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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9251–9300; page 186 of 188.

9251. When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making

      Ali Raza Jafree, Konark Jain, Nick Firoozye · 2025 · advanced · quantitative trading

      high frequency trading · market making · market microstructure · reinforcement learning

9252. When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers

      Ursina Sanderink · 2026 · advanced · machine learning

      financial machine learning · machine learning · portfolio management · risk management

9253. When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests

      Fan Zhang, Zhen Li, Sijia Peng · 2026 · intermediate · machine learning

      backtesting · financial machine learning

9254. When Arm’s Length is Too Far : Relationship Banking over the Business Cycle

      Beck, T.H.L., Degryse, H.A., de Haas, R. · 2014 · intermediate · risk management

      banking · financial economics

9255. When arm's length Is too far. Relationship banking over the credit cycle

      Beck, Thorsten, Degryse, Hans, Haas, Ralph · 2015 · advanced · risk management

      banking · financial economics

9256. When can social media lead financial markets?

      Zheludev, Ilya, Smith, Robert, Aste, Tomaso · 2014 · intermediate · quantitative trading

      quantitative trading

9257. When can weak latent factors be statistically inferred?

      Jianqing Fan, Yuling Yan, Yuheng Zheng · 2024 · advanced · statistics

      hypothesis testing · statistical inference · statistics

9258. When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds

      Michael T. Melvin, Duncan D. Shand · 2016 · intermediate · quantitative trading

      foreign exchange

9259. When cooperation is beneficial to all agents

      Alessandro Doldi, Marco Frittelli, Marco Maggis · 2026 · advanced · stochastic calculus

      financial economics · mathematical finance

9260. When Cross-Venue Agreement Is Not Price Discovery: Disclosure Frontiers for 24/7 Equity-Perpetual Oracles

      Donghwa Seo, Doohwi Cha, Seunghan Son · 2026 · advanced · derivatives

      derivatives

9261. When David becomes Goliath: Repo dealer-driven bond mispricing

      Carlos Canon, Eddie Gerba, Jozef Barunik · 2026 · advanced · fixed income

      fixed income · liquidity

9262. When defaults cannot be hedged: xVA calculations via local risk-minimization

      Francesca Biagini, Alessandro Gnoatto, Katharina Oberpriller · 2025 · advanced · risk management

      credit risk · interest rates · stochastic calculus

9263. When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks

      Felix Drinkall, Janet B. Pierrehumbert, Stefan Zohren · 2025 · intermediate · machine learning

      machine learning · natural language processing · regression

9264. When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting

      Taizhen Cheung · 2026 · advanced · time series

      financial machine learning · hypothesis testing · machine learning · statistical inference · time series

9265. When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?

      Fidrmuc, J.P., Roosenboom, P.G.J., van Dijk, D.J.C. · 2007 · intermediate · other

      corporate finance · mergers and acquisitions

9266. When does financial sector (in)stability induce financial reforms?

      Susie Lee, Ingmar Schumacher · 2011 · intermediate · risk management

      financial stability · panel data

9267. When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures

      Joohyoung Jeon · 2026 · advanced · quantitative trading

      cryptocurrencies · financial machine learning · liquidity · machine learning · market microstructure

9268. When does portfolio compression reduce systemic risk?

      Veraart, Luitgard A. M. · 2022 · advanced · risk management

      contagion · financial networks · systemic risk

9269. When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms

      Malcolm Baker, Jeremy C. Stein, Jeffrey Wurgler · 2002 · intermediate · other

      corporate finance · equity markets

9270. When Equity Factors Drop Their Shorts

      David C. Blitz, Guido Baltussen, Pim van. Auteur du texte Vliet · 2020 · intermediate · portfolio management

      asset pricing · factor investing

9271. When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization

      Alessandro Falezza · 2026 · advanced · quantitative trading

      optimization

9272. When Fortune Doesn’t Favor the Bold: Perils of Volatility for Wealth Growth and Preservation

      Nathan Sosner · 2022 · intermediate · portfolio management

      portfolio management · risk management

9273. When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging

      Rui Ma · 2026 · advanced · machine learning

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

9274. When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs

      David Itkin, Leandro Sánchez-Betancourt · 2026 · advanced · options

      derivatives · option pricing · options hedging · partial differential equations · transaction costs

