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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6851–6900; page 138 of 188.

  1. QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining

    Jun Han, Shuo Zhang, Wei Li · 2026 · advanced · machine learning

    financial machine learning · large language models

  2. QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading

    Fei Xiong, Xiang Zhang, Aosong Feng · 2025 · advanced · machine learning

    algorithmic trading · high frequency trading · large language models

  3. QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model

    Saizhuo Wang, Hang Yuan, Lionel M. Ni · 2024 · intermediate · machine learning

    large language models

  4. QuantBench: Benchmarking AI Methods for Quantitative Investment

    Saizhuo Wang, Hao Kong, Jiadong Guo · 2025 · intermediate · machine learning

    financial machine learning · machine learning

  5. QuantCode Model: Specializing Language Models for Executable Algorithmic Trading Code

    Alexey Chernysh, Orkhan Ekhtibarov, Dmitry Zmitrovich · 2026 · advanced · machine learning

    algorithmic trading · backtesting · large language models · machine learning · programming

  6. QuantCode-Bench: A Benchmark for Evaluating the Ability of Large Language Models to Generate Executable Algorithmic Trading Strategies

    Alexey Khoroshilov, Alexey Chernysh, Orkhan Ekhtibarov · 2026 · advanced · machine learning

    algorithmic trading · backtesting · large language models · programming

  7. QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE

    Junjie Zhao, Chengxi Zhang, Min Qin · 2024 · advanced · machine learning

    optimization · reinforcement learning

  8. Quantification of systemic risk from overlapping portfolios in the financial system

    Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio · 2021 · advanced · risk management

    contagion · financial networks · financial stability · systemic risk

  9. Quantify the quantitative easing: impact on bonds and corporate debt issuance

    Todorov, Karamfil · 2020 · intermediate · fixed income

    economic policy · fixed income · liquidity

  10. Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings

    Lennart Ante, Aman Saggu · 2025 · intermediate · machine learning

    natural language processing

  11. Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling

    Kiarash Firouzi · 2025 · advanced · risk management

    contagion · cryptocurrencies · monte carlo simulation · risk management · stress testing

  12. Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting

    Francesco Puoti, Fabrizio Pittorino, Manuel Roveri · 2025 · intermediate · time series

    cryptocurrencies · deep learning · machine learning · statistics · time series

  13. Quantifying firm-level risks from nature deterioration

    Ricardo Crisostomo · 2025 · advanced · risk management

    equity markets

  14. Quantifying MEV On Layer 2 Networks

    Arthur Bagourd, Luca Georges Francois · 2023 · intermediate · quantitative trading

    quantitative trading

  15. Quantifying neural network uncertainty under volatility clustering

    Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi · 2024 · advanced · machine learning

    machine learning · neural networks · time series

  16. Quantifying Outlierness of Funds from their Categories using Supervised Similarity

    Dhruv Desai, Ashmita Dhiman, Tushar Sharma · 2023 · intermediate · machine learning

    data science · machine learning · mutual funds

  17. Quantifying Political Risk on Financial Markets—Italian Case Study

    Two Sigma · 2017 · intermediate · statistics

    statistics

  18. Quantifying Price Improvement in Order Flow Auctions

    Brad Bachu, Xin Wan, Ciamac C. Moallemi · 2024 · intermediate · quantitative trading

    quantitative trading

  19. Quantifying Qualitative Insights: Leveraging LLMs to Market Predict

    Hoyoung Lee, Youngsoo Choi, Yuhee Kwon · 2024 · advanced · machine learning

    large language models · natural language processing

  20. Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing

    Soumil Hooda, Shubham Sharma, Kunal Bansal · 2024 · advanced · derivatives

    derivatives · jump processes · risk management · stochastic processes

  21. Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability

    Zhongtian Sun, Chenghao Xiao, Anoushka Harit · 2025 · advanced · machine learning

    causal inference · financial machine learning · machine learning · natural language processing

  22. Quantifying socio-temporal effects of loan delinquency drivers in microfinance

    Cedric H. A. Koffi, Viani Biatat Djeundje, Olivier Menoukeu Pamen · 2024 · intermediate · risk management

    credit risk · econometrics · statistical inference · statistics

  23. Quantifying Sub-Optimality in Routing for Automated Market Makers

    Weiye Xi, Ciamac C. Moallemi · 2026 · intermediate · quantitative trading

    cryptocurrencies · decentralized finance

  24. Quantifying the 2027 Solvency II Risk Margin Reform

    Said Khalil, Fatima Zahrae Chaayra · 2026 · intermediate · risk management

    insurance

  25. Quantifying the degree of risk aversion of spectral risk measures

    E. Ruben van Beesten · 2024 · advanced · risk management

    mathematical finance

  26. Quantifying the High-Frequency Trading "Arms Race": A Simple New Methodology and Estimates

    Aquilina, Matteo, Budish, Eric B., O'Neill, Peter · 2020 · advanced · quantitative trading

