
Macro Factor Model: Application to Liquid Private Portfolios
Scott Gladstone, Ananth Madhavan, Anita Rana · 2021 · intermediate · portfolio management
factor investing · liquidity
Macro factors and the Term Structure of Interest Rates
Dewachter, H.D.R., Lyrio, M. · 2003 · advanced · fixed income
fixed income · interest rates · term structure models
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
Daniel Cunha Oliveira, Kieran Wood, Stefan Zohren · 2026 · advanced · time series
deep learning · financial machine learning · neural networks · time series
Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models
Lore Dirick, Tony Bellotti, Gerda Claeskens · 2016 · advanced · risk management
credit risk
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
Xu Cheng, Winston Wei Dou, Zhipeng Liao · 2020 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
Macro-Financial Implications of the Surging Global Demand (and Supply) of International Reserves
Vincenzo Quadrini, Enrique G. Mendoza · 2024 · advanced · risk management
financial stability · interest rates
Macroeconomic and financial risks transmitted by the European Union Deforestation Regulation: a focus on the coffee value chain in Honduras
Keane, Jodie, Arce, Bernardo, Ayele, Yohannes · 2025 · advanced · risk management
risk management
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia
Corradi, Valentina, Distaso, Walter, Mele, Antonio · 2008 · advanced · options
asset pricing · stochastic processes
Macroeconomic Dynamics and Credit Risk: A Global Perspective
Pesaran, M.H., Schuermann, T., Treutler, B-J. · 2003 · advanced · risk management
credit risk · econometrics · risk management
Macroeconomic Factors and the Correlation of Stock and Bond Returns
Lingfeng Li · 2003 · advanced · portfolio management
asset pricing
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Daniele Bianchi, Massimo Guidolin, Francesco Ravazzolo · 2015 · advanced · statistics
asset pricing · bayesian statistics · statistical inference · time series
Macroeconomic news, order flows and exchange rates
Love, Ryan, Payne, Richard · 2003 · advanced · quantitative trading
foreign exchange · market efficiency · market microstructure
Macroeconomic Shocks and Banking Supervision
Rochet, Jean-Charles · 2004 · advanced · risk management
banking
Macroeconomic shocks and risk premia
Pinter, Gabor · 2018 · advanced · statistics
asset pricing · econometrics · time series
Macroeconomic Volatility and Stock Market Volatility, World-Wide
Francis X. Diebold, Kamil Yilmaz · 2008 · advanced · time series
equity markets
Macrofinancial risks of the transition to a low-carbon economy
Campiglio, Emanuele, van der Ploeg, Frederick · 2022 · intermediate · risk management
asset pricing · contagion · financial networks
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
Chuqiao Zong, Chaojie Wang, Molei Qin · 2024 · advanced · machine learning
algorithmic trading · high frequency trading · machine learning · reinforcement learning
Macroprudential policy and household wealth inequality
Jean-Francois Carpantier, Javier Olivera Angulo, Philippe Van Kerm · 2017 · intermediate · risk management
economic policy · housing markets · mortgage markets
Macroprudential Policy Coordination in a Currency Union'
Pierre-Richard Agénor, Pengfei Jia · 2017 · advanced · risk management
economic policy · financial stability
Macroscopic Market Making
Ivan Guo, Shijia Jin, Kihun Nam · 2023 · advanced · quantitative trading
market making · optimal execution · optimization · partial differential equations · stochastic calculus · stochastic differential equations
Macroscopic Market Making Games via Multidimensional Decoupling Field
Ivan Guo, Shijia Jin · 2024 · advanced · quantitative trading
market making · mathematical finance · stochastic differential equations · stochastic processes
Macroscopic properties of equity markets: stylized facts and portfolio performance
Steven Campbell, Qien Song, Ting-Kam Leonard Wong · 2024 · advanced · portfolio management
backtesting · equity markets · portfolio management
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
Yurii Kvasiuk, Tianyi Li, Owen Colegrove · 2026 · advanced · quantitative trading
algorithmic trading · backtesting · large language models · optimization
Magic strikes for variance and gamma contracts, and other attainable claims
Florian Bourgey, Jim Gatheral · 2026 · advanced · options
derivatives · option pricing
Maintaining Central-Bank Financial Stability under New-Style Central Banking
Robert E. Hall, Ricardo Reis · 2015 · intermediate · risk management
banking · financial stability · interest rates
Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach
Manuel Alberto M. Ferreira · 2022 · intermediate · stochastic calculus
pensions · stochastic processes
Making heads or tails of systemic risk measures
Aleksy Leeuwenkamp · 2022 · advanced · risk management
copulas · systemic risk
Making Leveraged Exchange-Traded Funds Work for your Portfolio
Peter Forsyth, Pieter van Staden, Yuying Li · 2025 · advanced · portfolio management
exchange traded funds · portfolio management · risk management
Making sovereign debt safe with a financial stability fund
Yan Liu, Ramon Marimon, Adrien Wicht · 2022 · advanced · risk management
financial stability
Making the Eurozone sustainable by financial engineering or political union
De Grauwe, Paul, Ji, Yuemei · 2019 · intermediate · risk management
economic policy · financial stability
Making the grade: infrastructural semiotics and derivative market outcomes on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856–1909
Pinzur, David · 2016 · intermediate · derivatives
derivatives
Malliavin calculus for signatures with applications to finance
Eduardo Abi Jaber, Clément Rey, Dimitri Sotnikov · 2026 · advanced · stochastic calculus
brownian motion · derivatives · mathematical finance · option greeks · stochastic processes
Malliavin calculus in finance
Arturo Kohatsu, Montero Miquel · 2003 · advanced · options
monte carlo simulation · numerical methods · option greeks
Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
Ali Mehrabian, Ehsan Hoseinzade, Mahdi Mazloum · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs
Lokesh Antony Kadiyala, Amir Mirzaeinia · 2025 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · time series
MambaStock: Selective state space model for stock prediction
Zhuangwei Shi · 2024 · intermediate · machine learning
machine learning · time series
MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
Mengyu Wang, Tiejun Ma · 2024 · advanced · machine learning
financial machine learning · machine learning · natural language processing · neural networks
Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds
Galkiewicz, Dominika Paula · 2014 · intermediate · risk management
credit derivatives · credit risk · mutual funds
Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs
Scholz, Julia · 2011 · intermediate · risk management
securitization
Managing a Crypto-Currency Portfolio Via Minmax Drawdown Control
Sylvain Chassang · 2019 · advanced · portfolio management
cryptocurrencies · portfolio management · risk management
Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
Hang Gao, Shuohua Yang, Xinli Liu · 2024 · intermediate · risk management
insurance · monte carlo simulation · risk management
Managing Brexit in Financial Services
Nicholas Sowels · 2019 · intermediate · risk management
banking · financial stability
Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model
Samuel Malone · 2005 · advanced · risk management
commodities · derivatives · financial economics · options hedging