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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1251–1300; page 26 of 188.

1251. Banks’ Earnings: an empirical evidence of the influence of economic and financial markets factors

      Stéphane Albert, Hervé Alexandre · 2013 · intermediate · risk management

      banking · panel data

1252. Banks’ equity stakes in firms: A blessing or curse in credit markets?

      Falko Fecht, José-Luis Peydró, Günseli Tümer-Alkan · 2021 · intermediate · risk management

      banking · causal identification · credit markets

1253. Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market

      Iori, Giulia, Politi, Mauro, Germano, Guido · 2015 · intermediate · fixed income

      banking

1254. Bargaining Power, Business Cycle and Levered Equity Risk

      Chen, Zhiyao, Strebulaev, Ilya A. · 2016 · advanced · portfolio management

      corporate finance · financial economics

1255. Barriers to portfolio investment in emerging stock markets

      Huizinga, H.P., Demirgüç-Kunt, A. · 1995 · intermediate · statistics

      equity markets · transaction costs

1256. Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method

      Goodhart, Charles, Segoviano, Miguel A. · 2004 · advanced · risk management

      banking · credit risk

1257. Basel II and developing countries: diversification and portfolio effects

      Griffith-Jones, Stephany, Segoviano, Miguel Angel, Spratt, Stephen · 2003 · intermediate · risk management

      banking · credit risk

1258. BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models

      Sohom Ghosh, Sudip Kumar Naskar · 2025 · intermediate · machine learning

      equity markets · financial machine learning · large language models · machine learning · natural language processing

1259. Basis Immunity: Isotropy as a Regularizer for Uncertainty

      Florent Segonne · 2025 · advanced · portfolio management

      linear algebra · optimization · portfolio management · portfolio optimization · risk management

1260. Basket implied volatility skew and stickiness

      Masaaki Fukasawa, Jun Maeda, Tatsuya Ogiwara · 2026 · advanced · options

      rough volatility · stochastic processes

1261. Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement

      Nicola F. Zaugg, Lech A. Grzelak · 2024 · advanced · options

      copulas · derivatives · model calibration · numerical methods · option pricing

1262. Battery Storage Co-Optimization in Day-Ahead and Real-Time Markets with Bayesian Optimization

      Thiha Aung, Mike Ludkovski · 2026 · advanced · quantitative trading

      bayesian statistics · numerical methods · optimization

1263. Battery valuation on electricity intraday markets with liquidity costs

      Enzo Cognéville, Thomas Deschatre, Xavier Warin · 2024 · advanced · quantitative trading

      liquidity · stochastic processes

1264. Bayesian Analysis of High Dimensional Vector Error Correction Model

      Parley R Yang, Alexander Y Shestopaloff · 2023 · advanced · time series

      bayesian statistics · econometrics · statistical inference · time series

1265. Bayesian Analysis of Realized Matrix-Exponential GARCH Models

      Asai, M., McAleer, M.J. · 2018 · advanced · time series

      bayesian statistics · garch · statistical inference · time series · volatility forecasting

1266. Bayesian Analysis of the Black-Scholes Option Price

      Darsinos, T., Satchell, S.E. · 2001 · advanced · options

      bayesian statistics · derivatives · option pricing · statistical inference

1267. Bayesian CART models for aggregate claim modeling

      Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis · 2024 · advanced · risk management

      bayesian statistics · insurance · statistics

1268. Bayesian Confidence Recalibration and Research-Equilibrium Criticality: Temporal Support in Robust Portfolios

      Han Yanç · 2026 · advanced · portfolio management

      bayesian statistics · optimization · portfolio optimization

1269. Bayesian Distributionally Robust Merton Problem with Nonlinear Wasserstein Projections

      Jose Blanchet, Jiayi Cheng, Hao Liu · 2025 · advanced · portfolio management

      bayesian statistics · optimization · portfolio management · portfolio optimization

1270. Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting

      Patrick Woitschig, Mike West · 2026 · advanced · time series

      bayesian statistics · statistical inference · time series · volatility forecasting

1271. Bayesian Estimation of Corporate Default Spreads

      Maksim Papenkov, Beau Robinette · 2025 · advanced · risk management

      bayesian statistics · credit risk · statistical inference

1272. Bayesian Estimation of Risk-Premia in an APT Context

      Darsinos, T., Satchell, S.E. · 2003 · advanced · statistics

      asset pricing · bayesian statistics · statistical inference

1273. Bayesian estimation of the gaussian mixture garch model

      Ausín Olivera, María Concepción, Galeano, Pedro · 2005 · advanced · time series

      bayesian statistics · garch · statistics · time series

1274. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information

      Darsinos, T., Satchell, S.E. · 2001 · advanced · options

      bayesian statistics · option pricing · statistical inference · volatility forecasting

1275. Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff

      Jose Blanchet, Fernando Hernandez, Viet Anh Nguyen · 2022 · advanced · statistics

      bayesian statistics · optimization · statistical inference · time series

1276. Bayesian learning for the Markowitz portfolio selection problem

      Carmine de Franco, Johann Nicolle, Huyên Pham · 2018 · advanced · portfolio management

      bayesian statistics · mathematical finance · optimization · partial differential equations · portfolio management · portfolio optimization

