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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 101–150; page 3 of 188.

101. A Common Shock Model for multidimensional electricity intraday price modelling with application to battery valuation

     Thomas Deschatre, Xavier Warin · 2023 · advanced · time series

     stochastic processes

102. A comparative analysis of machine learning algorithms for predicting probabilities of default

     Adrian Iulian Cristescu, Matteo Giordano · 2025 · intermediate · risk management

     credit risk · machine learning · regression

103. A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books

     Ivan Letteri · 2025 · intermediate · quantitative trading

     algorithmic trading · backtesting · cryptocurrencies · machine learning · market microstructure

104. A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks

     Jaydip Sen, Abhishek Dutta · 2022 · intermediate · portfolio management

     backtesting · portfolio management · portfolio optimization

105. A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market

     Jaydip Sen, Arup Dasgupta, Partha Pratim Sengupta · 2023 · intermediate · portfolio management

     optimization · portfolio management · portfolio optimization

106. A comparative study of the MACD-base trading strategies: evidence from the US stock market

     Pat Tong Chio · 2022 · intermediate · quantitative trading

     backtesting · momentum

107. A comparison of biased simulation schemes for stochastic volatility models

     Roger Lord, Remmert Koekkoek, Dick van Dijk · 2009 · advanced · stochastic calculus

     monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes

108. A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes

     Alessio Brini, Jimmie Lenz · 2024 · advanced · time series

     cryptocurrencies · econometrics · time series · volatility forecasting

109. A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)

     Chen, Nai-fu, Copeland, Thomas E., Mayers, David · 1987 · intermediate · portfolio management

     factor investing

110. A comparison of stock market mechanisms

     Giovanni Cespa · 2003 · advanced · quantitative trading

     financial economics · market efficiency · market microstructure

111. A comparison of the effectiveness of alternative DC and CDC designs in a UK market

     John Armstrong, James Dalby, Rohan Hobbs · 2025 · advanced · risk management

     optimization · pensions · stochastic processes

112. A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions

     Triepels, Ron, Daniels, Hennie · 2016 · intermediate · risk management

     banking · liquidity

113. A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin

     Abdul Jabbar, Syed Qaisar Jalil · 2024 · intermediate · machine learning

     algorithmic trading · backtesting · cryptocurrencies · financial machine learning · machine learning · regression

114. A comprehensive review and analysis of different modeling approaches for financial index tracking problem

     Vrinda Dhingra, Amita Sharma, Anubha Goel · 2026 · intermediate · portfolio management

     deep learning · machine learning · optimization · portfolio optimization

115. A Computational Framework for Financial Structures

     Antonio Scala, Andrea Monaco · 2026 · advanced · risk management

     risk management

116. A Conceptual Model of Investor Behavior

     Lovric, M., Kaymak, U., Spronk, J. · 2008 · intermediate · other

     behavioral finance

117. A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors

     Mesias Alfeus, Martino Grasselli, Erik Schlögl · 2018 · advanced · fixed income

     fixed income · interest rates · liquidity risk · term structure models

118. A continuous-time Kyle model with price-responsive traders

     Eunjung Noh · 2026 · advanced · quantitative trading

     financial economics · market microstructure · momentum

119. A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market

     Anthony D. Hall, Nikolaus Hautsch · 2004 · advanced · quantitative trading

     econometrics · market microstructure · time series

120. A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments

     Nabeel Ahmad Saidd · 2026 · intermediate · time series

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

121. A Corporate Balance-Sheet Approach to Currency Crises

     Philippe Aghion, Philippe Bacchetta, Abhijit Banerjee · 2001 · advanced · risk management

     financial economics

122. A cost of capital approach to determining the LGD discount rate

     Janette Larney, Arno Botha, Gerrit Lodewicus Grobler · 2025 · advanced · risk management

     banking · credit risk · risk management

123. A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation

     Yiqing Wang · 2026 · advanced · risk management

     credit risk · model risk · risk management

124. A Coupled Component GARCH Model for Intraday and Overnight Volatility

     Linton, O., Wu, J. · 2018 · advanced · time series

     garch · statistics · time series · volatility forecasting

125. A Cross-Sectional Performance Measure for Portfolio Management

     Monica Billio, Ludovic Calès, Dominique Guegan · 2010 · intermediate · portfolio management

     portfolio management

126. A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing

     Tarun Chitra · 2025 · advanced · risk management

     decentralized finance

127. A Data-driven Deep Learning Approach for Bitcoin Price Forecasting

     Parth Daxesh Modi, Kamyar Arshi, Pertami J. Kunz · 2023 · intermediate · time series

