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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5701–5750; page 115 of 188.
News shocks and asset prices
Malkhozov, Aytek, Tamoni, Andrea · 2015 · advanced · statistics
asset pricing · bayesian statistics · equity markets · financial economics
News Shocks under Financial Frictions
Francesco Zanetti, Christoph Görtz, John D. Tsoukalas · 2016 · advanced · risk management
econometrics · financial economics
News-Aware Direct Reinforcement Trading for Financial Markets
Qing-Yu Lan, Zhan-He Wang, Jun-Qian Jiang · 2025 · advanced · machine learning
algorithmic trading · deep learning · neural networks · reinforcement learning · time series
News-driven Expectations and Volatility Clustering
Sabiou Inoua · 2023 · intermediate · time series
trend following
News-driven peer co-movement in crypto markets
Gustavo Schwenkler, H. Zheng · 2025 · advanced · quantitative trading
cryptocurrencies · natural language processing
News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
Kaushal Attaluri, Mukesh Tripathi, Srinithi Reddy · 2024 · advanced · machine learning
deep learning · machine learning · natural language processing · neural networks · time series
NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks
Shunyao Wang, Ming Cheng, Christina Dan Wang · 2025 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · natural language processing
NFT Bubbles
Andrea Barbon, Angelo Ranaldo · 2023 · intermediate · statistics
statistics
NFT Wash Trading Detection
Derek Liu, Francesco Piccoli, Katie Chen · 2023 · intermediate · quantitative trading
algorithms
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction
Yingjie Niu, Mingchuan Zhao, Valerio Poti · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
Steven Malliaris, Hongjun Yan · 2009 · advanced · quantitative trading
asset pricing · financial economics
NIFTY Financial News Headlines Dataset
Raeid Saqur, Ken Kato, Nicholas Vinden · 2024 · intermediate · machine learning
financial machine learning · large language models · natural language processing
No arbitrage and the existence of ACLMMs in general diffusion models
David Criens, Mikhail Urusov · 2024 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · stochastic calculus · stochastic processes
No Arbitrage in Discrete Time Under Portfolio Constraints
Laurence Carassus, Huyên Pham, Nizar Touzi · 2001 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance
No arbitrage of the first kind and local martingale numéraires
Kabanov, Yuri, Kardaras, Constantinos, Song, Shiqi · 2016 · advanced · stochastic calculus
martingales · mathematical finance · probability · stochastic processes
No Fear of Discounting - How to Manage the Transition from EONIA to ESTR
Marco Bianchetti, Marco Scaringi · 2025 · advanced · fixed income
derivatives · interest rates
No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2
Paulick, Jan, Berndsen, Ron, Diehl, Martin · 2021 · intermediate · risk management
banking · liquidity · panel data
No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
Walter Hernandez Cruz, Jiahua Xu, Paolo Tasca · 2024 · advanced · quantitative trading
causal inference · decentralized finance · liquidity · liquidity risk · market microstructure
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
Konark Jain, Jean-François Muzy, Jonathan Kochems · 2024 · advanced · quantitative trading
market microstructure · stochastic processes
No-arbitrage and Equilibrium in Finite Dimension: A General Result
Thai Ha-Huy, Cuong Le Van, Frank Page · 2017 · advanced · other
financial economics
No-arbitrage commodity option pricing with market manipulation
Aïd, René, Callegaro, Giorgia, Campi, Luciano · 2020 · advanced · options
commodities · derivatives · optimization · option pricing · stochastic differential equations
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
Dorsaf Cherif, Emmanuel Lepinette · 2024 · advanced · stochastic calculus
mathematical finance
No-arbitrage equilibria with differential information: a proof of existence
Lionel de Boisdeffre · 2004 · advanced · other
financial economics
No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
Alessio Calvelli · 2022 · advanced · derivatives
derivatives · stochastic processes
No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging
Shota Imaki, Kentaro Imajo, Katsuya Ito · 2021 · advanced · options
deep learning · derivatives · machine learning · optimization · options hedging · transaction costs
