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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5151–5200; page 104 of 188.

  1. Market Making with Fads, Informed, and Uninformed Traders

    Emilio Barucci, Adrien Mathieu, Leandro Sánchez-Betancourt · 2025 · advanced · quantitative trading

    liquidity · market making · market microstructure · optimization · stochastic processes

  2. Market Making with Scaled Beta Policies

    Joseph Jerome, Gregory Palmer, Rahul Savani · 2022 · intermediate · quantitative trading

    market making · market microstructure

  3. Market Making without Regret

    Nicolò Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni · 2024 · advanced · quantitative trading

    market making

  4. Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis

    Kapar, Burcu, Iori, Giulia, Gabbi, Giampaolo · 2020 · advanced · quantitative trading

    banking · liquidity · liquidity risk · market microstructure

  5. MARKET MICROSTRUCTURE, INFORMATION AGGREGATION AND EQUILIBRIUM UNIQUENESS IN A GLOBAL GAME

    Edouard Challe, Edouard Chrétien · 2015 · advanced · quantitative trading

    financial economics · market microstructure

  6. Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications

    Biais, Bruno, Glosten, Larry, Spatt, Chester · 2004 · advanced · quantitative trading

    liquidity · market making · market microstructure · transaction costs

  7. Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector

    Haibo Wang, Takeshi Tsuyuguchi · 2025 · advanced · statistics

    banking · capm · causal inference · econometrics · mergers and acquisitions

  8. Market Reactions to Material Cybersecurity Incident Disclosures

    Maxwell Block · 2025 · intermediate · statistics

    equity markets

  9. Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems

    Yunhua Pei, Zerui Ge, Jin Zheng · 2026 · advanced · machine learning

    large language models · portfolio management

  10. Market Risk and Volatility Weighted Historical Simulation After Basel III

    Jean-Paul Laurent, Hassan Omidi Firouzi · 2022 · advanced · risk management

    backtesting · market risk · risk management · statistics

  11. Market Selection and Survival of Investment Strategies

    Rabah Amir, Igor V. Evstigneev, Thorsten Hens · 2002 · advanced · portfolio management

    capm · financial economics

  12. Market Simulation under Adverse Selection

    Luca Lalor, Anatoliy Swishchuk · 2024 · advanced · quantitative trading

    algorithmic trading · high frequency trading · market making · optimization

  13. Market Structure and Borrower Welfare in Microfinance

    Thiemo Fetzer, Maitreesh Ghatak, Jonathan de Quidt · 2012 · advanced · risk management

    risk management

  14. Market timing and return prediction under model instability

    Pesaran, M. Hashem, Timmermann, Allan · 2002 · advanced · time series

    econometrics · time series

  15. Market Timing: Sin a Little

    Cliff Asness, Antti Ilmanen, Thomas Maloney · 2017 · intermediate · portfolio management

    momentum

  16. Market Viability and Completeness for Multinomial Models

    Nahuel I. Arca · 2025 · advanced · stochastic calculus

    martingales

  17. Market-Adaptive Ratio for Portfolio Management

    Ju-Hong Lee, Bayartsetseg Kalina, KwangTek Na · 2023 · intermediate · portfolio management

    portfolio management · portfolio optimization · risk management

  18. Market-Based "Actual" Returns of Investors

    Victor Olkhov · 2023 · intermediate · time series

    statistics

  19. Market-Based Asset Price Probability

    Victor Olkhov · 2022 · intermediate · statistics

    statistics

  20. Market-Based Portfolio Variance

    Victor Olkhov · 2025 · intermediate · portfolio management

    time series

  21. Market-Based Price Autocorrelation

    Victor Olkhov · 2022 · intermediate · time series

    financial economics · statistics

  22. Market-Based Probability of Stock Returns

    Victor Olkhov · 2023 · advanced · time series

    probability · statistics

  23. Market-Based Variance of Market Portfolio and of Entire Market

    Victor Olkhov · 2025 · intermediate · portfolio management

    portfolio management

  24. Market-Dependent Communication in Multi-Agent Alpha Generation

    Jerick Shi, Burton Hollifield · 2025 · advanced · machine learning

    large language models

  25. Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting

    Hamid Moradi-Kamali, Mohammad-Hossein Rajabi-Ghozlou, Mahdi Ghazavi · 2025 · advanced · machine learning

    backtesting · cryptocurrencies · financial machine learning · large language models · machine learning · natural language processing

