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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6301–6350; page 127 of 188.

  1. Order Splitting and Liquidity Replenishment Are Jointly Necessary for the Square-Root Law of Market Impact:

    Yang Zhou, Jianwen Chen, Ruipeng Wei · 2026 · advanced · quantitative trading

    liquidity · market microstructure

  2. Order-Flow Filtration and Directional Association with Short-Horizon Returns

    Aditya Nittur Anantha, Shashi Jain, Prithwish Maiti · 2025 · intermediate · quantitative trading

    market microstructure

  3. Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets

    Runyao Yu, Ruochen Wu, Yongsheng Han · 2025 · intermediate · time series

    machine learning

  4. OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting

    Runyao Yu, Yuchen Tao, Fabian Leimgruber · 2025 · advanced · time series

    deep learning · machine learning · market microstructure

  5. OrderFusion+: Probabilistic Buy--Sell Price Trajectory Forecasting in Intraday Electricity Markets

    Runyao Yu, Derek W. Bunn · 2026 · advanced · time series

    deep learning · machine learning · market microstructure · neural networks · time series

  6. Orlicz-Lorentz premia and distortion Haezendonck-Goovaerts risk measures

    Aline Goulard, Karl Grosse-Erdmann · 2025 · advanced · risk management

    mathematical finance

  7. Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability

    Robert Flassig, Emrah Gülay, Daniel Guterding · 2026 · advanced · fixed income

    fixed income · interest rates · linear algebra · numerical methods · term structure models

  8. Out of the window? Green monetary policy in China: window guidance and the promotion of sustainable lending and investment

    Dikau, Simon, Volz, Ulrich · 2023 · intermediate · risk management

    banking

  9. Out-of-sample comparison of copula specifications in multivariate density forecasts

    Diks, C.G.H., Dijk, D. van, Panchenko, V. · 2008 · advanced · statistics

    copulas · hypothesis testing · statistical inference

  10. Out-of-sample forecast tests robust to the choice of window size

    Barbara Rossi, Atsushi Inoue · 2012 · advanced · time series

    econometrics · hypothesis testing · statistical inference

  11. Outcome Determination and Settlement Finality on Kalshi: Public State Paths, Prospective Measurement, and Empirical Identification

    Maksym Nechepurenko · 2026 · intermediate · other

    other

  12. Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events

    Arati Uday Kamat · 2026 · intermediate · quantitative trading

    algorithmic trading · cryptocurrencies · decentralized finance

  13. Outperforming a Benchmark with $α$-Bregman Wasserstein divergence

    Silvana M. Pesenti, Thai Nguyen · 2026 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  14. Outsized arbitrage

    Makarov, Igor · 2020 · advanced · quantitative trading

    asset pricing · financial economics · liquidity

  15. Outsourced Cryptocurrency Wash Trading

    Hunter Ng · 2024 · intermediate · quantitative trading

    cryptocurrencies

  16. Over-the-Counter Market Making via Reinforcement Learning

    Zhou Fang, Haiqing Xu · 2023 · advanced · quantitative trading

    liquidity · machine learning · market making · reinforcement learning

  17. Overconfidence and investment : An experimental approach

    Pikulina, E.S., Renneboog, Luc, Tobler, P.N. · 2017 · intermediate · other

    behavioral economics · behavioral finance

  18. Overparametrized models with posterior drift

    Guillaume Coqueret, Martial Laguerre · 2025 · advanced · machine learning

    financial machine learning · machine learning

  19. Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks

    Szymon Lis, Robert Ślepaczuk, Paweł Sakowski · 2026 · advanced · quantitative trading

    algorithmic trading · deep learning · machine learning · momentum · natural language processing · neural networks

  20. Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes

    Useong Shin · 2026 · advanced · statistics

    asset pricing · factor investing

  21. Ownership Characteristics and Access to Finance: Evidence from a Survey of Large Privatised Companies in Hungary and Poland

    Natalia Isachenkova, Tomasz Marek Mickiewicz · 2003 · intermediate · statistics

    bayesian statistics · corporate finance · statistical inference · statistics

  22. Ownership Concentration, 'Private Benefits of Control' and Debt Financing

    Igor Filatotchev, Tomasz Mickiewicz · 2001 · intermediate · other

    corporate finance · corporate governance

  23. Ownership of ESG characteristics

    Mark Bateman, Lisa R. Goldberg · 2023 · intermediate · portfolio management

    esg

  24. P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing

    Davit Gondauri · 2026 · advanced · portfolio management

    algorithms · capm · monte carlo simulation · optimization · portfolio optimization

