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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7851–7900; page 158 of 188.

  1. Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model

    Marcel Ausloos, Yining Zhang, Gurjeet Dhesi · 2021 · intermediate · time series

    econometrics · garch · time series

  2. Stock Investment: The p-index Approach

    Xinzhao Xie, Bopei Nie, Kuo-Ping Chang · 2026 · intermediate · portfolio management

    equity markets · momentum · option pricing

  3. Stock Market Beliefs and Portfolio Choice in the General Population

    Christian Zimpelmann · 2021 · intermediate · portfolio management

    portfolio management

  4. Stock Market Development and Economic Growth: A matter of informational problems

    S Capasso · 2003 · advanced · other

    credit markets · equity markets · financial economics

  5. Stock Market Directional Bias Prediction Using ML Algorithms

    Ryan Chipwanya · 2023 · intermediate · machine learning

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

  6. Stock market downswing and the stability of European monetary union money demand

    Carstensen, Kai · 2006 · intermediate · time series

    econometrics · equity markets

  7. Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

    Marie Brière, Charles‐Albert Lehalle, Tamara Nefedova · 2019 · intermediate · quantitative trading

    transaction costs

  8. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor

    John Y. Campbell, Joao Cocco, Francisco Gomes · 2000 · advanced · portfolio management

    portfolio management · portfolio optimization

  9. Stock market microstructure inference via multi-agent reinforcement learning

    J. Lussange, I. Lazarevich, S. Bourgeois-Gironde · 2019 · advanced · quantitative trading

    machine learning · market microstructure · reinforcement learning

  10. Stock market participation, portfolio choice and pensions over the life-cycle

    Ball, S. · 2007 · intermediate · portfolio management

    financial economics · pensions

  11. Stock Market Performance in the Media: Reporting Big News, Missing the Big Picture?

    Antonio Ciccone, Felix Rusche · 2026 · intermediate · statistics

    equity markets · financial economics

  12. Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis

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

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

  13. Stock Market Prediction via Deep Learning Techniques: A Survey

    Jinan Zou, Qingying Zhao, Yang Jiao · 2022 · intermediate · machine learning

    deep learning · machine learning · neural networks

  14. Stock Market Price Prediction using Neural Prophet with Deep Neural Network

    Navin Chhibber, Sunil Khemka, Navneet Kumar Tyagi · 2026 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  15. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)

    Andrew W. Lo, Craig A. MacKinlay · intermediate · time series

    econometrics · hypothesis testing · statistical inference · time series

  16. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87)

    Andrew W. Lo, Craig A. MacKinlay · intermediate · time series

    econometrics · hypothesis testing · statistics · time series

  17. Stock Market Reactions to Conflict Diamond Trading Restrictions and Controversies

    William Seitz · 2012 · intermediate · statistics

    equity markets · financial economics

  18. Stock Market Returns in the Long Run: Participating in the Real Economy

    Roger Ibbotson, Peng Chen · 2002 · intermediate · statistics

    equity markets

  19. Stock market spillovers via the global production network: Transmission of U.S. monetary policy

    Julian di Giovanni, Galina Hale · 2020 · advanced · statistics

    econometrics · equity markets

  20. Stock market tournaments

    Ozdenoren, Emre, Yuan, Kathy · 2012 · advanced · other

    other

  21. Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory

    Mingwen Liu, Junbang Huo, Yulin Wu · 2021 · intermediate · machine learning

    deep learning · machine learning · neural networks

  22. Stock Market Volatility and Learning

    Klaus Adam, Albert Marcet, Juan Pablo Nicolini · 2011 · advanced · other

    asset pricing · econometrics

  23. Stock Movement Prediction with Financial News using Contextualized Embedding from BERT

    Qinkai Chen · 2021 · advanced · machine learning

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

  24. Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism

    Chang Zong, Hang Zhou · 2024 · advanced · machine learning

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

  25. Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market

    Jaydip Sen, Arpit Awad, Aaditya Raj · 2022 · intermediate · portfolio management

    backtesting · deep learning · machine learning · portfolio optimization · regression · time series

