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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1401–1450; page 29 of 188.

  1. Blockchain Metrics and Indicators in Cryptocurrency Trading

    Juan C. King, Roberto Dale, José M. Amigó · 2024 · intermediate · quantitative trading

    algorithmic trading · cryptocurrencies · machine learning

  2. Blockchain Network Analysis: A Comparative Study of Decentralized Banks

    Yufan Zhang, Zichao Chen, Yutong Sun · 2022 · intermediate · risk management

    decentralized finance · financial networks

  3. Blockchain scaling and liquidity concentration on decentralized exchanges

    Basile Caparros, Amit Chaudhary, Olga Klein · 2023 · advanced · quantitative trading

    causal inference · decentralized finance · liquidity · market microstructure · transaction costs

  4. Blockholder Disclosure Thresholds and Hedge Fund Activism

    Ordonez-Calafi, Guillem, Bernhardt, Dan · 2019 · advanced · other

    corporate governance · financial economics · hedge funds

  5. Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets

    Przemysław Rola · 2025 · advanced · quantitative trading

    high frequency trading · market microstructure · stochastic processes

  6. Bond and Stock Returns in a Simple Exchange Model

    Campbell, John · 1986 · advanced · other

    asset pricing · financial economics · mathematical finance

  7. Bond funds and credit risk

    Choi, Jaewon, Dasgupta, Amil, Oh, Ji · 2022 · advanced · risk management

    credit markets · credit risk · mutual funds

  8. Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia

    Martin M. Andreasen, Tom Engsted, Stig V. Møller · 2016 · intermediate · fixed income

    asset pricing · fixed income · regression

  9. Bond market clienteles, the yield curve and the optimal maturity structure of government debt

    Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri · 2011 · advanced · fixed income

    financial economics · fixed income · interest rates · term structure models

  10. Bond Market Exposures to Macroeconomic and Monetary Policy Risks

    Dongho Song · 2014 · advanced · fixed income

    asset pricing · fixed income · interest rates · term structure models

  11. Bond Market Focus: Understanding Treasury Yields with Survey Data

    Antti Ilmanen, Thomas Maloney · 2025 · intermediate · fixed income

    fixed income · interest rates

  12. Bond Market Focus: Yield Curves and Mean Reverting Rate Expectations

    Antti Ilmanen · 2025 · intermediate · fixed income

    fixed income · interest rates

  13. Bond Market Making with a Hit-Ratio Target

    Alexander Barzykin, Axel Ciceri · 2026 · advanced · quantitative trading

    fixed income · market making · optimization

  14. Bond markets where prices are driven by a general marked point process

    Björk, T., Kabanov, Y., Runggaldier, W. · 1995 · advanced · fixed income

    fixed income · interest rates · jump processes · martingales · measure theory · stochastic processes

  15. Bond return predictability in expansions and recessions

    Tom Engsted, Stig V. Møller, Magnus Sander · 2013 · intermediate · fixed income

    econometrics · fixed income · regression

  16. Bond Risk Premiums at the Zero Lower Bound

    Martin Møller Andreasen, Kasper Jørgensen, Andrew Meldrum · 2019 · advanced · fixed income

    asset pricing · econometrics · fixed income · interest rates · term structure models

  17. Bond supply and excess bond returns

    Greenwood, Robin, Vayanos, Dimitri · 2008 · advanced · fixed income

    asset pricing · fixed income

  18. Bond underwriting fees and keiretsu affiliation in Japan

    de Jong, A., Roosenboom, P.G.J., Schramade, W.L.J. · 2005 · intermediate · fixed income

    corporate finance

  19. Bond variance risk premia

    Mueller, Philippe, Vedolin, Andrea, Yen, Yu-Min · 2012 · advanced · fixed income

    fixed income · liquidity risk

  20. BondBERT: What we learn when assigning sentiment in the bond market

    Toby Barter, Zheng Gao, Eva Christodoulaki · 2025 · advanced · machine learning

    deep learning · financial machine learning · fixed income · machine learning · natural language processing

  21. Bonds or Loans? The Effect of Macroeconomic Fundamentals

    Galina Hale · 2005 · intermediate · fixed income

    fixed income

  22. Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities

    Dhiti Osatakul, Shuanming Li, Xueyuan Wu · 2024 · advanced · risk management

    insurance · probability

  23. Book vs. fair value accounting in banking and intertemporal smoothing

    Xavier Freixas, Dimitrios P. Tsomocos · 2004 · advanced · risk management

    banking · financial economics

  24. Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns

    Söhnke M. Bartram, Mark S. Grinblatt, Yoshio Nozawa · 2024 · advanced · fixed income

    asset pricing · credit markets · fixed income

  25. Boom, Bubble, or Buildout? A Multi-Method Evaluation of Whether Artificial Intelligence Is in an Ongoing Financial Bubble