  25. P-Bubbles, Q-Bubbles, and Risk Premia

    Robert A. Jarrow, Simon S. Kwok · 2026 · advanced · stochastic calculus

    asset pricing · financial economics · martingales · stochastic processes

  26. P-Sensitive Functions and Localizations

    Johannes Langner, Gregor Svindland · 2026 · advanced · risk management

    mathematical finance · measure theory

  27. Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data

    Vincent Maciejewski · 2026 · advanced · quantitative trading

    high frequency trading

  28. Painting the market: generative diffusion models for financial limit order book simulation and forecasting

    Alfred Backhouse, Kang Li, Jakob Foerster · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · market microstructure · neural networks

  29. Pairs Trading Using a Novel Graphical Matching Approach

    Khizar Qureshi, Tauhid Zaman · 2024 · advanced · quantitative trading

    pairs trading · time series

  30. Pairs Trading: Performance of a Relative Value Arbitrage Rule

    Evan Gatev, William Goetzmann, K. Rouwenhorst · 2000 · intermediate · quantitative trading

    backtesting · pairs trading

  31. Pairwise and high-order dependencies in the cryptocurrency trading network

    Tomas Scagliarini, Giuseppe Pappalardo, Alessio Emanuele Biondo · 2022 · advanced · statistics

    cryptocurrencies · financial networks · statistics · time series

  32. PALM: Point-in-Time Adaptation for Financial Language Models

    Seunghan Lee, Jun Seo, Jaehoon Lee · 2026 · advanced · machine learning

    financial machine learning · large language models · natural language processing

  33. PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance

    Yuqi Li, Siyuan Liu, Bingjun Liu · 2026 · advanced · machine learning

    financial machine learning · large language models · machine learning · time series

  34. Panel Forecasting with Asymmetric Grouping

    Nibbering, D., Paap, R. · 2019 · advanced · statistics

    econometrics · panel data

  35. Panoptic: the perpetual, oracle-free options protocol

    Guillaume Lambert, Jesper Kristensen · 2022 · advanced · options

    decentralized finance · derivatives · liquidity

  36. Parameter Estimation Methods of Required Rate of Return on Stock

    Battulga Gankhuu · 2022 · advanced · statistics

    bayesian statistics · equity valuation · statistical inference

  37. Parametric inference and forecasting in continuously invertible volatility models

    Olivier Wintenberger, Sixiang Cai · 2011 · advanced · time series

    econometrics · garch · statistical inference · stochastic processes · time series

  38. Parametric properties of semi-nonparametric distributions, with applications to option valuation

    Mencia, Javier, Leon, Angel, Sentana, Enrique · 2007 · advanced · options

    derivatives · option pricing · statistics

  39. Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance

    Tim J. Boonen, Kenneth Tsz Hin Ng, Tak Wa Ng · 2026 · advanced · risk management

    insurance · optimization · risk management

  40. Pareto Efficient Insurance with Multiple Policyholders, Multiple Insurers, and Multiple Indemnity Environments

    Zijun Meng · 2026 · advanced · risk management

    insurance · optimization

  41. Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market

    Jing He, Shuzhen Yang · 2026 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  42. Pareto Optimal Centralized Risk Sharing with Multiple Agents: Inclusivity and Fairness

    Debora Daniela Escobar, Wing Fung Chong · 2026 · advanced · risk management

    insurance · optimization

  43. Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures

    Mario Ghossoub, Michael B. Zhu, Wing Fung Chong · 2024 · advanced · risk management

    financial economics · risk management · tail risk

  44. Pareto-optimal reinsurance under dependence uncertainty

    Tim J. Boonen, Xia Han, Peng Liu · 2025 · advanced · risk management

    insurance · optimization · risk management

  45. Parisian option pricing: a recursive solution for the density of the Parisian stopping time

    Dassios, Angelos, Lim, Jia Wei · 2013 · advanced · options

    option pricing · stochastic processes

  46. Parisian time of reflected Brownian motion with drift on rays and its application in banking

    Dassios, Angelos, Zhang, Junyi · 2020 · advanced · stochastic calculus

    brownian motion · stochastic processes

  47. Partial comonotonicity and distortion riskmetrics

    Muqiao Huang · 2025 · advanced · risk management

    risk management

  48. Partial Law Invariance and Risk Measures

    Yi Shen, Zachary Van Oosten, Ruodu Wang · 2024 · advanced · risk management

    risk management

  49. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

    Dijk, D. van, Diks, C.G.H., Panchenko, V. · 2008 · advanced · statistics

    monte carlo simulation · statistics

  50. Partial multivariate transformer as a tool for cryptocurrencies time series prediction

    Andrzej Tokajuk, Jarosław A. Chudziak · 2025 · advanced · time series

    cryptocurrencies · deep learning · machine learning · time series