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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8051–8100; page 162 of 188.

8051. Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR

      Marc Schmitt · 2026 · advanced · risk management

      backtesting · market risk · risk management · tail risk · time series

8052. Taming the Greeks: Option Portfolios with Inductive Biases

      Wee Ling Tan, Stephen Roberts, Stefan Zohren · 2026 · advanced · options

      deep learning · machine learning · neural networks · option greeks · options hedging

8053. Taming the Green Swan: How to improve climate-related financial risk assessments

      Julia Anna Bingler, Chiara Colesanti Senni · 2020 · advanced · risk management

      risk management

8054. Taming the Option Factor Zoo: A High-Dimensional Analysis

      Alexander Walter, Lukas Zimmer, Maxim Ulrich · 2026 · advanced · portfolio management

      factor investing

8055. Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target

      Masoud Soleimani · 2026 · advanced · statistics

      statistics

8056. Target Weight Mechanism doesn't make delta hedge easier

      Ruichao Jiang, Long Wen · 2026 · advanced · derivatives

      mathematical finance

8057. Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform

      Fernando Suárez, José Manuel Peña, Omar Larré · 2025 · intermediate · portfolio management

      pensions · portfolio management

8058. Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages

      Silvia García-Méndez, Francisco de Arriba-Pérez, Ana Barros-Vila · 2024 · advanced · machine learning

      machine learning · natural language processing

8059. Targeted Debt Relief and the Origins of Financial Distress: Experimental Evidence from Distressed Credit Card Borrowers

      Dobbie, Will, Song, Jae · 2019 · intermediate · risk management

      causal identification · credit markets

8060. Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data

      Dominik Luszczynski · 2025 · advanced · machine learning

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

8061. Tax Evasion, the Underground Economy and Financial Development

      Keith Blackburn, Niloy Bosey, Salvatore Capasso · 2010 · advanced · risk management

      banking · financial economics

8062. Tax Incentives and Household Portfolios: A Panel Data Analysis

      Sule Alan, Søren Leth-Petersen · 2006 · intermediate · statistics

      economic policy · financial economics · panel data

8063. Tax reforms and the decline of the London stock market: the untold story

      Gomtsyan, Suren Gomtsian, Schuster, Edmund-Philipp · 2024 · intermediate · other

      economic policy · equity markets · pensions

8064. Tax- and expense-modified risk-minimization for insurance payment processes

      Kristian Buchardt, Christian Furrer, Thomas Møller · 2019 · advanced · risk management

      insurance · stochastic calculus · stochastic processes

8065. Tax-Aware Portfolio Construction via Convex Optimization

      Nicholas Moehle, Mykel J. Kochenderfer, Stephen Boyd · 2021 · intermediate · portfolio management

      convex optimization · optimization · portfolio optimization

8066. Tax-Efficient Portfolio Transition: A Tax-Aware Relaxed-Constraint Approach to Switching Equity Managers

      Nathan Sosner, Stanley Krasner · 2021 · advanced · portfolio management

      portfolio management

8067. Tax-Loss Selling and the Year-End Behavior of Dow Jones Stocks

      Max Gold, Jeff Levere, Gary Smith · 2012 · intermediate · statistics

      statistics

8068. Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings

      Huizinga, Harry, Todtenhaupt, Maximilian, Voget, Johannes · 2019 · intermediate · statistics

      statistics

8069. Taxing Financial Transactions : A Mirrleesian Approach

      Jean-Charles Rochet, Bruno Biais · 2023 · advanced · other

      financial economics

8070. Taylor Rule and Financial Instability

      Gianfranco Zampese · 2017 · advanced · risk management

      econometrics · regression

8071. TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting

      Wenbo Yan, Ying Tan · 2024 · advanced · machine learning

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

8072. Technical Analysis Meets Machine Learning: Bitcoin Evidence

      José Ángel Islas Anguiano, Andrés García-Medina · 2025 · intermediate · quantitative trading

      cryptocurrencies · machine learning · time series

8073. Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading

      Longfei Lu · 2025 · intermediate · machine learning

      algorithmic trading · financial machine learning · machine learning · neural networks

