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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6601–6650; page 133 of 188.

  1. Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?

    Austin Pollok · 2025 · advanced · time series

    machine learning · time series · volatility forecasting

  2. Predicting Returns with Text Data

    Zheng Ke, Dacheng Xiu · 2019 · advanced · machine learning

    natural language processing

  3. Predicting risk/reward ratio in financial markets for asset management using machine learning

    Reza Yarbakhsh, Mahdieh Soleymani Baghshah, Hamidreza Karimaghaie · 2023 · intermediate · quantitative trading

    algorithmic trading · financial machine learning · machine learning

  4. Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques

    Tugce Karatas, Ali Hirsa · 2021 · intermediate · machine learning

    deep learning · financial machine learning · machine learning · mergers and acquisitions · neural networks

  5. Predicting Stock Market Crash with Bayesian Generalised Pareto Regression

    Sourish Das · 2025 · advanced · risk management

    bayesian statistics · equity markets · extreme value theory · market risk · regression · tail risk

  6. Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning

    Manuel Noseda, Nathan Soldati, Marco Paina · 2026 · intermediate · machine learning

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

  7. Predicting Stock Price Movement as an Image Classification Problem

    Matej Steinbacher · 2023 · intermediate · machine learning

    deep learning · machine learning · neural networks

  8. Predicting the Equity Premium with Dividend Ratios

    Amit Goyal, Ivo Welch · 2002 · advanced · time series

    asset pricing · regression · time series

  9. Predicting the success of new crypto-tokens: the Pump.fun case

    Giulio Marino, Manuel Naviglio, Francesco Tarantelli · 2026 · intermediate · machine learning

    cryptocurrencies

  10. Predicting the volatility of major energy commodity prices: the dynamic persistence model

    Jozef Barunik, Lukas Vacha · 2024 · advanced · time series

    commodities · econometrics · time series · volatility forecasting

  11. Prediction accuracy and sloppiness of log-periodic functions

    David S. Brée, Damien Challet, Pier Paolo Peirano · 2011 · advanced · time series

    statistical inference · time series

  12. Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation

    Ayush Singh, Anshu K. Jha, Amit N. Kumar · 2024 · intermediate · time series

    cryptocurrencies · jump processes · machine learning · monte carlo simulation · volatility forecasting

  13. Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression

    Novan Fauzi Al Giffary, Feri Sulianta · 2024 · beginner · time series

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

  14. Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market

    Ying Peng, Yifan Zhang, Xin Wang · 2025 · advanced · machine learning

    high frequency trading · machine learning

  15. Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility

    Matthieu Garcin, Karl Sawaya, Thomas Valade · 2025 · advanced · time series

    statistics · stochastic processes

  16. Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate

    Fengpei Li, Haoxian Chen, Jiahe Lin · 2024 · advanced · options

    machine learning · monte carlo simulation · option pricing

  17. PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets

    Avi Arora, Ritesh Malpani · 2026 · intermediate · quantitative trading

    algorithmic trading · backtesting

  18. Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis

    Fredy Pokou, Jules Sadefo Kamdem, Kpante Emmanuel Gnandi · 2026 · advanced · time series

    copulas · econometrics · garch · machine learning · time series

  19. Predictive AI for SME and Large Enterprise Financial Performance Management

    Ricardo Cuervo · 2023 · intermediate · machine learning

    bayesian statistics · financial machine learning · machine learning · neural networks · regression · risk management

  20. Predictive AI with External Knowledge Infusion: Datasets and Benchmarks for Stock Markets

    Ambedkar Dukkipati, Kawin Mayilvaghanan, Naveen Kumar Pallekonda · 2025 · advanced · machine learning

    equity markets · financial machine learning · machine learning

  21. Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning

    Tristan Lim · 2022 · advanced · quantitative trading

    cryptocurrencies · decentralized finance · deep learning · liquidity · market making · reinforcement learning

  22. Predictive Decision Synthesis for Portfolios: Betting on Better Models

    Emily Tallman, Mike West · 2024 · advanced · portfolio management

    bayesian statistics · foreign exchange · portfolio management · portfolio optimization · time series

