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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 601–650; page 13 of 188.

601. Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading

     Qizhao Chen, Hiroaki Kawashima · 2025 · intermediate · machine learning

     algorithmic trading · financial machine learning · large language models · reinforcement learning · time series

602. Adaptive and Regime-Aware RL for Portfolio Optimization

     Gabriel Nixon Raj · 2025 · advanced · machine learning

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

603. Adaptive calibration of Heston Model using PCRLB based switching Filter

     Kumar Yashaswi · 2021 · advanced · options

     bayesian statistics · model calibration · statistical inference · stochastic processes

604. Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation

     Ashraf Ghiye, Baptiste Barreau, Laurent Carlier · 2023 · intermediate · machine learning

     machine learning

605. Adaptive Curves for Optimally Efficient Market Making

     Viraj Nadkarni, Sanjeev Kulkarni, Pramod Viswanath · 2024 · advanced · quantitative trading

     decentralized finance · liquidity · market making · market microstructure · optimization

606. Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba

     Zhaofeng Zhang · 2025 · advanced · quantitative trading

     deep learning · financial machine learning · liquidity risk · market making · neural networks · reinforcement learning

607. Adaptive Entangled Game Modules in Artificial General Intelligence

     Haochen Li, Xinshuai Guo, Jingdong Ouyang · 2026 · advanced · machine learning

     machine learning

608. Adaptive Finite-Budget Training for CVaR Risk-Aware Q-Learning

     Yifan Wu, Junjie Lei, Wenjie Huang · 2026 · advanced · machine learning

     machine learning · reinforcement learning · risk management

609. Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting

     Diego Vallarino · 2025 · intermediate · machine learning

     machine learning · neural networks · regression · time series

610. Adaptive Modelling Approach for Row-Type Dependent Predictive Analysis (RTDPA): A Framework for Designing Machine Learning Models for Credit Risk Analysis in Banking Sector

     Minati Rath, Hema Date · 2023 · intermediate · risk management

     banking · credit risk · machine learning

611. Adaptive Money Market Interest Rate Strategy Utilizing Control Theory

     Yuval Boneh · 2024 · advanced · risk management

     decentralized finance · interest rates · risk management

612. Adaptive Multi-Strategy Market-Making Agent For Volatile Markets

     Ali Raheman, Anton Kolonin, Alexey Glushchenko · 2022 · advanced · quantitative trading

     algorithmic trading · backtesting · cryptocurrencies · market making

613. Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing

     Riccardo Gozzo · 2025 · advanced · options

     derivatives · mathematical finance · monte carlo simulation · numerical methods · option pricing

614. Adaptive Multilevel Stochastic Approximation of the Value-at-Risk

     Stéphane Crépey, Noufel Frikha, Azar Louzi · 2024 · advanced · risk management

     monte carlo simulation · numerical methods

615. Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management

     Lei Zhao, Lin Cai, Wu-Sheng Lu · 2025 · advanced · options

     deep learning · machine learning · optimization · options hedging · reinforcement learning · risk management

616. Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos

     Jonathan Chávez-Casillas, José E. Figueroa-López, Chuyi Yu · 2024 · advanced · quantitative trading

     high frequency trading · liquidity · market making · market microstructure · optimization

617. Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models

     Cizek, P., Haerdle, W., Spokoiny, V. · 2007 · advanced · time series

     econometrics · statistics · time series

618. Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk

     Bauwens, L., Bos, C.S., van Dijk, H.K. · 1999 · advanced · statistics

     bayesian statistics · garch · monte carlo simulation · numerical methods

619. Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control

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

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

620. Adaptive singular-point method for pricing and hedging surrenderable equity-linked contracts

     Andrea Molent, Marcellino Gaudenzi · 2026 · advanced · derivatives

     insurance · interest rates · numerical methods · stochastic processes

621. Adaptive Strategies for Pension Fund Management

     Raphael Chinchilla, Thomas D. Rueter, Timothy R. McDade · 2025 · advanced · risk management

     pensions · risk management

622. Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction

     Arash Peik, Mohammad Ali Zare Chahooki, Amin Milani Fard · 2025 · advanced · time series

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

623. Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

     Schroeder, Anna Louise, Fryzlewicz, Piotr · 2013 · advanced · time series

     statistics · time series

624. Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions

     Mohit Beniwal · 2025 · intermediate · time series

     algorithms · financial machine learning · machine learning · optimization · regression · time series

625. Adaptive Window Selection for Financial Risk Forecasting

     Yinhuan Li, Chenxin Lyu, Ruodu Wang · 2026 · advanced · risk management

     risk management · statistics

626. Adaptive-Robust Portfolio Optimisation

     Theerawat Bhudisaksang, Álvaro Cartea, Leandro Sánchez-Betancourt · 2025 · advanced · portfolio management

     model risk · optimization · partial differential equations · portfolio optimization · stochastic calculus · stochastic differential equations