  26. Stock Prediction: a method based on extraction of news features and recurrent neural networks

    Zeya Zhang, Weizheng Chen, Hongfei Yan · 2017 · intermediate · machine learning

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

  27. Stock price formation: useful insights from a multi-agent reinforcement learning model

    J. Lussange, S. Bourgeois-Gironde, S. Palminteri · 2019 · advanced · machine learning

    machine learning · reinforcement learning

  28. Stock price jumps: news and volume play a minor role

    CFM · 2008 · advanced · time series

    jump processes · market microstructure

  29. Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals

    Opeyemi Sheu Alamu, Md Kamrul Siam · 2024 · intermediate · time series

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

  30. Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis

    Meet Satishbhai Sonani, Atta Badii, Armin Moin · 2025 · intermediate · machine learning

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

  31. Stock Price Prediction using Dynamic Neural Networks

    David Noel · 2023 · beginner · machine learning

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

  32. Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage

    Sherry Hu, Kose John, Balbinder Singh Gill · 2022 · intermediate · statistics

    asset pricing · equity markets · statistics

  33. Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year

    Kang, Johnny, Pekkala, Tapio, Polk, Christopher · 2011 · intermediate · statistics

    asset pricing · equity markets · interest rates

  34. Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling

    Youngbin Lee, Yejin Kim, Javier Sanz-Cruzado · 2024 · advanced · machine learning

    machine learning · neural networks

  35. Stock Return and Cash Flow Predictability: The Role of Volatility Risk

    Tim Bollerslev, Lai Xu, Hao Zhou · 2012 · advanced · time series

    asset pricing · financial economics

  36. Stock returns forecast: an examination by means of Artificial Neural Networks

    Martin Iglesias Caride, Aurelio F. Bariviera, Laura Lanzarini · 2018 · intermediate · machine learning

    machine learning · market efficiency · neural networks · time series

  37. Stock Returns, Inflation and the Volatility of Growth in the Money Supply

    John M. Liew · 1995 · intermediate · statistics

    asset pricing · equity markets

  38. Stock selection strategies in emerging markets

    Jaap van der Hart, Erica Slagter, Dick van Dijk · 2003 · intermediate · portfolio management

    behavioral finance · momentum

  39. Stock Trading Volume Prediction with Dual-Process Meta-Learning

    Ruibo Chen, Wei Li, Zhiyuan Zhang · 2022 · advanced · machine learning

    financial machine learning · machine learning

  40. Stock Type Prediction Model Based on Hierarchical Graph Neural Network

    Jianhua Yao, Yuxin Dong, Jiajing Wang · 2024 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  41. Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder

    Parley R Yang, Alexander Y Shestopaloff · 2024 · intermediate · time series

    deep learning · machine learning · neural networks · time series

  42. Stock-bond return co-movement and accounting information

    Cascino, Stefano · 2017 · intermediate · fixed income

    fixed income

  43. STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets

    Yizhi Luo, Jiahe Yi, Jianhui Zhang · 2026 · advanced · machine learning

    deep learning · equity markets · financial machine learning · machine learning

  44. StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series

    Jean Lee, Hoyoul Luis Youn, Josiah Poon · 2023 · intermediate · machine learning

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

  45. Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks

    Bohan Ma, Yushan Xue, Yuan Lu · 2023 · advanced · machine learning

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

  46. StockGPT: A GenAI Model for Stock Prediction and Trading

    Dat Mai · 2024 · advanced · machine learning

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

  47. Stockholding in France: the role of financial literacy and information

    Luc Arrondel, Majdi Debbich, Frédéric Savignac · 2015 · intermediate · statistics

    financial economics

  48. StockMem: An Event-Reflection Memory Framework for Stock Forecasting

    He Wang, Wenyilin Xiao, Songqiao Han · 2025 · intermediate · machine learning

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

  49. Stocks are a Good Hedge for Inflation (In the Long Run)

    Jacob Boudoukh, Matthew Richardson · intermediate · statistics

    equity markets · financial economics

  50. Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark

    Olesen, Jan Overgaard · 2000 · intermediate · statistics

    econometrics · hypothesis testing · time series