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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 651–700; page 14 of 188.

  1. Affine Pricing Models from Group Quantization and Holonomy

    Santiago Garcia · 2026 · advanced · stochastic calculus

    mathematical finance

  2. Affine Volterra covariance processes and application to commodity markets

    Boris Günther, Ludger Overbeck · 2026 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  3. Affordability, financial innovation and the start of the housing boom

    Jane K. Dokko, Benjamin J. Keys, Lindsay E. Relihan · 2019 · intermediate · risk management

    housing markets · mortgage markets

  4. Agency‐Based Asset Pricing and the Beta Anomaly

    David C. Blitz · 2014 · advanced · portfolio management

    asset pricing · capm · financial economics · portfolio management

  5. Agent Policy-Value Audit: Separating Transition Composition from Event Selection in Financial LLM Agents

    Mingyang, Chen, Yida · 2026 · advanced · machine learning

    backtesting · large language models · statistical inference

  6. Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents

    Tianmi Ma, Jiawei Du, Wenxin Huang · 2025 · intermediate · machine learning

    large language models

  7. Agent-based Liquidity Risk Modelling for Financial Markets

    Perukrishnen Vytelingum, Rory Baggott, Namid Stillman · 2025 · advanced · quantitative trading

    liquidity risk · market microstructure · monte carlo simulation · transaction costs

  8. Agent-based model of information diffusion in the limit order book trading

    Mateusz Wilinski, Juho Kanniainen · 2025 · advanced · quantitative trading

    high frequency trading

  9. Agent-based models for latent liquidity and concave price impact

    Iacopo Mastromatteo, Bence Toth, Jean-Philippe Bouchaud · 2014 · advanced · quantitative trading

    liquidity · market microstructure

  10. Agent-Based Models for Two Stocks with Superhedging

    Dario Crisci, Sebastian E. Ferrando, Konrad Gajewski · 2025 · advanced · options

    algorithms

  11. Agent-Based Simulation of a Perpetual Futures Market

    Ramshreyas Rao · 2025 · intermediate · quantitative trading

    derivatives · market microstructure

  12. Agent-to-Agent Finance: Blockchain Payments and Trust Infrastructure for Autonomous AI Agents

    Hui Gong · 2026 · intermediate · machine learning

    machine learning

  13. Agentic AI Systems and Financial Stability, From Model Risk to Systemic Risk

    Sriram Nagaraj, Seung Jung Lee · 2026 · advanced · risk management

    financial stability · model risk · systemic risk

  14. Agentic Artificial Intelligence in Finance: A Comprehensive Survey

    Irene Aldridge, Jolie An, Riley Burke · 2026 · intermediate · machine learning

    risk management · systemic risk

  15. Agentic Empirical Asset Pricing: Methodological Foundations

    Yingjian Pan, Xiaowei Ding, Kay Giesecke · 2026 · advanced · machine learning

    asset pricing · backtesting · factor investing · large language models

  16. Agentic Limit Order Books: Phase Transitions and Market Impact

    Jan Rosenzweig · 2026 · advanced · quantitative trading

    market microstructure · reinforcement learning

  17. Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation

    Fengrui Hua, Hengyi Yang, Xinlei Hao · 2026 · advanced · quantitative trading

    large language models · risk management

  18. AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems

    Ivan Letteri · 2026 · advanced · machine learning

    algorithmic trading · large language models · risk management

  19. Aggregate Investment and Investor Sentiment

    Arif, Salman, Lee, Charles M. C. · 2014 · intermediate · statistics

    asset pricing · behavioral finance · equity markets

  20. Aggregate Volatility Expectations and Threshold CAPM

    Eser Arisoy, Aslihan Altay-Salih, Levent Akdeniz · 2015 · intermediate · statistics

    asset pricing · capm

  21. Aggregation of financial markets

    Georg Menz, Moritz Voß · 2023 · advanced · quantitative trading

    liquidity

  22. Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets

    Marco Ottaviani, Peter Norman Sørensen · 2009 · advanced · quantitative trading

    asset pricing · financial economics

  23. Agnostic Risk Parity: Taming Known and Unknown-Unknowns

    Raphael Benichou, Yves Lempérière, Emmanuel Sérié · 2016 · advanced · portfolio management

    linear algebra · portfolio management · portfolio optimization · risk management

  24. AgonAlpha: Autonomous Alpha Discovery via Prompt Economy and Scalable Agentic Search

    Weicheng Ye, Youran Sun, Xingyu Ren · 2026 · advanced · machine learning

    algorithmic trading · financial machine learning · large language models

  25. Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets

    Takanori Adachi, Keisuke Hara · 2026 · advanced · stochastic calculus

    mathematical finance

  26. AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications

    Hui Gong · 2026 · advanced · machine learning

    large language models · systemic risk

  27. AI and Exchange Rate Predictability

    Amin Izadyar · 2026 · advanced · machine learning

    foreign exchange · large language models

  28. AI Economist Agent: An Agentic Framework for Evidence-Based Economic and Financial Analysis with RAG, Knowledge Graphs, and Large Language Models