No‐arbitrage implies power‐law market impact and rough volatility
Paul Jusselin, Mathieu Rosenbaum · 2020 · advanced · stochastic calculus
mathematical finance · rough volatility · stochastic processes
Noise Dressing of Financial Correlation Matrices
Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud · 1998 · advanced · statistics
risk management · statistics
Noise Trader Risk in Financial Markets
De Long, J. Bradford, Shleifer, Andrei, Summers, Lawrence H. · 1990 · intermediate · other
asset pricing · behavioral finance
Noise-proofing Universal Portfolio Shrinkage
Paul Ruelloux, Christian Bongiorno, Damien Challet · 2025 · intermediate · portfolio management
financial machine learning · optimization · portfolio management · portfolio optimization
Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices
Xin, Wei, Grant, Lewis, Groom, Ben · 2025 · intermediate · statistics
asset pricing · equity markets · esg
Nominal Bonds, Real Bonds, and Equity
Andrew Ang, Maxim Ulrich · 2011 · advanced · fixed income
asset pricing · equity markets · fixed income · interest rates · term structure models
Nominal Exchange Rate Stationarity and Long-Term Bond Returns
Lustig, Hanno, Stathopoulos, Andreas, Verdelhan, Adrien · 2016 · advanced · fixed income
asset pricing · fixed income · foreign exchange · hypothesis testing
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Gadat, Sébastien, Costa, Manon · 2020 · advanced · risk management
stochastic processes
Non cooperative Liquidity Games and their application to bond market trading
Alicia Vidler, Toby Walsh · 2024 · intermediate · quantitative trading
liquidity
Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
Mao Fabrice Djete · 2024 · advanced · stochastic calculus
model calibration · probability · stochastic differential equations · stochastic processes
Non-Atomic Arbitrage in Decentralized Finance
Lioba Heimbach, Vabuk Pahari, Eric Schertenleib · 2024 · advanced · quantitative trading
decentralized finance
Non-concave Corporate Management with Option Incentives under Value-at-Risk Constraint
Wenyuan Li, Haoqi Lyu, Pengyu Wei · 2026 · advanced · risk management
corporate finance · mathematical finance · optimization · probability · risk management
Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking
Javier Mancilla, Theodoros D. Bouloumis, Frederic Goguikian · 2026 · advanced · portfolio management
optimization · portfolio optimization
Non-equilibrium economics: A physicist's point of view
Jean-Philippe Bouchaud · 2026 · intermediate · risk management
risk management
Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime
Madalina Olteanu, Joseph Rynkiewicz, Bertrand Maillet · 2004 · intermediate · time series
machine learning · neural networks · time series
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
Igor Halperin · 2025 · advanced · stochastic calculus
cryptocurrencies · stochastic differential equations · stochastic processes · time series
Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative
Christian P. Fries · 2020 · advanced · fixed income
credit risk · mathematical finance
Non-Monotone Liquidity Under-Supply
Ana Fostel, John Geanakoplos · 2004 · advanced · risk management
financial economics · liquidity
Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance
Cristiano Salvagnin, Vittorio del Tatto, Maria Elena De Giuli · 2025 · advanced · statistics
causal identification · causal inference · time series
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
Sobin Joseph, Shashi Jain · 2024 · advanced · statistics
neural networks · stochastic processes
Non-parametric estimation of quadratic Hawkes processes for order book events
Antoine Fosset, Jean-Philippe Bouchaud, Michael Benzaquen · 2021 · advanced · quantitative trading
market microstructure · model calibration · statistical inference · stochastic processes
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
Emmanuel Bacry, Khalil Dayri Jean-François Muzy · 2012 · advanced · statistics
statistical inference · stochastic processes
Non-Spanning Identification of Scheduled Event Risk in Option Pricing
Tenghan Zhong · 2026 · advanced · options
machine learning · model calibration · option pricing · volatility surface
Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics
Tomasz Kania · 2026 · advanced · risk management
mathematical finance · measure theory · probability
Non-Stationary Dividend-Price Ratios
Vassilis Polimenis, Ioannis Neokosmidis · 2019 · advanced · time series
econometrics · regression · time series