627. AdaVol: An Adaptive Recursive Volatility Prediction Method

     Nicklas Werge, Olivier Wintenberger · 2022 · advanced · time series

     econometrics · garch · time series · volatility forecasting

628. Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman

     Daniil Mikriukov, Ruoyu Sun, Angelos Stefanidis · 2026 · advanced · portfolio management

     bayesian statistics · deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning

629. Adjustment to target capital, finance and growth

     Antonio Ciccone, Elias Papaioannou · 2006 · intermediate · statistics

     financial economics

630. Admissible Information Structures, Immersion, and the Order of Non-Anticipative Aggregation

     Alejandro Rodriguez Dominguez · 2026 · advanced · stochastic calculus

     asset pricing · martingales · stochastic processes

631. Admissible Portfolio Optimization: Information Constraints, Conditional Efficient Frontiers, and the Price of Causal Identification

     Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management

     causal identification · optimization · portfolio management · portfolio optimization

632. ADOL - Markovian approximation of rough lognormal model

     Peter Carr, Andrey Itkin · 2019 · advanced · options

     brownian motion · option pricing · rough volatility · stochastic calculus · stochastic processes

633. Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets

     Rahul Arulkumaran, Suyash Kumar, Shikha Tomar · 2024 · intermediate · time series

     cryptocurrencies · machine learning · time series

634. Advanced Calibration Analysis and Tools: Identifying Influential Observations in Stochastic Interest Rate Model Calibration

     Philipp Mahler, Peter Ruckdeschel · 2026 · advanced · fixed income

     interest rates · model calibration · regression · statistical inference

635. Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications

     Umair Zakir, Evan Daykin, Amssatou Diagne · 2025 · intermediate · machine learning

     deep learning · natural language processing

636. Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models

     Wenying Sun, Zhen Xu, Wenqing Zhang · 2024 · intermediate · risk management

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

637. Advanced simulation paradigm of human behaviour unveils complex financial systemic projection

     Cheng Wang, Chuwen Wang, Shirong Zeng · 2025 · advanced · machine learning

     machine learning

638. Advanced Statistical Arbitrage with Reinforcement Learning

     Boming Ning, Kiseop Lee · 2024 · advanced · quantitative trading

     algorithmic trading · machine learning · optimization · pairs trading · reinforcement learning · statistical arbitrage

639. Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service

     Evgenii Onishchuk, Maksim Dubovitskii, Eduard Horch · 2024 · intermediate · quantitative trading

     decentralized finance

640. Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets

     Md. Yeasin Rahat, Rajan Das Gupta, Nur Raisa Rahman · 2025 · intermediate · time series

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

641. Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges

     Liyuan Chen, Shuoling Liu, Jiangpeng Yan · 2025 · intermediate · machine learning

     time series

642. Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS

     Mohit Apte, Yashodhara Haribhakta · 2024 · advanced · machine learning

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

643. Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks

     Ayush Jha, Abootaleb Shirvani, Ali Jaffri · 2025 · advanced · portfolio management

     econometrics · garch · portfolio management · portfolio optimization · risk management · time series

644. Adversarial blockchain queues and trading on a CFMM

     Andrew W. Macpherson · 2023 · advanced · quantitative trading

     algorithmic trading

645. Adversarial Deep Reinforcement Learning in Portfolio Management

     Zhipeng Liang, Hao Chen, Junhao Zhu · 2018 · advanced · machine learning

     backtesting · deep learning · machine learning · optimization · portfolio management · reinforcement learning

646. Adversarial Training for Deep Hedging in Nonstationary Markets

     Philipp J. Schneider, Lukas Looser, Antoine Garin · 2026 · advanced · options

     deep learning · financial machine learning · machine learning · optimization

647. Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending

     Gijs A. F. Niewzwaag, Marijn G. S. Veth, Manuele Massei · 2026 · advanced · machine learning

     credit risk · deep learning · machine learning · neural networks · stress testing

648. Advisors and Asset Prices: A Model of the Origins of Bubbles

     Harrison Hong, Jose Scheinkman, Wei Xiong · 2005 · advanced · other

     asset pricing · financial economics

649. Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225

     Torben B. Rasmussen · advanced · fixed income

     fixed income · interest rates · stochastic processes · term structure models

650. Affine Pricing and Hedging of Collateralized Debt Obligations

     Zehra Eksi, Damir Filipović · 2020 · advanced · derivatives

     credit derivatives · credit risk · derivatives · model calibration