    Masahiro Kato · 2026 · advanced · risk management

    banking · large language models · stress testing

  29. AI Financial Advice: Supply, Demand, and Life Cycle Implications

    Taha Choukhmane, Tim de Silva, Weidong Lin · 2026 · intermediate · portfolio management

    financial economics · large language models

  30. AI for AI: Optimizing Additional Infrastructure Build-out to Power Artificial Intelligence Data Centers

    Alexander Crosier, Kyle Onghai, Ronnie Sircar · 2026 · advanced · stochastic calculus

    mathematical finance · optimization · stochastic processes

  31. AI for trading strategies

    Danijel Jevtic, Romain Deleze, Joerg Osterrieder · 2022 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  32. AI Governance for Institutional Readiness in Finance

    Irene Aldridge, Steve Krawciw · 2026 · intermediate · risk management

    model risk · systemic risk

  33. AI in Investment Analysis: LLMs for Equity Stock Ratings

    Kassiani Papasotiriou, Srijan Sood, Shayleen Reynolds · 2024 · advanced · machine learning

    financial machine learning · large language models · machine learning · natural language processing

  34. AI Trading: Evaluating Large Language Models for Technical Market Analysis

    Geofrey Ntale · 2026 · intermediate · machine learning

    large language models

  35. AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring

    Chun Chet Ng, Zhen Hao Chu, Jia Yu Lim · 2025 · intermediate · risk management

    banking · credit risk · data science · machine learning

  36. AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets

    Shuchen Meng, Xupeng Chen · 2026 · advanced · quantitative trading

    algorithmic trading

  37. AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management

    Ekkehardt Bauer, Dirk Holländer, David Scholz · 2026 · advanced · time series

    bayesian statistics · econometrics · interest rates · machine learning · natural language processing · time series

  38. AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics

    Jiajun Gu, Zichen Yang, Xintong Lin · 2024 · intermediate · machine learning

    machine learning · momentum · regression

  39. AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks

    Tiago Monteiro · 2024 · advanced · quantitative trading

    algorithmic trading · backtesting · financial machine learning · machine learning · neural networks · portfolio optimization

  40. AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets

    Tianyu Fan, Yuhao Yang, Yangqin Jiang · 2025 · advanced · machine learning

    cryptocurrencies · equity markets · large language models · risk management

  41. Air Pollution, Affect, and Forecasting Bias: Evidence from Chinese Financial Analysts

    Rui Dong, Raymond Fisman, Yongxiang Wang · 2019 · intermediate · statistics

    behavioral finance

  42. ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes

    Yan-Feng Wu, Jian-Qiang Hu · 2024 · intermediate · stochastic calculus

    jump processes · python · stochastic processes

  43. Algometrics: Forecasting Under Algorithmic Feedback

    Marc Schmitt · 2026 · advanced · time series

    financial machine learning · statistical inference · time series

  44. Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models

    Luca Lalor, Anatoliy Swishchuk · 2024 · advanced · quantitative trading

    algorithmic trading · high frequency trading · jump processes · optimal execution · optimization

  45. Algorithmic Monitoring: Measuring Market Stress with Machine Learning

    Marc Schmitt · 2026 · intermediate · risk management

    financial machine learning · machine learning · regression

  46. Algorithmic trading and investment-to-price sensitivity

    Aliyev, Nihad, Huseynov, Fariz, Rzayev, Khaladdin · 2022 · intermediate · quantitative trading

    algorithmic trading · financial economics

  47. Algorithmic trading and stochastic integration

    Aleksandar Arandjelovic, Uwe Schmock · 2026 · advanced · stochastic calculus

    machine learning · mathematical finance · stochastic calculus · stochastic processes

  48. Algorithmic trading in a microstructural limit order book model

    Frédéric Abergel, Côme Huré, Huyên Pham · 2020 · advanced · quantitative trading

    algorithmic trading · market making · market microstructure · optimization · stochastic processes

  49. Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning

    Naseh Majidi, Mahdi Shamsi, Farokh Marvasti · 2022 · advanced · quantitative trading

    algorithmic trading · cryptocurrencies · deep learning · machine learning · neural networks · reinforcement learning

  50. Algorithms for Claims Trading

    Martin Hoefer, Carmine Ventre, Lisa Wilhelmi · 2024 · advanced · risk management

    algorithms · financial networks · optimization