  23. Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models

    Ayoub Jadouli · 2026 · intermediate · quantitative trading

    backtesting · cryptocurrencies · machine learning

  24. Predictive gains from forecast combinations using time-varying model weights

    Ravazzolo, F., van Dijk, H.K., Verbeek, M.J.C.M. · 2007 · advanced · time series

    bayesian statistics · econometrics · time series

  25. Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange

    Ahad Yaqoob, Syed M. Abdullah · 2025 · intermediate · machine learning

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

  26. Predictive Power of LLMs in Financial Markets

    Jerick Shi, Burton Hollifield · 2024 · intermediate · machine learning

    large language models · machine learning · natural language processing

  27. Predictive regressions based on managerial decision variables: Is therea small-sample bias?

    Jeffrey A. Wurgler, Malcolm P. Baker, Ryan Taliaferro · 2011 · advanced · statistics

    regression · statistical inference · time series

  28. PreFER: Interactive Robo-Advisor with Scoring Mechanism

    Yuwei Wang, Hoi Ying Wong · 2026 · advanced · machine learning

    portfolio management

  29. Preference robust distortion risk measures

    Carole Bernard, Silvana M. Pesenti · 2026 · advanced · risk management

    optimization

  30. Preference-fitting Framework: Elicited Utility Function and PHARA Approximation

    Rui Dai, Zongxia Liang, Yang Liu · 2026 · advanced · portfolio management

    mathematical finance · optimization · portfolio optimization

  31. Preferences, Consumption Smoothing and Risk Premia

    Lettau, M., Uhlig, H.F.H.V.S. · 1997 · advanced · statistics

    asset pricing · financial economics

  32. Preferential Regulatory Treatment and Banks' Demand for Government Bonds

    Bonner, Clemens · 2015 · advanced · risk management

    banking

  33. Preferred-habitat investors and the US term structure of real rates

    Kaminska, Iryna, Vayanos, Dimitri, Zinna, Gabriele · 2011 · advanced · fixed income

    asset pricing · fixed income · interest rates · term structure models

  34. Pregeometric Origins of Liquidity Geometry in Financial Order Books

    João P. da Cruz · 2026 · advanced · quantitative trading

    liquidity

  35. Preliminary remarks on option pricing and dynamic hedging

    Michel Fliess, Cédric Join · 2012 · advanced · options

    derivatives · option pricing · options hedging · time series

  36. Preparing for the tax reform: the risky French households' portfolio in 2018

    Luc Arrondel, Jérôme Coffinet · 2021 · intermediate · portfolio management

    equity markets

  37. Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading

    Suyeol Yun · 2024 · advanced · machine learning

    large language models · reinforcement learning · time series

  38. Pretrained Time-Series Foundation Models for Financial Return Forecasting

    Miquel Noguer I Alonso, Rodolfo Pereira Franklin · 2026 · advanced · time series

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

  39. Preventing crash in stock market: The role of economic policy uncertainty during COVID-19

    Peng-Fei Dai, Xiong Xiong, Zhifeng Liu · 2020 · intermediate · time series

    garch

  40. Preventing financial ruin: how the West India trade fostered creativity in crisis lending by the Bank of England

    Sissoko, Carolyn, Ishizu, Mina · 2026 · intermediate · risk management

    banking

  41. Preventing Household Bankruptcy: The One-Third Rule in Financial Planning with Mathematical Validation and Game-Theoretic Insights

    Aditi Godbole, Zubin Shah, Ranjeet S. Mudholkar · 2025 · intermediate · risk management

    behavioral finance

  42. Price and Liquidity Spillovers during Fire Sale Episodes

    Honkanen, Pekka, Schmidt, Daniel · 2017 · intermediate · statistics

    equity markets · liquidity · liquidity risk · mutual funds

  43. Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model

    Victor Olkhov · 2022 · advanced · time series

    asset pricing · financial economics

  44. Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders

    Anufriev, M., Bottazzi, G. · 2006 · advanced · quantitative trading

    asset pricing · financial economics

  45. Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets

    Shin'ichi Hirota, Shyam Sunder · 2007 · intermediate · statistics

    asset pricing

  46. Price Discovery at the Boundary of Contractual Decidability: Terminal-Value Gaps, Trading Availability, and Venue Finality on Kalshi

    Maksym Nechepurenko · 2026 · intermediate · quantitative trading

    quantitative trading

  47. Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders

    Alexander Subbotin, Thierry Chauveau · 2010 · intermediate · time series

    asset pricing · financial economics

  48. Price dynamics in a Markovian limit order market

    Rama Cont, Adrien De Larrard · 2011 · advanced · quantitative trading

    market microstructure · probability · stochastic processes

  49. Price dynamics, financial fragility and aggregate volatility

    Antoine Mandel, Simone Landini, Mauro Gallegati · 2015 · advanced · risk management

    financial economics

  50. Price formation and optimal trading in intraday electricity markets

    Olivier Féron, Peter Tankov, Laura Tinsi · 2020 · advanced · quantitative trading

    optimal execution · optimization · stochastic processes