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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8751–8800; page 176 of 188.

  1. Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns

    Shubhangam Shukla, Mahesh Peyyala, Abhijit Chakraborty · 2026 · advanced · time series

    causal inference · cryptocurrencies · financial networks · time series

  2. Time-frequency co-movements between commodities and economic policy uncertainty across different crises

    M. Belén Arouxet, Aurelio F. Bariviera, Verónica Pastor · 2023 · intermediate · time series

    commodities · economic policy · financial economics · time series

  3. Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning

    Federico Cacciamani, Roberto Daluiso, Marco Pinciroli · 2026 · advanced · machine learning

    optimization · reinforcement learning · risk management

  4. Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation

    Alexander Nikiporenko · 2023 · intermediate · portfolio management

    algorithms · optimization · portfolio optimization

  5. Time-Series Foundation AI Model for Value-at-Risk Forecasting

    Anubha Goel, Puneet Pasricha, Juho Kanniainen · 2024 · intermediate · risk management

    backtesting · financial machine learning · garch · machine learning · risk management · time series

  6. Time-series predictability in the disaster model

    François Gourio · 2008 · advanced · time series

    asset pricing · financial economics · time series

  7. Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network

    Lennart Ante, Aman Saggu · 2025 · advanced · time series

    causal inference · econometrics · time series

  8. Time-varying coefficient estimation in SURE models. Application to portfolio management

    Isabel Casas, Eva Ferreira, Susan Orbe · 2017 · advanced · statistics

    econometrics · regression · statistics

  9. Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data

    Bal??zs ??gert, Ev??en Kocenda · 2007 · advanced · time series

    econometrics · equity markets · garch · time series

  10. Time-Varying Factor-Augmented Models for Volatility Forecasting

    Duo Zhang, Jiayu Li, Junyi Mo · 2025 · advanced · time series

    cryptocurrencies · machine learning · time series · volatility forecasting

  11. Time-varying neural network for stock return prediction

    Steven Y. K. Wong, Jennifer Chan, Lamiae Azizi · 2020 · advanced · machine learning

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

  12. Time-Varying Periodicity in Intraday Volatility

    Torben G. Andersen, Martin Thyrsgaard, Viktor Todorov · 2018 · advanced · time series

    hypothesis testing · statistics · time series

  13. Time-Varying Volatility of Bank Betas

    Matt Brigida · 2025 · advanced · risk management

    banking · interest rates · time series · volatility forecasting

  14. Timing the market: the economic value of price extremes

    Haibin Xie, Shouyang Wang · 2019 · intermediate · time series

    time series

  15. TIP-Search: Time-Predictable Inference Scheduling for Market Prediction under Uncertain Load

    Xibai Wang · 2025 · advanced · machine learning

    algorithms · optimization

  16. TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data

    Leonardo Berti, Gjergji Kasneci · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · market microstructure · neural networks

  17. To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies

    Stefano Bosi, Cuong Le Van, Ngoc-Sang Pham · 2025 · advanced · other

    asset pricing · financial economics

  18. To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management

    Philippe Bergault, Olivier Guéant, Hamza Bodor · 2025 · advanced · quantitative trading

    numerical methods · optimal execution · optimization · reinforcement learning · risk management · transaction costs

  19. To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions

    Dimitrios Emmanoulopoulos, Ollie Olby, Justin Lyon · 2025 · advanced · machine learning

    large language models · market risk · monte carlo simulation · stochastic differential equations