  26. Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context

    Haochong Xia, Shuo Sun, Xinrun Wang · 2023 · advanced · machine learning

    deep learning · neural networks · time series

  27. Market-Implied Sustainability: Insights from Funds' Portfolio Holdings

    Rosella Giacometti, Gabriele Torri, Marco Bonomelli · 2025 · intermediate · portfolio management

    sustainable investing

  28. Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework

    Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji · 2026 · advanced · fixed income

    statistical inference · stochastic processes

  29. Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes

    Ayla Jungbluth, Johannes Lederer, Simon Trimborn · 2026 · advanced · statistics

    extreme value theory · time series

  30. Market-Informed Valuation of GMMB Riders with Surrender Options under a Heston Stochastic-Local Volatility Model

    Ludovic Goudenege, Andrea Molent, Xiao Wei · 2026 · advanced · risk management

    numerical methods · stochastic processes · volatility surface

  31. Market-making with reinforcement-learning (SAC)

    Alexey Bakshaev · 2020 · advanced · quantitative trading

    algorithmic trading · market making · reinforcement learning · risk management

  32. Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity

    Saumya Kothari, Harsh Shah, Utkarsh Prajapati · 2024 · intermediate · portfolio management

    portfolio management

  33. MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks

    Jeonggyu Huh, Seungwon Jeong, Hyun-Gyoon Kim · 2026 · advanced · machine learning

    deep learning · financial machine learning · machine learning · time series

  34. MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series

    Aaron Wheeler, Jeffrey D. Varner · 2024 · advanced · machine learning

    deep learning · financial machine learning · large language models · machine learning · market microstructure · neural networks

  35. Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets

    I. Halperin, A. Itkin · 2025 · advanced · stochastic calculus

    financial economics · stochastic processes

  36. Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets

    Igor Halperin, Andrey Itkin · 2025 · advanced · options

    model calibration · optimization · option pricing · partial differential equations

  37. Markets Are Not Random, They Are Hard to Predict

    Miquel Noguer i Alonso · 2026 · advanced · stochastic calculus

    financial economics · market efficiency · martingales · stochastic processes

  38. Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk

    Thorsten Hens, Klaus Reiner Schenk-Hoppé · 2002 · advanced · portfolio management

    liquidity

  39. MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents

    George Fatouros, Kostas Metaxas, John Soldatos · 2025 · advanced · machine learning

    large language models · machine learning · natural language processing

  40. Marking-Aware Sequential VaR Recalibration for Standardized Option Books

    Tenghan Zhong, Keyuan Wu · 2026 · advanced · risk management

    backtesting · derivatives · market risk · risk management

  41. Markov Switching Garch Models of Currency Crises in Southeast Asia

    Celso Brunetti, Roberto S. Mariano, Chiara Scotti · 2003 · advanced · time series

    econometrics · foreign exchange · garch · time series · volatility forecasting

  42. Markov Switching Models in Empirical Finance

    Massimo Guidolin · 2011 · advanced · time series

    econometrics · hypothesis testing · time series

  43. Markov-Functional Models with Local Drift

    ShengQuan Zhou · 2024 · advanced · options

    mathematical finance · model calibration · stochastic processes · volatility surface

  44. Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems

    Çetin, Umut, Danilova, Albina · 2016 · advanced · quantitative trading

    financial economics · mathematical finance · partial differential equations · stochastic differential equations · stochastic processes

  45. Markowitz Portfolio Construction at Seventy

    Stephen Boyd, Kasper Johansson, Ronald Kahn · 2024 · intermediate · portfolio management

    convex optimization · optimization · portfolio optimization

  46. Markowitz portfolio selection for multivariate affine and quadratic Volterra models

    Eduardo Abi Jaber, Enzo Miller, Huyên Pham · 2021 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · rough volatility · stochastic processes

  47. Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks

    Victor Olkhov · 2025 · intermediate · portfolio management

    portfolio management

  48. Markups and Productivity under Heterogeneous Financial Frictions

    Carlo Altomonte, Domenico Favoino, Tommaso Sonno · 2018 · advanced · other

    financial economics

  49. Markups, Productivity and the Financial Capability of Firms

    Carlo Altomonte, Domenico Favoino, Tommaso Sonno · 2017 · advanced · risk management

    credit markets · financial economics

  50. MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model

    Junjie Li, Yang Liu, Weiqing Liu · 2024 · advanced · machine learning

    deep learning · machine learning