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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8851–8900; page 178 of 188.

  1. Transaction Cost Analytics for Corporate Bonds

    Xin Guo, Charles-Albert Lehalle, Renyuan Xu · 2019 · advanced · quantitative trading

    regression · transaction costs

  2. Transaction costs and asset prices : a dynamic equilibrium model

    Vayanos, Dimitri · 1998 · advanced · quantitative trading

    asset pricing · financial economics · transaction costs

  3. Transactional Interpretation for the Principle of Minimum Fisher Information

    Marcin Makowski, Edward W. Piotrowski, Piotr Frąckiewicz · 2022 · advanced · statistics

    optimization

  4. Transactions Costs: Practical Application

    Saied Hedayati, Brian K. Hurst · 2018 · intermediate · quantitative trading

    transaction costs

  5. TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start

    Jie Shi, Arno P. J. M. Siebes, Siamak Mehrkanoon · 2023 · advanced · risk management

    credit risk · deep learning · machine learning · neural networks

  6. Transfer Learning (Il)liquidity

    Andrea Conti, Giacomo Morelli · 2025 · advanced · options

    deep learning · liquidity · machine learning · neural networks

  7. Transfer Learning Across Fixed-Income Product Classes

    Nicolas Camenzind, Damir Filipovic · 2025 · advanced · fixed income

    convex optimization · fixed income · machine learning · regression

  8. Transfer learning for financial data predictions: a systematic review

    V. Lanzetta · 2024 · intermediate · machine learning

    machine learning · time series

  9. Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces

    Christopher Gerling, Hanqiu Peng, Ying Chen · 2026 · advanced · risk management

    credit risk · deep learning · financial machine learning · machine learning

  10. Transfer Learning for Portfolio Optimization

    Haoyang Cao, Haotian Gu, Xin Guo · 2023 · advanced · machine learning

    machine learning · optimization · portfolio management · portfolio optimization

  11. Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity

    Daniel Poh, Stephen Roberts, Stefan Zohren · 2022 · advanced · machine learning

    cryptocurrencies · deep learning · financial machine learning · machine learning · momentum · neural networks

  12. Transformer Based Time-Series Forecasting for Stock

    Shuozhe Li, Zachery B Schulwolf, Risto Miikkulainen · 2025 · intermediate · machine learning

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

  13. Transformer for Times Series: an Application to the S&P500

    Pierre Brugiere, Gabriel Turinici · 2024 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  14. Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis

    Shubham Singh, Mayur Bhat · 2024 · intermediate · machine learning

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

  15. Transformer-based CoVaR: Systemic Risk in Textual Information

    Junyu Chen, Tom Boot, Lingwei Kong · 2026 · advanced · risk management

    deep learning · financial machine learning · machine learning · natural language processing · risk management · systemic risk

  16. Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data

    Arif Pathan · 2025 · advanced · time series

    deep learning · financial machine learning · machine learning · time series

  17. Transformers versus LSTMs for electronic trading

    Paul Bilokon, Yitao Qiu · 2023 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  18. Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting

    Chu Myaet Thwal, Ye Lin Tun, Kitae Kim · 2024 · advanced · machine learning

    deep learning · machine learning · time series

  19. Transforming Japan Real Estate

    Diabul Haque · 2024 · intermediate · machine learning

    machine learning · real estate · time series

  20. Transient impact from the Nash equilibrium of a permanent market impact game

    Francesco Cordoni, Fabrizio Lillo · 2022 · advanced · quantitative trading

    market microstructure · optimal execution

  21. Transition probability of Brownian motion in the octant and its application to default modeling

    Vadim Kaushansky, Alexander Lipton, Christoph Reisinger · 2017 · advanced · stochastic calculus

    brownian motion · partial differential equations · stochastic processes

  22. Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling

    Vadim Kaushansky, Alexander Lipton, Christoph Reisinger · 2018 · advanced · stochastic calculus

    brownian motion · partial differential equations · stochastic processes

  23. Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates

    Gollier, Christian · 2003 · advanced · fixed income

    interest rates · term structure models

  24. Transparency in the financial system: rollover risk and crises

    Bouvard, Matthieu, Chaigneau, Pierre, Motta, Adolfo · 2012 · advanced · risk management