8074. Technical uncertainty in real options with learning

      Sebastian Jaimungal, Ali Al-Aradi, Álvaro Cartea · 2018 · advanced · options

      commodities · optimization · real options · stochastic processes

8075. Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach

      Tatsuru Kikuchi · 2026 · advanced · other

      financial networks · jump processes · stochastic processes

8076. Technology and Financial Structure: Are Innovative Firms Different?

      Marinescu, Ioana, Klemm, Alexander, Bond, Stephen · 2004 · intermediate · other

      capital structure · financial economics

8077. Temperant portfolio choice and background risk: evidence from France

      Luc Arrondel, Hector Calvo Pardo, Xisco Oliver · 2007 · intermediate · portfolio management

      econometrics · financial economics

8078. Temperature Anomalies and Climate Physical Risk in Portfolio Construction

      Michele Azzone, Carlo Bechi, Gabriele Sbaiz · 2026 · intermediate · risk management

      equity markets · panel data · regression

8079. Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction

      Sheng Xiang, Dawei Cheng, Chencheng Shang · 2023 · advanced · machine learning

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

8080. Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation

      Shintaro Mori · 2026 · advanced · risk management

      credit risk · stochastic processes · time series

8081. Temporal Coarse-Graining of Multi-Sector Default Count Data Generates Posterior-Implied Copulas

      Shintaro Mori, Masato Hisakado · 2026 · advanced · risk management

      copulas · credit risk · statistics · stochastic processes · time series

8082. Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange

      Tashreef Muhammad · 2026 · advanced · time series

      econometrics · garch · panel data · statistics · time series

8083. Temporal distribution of clusters of investors and their application in prediction with expert advice

      Wojciech Wisniewski, Yuri Kalnishkan, David Lindsay · 2024 · advanced · machine learning

      foreign exchange · machine learning

8084. Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay

      Ahmad Makinde · 2026 · advanced · machine learning

      deep learning · high frequency trading · machine learning · neural networks · time series

8085. Temporal Relational Ranking for Stock Prediction

      Fuli Feng, Xiangnan He, Xiang Wang · 2018 · intermediate · machine learning

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

8086. Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes

      Kelvin J. L. Koa, Yunshan Ma, Yi Xu · 2024 · advanced · machine learning

      large language models · natural language processing

8087. Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management

      Yoontae Hwang, Stefan Zohren, Yongjae Lee · 2024 · advanced · machine learning

      financial machine learning · machine learning · pairs trading · portfolio optimization · time series

8088. Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring

      O. Didkovskyi, A. Vidali, N. Jean · 2026 · advanced · risk management

      credit risk · data science · financial machine learning · machine learning

8089. Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"

      Cheng Yu, Zhoufan Zhu, Ke Zhu · 2025 · advanced · time series

      portfolio management · time series

8090. Tensor Processing Units for Financial Monte Carlo

      Francois Belletti, Davis King, Kun Yang · 2019 · advanced · options

      monte carlo simulation · option pricing · options hedging

8091. Tensor train representations of Greeks for Fourier-based pricing of multi-asset options

      Rihito Sakurai, Koichi Miyamoto, Tsuyoshi Okubo · 2025 · advanced · options

      numerical methods · option greeks · option pricing

8092. Term premium and equity premium in economies with habit formation

      Budria, Santiago, Díaz, Antonia · 2006 · advanced · fixed income

      asset pricing

8093. Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set

      Carlo A. Favero, Linlin Niu, Luca Sala · 2007 · advanced · fixed income

      fixed income · interest rates · term structure models · time series

8094. Term structure modelling of defaultable bonds

      Schonbucher, Philipp · 1997 · advanced · fixed income

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

8095. Term structure modelling with overnight rates beyond stochastic continuity

      Claudio Fontana, Zorana Grbac, Thorsten Schmidt · 2022 · advanced · fixed income

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

8096. Term structure of interest rate. european financial integration

      Hortènsia Fontanals, Elisabet Ruiz, Catalina Bolancé · 2006 · intermediate · fixed income

      interest rates · term structure models

8097. Term structure shapes and their consistent dynamics in the Svensson family

      Martin Keller-Ressel, Felix Sachse · 2024 · advanced · fixed income

      fixed income · interest rates · term structure models

8098. Term structure shapes in the Hull-White model with Svensson-parameterized initial yield curves

      Felix Sachse · 2026 · advanced · fixed income

      fixed income · interest rates · term structure models

8099. Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets

      Yurui Wu, Qingying Deng, Wonou Chung · 2026 · intermediate · machine learning

      deep learning · machine learning · time series

8100. Testing Affine Term Structure Models in Case of Transaction Costs

      Driessen, J.J.A.G., Melenberg, B., Nijman, T.E. · 1999 · advanced · fixed income

      interest rates · term structure models · transaction costs