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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5501–5550; page 111 of 188.

  1. MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning

    Junwei Su, Shan Wu, Jinhui Li · 2024 · advanced · quantitative trading

    deep learning · financial machine learning · machine learning · neural networks · pairs trading · time series

  2. Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution

    Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot · 2026 · advanced · portfolio management

    deep learning · neural networks · optimization · portfolio management · portfolio optimization · risk management

  3. Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024

    Chandradew Sharma · 2025 · advanced · statistics

    statistics · time series

  4. Multi-Agent AI as a Nested Principal-Agent Problem in Private Wealth Management: Mandate Representation and Evidence Control in Switzerland, Germany and Austria

    Walter Kurz, Reinhard Magg, Florian Kollberg · 2026 · advanced · portfolio management

    portfolio management

  5. Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction

    Kairan Hong, Jinling Gan, Qiushi Tian · 2025 · advanced · machine learning

    cryptocurrencies · financial machine learning · machine learning · natural language processing

  6. Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions

    Ali Atiah Alzahrani · 2025 · advanced · portfolio management

    convex optimization · machine learning · portfolio optimization · risk management

  7. Multi-Agent Reinforcement Learning for Greenhouse Gas Offset Credit Markets

    Liam Welsh, Udit Grover, Sebastian Jaimungal · 2025 · advanced · machine learning

    climate finance · deep learning · neural networks · reinforcement learning

  8. Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation

    Michaël Karpe, Jin Fang, Zhongyao Ma · 2020 · advanced · quantitative trading

    algorithmic trading · market microstructure · optimal execution · reinforcement learning

  9. Multi-agent simulation for pricing and hedging in a dealer market

    Ganesh, Sumitra, Vadori, Nelson, Xu, Mengda · 2019 · intermediate · quantitative trading

    market making · risk management

  10. Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies

    Daksh Dave, Gauransh Sawhney, Vikhyat Chauhan · 2025 · intermediate · machine learning

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

  11. Multi-asset and generalised Local Volatility. An efficient implementation

    Olivier Deloire, Louis Roth · 2024 · advanced · options

    numerical methods · option pricing · partial differential equations · stochastic differential equations

  12. Multi-Asset Bubbles Equilibrium Price Dynamics

    Francesco Cordoni · 2022 · advanced · other

    asset pricing · financial economics

  13. Multi-Asset Liquidation in Dark Pools with Adverse Selection

    Guanxing Fu, Johannes Ruf, Xiaomin Shi · 2026 · advanced · quantitative trading

    liquidity · market microstructure · optimal execution · optimization · stochastic differential equations · stochastic processes

  14. Multi-asset market making under the quadratic rough Heston

    Mathieu Rosenbaum, Jianfei Zhang · 2022 · advanced · quantitative trading

    derivatives · market making · optimization · rough volatility

  15. Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework

    Julia Ackermann, Thomas Kruse, Mikhail Urusov · 2025 · advanced · quantitative trading

    market microstructure · optimal execution · optimization · stochastic processes

  16. Multi-asset return risk measures

    Christian Laudagé, Felix-Benedikt Liebrich, Jörn Sass · 2024 · advanced · risk management

    mathematical finance · risk management

  17. Multi-Credit Calibration via Elastically Stopped Lévy Processes

    Graeme Baker, Agostino Capponi · 2026 · advanced · derivatives

    credit derivatives · credit risk · jump processes · mathematical finance · model calibration · stochastic processes

  18. Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design

    Reina Ke Xin Li, Andreas Park, Andreas Veneris · 2026 · advanced · quantitative trading

    foreign exchange · liquidity · optimization · transaction costs

  19. Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback

    Mohammad Al Ridhawi, Mahtab Haj Ali, Hussein Al Osman · 2026 · advanced · machine learning

    large language models · machine learning

  20. Multi-dimensional queue-reactive model and signal-driven models: a unified framework

    Emmanouil Sfendourakis · 2025 · advanced · quantitative trading

    market microstructure · statistical inference · stochastic processes

  21. Multi-factor approximation of rough volatility models

    Eduardo Abi Jaber, Omar El Euch · 2018 · advanced · stochastic calculus

    numerical methods · rough volatility · stochastic processes

  22. Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics

    Peilun He, Gareth W. Peters, Nino Kordzakhia · 2024 · advanced · fixed income

    commodities · interest rates · regression · stress testing · term structure models

  23. Multi-Factor Inception: What to Do with All of These Features?

    Tom Liu, Stefan Zohren · 2023 · advanced · machine learning

    algorithmic trading · cryptocurrencies · deep learning · machine learning · neural networks

