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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6001–6050; page 121 of 188.
On-line reinforcement learning for optimization of real-life energy trading strategy
Łukasz Lepak, Paweł Wawrzyński · 2023 · intermediate · quantitative trading
machine learning · optimization · reinforcement learning
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience
Haibei Zhu, Svitlana Vyetrenko, Serafin Grundl · 2023 · advanced · machine learning
reinforcement learning
One Currency, Two Forward Prices: The Onshore-Offshore Renminbi Puzzle
Samuel Drapeau, Peng Luo, Xuan Tao · 2026 · advanced · derivatives
derivatives · foreign exchange · liquidity risk · model calibration
One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu · 2024 · advanced · statistics
asset pricing
One More Question is Enough, Expert Question Decomposition (EQD) Model for Domain Quantitative Reasoning
Mengyu Wang, Sotirios Sabanis, Miguel de Carvalho · 2025 · intermediate · machine learning
large language models · machine learning
One Other Option Pricing Scheme
Jimin Lin · 2026 · advanced · options
model calibration · option pricing
One Rising Ship Sinks Other Ships: Cross-Chain Negative Spillovers in Crypto Markets
Mengzhong Ma, Te Bao, Yonggang Wen · 2026 · intermediate · statistics
cryptocurrencies
One Simple Test of Samuelson's Dictum for the Stock Market
Jeeman Jung, Robert J. Shiller · 2002 · intermediate · statistics
equity markets · market efficiency · regression
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
Gabriel Turinici, Pierre Brugiere · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · reinforcement learning · transaction costs
Onflow: an online portfolio allocation algorithm
Pierre Brugière, Gabriel Turinici · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · reinforcement learning
Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
Adamantios Ntakaris, Gbenga Ibikunle · 2024 · advanced · machine learning
algorithms · high frequency trading · machine learning · neural networks
Online Learning in Limit Order Book Trade Execution
Nima Akbarzadeh, Cem Tekin, Mihaela van der Schaar · 2018 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi · 2023 · advanced · quantitative trading
bayesian statistics · market microstructure · time series
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
Simon Hirsch · 2025 · advanced · time series
machine learning · optimization · regression · statistics
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States
Chung-En Tsai, Hao-Chung Cheng, Yen-Huan Li · 2022 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization
Online Universal Dirichlet Factor Portfolios
Purushottam Parthasarathy, Avinash Bhardwaj, Manjesh K. Hanawal · 2023 · intermediate · portfolio management
factor investing · portfolio management · portfolio optimization
OOM-RL II: Reality Is an Oracle, Not a Debugger Provenance-Constrained Diagnosis in Continually Evolving Agent-Engineered Systems
Kun Liu, Liqun Chen · 2026 · advanced · machine learning
machine learning
OOM-RL: Out-of-Money Reinforcement Learning Market-Driven Alignment for LLM-Based Multi-Agent Systems
Kun Liu, Liqun Chen · 2026 · advanced · machine learning
large language models · machine learning · reinforcement learning
Opacity, Liquidity and Disclosure Policies
André Stenzel, Wolf Wagner · 2018 · advanced · quantitative trading
financial economics · liquidity
Open Information: A Defining Perspective on Web Datasets for Carbon Pricing
Sidharth Mallik, Anastasios Megaritis, Waymond Rodgers · 2026 · intermediate · time series
garch · hypothesis testing · time series
Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine · 2026 · advanced · quantitative trading
quantitative trading
Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
Jimin Huang, Mengxi Xiao, Dong Li · 2024 · advanced · machine learning
large language models · machine learning · natural language processing
OpenAlpha: A Community-Led Adversarial Strategy Validation Mechanism for Decentralised Capital Management
Arman Abgaryan, Utkarsh Sharma · 2025 · advanced · portfolio management
decentralized finance · optimization
OpenMarket: A Synchronized Polymarket-Binance Dataset for High-Frequency Prediction-Market Research
Gregory Young · 2026 · advanced · quantitative trading
market microstructure
Operator Analysis of MACD
Yuelong Li · 2025 · advanced · time series
time series
