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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1351–1400; page 28 of 188.

1351. Beyond Supra-Competitive Outcomes: Collusive Behaviour in Deep Reinforcement Learning for Optimal Execution Games

      Christos Spyridon Koulouris, Carlo Campajola · 2026 · advanced · quantitative trading

      algorithmic trading · deep learning · optimal execution · reinforcement learning

1352. Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon

      Yifan He, Abootaleb Shirvani, Barret Shao · 2024 · advanced · quantitative trading

      garch · market microstructure · option pricing · tail risk · time series

1353. Beyond the Fixed Price: Valuation and Risk of Non-Standard Renewable PPAs

      Nicola Bartolini, Silvia Romagnoli, Amia Santini · 2026 · advanced · derivatives

      monte carlo simulation · risk management · stochastic processes

1354. Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations

      Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek · 2025 · advanced · time series

      econometrics · hypothesis testing · statistical inference · time series

1355. Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability

      Krishna Neupane, Prem Sapkota, Ujjwal Prajapati · 2026 · advanced · machine learning

      causal identification · causal inference · data science · machine learning · natural language processing

1356. Beyond the Skew-Stickiness Ratio: Transport Geometry of Spot-Driven Variance Surface Dynamics

      Charlie Che, Pradeepta Das · 2026 · advanced · options

      mathematical finance · volatility surface

1357. Beyond the Smile: A Hybrid Convolutional VAE for Crypto Volatility Surfaces

      Sadanand Singh, Allam Reddy, Manan Chopra · 2026 · advanced · options

      cryptocurrencies · deep learning · machine learning · neural networks · volatility surface

1358. Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets

      Ayush Jha, Abootaleb Shirvani, Svetlozar T. Rachev · 2024 · advanced · time series

      time series

1359. Beyond the VIX: Alternate Measures of Macro and Financial Uncertainty

      Two Sigma · 2018 · intermediate · time series

      time series

1360. Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets

      Rischan Mafrur, Khadijah · 2026 · intermediate · risk management

      liquidity · liquidity risk

1361. Beyond VaR and CVaR: Topological Risk Measures in Financial Markets

      Amit Kumar Jha · 2023 · advanced · risk management

      equity markets · market risk

1362. Beyond Visual Realism: Toward Reliable Financial Time Series Generation

      Fan Zhang, Jiabin Luo, Zheng Zhang · 2026 · advanced · machine learning

      backtesting · deep learning · machine learning · time series

1363. BHC Derivatives Usage, Cost of Debt and Lending Patterns

      Deng, Saiying, Elyasiani, Elyas, Mao, Connie X. · 2013 · advanced · risk management

      banking · credit risk · derivatives · risk management

1364. Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval

      Eshwar Sai Kandimalla, Sravan Chowdary Kankanala, Sumana Bhimineni · 2026 · advanced · time series

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

1365. Bi-LSTM Price Prediction based on Attention Mechanism

      Jiashu Lou, Leyi Cui, Ye Li · 2022 · intermediate · machine learning

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

1366. Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ 2 regularization

      Papp, Gábor, Caccioli, Fabio, Kondor, Imre · 2019 · advanced · portfolio management

      optimization · portfolio optimization · risk management · statistics

1367. Biases in Long-Horizon Predictive Regressions

      Jacob Boudoukh, Ronen Israel · 2020 · advanced · statistics

      econometrics · regression · statistical inference · time series

1368. Bid--Ask Martingale Optimal Transport

      Bryan Liang, Marcel Nutz, Shunan Sheng · 2026 · advanced · options

      derivatives · martingales · option pricing · options hedging

1369. Bifurcation Routes to Volatility Clustering under Evolutionary Learning

      Gaunersdorfer, A., Hommes, C.H., Wagener, F.O.O. · 2003 · advanced · time series

      asset pricing · financial economics

1370. Bilateral international investments: The big sur?

      Fernando Broner, Tatiana Didier, Sergio L. Schmukler · 2023 · intermediate · other

      banking

1371. Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders

      Matej Steinbacher, Mitja Steinbacher, Matjaz Steinbacher · 2025 · advanced · quantitative trading

      quantitative trading

1372. Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach

      Akash Deep, Chris Monico, W. Brent Lindquist · 2025 · advanced · options

      machine learning · market microstructure · option pricing

1373. Binding Commitments and Credit Spreads in Sustainability-Linked Bonds

      Long, S., Mohaddes, K., Ul Haq, I. · 2026 · advanced · fixed income

      credit markets · fixed income

1374. BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks

      Valentina Aparicio, Daniel Gordon, Sebastian G. Huayamares · 2024 · intermediate · machine learning

      deep learning · large language models · machine learning · natural language processing