    high frequency trading · market microstructure

  27. Quantile Consumption-Capital Asset Pricing

    Ramos, Sofía B., Taamouti, Abderrahim, Veiga, Helena · 2020 · advanced · statistics

    asset pricing · financial economics

  28. Quantile deep learning models for multi-step ahead time series prediction

    Jimmy Cheung, Smruthi Rangarajan, Amelia Maddocks · 2024 · advanced · time series

    deep learning · machine learning · time series

  29. Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility

    Clements, Michael P., Galvao, Ana Beatriz, Kim, Jae H. · advanced · time series

    econometrics · foreign exchange · time series · volatility forecasting

  30. Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management

    Belloni, Alexandre, Chen, Mingli, Chernozhukov, Victor · advanced · statistics

    regression · risk management · statistical inference · systemic risk

  31. Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles

    Shaobo Li, Ben Sherwood · 2025 · advanced · statistics

    regression · statistics

  32. Quantile Regression using Random Forest Proximities

    Mingshu Li, Bhaskarjit Sarmah, Dhruv Desai · 2024 · advanced · machine learning

    machine learning · regression

  33. Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices

    Jozef Baruník, Matěj Nevrla · 2018 · advanced · statistics

    asset pricing · financial economics · tail risk

  34. Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting

    Xiaochun Liu, Richard Luger · 2026 · intermediate · risk management

    regression · risk management · statistics

  35. Quantiles of Lévy processes and applications in finance

    Dassios, Angelos · 2006 · advanced · options

    brownian motion · option pricing · stochastic processes

  36. Quantiles under ambiguity and risk sharing

    Peng Liu, Tiantian Mao, Ruodu Wang · 2024 · advanced · risk management

    optimization · risk management

  37. Quantitative Easing in an Open Economy: Prices, Exchange Rates and Risk Premia

    Udara Peiris, M, Polemarchakis, Herakles · advanced · fixed income

    economic policy · financial economics · foreign exchange

  38. Quantitative easing, investment, and safe assets: the corporate-bond lending channel

    Erasmo Giambona, Rafael Matta, José-Luis Peydró · 2020 · intermediate · fixed income

    corporate finance · financial economics

  39. Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting

    Linuk Perera · 2025 · advanced · machine learning

    deep learning · esg · machine learning · natural language processing · time series

  40. Quantitative Investment Diversification Strategies via Various Risk Models

    Maysam Khodayari Gharanchaei, Prabhu Prasad Panda, Xilin Chen · 2024 · intermediate · portfolio management

    optimization · portfolio management · portfolio optimization · risk management

  41. Quantitative Resources

    BBM · 2022

    algorithmic trading · financial mathematics · hedge funds · learning roadmap · machine learning in finance · portfolio management

  42. Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index

    Abiodun Finbarrs Oketunji · 2025 · advanced · risk management

    market risk · regression · risk management

  43. Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years

    Yuki Sato, Kiyoshi Kanazawa · 2023 · advanced · quantitative trading

    market microstructure

  44. Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach

    Shuo Sun, Rundong Wang, Bo An · 2022 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  45. Quantitative technologies and reflexivity: The role of tools and their layouts in the case of credit risk management

    Céline Baud, Nathalie Lallemand-Stempak · 2024 · intermediate · risk management

    credit risk · risk management

  46. Quantitative Trading using Deep Q Learning

    Soumyadip Sarkar · 2023 · intermediate · machine learning

    algorithmic trading · reinforcement learning

  47. Quantitative Universal Approximation for Noisy Quantum Neural Networks

    Lukas Gonon, Antoine Jacquier, Marcel Mordarski · 2026 · advanced · machine learning

    mathematical finance · neural networks · option pricing

  48. Quantity, Risk, and Return

    Yu An, Yinan Su, Chen Wang · 2026 · advanced · statistics

    asset pricing · factor investing · financial economics

  49. Quantization-based Bermudan option pricing in the foreign exchange world

    Jean-Michel Fayolle, Vincent Lemaire, Thibaut Montes · 2021 · advanced · options

    derivatives · foreign exchange · numerical methods · option pricing

  50. QuantMind: A Context-Engineering Based Knowledge Framework for Quantitative Finance

    Haoxue Wang, Keli Wen, Yuante Li · 2025 · advanced · machine learning

    large language models · natural language processing