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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1151–1200; page 24 of 188.

  1. Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data

    Aaron Wray, Matthew Meades, Dave Cliff · 2020 · advanced · quantitative trading

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

  2. Automated Liquidity: Market Impact, Cycles, and De-pegging Risk

    B. K. Meister · 2026 · advanced · quantitative trading

    decentralized finance · liquidity · stochastic processes

  3. Automated Market Makers

    Mohsen Pourpouneh, Kurt Nielsen, Omri Ross · 2020 · intermediate · quantitative trading

    liquidity · market making

  4. Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes

    Daniel Kirste, Niclas Kannengießer, Ricky Lamberty · 2023 · intermediate · quantitative trading

    decentralized finance · liquidity · market making

  5. Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration

    Simon Caspar Zeller, Paul-Niklas Ken Kandora, Daniel Kirste · 2025 · advanced · quantitative trading

    liquidity · optimization · stochastic processes

  6. Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions

    Philippe Bergault, Louis Bertucci, David Bouba · 2022 · advanced · quantitative trading

    liquidity · optimization

  7. Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies

    Thanos Drossos, Daniel Kirste, Niclas Kannengießer · 2025 · intermediate · quantitative trading

    decentralized finance · liquidity · market making

  8. Automated Market Making and Arbitrage Profits in the Presence of Fees

    Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden · 2023 · advanced · quantitative trading

    liquidity · market making · transaction costs

  9. Automated Market Making and Decentralized Finance

    Marcello Monga · 2024 · advanced · quantitative trading

    cryptocurrencies · decentralized finance · market making · statistical arbitrage

  10. Automated Market Making and Loss-Versus-Rebalancing

    Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden · 2022 · advanced · quantitative trading

    liquidity · market making · market microstructure

  11. Automated Market Making: the case of Pegged Assets

    Philippe Bergault, Louis Bertucci, David Bouba · 2024 · advanced · quantitative trading

    cryptocurrencies · model calibration · stochastic processes

  12. Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering

    Luan, Qinmeng, Hamp, James · 2025 · advanced · machine learning

    algorithms · machine learning · time series

  13. Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound

    Erum Iftikhar, Wei Wei, John Cartlidge · 2025 · intermediate · risk management

    decentralized finance · panel data · risk management · statistical inference

  14. Automated Trading System for Straddle-Option Based on Deep Q-Learning

    Yiran Wan, Xinyu Ying, Shengze Xu · 2025 · advanced · quantitative trading

    deep learning · neural networks · reinforcement learning · time series · volatility trading

  15. Automatic Financial Feature Construction

    Jie Fang, Shutao Xia, Jianwu Lin · 2019 · intermediate · machine learning

    financial machine learning · machine learning · neural networks

  16. Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning

    Minxuan Hu, Ziheng Chen, Jiayu Yi · 2026 · advanced · options

    financial engineering · machine learning · option pricing · options hedging · reinforcement learning · risk management

  17. Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns

    Zefeng Chen, Darcy Pu · 2026 · advanced · machine learning

    equity markets · large language models

  18. Autonomous Money Supply Strategy Utilizing Control Theory

    Yuval Boneh · 2024 · intermediate · risk management

    decentralized finance

  19. Autonomous Sparse Mean-CVaR Portfolio Optimization

    Yizun Lin, Yangyu Zhang, Zhao-Rong Lai · 2024 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · risk management

  20. AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures

    Kaihong Deng · 2025 · advanced · quantitative trading

    backtesting · cryptocurrencies · optimization · transaction costs

  21. Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making

    Frank M. V. Feys · 2026 · advanced · quantitative trading

    market making · mathematical finance

  22. Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases

    Adriano Koshiyama, Nick Firoozye · 2019 · advanced · quantitative trading

    backtesting · regression

  23. AWARE-FX: An Auditable Knowledge-Guided AI System for Measuring Corporate Foreign-Exchange Hedging Disclosure

    Qi Wang · 2026 · intermediate · risk management

    derivatives · foreign exchange · natural language processing · risk management

  24. Axes that matter: PCA with a difference

    Brian Huge, Antoine Savine · 2025 · advanced · machine learning

    derivatives · machine learning · monte carlo simulation

  25. Axial-LOB: High-Frequency Trading with Axial Attention

    Damian Kisiel, Denise Gorse · 2022 · advanced · machine learning

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

  26. Axient: Canonical Protocol-Graph Composition for Leveraged Event Markets: Single State Authority, Atomic Composition, Durable Sagas, and Exactly-Once Recovery