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

128. A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk

     Jan Fialkowski, Christian Diem, András Borsos · 2025 · advanced · risk management

     contagion · credit risk · financial networks · financial stability · stress testing · systemic risk

129. A Decadal Analysis of the Lead-Lag Effect in the NYSE

     Aarush Pratik Sheth, Jonah Riley Weinbaum, Kevin Javier Zvonarek · 2023 · intermediate · statistics

     equity markets · financial networks

130. A decision rule to minimize daily capital charges in forecasting value-at-risk

     McAleer, M.J., Jiménez-Martín, J.A., Pérez-Amaral, T. · 2008 · advanced · risk management

     risk management

131. A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis

     Ali Abrishami, Jafar Habibi, AmirAli Jarrahi · 2024 · intermediate · portfolio management

     machine learning

132. A Declining CVaR Glidepath Framework for Target-Date Fund Design with an Application to the Chilean Pension System

     Israel Muñoz, Fernando Suárez, Omar Larré · 2026 · intermediate · portfolio management

     pensions · portfolio management · portfolio optimization · risk management · tail risk

133. A decomposition formula for fractional Heston jump diffusion models

     Marc Lagunas-Merino, Salvador Ortiz-Latorre · 2020 · advanced · options

     derivatives · jump processes · option pricing · stochastic calculus

134. A decomposition formula for option prices in the Heston model and applications to option pricing approximation

     Elisa Alòs · 2009 · advanced · options

     option pricing · stochastic calculus

135. A Decomposition of Global Linkages in Financial Markets Over Time

     Forbes, Kristen, Chinn, Menzie David · 2003 · intermediate · statistics

     financial economics

136. A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options

     Balint Negyesi, Cornelis W. Oosterlee · 2025 · advanced · options

     monte carlo simulation · neural networks · numerical methods · option greeks · option pricing · options hedging

137. A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options

     Kristoffer Andersson, Cornelis Oosterlee · 2020 · advanced · machine learning

     deep learning · derivatives · machine learning · monte carlo simulation · neural networks

138. A deep learning approach for pricing convertible bonds with path-dependent reset and call provisions

     Qinwen Zhu, Wen Chen, Nicolas Langrené · 2026 · advanced · derivatives

     convertible bonds · deep learning · machine learning · neural networks · partial differential equations

139. A Deep Learning Approach for Trading Factor Residuals

     Wo Long, Victor Xiao · 2024 · advanced · machine learning

     backtesting · deep learning · factor investing · financial machine learning · machine learning · statistical arbitrage

140. A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks

     Dayu Yang · 2024 · advanced · machine learning

     deep learning · machine learning · mergers and acquisitions · neural networks

141. A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications

     Hasib Uddin Molla, Matthew Backhouse, Ankit Banarjee · 2025 · advanced · stochastic calculus

     deep learning · machine learning · mathematical finance · numerical methods · stochastic differential equations

142. A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs

     Dong Yan, Nanyi Zhang, Junyi Guo · 2025 · advanced · portfolio management

     deep learning · liquidity risk · numerical methods · optimization · partial differential equations · portfolio optimization

143. A deep primal-dual BSDE method for optimal stopping problems

     Jiefei Yang, Guanglian Li · 2024 · advanced · options

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

144. A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks

     Faezeh Sarlakifar, Mohammadreza Mohammadzadeh Asl, Sajjad Rezvani Khaledi · 2025 · advanced · machine learning

     algorithmic trading · deep learning · machine learning · neural networks · reinforcement learning · time series

145. A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market

     Gang Huang, Xiaohua Zhou, Qingyang Song · 2024 · advanced · portfolio management

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

146. A Deep Reinforcement Learning Framework For Financial Portfolio Management

     Jinyang Li · 2024 · advanced · machine learning

     deep learning · machine learning · neural networks · portfolio management · reinforcement learning

147. A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

     Zhengyao Jiang, Dixing Xu, Jinjun Liang · 2017 · advanced · machine learning

     backtesting · deep learning · neural networks · portfolio management · reinforcement learning

148. A deep solver for backward stochastic Volterra integral equations

     Kristoffer Andersson, Alessandro Gnoatto, Camilo Andrés García Trillos · 2025 · advanced · machine learning

     deep learning · neural networks · numerical methods · stochastic calculus · stochastic processes

149. A deep solver for BSDEs with jumps

     Kristoffer Andersson, Alessandro Gnoatto, Marco Patacca · 2022 · advanced · machine learning

     deep learning · jump processes · machine learning · option pricing · stochastic differential equations

150. A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers

     Maxim Bichuch, Zachary Feinstein · 2024 · advanced · derivatives

     decentralized finance · derivatives · market making