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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8801–8850; page 177 of 188.

  1. Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport

    Ryuji Hashimoto, Kiyoshi Izumi · 2025 · advanced · statistics

    statistics

  2. Towards Robust Representation of Limit Orders Books for Deep Learning Models

    Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni · 2021 · advanced · machine learning

    deep learning · machine learning · neural networks

  3. Towards systematic intraday news screening: a liquidity-focused approach

    Jianfei Zhang, Mathieu Rosenbaum · 2023 · advanced · machine learning

    liquidity · machine learning

  4. Toxicity Bounds for Dynamic Liquidation Incentives

    Alexander McFarlane · 2025 · advanced · quantitative trading

    decentralized finance · liquidity

  5. Tracking biased weights: asset pricing implications of value-weighted indexing

    Jiang, Hao, Vayanos, Dimitri, Zheng, Lu · 2020 · intermediate · statistics

    asset pricing · equity markets

  6. Tracking Error Allocation

    David C. Blitz, Jouke Hottinga · 2001 · intermediate · portfolio management

    optimization · portfolio management

  7. Tracking the Evolution of Financial Time Series Clusters

    Letizia Tanca, Davide Azzalini, Fabio Azzalini · 2019 · intermediate · machine learning

    time series

  8. Tractable bank capital structure: optimal control under Basel III constraints

    Erhan Bayraktar, Etienne Chevalier, Vathana Ly Vath · 2026 · advanced · risk management

    banking · capital structure · optimization · risk management · stochastic processes

  9. Tradable Itô Signatures: A Model-Free, Interpretable Framework for Dynamic Hedging

    Xin Guo, Binnan Wang, Ruixun Zhang · 2026 · advanced · options

    machine learning · stochastic calculus · stochastic processes · time series

  10. Trade arrival dynamics and quote imbalance in a limit order book

    Alexander Lipton, Umberto Pesavento, Michael G Sotiropoulos · 2013 · advanced · quantitative trading

    market microstructure · model calibration · stochastic processes

  11. Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets

    Yutong Lu, Gesine Reinert, Mihai Cucuringu · 2022 · advanced · quantitative trading

    equity markets · market microstructure

  12. Trade Credit Defaults and Liquidity Provision by Firms

    Frederic Boissay, Reint Gropp · 2007 · intermediate · risk management

    credit risk · financial economics · liquidity risk

  13. Trade Execution Flow as the Underlying Source of Market Dynamics

    Mikhail Gennadievich Belov, Victor Victorovich Dubov, Vadim Konstantinovich Ivanov · 2025 · advanced · quantitative trading

    numerical methods

  14. Trade execution games in a Markovian environment

    Masamitsu Ohnishi, Makoto Shimoshimizu · 2024 · advanced · quantitative trading

    optimal execution · optimization

  15. Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading

    Zifan Song, Kaitao Song, Guosheng Hu · 2025 · advanced · quantitative trading

    algorithmic trading · large language models

  16. Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models

    Demetrio Lacava, Edoardo Otranto · 2026 · advanced · time series

    econometrics · garch · time series

  17. Trade-R1: Bridging Verifiable Rewards to Stochastic Environments via Process-Level Reasoning Verification

    Rui Sun, Yifan Sun, Sheng Xu · 2026 · advanced · machine learning

    financial machine learning · large language models · machine learning · reinforcement learning

  18. TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure

    Maxime Kawawa-Beaudan, Srijan Sood, Kassiani Papasotiriou · 2026 · advanced · machine learning

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

  19. TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure

    Daniel Aronoff, Robert M. Townsend, Madars Virza · 2026 · advanced · risk management

    algorithms · financial networks

  20. TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions

    Alicia Vidler, Toby Walsh · 2024 · advanced · machine learning

    large language models

  21. TRADES: Generating Realistic Market Simulations with Diffusion Models

    Leonardo Berti, Bardh Prenkaj, Paola Velardi · 2025 · advanced · machine learning

    deep learning · machine learning · neural networks · time series

  22. TradeTrap: Are LLM-based Trading Agents Truly Reliable and Faithful?

    Lewen Yan, Jilin Mei, Tianyi Zhou · 2025 · advanced · machine learning

    backtesting · large language models

  23. TradExpert: Revolutionizing Trading with Mixture of Expert LLMs

    Qianggang Ding, Haochen Shi, Jiadong Guo · 2024 · intermediate · machine learning

    financial machine learning · large language models · machine learning

  24. Trading and arbitrage in cryptocurrency markets

    Makarov, Igor, Schoar, Antoinette · 2020 · advanced · quantitative trading

    cryptocurrencies

  25. Trading and Liquidity with Limited Cognition

    Biais, Bruno, Hombert, Johan, Weill, Pierre-Olivier · 2010 · advanced · quantitative trading

