smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5251–5300; page 106 of 188.

  1. Measuring Arbitrage Losses and Profitability of AMM Liquidity

    Robin Fritsch, Andrea Canidio · 2024 · intermediate · quantitative trading

    liquidity · market making

  2. Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest

    Fei Wu, Danning Sui, Thomas Thiery · 2025 · advanced · quantitative trading

    decentralized finance

  3. Measuring DeFi Risk

    Jeremy Bertomeu, Xiumin Martin, Ibrahima Sall · 2026 · intermediate · risk management

    cryptocurrencies · decentralized finance · systemic risk

  4. Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits

    Yu Zhang, Claudio J. Tessone · 2025 · advanced · quantitative trading

    algorithms · convex optimization · market efficiency · optimization

  5. Measuring Factor Exposures: Uses and Abuses

    Ronen Israel, Adrienne Ross · 2017 · intermediate · portfolio management

    factor investing

  6. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets

    Francis X. Diebold, Kamil Yilmaz · 2007 · intermediate · time series

    econometrics · equity markets · time series

  7. Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation

    Salem Boubakri, Cyriac Guillaumin · 2026 · intermediate · statistics

    asset pricing · capm · equity markets · financial economics

  8. Measuring Financial Resilience Using Backward Stochastic Differential Equations

    Roger J. A. Laeven, Matteo Ferrari, Emanuela Rosazza Gianin · 2025 · advanced · risk management

    stochastic calculus · stochastic differential equations

  9. Measuring Interest Rates as Determined by Thrift and Productivity

    Choi, Woon Gyu, Wen, Yi · 2000 · advanced · fixed income

    interest rates · time series

  10. Measuring Learned Monotone Temporal Aggregation at Matched Admissibility

    Yew Lee Tan · 2026 · advanced · risk management

    machine learning · neural networks · time series

  11. Measuring market liquidity risk - which model works best?

    Ernst, Cornelia, Stange, Sebastian, Kaserer, Christoph · 2009 · intermediate · risk management

    backtesting · liquidity risk · risk management

  12. Measuring Name Concentrations through Deep Learning

    Eva Lütkebohmert, Julian Sester · 2024 · advanced · risk management

    credit risk · deep learning · machine learning · monte carlo simulation · neural networks

  13. Measuring price impact and information content of trades in a time-varying setting

    F. Campigli, G. Bormetti, F. Lillo · 2022 · advanced · quantitative trading

    market microstructure · time series

  14. Measuring Sentiment News with Transformer-Based Language Models

    Maria Saveria Mavillonio, Stefano Borgioli, Caterina Giannetti · 2026 · intermediate · machine learning

    deep learning · financial machine learning · large language models · machine learning · natural language processing

  15. Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing

    Nolan Alexander, Frank Fabozzi · 2026 · intermediate · portfolio management

    factor investing · risk management

  16. Measuring Systemic Risk

    Viral V. Acharya, Thomas Philippon · 2010 · advanced · risk management

    systemic risk

  17. Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes

    Wagner, Niklas, Marsh, Terry A. · 2003 · advanced · statistics

    extreme value theory · garch · statistics

  18. Measuring the engine of a liquidation cascade: subcritical branching inside a first-order transition

    Ramon Marc Garcia Seuma · 2026 · advanced · risk management

    cryptocurrencies

  19. Measuring the Financial Sophistication of Households

    Campbell, John, Calvet, Lauren E., Sodini, Paolo · 2009 · intermediate · portfolio management

    behavioral finance · financial economics

  20. Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data

    Loïc Maréchal, Alain Mermoud, Dimitri Percia David · 2024 · intermediate · statistics

    asset pricing · equity valuation · statistics

  21. Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?

    Pierpaolo Uberti · 2026 · advanced · risk management

    linear algebra · portfolio management

  22. Measuring time-varying economic fears with consumption-based stochastic discount factors

    Belén Nieto, Gonzalo Rubio · 2007 · advanced · time series

    asset pricing · financial economics

  23. Measuring Trade Direction in a Prediction Market: Settlement Ground Truth and Trading-Cost Measurement on Polymarket

    Philipp D. Dubach · 2026 · advanced · quantitative trading

    market microstructure · transaction costs

  24. Measuring Transition Risk in Investment Funds

    Ricardo Crisostomo · 2022 · intermediate · risk management

    risk management

  25. Mechanism Design for Investment Regulation under Herding

    Huisheng Wang, H. Vicky Zhao · 2026 · advanced · risk management

    optimization

  26. Mechanisms of information communication and market price movements. The case of SP 500 market

    Inga Ivanova, Grzegorz Rzadkowski · 2025 · intermediate · time series

    time series

  27. Media abnormal tone, earnings announcements, and the stock market

    David Ardia, Keven Bluteau, Kris Boudt · 2021 · intermediate · statistics

    equity markets

  28. Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit

    Massimo Guidolin, Manuela Pedio · 2020 · advanced · time series

    garch · time series · volatility forecasting

  29. Media-based climate risks and international corporate bond market

    Ramzi Benkraiem, Nebojsa Dimic, Vanja Piljak · 2024 · intermediate · fixed income