9275. When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment

      Park, Andreas, Sgroi, Daniel · intermediate · quantitative trading

      financial economics · market efficiency

9276. When in peril, retrench: Testing the portfolio channel of contagion

      Fernando Broner, R. Gaston Gelos, Carmen M. Reinhart · 2005 · intermediate · risk management

      contagion · equity markets

9277. When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints

      Benjamin Avanzi, Debbie Kusch Falden, Mogens Steffensen · 2025 · advanced · risk management

      financial economics · insurance · optimization · risk management

9278. When is cross impact relevant?

      Victor Le Coz, Iacopo Mastromatteo, Damien Challet · 2023 · advanced · quantitative trading

      interest rates · liquidity

9279. When Is Liquidity Bad?

      Husnu C. Dalgic · 2025 · advanced · time series

      financial economics · foreign exchange

9280. When Is the Gini Loading More Prudent? Tail Structure and the Ordering of the Standard Deviation and the Gini Mean Difference

      Nawaf Mohammed · 2026 · advanced · risk management

      insurance · risk management · statistics · tail risk

9281. When Is the Optimal Lending Contract in Microfinance State Non-Contingent?

      Jeon, Doh-Shin, Menicucci, Domenico · 2010 · advanced · risk management

      insurance

9282. When large trades are not (automatically) news: liquidity tail risk and price discovery

      Umut Çetin, Mingwei Lin, Giulia Livieri · 2026 · advanced · quantitative trading

      liquidity · market microstructure · tail risk

9283. When Marginal Coverage Transfers and the Economics Do Not: A Pre-Registered Study of Conformal Interval Widths as Position-Sizing Scales

      Robert Jacob Ryan · 2026 · advanced · portfolio management

      backtesting · portfolio management · risk management · statistical inference · time series

9284. When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers

      Ruixue Jing, Luis Enrique Correa Rocha · 2026 · advanced · risk management

      cryptocurrencies · financial networks · systemic risk

9285. When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books

      Haohan Xu, Jason Bohne, Pawel Polak · 2026 · advanced · quantitative trading

      liquidity · market making · market microstructure

9286. When ratios fall: A dynamic approach to contingent convertibles

      Li Chen, Liang Wang, Weixuan Xia · 2026 · advanced · fixed income

      banking · fixed income · jump processes · stochastic processes

9287. When Reasoning Fails: Evaluating 'Thinking' LLMs for Stock Prediction

      Rakeshkumar H Sodha · 2025 · advanced · machine learning

      backtesting · financial machine learning · hypothesis testing · large language models · machine learning · statistical inference

9288. When should retirees tap their home equity?

      Hambel, Christoph, Kraft, Holger, Meyer-Wehmann, Andr√© · 2023 · intermediate · portfolio management

      portfolio management

9289. When Stock-Bond Diversification Fails

      Ashwin Thapar · 2021 · intermediate · portfolio management

      fixed income · portfolio management · risk management

9290. When the Fed Speaks: Dynamics and Forecasts of the Volatility Surface

      Lukasz Adamski, Robert Slepaczuk · 2026 · advanced · options

      deep learning · machine learning · neural networks · time series · volatility forecasting · volatility surface

9291. When the Going Gets Tough: Durable Consumption and the Equity Premium

      Myroslav Pidkuyko · 2016 · advanced · other

      asset pricing · equity markets

9292. When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes

      Sungwoo Kang · 2026 · advanced · time series

      econometrics · market microstructure · time series

9293. When to Sell an Asset? - A Distribution Builder Approach

      Peter Carr, Stephan Sturm · 2026 · advanced · stochastic calculus

      mathematical finance · stochastic processes

9294. When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model

      Shiryaev, Albert N., Zhitlukhin, M. V., Ziemba, William T. · 2013 · advanced · stochastic calculus

      stochastic processes

9295. When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets

      Emre Atay Tümer, Rischan Mafrur · 2026 · intermediate · quantitative trading

      liquidity

9296. When transparency fails: Financial incentives for local banking agents in Indonesia

      Erika Deserranno, Gianmarco León-Ciliotta, Firman Witoelar · 2021 · beginner · other

      banking

9297. Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk

      Campbell, John Y., Mei, Jianping · 1993 · advanced · statistics

      asset pricing · econometrics · time series

9298. Where does the criticality live? Early-warning signals are event-heterogeneous across seven crypto-perpetual liquidation cascades

      Ramon Marc Garcia Seuma · 2026 · advanced · time series

      cryptocurrencies · derivatives · statistical inference · time series

9299. Where the Quantum Lives in D-Wave Hybrid Portfolio Optimization: An Operational Decomposition Audit

      Luis Lozano · 2026 · advanced · portfolio management

      algorithms · optimization · portfolio optimization

9300. Which Factors Matter Most? Can Startup Valuation be Micro-Targeted?

      Max Berre · 2022 · intermediate · statistics

      machine learning · regression