    Qianan Wang, Zen Chen · 2026 · advanced · statistics

    asset pricing · econometrics · financial economics

  26. Booms and Busts in Asset Prices

    Klaus Adam, Albert Marcet · 2011 · advanced · time series

    asset pricing · bayesian statistics

  27. Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets

    Matthias Xaver Hanauer, Marina Kononova, Marc Steffen Rapp · 2022 · intermediate · machine learning

    asset pricing · financial machine learning · machine learning · regression

  28. Boosting Binomial Exotic Option Pricing with Tensor Networks

    Maarten van Damme, Rishi Sreedhar, Martin Ganahl · 2025 · advanced · options

    derivatives · numerical methods · option pricing

  29. Boosting Stock Price Prediction with Anticipated Macro Policy Changes

    Md Sabbirul Haque, Md Shahedul Amin, Jonayet Miah · 2023 · intermediate · time series

    economic policy · machine learning

  30. Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure

    Yuxi Hong · 2025 · advanced · machine learning

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

  31. Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks

    Massimo Guidolin, Davide La Cara, Massimiliano Marcellino · 2021 · intermediate · time series

    econometrics · garch · time series · volatility forecasting

  32. Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns

    Sílvia Gonçalves, Ulrich Hounyo, Nour Meddahi · 2013 · advanced · statistics

    statistical inference

  33. Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models

    Giuseppe Cavaliere, Heino Bohn Nielsen, Rasmus Søndergaard Pedersen · 2018 · advanced · statistics

    econometrics · hypothesis testing · statistical inference

  34. Bootstrapping autoregressive duration models

    Giuseppe Cavaliere, Anders Rahbek, Frederik Vilandt · 2026 · advanced · statistics

    econometrics · statistical inference · statistics · time series

  35. Bootstrapping high-frequency jump tests

    Dovonon, Prosper, Goncalves, Silvia, Hounyo, Ulrich · 2017 · advanced · statistics

    hypothesis testing · jump processes · statistical inference

  36. Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading

    Ulrich Hounyo · 2014 · advanced · statistics

    statistical inference · statistics · stochastic processes

  37. Bootstrapping Liquidity in BTC-Denominated Prediction Markets

    Fedor Shabashev · 2025 · intermediate · quantitative trading

    liquidity · market making

  38. Bootstrapping pre-averaged realized volatility under market microstructure noise

    Ulrich Hounyo, Sílvia Goncalves, Nour Meddahi · 2013 · advanced · statistics

    market microstructure · statistical inference · statistics

  39. Bootstrapping realized volatility and realized beta under a local Gaussianity assumption

    Ulrich Hounyo · 2013 · advanced · statistics

    econometrics · statistical inference

  40. Boundary behaviour of the Volterra square-root process

    Martin Friesen, Stefan Gerhold, Kristof Wiedermann · 2026 · advanced · stochastic calculus

    rough volatility · stochastic processes

  41. Boundary error control for numerical solution of BSDEs by the convolution-FFT method

    Xiang Gao, Cody Hyndman · 2025 · advanced · options

    numerical methods · stochastic differential equations

  42. Boundary-Induced Apparent Risk Aversion in Nonergodic Multiplicative Growth

    Ling Zhang, Boyan Xing, Zhenyu She · 2026 · advanced · portfolio management

    mathematical finance · optimization · stochastic processes

  43. Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."

    George M. Constantinides, Thaleia Zariphopoulou · advanced · options

    asset pricing · derivatives · option pricing · transaction costs

  44. Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences

    George M. Constantinides, Thaleia Zariphopoulou · advanced · options

    asset pricing · derivatives · optimization · option pricing · transaction costs

  45. Branching-ratio approximation for the self-exciting Hawkes process

    Stephen J. Hardiman, Jean-Philippe Bouchaud · 2014 · advanced · quantitative trading

    statistical inference · stochastic processes

  46. BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges

    Aleksandr Simonyan · 2024 · advanced · machine learning

    cryptocurrencies · deep learning · financial machine learning · large language models · machine learning · time series

  47. Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice

    Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo · 2025 · advanced · portfolio management

    machine learning · mathematical finance · neural networks · optimization · portfolio optimization

  48. Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice

    Jeonggyu Huh, Jaegi Jeon, Hyeng Keun Koo · 2025 · advanced · portfolio management

    machine learning · neural networks · optimization · portfolio management · portfolio optimization

  49. Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection

    Jeonggyu Huh, Hyeng Keun Koo · 2026 · advanced · portfolio management

    deep learning · monte carlo simulation · numerical methods · optimization · portfolio management · portfolio optimization

  50. Breaking the Trend: How to Avoid Cherry-Picked Signals

    Sebastien Valeyre · 2025 · intermediate · quantitative trading

    trend following