    algorithmic trading · liquidity · market microstructure

  26. Trading and rational security pricing bubbles

    Bottazzi, Jean-Marc, Luque, Jaime, Páscoa, Mário R. · 2011 · advanced · other

    asset pricing

  27. Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004

    Siklos, Pierre L., Bohl, Martin T. · 2005 · intermediate · statistics

    equity markets

  28. Trading Costs of Institutional Investors in Auction and Dealer Markets

    Andy Snell, Ian Tonks · 2002 · advanced · quantitative trading

    financial economics · liquidity · market microstructure · transaction costs

  29. Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets

    Emma Hubert, Dimitrios Lolas, Ronnie Sircar · 2026 · advanced · time series

    time series

  30. Trading frenzies and their impact on real investment

    Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy · 2011 · advanced · other

    financial economics

  31. Trading Frictions in Dynamic Cap-and-Trade Markets

    Nicola Borri, Yukun Liu, Aleh Tsyvinski · 2026 · advanced · quantitative trading

    quantitative trading

  32. Trading Graph Neural Network

    Xian Wu · 2025 · advanced · machine learning

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

  33. Trading in CEXs and DEXs with Priority Fees and Stochastic Delays

    Philippe Bergault, Yadh Hafsi, Leandro Sánchez-Betancourt · 2026 · advanced · quantitative trading

    optimization · stochastic processes

  34. Trading in the Sunshine or in the Shade: Market Impact and Adverse Selection on Hyperliquid

    Davide Barone, Fabrizio Lillo · 2026 · advanced · quantitative trading

    market microstructure · optimal execution · transaction costs

  35. Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders

    Ziyi Xu, Xue Cheng · 2024 · advanced · quantitative trading

    high frequency trading · market microstructure

  36. Trading Lightly: Cross-Impact and Optimal Portfolio Execution

    Iacopo Mastromatteo, Michael Benzaquen, Zoltan Eisler · 2017 · advanced · quantitative trading

    market microstructure · optimal execution · transaction costs

  37. Trading styles and long-run variance of asset prices

    Lawrence Middleton, James Dodd, Simone Rijavec · 2021 · intermediate · time series

    statistics · stochastic processes · time series · trend following

  38. Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning

    Zhengxin Joseph Ye, Bjoern Schuller · 2024 · advanced · machine learning

    algorithmic trading · deep learning · financial machine learning · machine learning

  39. Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach

    Wenpin Tang, David D. Yao · 2022 · advanced · quantitative trading

    mathematical finance · optimization

  40. Trading Under Uncertainty: A Distribution-Based Strategy for Futures Markets Using FutureQuant Transformer

    Wenhao Guo, Yuda Wang, Zeqiao Huang · 2025 · advanced · quantitative trading

    deep learning · machine learning · time series · volatility forecasting

  41. Trading via Image Classification

    Naftali Cohen, Tucker Balch, Manuela Veloso · 2019 · intermediate · machine learning

    financial machine learning · machine learning · time series

  42. Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data

    Hartmann, Philipp · 1996 · intermediate · quantitative trading

    foreign exchange · time series · transaction costs

  43. Trading with market resistance and concave price impact

    Nathan De Carvalho, Youssef Ouazzani Chahdi, Grégoire Szymanski · 2026 · advanced · quantitative trading

    optimal execution · optimization · stochastic processes

  44. Trading with the Devil: Risk and Return in Foundation Model Strategies

    Jinrui Zhang · 2025 · advanced · risk management

    asset pricing · capm · financial machine learning · machine learning · risk management

  45. Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

    Kieran Wood, Sven Giegerich, Stephen Roberts · 2021 · advanced · machine learning

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

  46. Trading with Time Series Causal Discovery: An Empirical Study

    Ruijie Tang · 2024 · advanced · quantitative trading

    backtesting · causal inference · time series

  47. Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning

    Yijia Xiao, Edward Sun, Tong Chen · 2025 · advanced · machine learning

    financial machine learning · large language models · reinforcement learning · risk management

  48. TradingAgents: Multi-Agents LLM Financial Trading Framework

    Yijia Xiao, Edward Sun, Di Luo · 2024 · advanced · machine learning

    algorithmic trading · large language models · risk management

  49. TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance

    Yang Li, Yangyang Yu, Haohang Li · 2023 · advanced · machine learning

    large language models

  50. Train Often, Deploy Selectively: Forward-Gated Model Replacement in Crypto Markets

    Aditya Dutta · 2026 · advanced · machine learning

    financial machine learning · machine learning