  20. To Trade or Not to Trade? Informed Trading With Short-Term Signals for Long-Term Investors

    Roni Israelov, Michael Katz · 2011 · intermediate · quantitative trading

    portfolio management · transaction costs

  21. To VaR, or Not to VaR, That is the Question

    Victor Olkhov · 2021 · intermediate · risk management

    probability

  22. Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum

    Ed Tower · 2012 · intermediate · time series

    asset pricing · equity markets · momentum

  23. Token Financing vs. Equity and Crowdfunding

    Baranes, Edmond, Hege, Ulrich, Kim, Jin-Hyuk · 2026 · intermediate · other

    other

  24. Token vs Equity for Startup Financing

    Guangye Cao · 2024 · advanced · other

    financial economics · liquidity

  25. Tokenize Everything, But Can You Sell It? RWA Liquidity Challenges and the Road Ahead

    Rischan Mafrur · 2025 · intermediate · quantitative trading

    liquidity · liquidity risk · real estate

  26. Tokenized but Illiquid? Evidence from Real-World Asset Markets

    Rischan Mafrur · 2026 · intermediate · statistics

    liquidity · panel data · regression

  27. Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction

    Zhuohang Zhu, Haodong Chen, Qiang Qu · 2025 · advanced · time series

    financial machine learning · machine learning · time series

  28. Topological Complexity and Phase Space Stability: A Persistent Homology Approach to Cryptocurrency Risk

    Gabriel Santana, Jemirson Ramirez · 2026 · advanced · risk management

    risk management

  29. Topological Data Analysis Ball Mapper for Finance

    Pawel Dlotko, Wanling Qiu, Simon Rudkin · 2022 · intermediate · statistics

    statistics

  30. Topological Portfolio Selection and Optimization

    Yuanrong Wang, Antonio Briola, Tomaso Aste · 2023 · intermediate · portfolio management

    financial networks · portfolio management · portfolio optimization · statistics

  31. Topological Risk Parity

    Revant Nayar, Dnyanesh Kulkarni, El Mehdi Ainasse · 2026 · advanced · portfolio management

    portfolio management · risk management

  32. Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors

    Zopiatis, A., Savva, C.S., Lambertides, N. · 2016 · intermediate · time series

    econometrics

  33. Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors

    Zopiatis, A., Savva, C.S., Lambertides, N. · 2017 · intermediate · statistics

    econometrics · equity markets

  34. Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook

    Shaw Dalen · 2025 · advanced · derivatives

    derivatives · jump processes · market making · model calibration · stochastic processes · volatility surface

  35. Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks

    Kunihiro Miyazaki, Takanobu Kawahara, Stephen Roberts · 2026 · advanced · machine learning

    algorithmic trading · backtesting · large language models

  36. Toward Reliable Evaluation of LLM-Based Financial Multi-Agent Systems: Taxonomy, Coordination Primacy, and Cost Awareness

    Phat Nguyen, Thang Pham · 2026 · advanced · machine learning

    large language models · transaction costs

  37. Towards a data-driven debt collection strategy based on an advanced machine learning framework

    Abel Sancarlos, Edgar Bahilo, Pablo Mozo · 2023 · intermediate · machine learning

    financial machine learning · machine learning

  38. Towards a fast and robust deep hedging approach

    Fabienne Schmid, Daniel Oeltz · 2025 · advanced · options

    deep learning · machine learning · neural networks · options hedging

  39. Towards a fully RL-based Market Simulator

    Leo Ardon, Nelson Vadori, Thomas Spooner · 2021 · advanced · quantitative trading

    deep learning · market making · reinforcement learning

  40. Towards a Measure of Financial Fragility

    Dimitrios P Tsomocos, Oriol Aspachs, London School of Economics · 2006 · advanced · risk management

    banking

  41. Towards a New Architecture for Financial Stability: Seven Principles

    Luis Garicano, Rosa Lastra · 2010 · intermediate · risk management

    banking · financial stability · systemic risk

  42. Towards an understanding approach of the insurance linked securities market

    Mathieu Gatumel, Dominique Guegan · 2008 · intermediate · risk management

    insurance

  43. Towards Causal Market Simulators

    Dennis Thumm, Luis Ontaneda Mijares · 2025 · advanced · machine learning

    causal inference · deep learning · neural networks · time series

  44. Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II

    Aymeric Vie, J. Doyne Farmer · 2023 · advanced · quantitative trading

    equity markets · financial economics

  45. Towards Explainable Deep Learning for Credit Lending: A Case Study

    Ceena Modarres, Mark Ibrahim, Melissa Louie · 2018 · intermediate · machine learning

    credit risk · deep learning · machine learning · neural networks

  46. Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model

    Shearer, Megan, Byrd, David, Balch, Tucker Hybinette · 2019 · intermediate · quantitative trading

    exchange traded funds

  47. Towards Financially Inclusive Credit Products Through Financial Time Series Clustering

    Tristan Bester, Benjamin Rosman · 2024 · intermediate · machine learning

    machine learning · time series

  48. Towards foundation models for insurance risk modelling

    Christopher Blier-Wong · 2026 · advanced · risk management

    insurance · machine learning · natural language processing

  49. Towards Generalizable Reinforcement Learning for Trade Execution

    Chuheng Zhang, Yitong Duan, Xiaoyu Chen · 2023 · advanced · quantitative trading

    machine learning · optimal execution · reinforcement learning · transaction costs

  50. Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations

    Vadori, Nelson, Ardon, Leo, Ganesh, Sumitra · 2023 · advanced · quantitative trading

    deep learning · market making · reinforcement learning