  24. Multi-Factor Model of Correlated Commodity - Forward Curves for Crude Oil and Shipping Markets

    Paul D. Sclavounos, Per Einar Ellefsen · 2009 · advanced · derivatives

    commodities · stochastic processes · term structure models

  25. Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics

    Peilun He, Nino Kordzakhia, Gareth W. Peters · 2024 · advanced · stochastic calculus

    commodities · statistical inference · stochastic processes

  26. Multi-Horizon Echo State Network Prediction of Intraday Stock Returns

    Giovanni Ballarin, Jacopo Capra, Petros Dellaportas · 2025 · advanced · machine learning

    machine learning · time series

  27. Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units

    Zihao Zhang, Stefan Zohren · 2021 · advanced · machine learning

    deep learning · machine learning · neural networks · time series

  28. Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification

    Alejandro Rodriguez Dominguez, Muhammad Shahzad, Xia Hong · 2025 · advanced · portfolio management

    financial machine learning · machine learning · portfolio optimization

  29. Multi-Industry Simplex : A Probabilistic Extension of GICS

    Maksim Papenkov, Chris Meredith, Claire Noel · 2023 · intermediate · machine learning

    machine learning · natural language processing

  30. Multi-Industry Simplex 2.0 : Temporally-Evolving Probabilistic Industry Classification

    Maksim Papenkov · 2024 · advanced · machine learning

    bayesian statistics · financial machine learning · machine learning · natural language processing

  31. Multi-kernel property in high-frequency price dynamics under Hawkes model

    Kyungsub Lee · 2023 · advanced · quantitative trading

    high frequency trading · stochastic processes

  32. Multi-Label Topic Model for Financial Textual Data

    Moritz Scherrmann · 2023 · intermediate · machine learning

    financial machine learning · machine learning · natural language processing

  33. Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis

    Kristoffer Andersson, Alessandro Gnoatto · 2025 · advanced · risk management

    credit risk · derivatives · stochastic differential equations

  34. Multi-Level Market Making with Reinforcement Learning

    Patrick Cheridito, Moritz Weiss · 2026 · advanced · quantitative trading

    algorithmic trading · market making · market microstructure · reinforcement learning

  35. Multi-Level Order-Flow Imbalance in a Limit Order Book

    Ke Xu, Martin D. Gould, Sam D. Howison · 2019 · intermediate · quantitative trading

    market microstructure · regression

  36. Multi-maturity consistency of option prices under bounded bid-ask spreads: a minimal obstruction and an exact two-date basket operator

    Minhyeok Lee · 2026 · advanced · options

    optimization · option pricing

  37. Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams

    Mahsa Tavakoli, Rohitash Chandra, Fengrui Tian · 2023 · advanced · machine learning

    deep learning · machine learning · natural language processing · neural networks

  38. Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections

    Tom Bamford, Andrea Coletta, Elizabeth Fons · 2023 · intermediate · machine learning

    machine learning · neural networks · time series

  39. Multi-Modal Opinion Integration for Financial Sentiment Analysis using Cross-Modal Attention

    Yujing Liu, Chen Yang · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · natural language processing · neural networks

  40. Multi-Period After-Tax Reporting: A Practical Solution

    Rodney N. Sullivan, Liliana Urrutia · 2018 · intermediate · portfolio management

    portfolio management

  41. Multi-period Learning for Financial Time Series Forecasting

    Xu Zhang, Zhengang Huang, Yunzhi Wu · 2025 · intermediate · time series

    financial machine learning · machine learning · time series

  42. Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications

    Sri Sairam Gautam B · 2026 · advanced · options

    martingales · neural networks · numerical methods · stochastic processes

  43. Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization

    Duy-Minh Dang, Chang Chen · 2025 · advanced · portfolio management

    portfolio optimization · risk management

  44. Multi-period risk sharing under financial fairness

    Bao, Hailong · 2016 · advanced · risk management

    mathematical finance

  45. Multi-Period Trading via Convex Optimization

    Stephen Boyd, Enzo Busseti, Steven Diamond · 2017 · intermediate · quantitative trading

    convex optimization · optimization · portfolio management · portfolio optimization · transaction costs

  46. Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields

    Samuel Modée, Yushu Li, Sjur Westgaard · 2026 · advanced · time series

    interest rates · time series

  47. Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification

    Zinuo You, Pengju Zhang, Jin Zheng · 2024 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  48. Multi-Scale Markov Switching GARCH

    Jayesh Chaudhary · 2026 · advanced · time series

    foreign exchange · garch · statistical inference · time series · volatility forecasting

  49. Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets

    Avishek Bhandari · 2025 · advanced · risk management

    financial networks · systemic risk

  50. Multi-step Reflection Principle and Barrier Options

    Hangsuck Lee, Gaeun Lee, Seongjoo Song · 2021 · intermediate · options

    derivatives · mathematical finance · option pricing