Operator Deep Smoothing for Implied Volatility
Ruben Wiedemann, Antoine Jacquier, Lukas Gonon · 2024 · advanced · options
machine learning · neural networks · volatility surface
Opportunity Cost in Insurance
Jan Maelger · 2025 · intermediate · risk management
insurance · optimization · portfolio optimization
Opposites attract: The case of Greek and Turkish financial markets
Drakos, Konstantinos, Kutan, Ali M. · 2001 · advanced · time series
econometrics · time series
Optimal allocations with distortion risk measures and mixed risk attitudes
Mario Ghossoub, Qinghua Ren, Ruodu Wang · 2025 · advanced · risk management
optimization
Optimal Annuitization Time under a Mortality Shock
Matteo Buttarazzi · 2026 · advanced · options
brownian motion · optimization · stochastic processes
Optimal annuitization with labor income under age-dependent force of mortality
Criscent Birungi, Cody Hyndman · 2025 · advanced · portfolio management
optimization
Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force
Matteo Buttarazzi, Tiziano De Angelis, Gabriele Stabile · 2025 · advanced · stochastic calculus
optimization · stochastic processes
Optimal Asset Allocation with Factor Models for Large Portfolios
Pesaran, M.H., Zaffaroni, P. · 2008 · advanced · portfolio management
portfolio optimization
Optimal Automated Market Makers: Differentiable Economics and Strong Duality
Michael J. Curry, Zhou Fan, David C. Parkes · 2024 · advanced · quantitative trading
market making · optimization
Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model
Jinho Cha, Sahng-Min Han, Long Pham · 2025 · advanced · risk management
optimization · risk management · statistics · stochastic processes · tail risk
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
Christa Cuchiero, Christoph Reisinger, Stefan Rigger · 2023 · advanced · risk management
credit risk · numerical methods · optimization · systemic risk
Optimal Bailouts in Diversified Financial Networks
Krishna Dasaratha, Santosh S. Venkatesh, Rakesh Vohra · 2024 · advanced · risk management
contagion · financial networks · optimization
Optimal Banking Arrangements: Liquidity Creation Without Financial Fragility
Maxi Günnewig, Yuliyan Mitkov · 2024 · advanced · risk management
banking · liquidity
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
Brunnermeier, Markus K., Gollier, Christian, Parker, Jonathan A. · 2007 · advanced · portfolio management
asset pricing · behavioral economics · behavioral finance
Optimal Betting: Beyond the Long-Term Growth
Levon Hakobyan, Sergey Lototsky · 2025 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization · risk management
Optimal Block Time for AMM Liquidity Providers under Jump-Diffusion Prices
Nils Bundi · 2026 · advanced · quantitative trading
jump processes · liquidity · optimization · stochastic processes
Optimal brokerage contracts in Almgren-Chriss model with multiple clients
Guillermo Alonso Alvarez, Sergey Nadtochiy, Kevin Webster · 2022 · advanced · quantitative trading
optimization
Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
Ludovic Tangpi, Shichun Wang · 2022 · advanced · quantitative trading
financial economics · optimization · stochastic processes
Optimal Call Policy for Corporate Bonds
Longstaff, Francis A., Tuckman, Bruce · 1993 · advanced · fixed income
corporate finance · fixed income · optimization
Optimal capital controls and real exchange rate policies: A pecuniary externality perspective
Benigno, Gianluca, Chen, Huigang, Otrok, Christopher · 2015 · advanced · risk management
economic policy · financial economics
Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
Kunal Menda, Raphael S Benarrosh · 2025 · advanced · portfolio management
monte carlo simulation · optimization · stochastic processes
Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation
Felix Fießinger, Mitja Stadje · 2025 · advanced · risk management
capital structure · insurance · optimization
Optimal Catastrophe Bond Design and its Applications to Climate Change Risk
Andres Medina, Wei Wei · 2026 · advanced · risk management
optimization · risk management
Optimal connectivity for a large financial network
Rui Chen, Andreea Minca, Agnès Sulem · 2017 · advanced · risk management
contagion · financial networks
Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
Giorgio Ferrari, Tim Niclas Schütz · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio management · stochastic calculus · stochastic processes