    financial stability

  25. Transparency principle for carbon emissions drives sustainable finance

    Chris Kenyon, Mourad Berrahoui, Andrea Macrina · 2022 · intermediate · risk management

    risk management

  26. Transparency, tax pressure and access to finance

    Ellul, Andrew, Jappelli, Tullio, Pagano, Marco · 2012 · intermediate · other

    corporate finance · financial economics

  27. Traveling Waves in Equity Markets with Rank-Based Entry and Exit

    Graeme Baker, Caroline Smyth · 2026 · advanced · stochastic calculus

    model calibration · partial differential equations · stochastic processes

  28. Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework

    Jorge P. Zubelli, Kuldeep Singh, Vinicius Albani · 2024 · advanced · options

    partial differential equations

  29. Treasury Bond Return Data Starting in 1962

    Laurens A. P. Swinkels · 2019 · beginner · fixed income

    fixed income · interest rates · time series

  30. Trend arbitrage, bid-ask spread and market dynamics

    Nikolai Zaitsev · 2006 · intermediate · quantitative trading

    market microstructure

  31. Trend followers lose more often than they gain

    CFM · 2005 · advanced · quantitative trading

    probability · statistics · trend following

  32. Trend Following and Rising Rates

    Brian K. Hurst, Yao Hua Ooi · 2015 · intermediate · quantitative trading

    fixed income · interest rates · trend following

  33. Trend Following Strategies: A Practical Guide

    Chuan Shi, Xiangbin Lian

    momentum · time series · trend following

  34. Trend Following: a persistent market anomaly

    CFM · 2015 · intermediate · quantitative trading

    backtesting · momentum · trend following

  35. Trend-encoded Probabilistic Multi-order Model: A Non-Machine Learning Approach for Enhanced Stock Market Forecasts

    Peiwan Wang, Chenhao Cui, Yong Li · 2025 · intermediate · time series

    time series

  36. Trend-Following: Why Now? A Macro Perspective

    AQR · 2022 · intermediate · quantitative trading

    trend following

  37. Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades

    Sara A. Safari, Christof Schmidhuber · 2025 · advanced · time series

    statistics · time series · trend following

  38. Trends Everywhere

    Abhilash Babu, Ari Levine, Yao Hua Ooi · 2020 · intermediate · quantitative trading

    momentum · time series · trend following

  39. Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets

    Sara A. Safari, Christoph Schmidhuber · 2026 · intermediate · time series

    volatility forecasting

  40. TriAgent: Divergence-Aware Multi-Agent Committees for Cost-Efficient Financial Sentiment Analysis

    Isabel Xu, Cynthia Xu, Rachel Ren · 2026 · advanced · machine learning

    large language models · machine learning · natural language processing

  41. Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis

    Agam Shah, Suvan Paturi, Sudheer Chava · 2023 · intermediate · machine learning

    financial machine learning · machine learning · natural language processing

  42. Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges

    Xintong Wu, Wanlin Deng, Yutong Quan · 2024 · intermediate · risk management

    causal inference · cryptocurrencies · natural language processing

  43. Trust, social capital, and the bond market benefits of ESG performance

    Amiraslani, Hami, Lins, Karl V., Servaes, Henri · 2022 · intermediate · fixed income

    credit markets · esg · financial economics · fixed income

  44. Trustless Price Feeds of Cryptocurrencies: Pathfinder

    Orhan Koc · 2023 · advanced · quantitative trading

    algorithms · cryptocurrencies

  45. TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents

    Minghan Li, Rachel Gonsalves, Weiyue Li · 2026 · advanced · machine learning

    algorithmic trading · backtesting · financial machine learning · large language models · risk management

  46. tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange

    Kazumi Li, Masataka Hayashi, Teruo Nakatsuma · 2026 · intermediate · programming

    python

  47. TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution

    Ilia Zaznov, Atta Badii, Julian Kunkel · 2026 · advanced · quantitative trading

    algorithmic trading · machine learning · optimal execution · reinforcement learning

  48. Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals

    Useong Shin · 2026 · advanced · options

    derivatives · regression

  49. Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms

    Wasim Ahmad, Mohammad Arshad Rahman, Suruchi Shrimali · 2024 · intermediate · risk management

    risk management

  50. Turning alphas into betas: arbitrage and endogenous risk

    Cho, Thummim · 2020 · advanced · statistics

    asset pricing · liquidity risk