    credit markets · fixed income

  30. Mediating Financial Intermediation

    Louis-Marie Harpedanne de Belleville, Aymeric Bellon, Noémie Pinardon-Touati · 2021 · advanced · risk management

    causal inference · credit markets

  31. Memory-Induced Supra-Competitive Outcomes Between Deep Reinforcement Learning Agents in Optimal Trade Execution

    Christos Spyridon Koulouris, Carlo Campajola · 2026 · advanced · quantitative trading

    deep learning · machine learning · optimal execution · reinforcement learning

  32. Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting

    Akash Deep, Nicholas Appiah, Svetlozar T. Rachev · 2026 · advanced · time series

    rough volatility · statistics · time series · volatility forecasting

  33. Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?

    Rob Bauer, Katrin Gödker, Paul Smeets · 2024 · advanced · statistics

    statistics

  34. Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?

    Rob Bauer, Katrin Gödker, Paul Smeets · 2024 · intermediate · statistics

    asset pricing

  35. Mental Models of the Stock Market

    Peter Andre, Philipp Schirmer, Johannes Wohlfart · 2024 · intermediate · other

    other

  36. Merton's Problem with Recursive Perturbed Utility

    Min Dai, Yuchao Dong, Yanwei Jia · 2026 · advanced · portfolio management

    mathematical finance · partial differential equations · portfolio optimization · stochastic calculus

  37. Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study

    Johann Lussange, Stefano Vrizzi, Stefano Palminteri · 2024 · advanced · machine learning

    machine learning · market microstructure · reinforcement learning

  38. Mesuring Liquidity Mismatch in the Banking Sector

    Bai, Jennie, Krishnamurthy, Arvind, Weymuller, Charles-Henri · 2015 · intermediate · risk management

    banking · liquidity · liquidity risk

  39. Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors

    Jirong Zhuang, Xuan Wu · 2025 · advanced · options

    deep learning · machine learning · neural networks · volatility surface

  40. Meta-model of a large credit risk portfolio in the Gaussian copula model

    Florian Bourgey, Emmanuel Gobet, Clément Rey · 2020 · advanced · risk management

    copulas · credit risk · numerical methods · risk management

  41. Metaheuristic Approach to Solve Portfolio Selection Problem

    Taylan Kabbani · 2022 · intermediate · portfolio management

    algorithms · optimization · portfolio management · portfolio optimization

  42. Method of Moments Estimation for Affine Stochastic Volatility Models

    Yan-Feng Wu, Xiangyu Yang, Jian-Qiang Hu · 2024 · advanced · statistics

    mathematical finance · statistical inference · stochastic processes

  43. Methodology of measuring performance in alternative investment

    Alexis Bonnet, Isabelle Nagot · 2005 · intermediate · portfolio management

    portfolio management

  44. Metropolitan financial agents and the emergence of inter-regional financial linkages in England and Japan, 1760-1860

    Ishizu, Mina · 2021 · intermediate · risk management

    credit markets

  45. Meyer risk measures

    Christian Laudagé, Felix-Benedikt Liebrich · 2025 · advanced · risk management

    risk management

  46. Micro frictions, asset pricing, and aggregate implications

    Favilukis, Jack, Lin, Xiaoji · 2011 · advanced · other

    asset pricing · financial economics

  47. Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931

    Kristian Blickle, Markus Brunnermeier, Stephan Luck · 2020 · intermediate · risk management

    banking · liquidity

  48. Microeconomic Models for Long-Memory in the Volatility of Financial Time Series

    Gilles Teyssière, Alan Kirman · 2001 · advanced · time series

    behavioral finance · time series

  49. Microfinance Games

    Dean Karlan, Xavier Gine, Jonathan Morduch · 2006 · intermediate · risk management

    risk management

  50. Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents

    Michele Vodret, Iacopo Mastromatteo, Bence Toth · 2022 · advanced · time series

    garch · market microstructure