1277. Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery

      Nikolaus Hautsch, Dieter Hess · 2004 · intermediate · statistics

      statistics

1278. Bayesian Markov switching model for BRICS currencies' exchange rates

      Kumar, Utkarsh, Ahmad, Wasim, Uddin, Gazi Salah · 2024 · advanced · time series

      bayesian statistics · econometrics · foreign exchange · statistical inference · time series

1279. Bayesian Model Averaging in the Presence of Structural Breaks

      Ravazzolo, F., van Dijk, D.J.C., Paap, R. · 2006 · advanced · time series

      bayesian statistics · regression

1280. Bayesian model selection for a sharp null and a diffuse alternative with econometric applications

      Strachan, R.W., van Dijk, H.K. · 2003 · advanced · statistics

      bayesian statistics · regression · statistical inference

1281. Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance

      Sharif Al Mamun, Rakib Hossain, Md. Jobayer Rahman · 2025 · advanced · risk management

      bayesian statistics · market risk · risk management · statistical inference · time series · volatility forecasting

1282. Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks

      Gareth William Peters, Rodrigo S. Targino, Mario V. Wüthrich · 2017 · advanced · risk management

      insurance · monte carlo simulation · risk management

1283. Bayesian Optimization for CVaR-based portfolio optimization

      Robert Millar, Jinglai Li · 2025 · intermediate · portfolio management

      bayesian statistics · optimization · portfolio management · portfolio optimization · risk management

1284. Bayesian Optimization of ESG Financial Investments

      Eduardo C. Garrido-Merchán, Gabriel González Piris, Maria Coronado Vaca · 2023 · intermediate · portfolio management

      bayesian statistics · esg · optimization · portfolio optimization

1285. Bayesian Parametric Portfolio Policies

      Miguel C. Herculano · 2026 · advanced · portfolio management

      bayesian statistics · portfolio management · portfolio optimization

1286. Bayesian Portfolio Optimization by Predictive Synthesis

      Masahiro Kato, Kentaro Baba, Hibiki Kaibuchi · 2025 · advanced · portfolio management

      bayesian statistics · portfolio optimization

1287. Bayesian Reconciliation of Return Predictability

      Borys Koval, Sylvia Frühwirth-Schnatter, Leopold Sögner · 2022 · advanced · statistics

      bayesian statistics · econometrics · regression · statistical inference · time series

1288. Bayesian regularized artificial neural networks for the estimation of the probability of default

      Sariev, Eduard, Germano, Guido · 2020 · intermediate · machine learning

      bayesian statistics · credit risk · machine learning · neural networks

1289. Bayesian Robust Financial Trading with Adversarial Synthetic Market Data

      Haochong Xia, Simin Li, Ruixiao Xu · 2026 · advanced · quantitative trading

      algorithmic trading · bayesian statistics · deep learning · financial machine learning · machine learning · reinforcement learning

1290. Bayesian solutions for the factor zoo: we just ran two quadrillion models

      Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian · 2023 · advanced · statistics

      asset pricing · bayesian statistics · statistical inference

1291. BDG inequalities and their applications for model-free continuous price paths with instant enforcement

      Rafał M. Łochowski · 2021 · advanced · stochastic calculus

      martingales · measure theory · stochastic calculus · stochastic processes

1292. BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books

      Zihao Zhang, Stefan Zohren, Stephen Roberts · 2018 · advanced · machine learning

      bayesian statistics · deep learning · machine learning · neural networks

1293. Be Water: An Evolutionary Proof for Trend-Following

      Yijia Chen · 2026 · advanced · quantitative trading

      trend following

1294. Bear Markets and Recessions versus Bull Markets and Expansions

      Abdulnasser Hatemi-J · 2020 · advanced · statistics

      causal inference · econometrics · hypothesis testing · statistical inference · time series

1295. Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence

      Duy Khanh Lam · 2025 · advanced · portfolio management

      algorithms · optimization · portfolio management · portfolio optimization

1296. Before and after default: information and optimal portfolio via anticipating calculus

      José A. Salmerón, Giulia Di Nunno, Bernardo D'Auria · 2022 · advanced · stochastic calculus

      portfolio optimization · stochastic calculus · stochastic processes

1297. Before the Accord: U.S. Monetary-Financial Policy 1945-51

      Barry Eichengreen and Peter M. Garber. · 1990 · intermediate · fixed income

      economic policy · financial stability · interest rates

1298. Behavior and Performance of Investment Newsletters Analysts

      Vicente Pascual Pons-Sanz, Alok Kumar · 2002 · intermediate · portfolio management

      portfolio management

1299. Behavior of Liquidity Providers in Decentralized Exchanges

      Lioba Heimbach, Ye Wang, Roger Wattenhofer · 2021 · intermediate · quantitative trading

      decentralized finance · liquidity

1300. Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation

      Zeping Li, Guancheng Wan, Keyang Chen · 2026 · intermediate · machine learning

      behavioral finance · large language models