    Maksym Nechepurenko · 2026 · advanced · risk management

    credit risk

  27. Axient: Debt-Free Finality for Leveraged Binary Event Markets

    Maksym Nechepurenko · 2026 · advanced · risk management

    liquidity · risk management

  28. Axient: On-Chain Credit and Loss Allocation for Leveraged Event Markets: A Venue-Agnostic Protocol for Traders, Credit Providers, Market Makers, and Liquidation Backstops

    Maksym Nechepurenko · 2026 · advanced · risk management

    credit risk · liquidity · liquidity risk

  29. Axiomatic Market Making

    Frank M. V. Feys · 2026 · advanced · quantitative trading

    financial economics · market making · market microstructure · mathematical finance

  30. Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance

    Maxim Bichuch, Zachary Feinstein · 2022 · advanced · quantitative trading

    decentralized finance · market making

  31. Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds

    Dassios, Angelos, Lim, Jia Wei, Qu, Yan · 2020 · advanced · stochastic calculus

    martingales · monte carlo simulation · stochastic processes

  32. B-spline techniques for volatility modeling

    Sylvain Corlay · 2016 · advanced · options

    model calibration · volatility surface

  33. Back to basics: historical option pricing revisited

    Jean-Philippe Bouchaud, Marc Potters · 1998 · advanced · options

    derivatives · option pricing · options hedging · statistics

  34. Back-of-the-envelope swaptions in a very parsimonious multicurve interest rate model

    Roberto Baviera · 2017 · advanced · fixed income

    derivatives · fixed income · interest rates · option pricing · term structure models

  35. Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials

    Sullivan Hué, Christophe Hurlin, Yang Lu · 2024 · advanced · risk management

    risk management

  36. Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange

    Andrey Urusov, Rostislav Berezovskiy, Yury Yanovich · 2024 · intermediate · quantitative trading

    backtesting · decentralized finance · market making

  37. Backtesting Value-at-Risk: A Generalized Markov Framework

    Thor Pajhede · 2015 · advanced · risk management

    econometrics · hypothesis testing · market risk · risk management · statistical inference · time series

  38. Backward Deep BSDE Methods and Applications to Nonlinear Problems

    Yajie Yu, Bernhard Hientzsch, Narayan Ganesan · 2020 · advanced · machine learning

    deep learning · neural networks · numerical methods · option pricing · stochastic differential equations · stochastic processes

  39. Backward stochastic difference equations on lattices with application to market equilibrium analysis

    Masaaki Fukasawa, Takashi Sato, Jun Sekine · 2023 · advanced · stochastic calculus

    stochastic processes

  40. Bad Habits and Good Practices

    Amit Goyal, Antti Ilmanen, David G. Kabiller · 2015 · intermediate · portfolio management

    behavioral finance · portfolio management

  41. Bailouts in Financial Networks

    Beni Egressy, Roger Wattenhofer · 2021 · advanced · risk management

    banking · financial networks · optimization

  42. Bailouts, Bail-ins and Banking Crises

    Todd Keister, Yuliyan Mitkov · 2019 · advanced · risk management

    banking · financial stability

  43. Balancing on the Life Cycle: Target Date Funds Need Better Diversification

    Jusvin Dhillon · 2016 · intermediate · portfolio management

    portfolio management

  44. Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model

    Benjamin Avanzi, Bernard Wong, Jinxia Zhu · 2026 · advanced · risk management

    financial stability · optimization · stochastic processes

  45. Balancing the Payment System

    Tomaž Fleischman, Paolo Dini · 2020 · intermediate · risk management

    liquidity · liquidity risk

  46. Baldovin-Stella stochastic volatility process and Wiener process mixtures

    Pier Paolo Peirano, Damien Challet · 2012 · advanced · stochastic calculus

    brownian motion · probability · stochastic processes

  47. Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers

    Carlo Altavilla, Steven Ongena, Alessandro Diego Scopelliti · 2025 · intermediate · risk management

    banking

  48. Bank competition and credit risk in the Euro area, 2005-2017: Is there evidence of convergence?

    Maria Karadima, Helen Louri · 2020 · intermediate · risk management

    banking · credit risk

  49. Bank Competition and Financial Stability: Much Ado About Nothing?

    Diana Zigraiova, Tomas Havranek · 2015 · intermediate · risk management

    econometrics · statistical inference · statistics

  50. Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer

    Benbouzid, Nadia, Kumar, Abhishek, Mallick, Sushanta K. · 2022 · advanced · risk management

    banking · credit risk · financial stability