1375. Biology-inspired geometric representation of probability and applications to completion and options' pricing

      Felix Polyakov · 2022 · intermediate · options

      derivatives · mathematical finance · option pricing · probability

1376. Bitcoin Does Not Hedge Inflation

      Mykola Pinchuk · 2023 · intermediate · statistics

      cryptocurrencies · hypothesis testing

1377. Bitcoin ETF: Opportunities and risk

      Di Wu · 2024 · intermediate · risk management

      cryptocurrencies · exchange traded funds · risk management

1378. Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics

      Li, Yuxuan, Zhou, Yuqin, Huang, Jun · 2026 · intermediate · time series

      cryptocurrencies · exchange traded funds

1379. Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility

      Anmar Kareem, Alexander Aue · 2025 · intermediate · time series

      garch · statistics · time series · volatility forecasting

1380. Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy

      Haoyang Yu, Yutong Sun, Yulin Liu · 2023 · intermediate · quantitative trading

      backtesting · cryptocurrencies

1381. Bitcoin option pricing: A market attention approach

      Alvaro Guinea Julia, Alet Roux · 2021 · advanced · options

      cryptocurrencies · derivatives · option pricing · stochastic processes

1382. Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network

      Emmanuel Boadi · 2025 · intermediate · time series

      deep learning · machine learning · neural networks · time series

1383. Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis

      Yuanhong Wu, Wei Ye, Jingyan Xu · 2026 · intermediate · machine learning

      financial machine learning · machine learning

1384. Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse

      Carlos Baquero · 2026 · intermediate · time series

      cryptocurrencies

1385. Bitcoin Returns and Public Attention to COVID-19: Do Timing and Individualism Matter?

      Huaxin Wang-Lu · 2022 · intermediate · time series

      cryptocurrencies · time series

1386. Bitcoin Runs on a Clock: Why Every Price Indicator Dies and the Halving Clock Doesn't

      Josh Molnar · 2026 · advanced · time series

      cryptocurrencies · hypothesis testing · statistical inference · time series

1387. Bitcoin supply, demand, and price dynamics

      Dennis Porter, Dr. Murray A. Rudd · 2025

      Bitcoin · Cryptocurrency · Market Behavior · Price Dynamics · Supply and Demand

1388. Bitcoin, Currencies, and Fragility

      Nassim Nicholas Taleb · 2021 · intermediate · risk management

      cryptocurrencies · financial economics

1389. Black to Negative: Embedded optionalities in commodities markets

      Richard J. Martin, Aldous Birchall · 2020 · intermediate · options

      commodities · derivatives · option pricing

1390. Black was right: Price is within a factor 2 of Value

      CFM · 2017 · intermediate · time series

      trend following

1391. Black-Litterman and ESG Portfolio Optimization

      Aviv Alpern, Svetlozar Rachev · 2025 · intermediate · portfolio management

      esg · portfolio management · portfolio optimization · sustainable investing

1392. Black-Litterman Asset Allocation under Hidden Truncation Distribution

      Jungjun Park, Andrew L. Nguyen · 2023 · intermediate · portfolio management

      portfolio management

1393. Black-Scholes Model, comparison between Analytical Solution and Numerical Analysis

      Francesco Romaggi · 2025 · intermediate · options

      numerical methods · option pricing · partial differential equations

1394. Black-Scholes without stochastics or PDEs

      Richard J. Martin · 2023 · intermediate · options

      derivatives · mathematical finance · option pricing

1395. Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?

      Mark Mink, Frans J. de Weert · 2022 · advanced · options

      derivatives · mathematical finance · option pricing

1396. Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)

      Quechen Yang · 2024 · advanced · machine learning

      cryptocurrencies · financial machine learning · machine learning

1397. Block Structure Multivariate Stochastic Volatility Models

      Asai, M., Caporin, M. · 2009 · advanced · time series

      econometrics · statistics · time series

1398. Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series

      Lucija Žignić, Stjepan Begušić, Zvonko Kostanjčar · 2024 · advanced · statistics

      statistics · time series

1399. Blockchain analysis of the Bitcoin market

      Makarov, Igor, Schoar, Antoinette · 2021 · intermediate · other

      algorithms · cryptocurrencies

1400. Blockchain mechanism and distributional characteristics of cryptos

      Min-Bin Lin, Kainat Khowaja, Cathy Yi-Hsuan Chen · 2020 · advanced · time series

      cryptocurrencies · statistics · time series