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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1601–1650; page 33 of 188.
Causal Effects of Protocol-Fee Changes on Liquidity Provision in Automated Market Makers
Wen-Ting Wang · 2026 · advanced · quantitative trading
causal inference · liquidity · panel data · statistical inference
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
Tobias Wand, Oliver Kamps, Hiroshi Iyetomi · 2024 · intermediate · statistics
causal inference · financial networks · time series
Causal Inference in Financial Event Studies
Paul Goldsmith-Pinkham, Tianshu Lyu · 2025 · advanced · statistics
causal identification · causal inference
Causal Interventions in Bond Multi-Dealer-to-Client Platforms
Paloma Marín, Sergio Ardanza-Trevijano, Javier Sabio · 2025 · advanced · quantitative trading
causal inference · data science · fixed income · machine learning
Causal Network Representations in Factor Investing
Clint Howard, Harald Lohre, Sebastiaan Mudde · 2024 · advanced · portfolio management
causal inference · factor investing · financial networks
Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
Alejandro Rodriguez Dominguez · 2025 · advanced · portfolio management
causal inference · optimization · partial differential equations · portfolio optimization
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions
Alejandro Rodriguez Dominguez · 2025 · advanced · portfolio management
causal identification · causal inference · optimization · portfolio management · portfolio optimization
Causal Price-of-Risk Mandates under Overlapping Information
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
brownian motion · causal inference · martingales · portfolio management · portfolio optimization · stochastic processes
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
Buddha Nath Sharma, Anish Rai, SR Luwang · 2025 · advanced · time series
causal inference · time series
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
Chniguir Mounira, Henchiri Jamel Eddine · 2023 · intermediate · time series
causal inference · econometrics · equity markets · time series
Causality Between Market Liquidity and Depth for Energy and Grains
Sari, R., Hammoudeh, S.M., Chang, C-L. · 2011 · advanced · quantitative trading
causal inference · commodities · econometrics · liquidity · time series
Causality-Inspired Models for Financial Time Series Forecasting
Daniel Cunha Oliveira, Yutong Lu, Xi Lin · 2024 · advanced · time series
causal inference · financial machine learning · time series
Causes and Consequences of Margin Levels in Futures Markets
Esben Hedegaard · 2014 · advanced · derivatives
commodities · derivatives · liquidity risk
CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features
Mitrodima, Gelly, Oberoi, Jaideep · 2024 · advanced · risk management
market risk · statistics · time series
CBDC Stress Test in a Dual-Currency Setting
Catalin Dumitrescu · 2025 · advanced · risk management
financial stability · machine learning · stress testing
CBI-time-changed Lévy processes for multi-currency modeling
Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda · 2021 · advanced · stochastic calculus
foreign exchange · model calibration · option pricing · stochastic processes
CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance
Kaihua Qin, Liyi Zhou, Yaroslav Afonin · 2021 · intermediate · risk management
decentralized finance
Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares
Harrison Katz · 2025 · advanced · time series
bayesian statistics · statistical inference · time series
Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis
roman Horvath, Radovan Fiser · 2009 · intermediate · time series
econometrics · foreign exchange · garch · time series
Central Bank Design and Banking Supervision
Martin Melecky, Anca Maria Podpiera · 2016 · intermediate · risk management
banking · financial stability
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
Chang, C-L., Ilomäki, J., Laurila, H. · 2019 · intermediate · risk management
economic policy
Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies
Bal??zs ??gert · 2006 · intermediate · statistics
economic policy · financial economics · foreign exchange
Central bank mandates, sustainability objectives and the promotion of green finance
Dikau, Simon, Volz, Ulrich · 2021 · intermediate · risk management
risk management
Central Bank Policies and Financial Markets: Lessons from the Euro Crisis
Ashoka Mody, Milan Nedeljkovic · 2018 · advanced · statistics
econometrics
Central Banking after the Crisis: Brave New World or Back to the Future? Replies to a questionnaire sent to central bankers and economists
Emmanuel Carré, Jézabel Couppey-Soubeyran, Dominique Plihon · 2013 · intermediate · risk management
banking
Central banks and financial crises
Buiter, Willem H. · 2008 · intermediate · risk management
financial stability
Central Banks and the Financial System
Francesco Giavazzi, Alberto Giovannini · 2011 · advanced · risk management
financial stability · liquidity risk
CEO job security and risk-taking
Cziraki, Peter, Xu, Moqi · 2014 · intermediate · other
other
CEO turnover and volatility under long-term employment contracts
Cziraki, Peter, Xu, Moqi · 2020 · intermediate · other
corporate finance
CEOs showing humanity: human care statements in conference calls and stock market performance during a crisis
C. Howe, Lauren, Giurge, Laura M., F. Wagner, Alexander · 2024 · intermediate · other
other
Certainly Uncertain
Jordan Brooks · 2023 · intermediate · time series
time series
Certified Alpha Capacity: Statistical Arbitrage When Learning Takes Time
Nicolò Bonacorsi · 2026 · advanced · statistics
hypothesis testing · statistical arbitrage · statistical inference
Certified High-Dimensional Wasserstein Robust Portfolio Optimization
Chung-Han Hsieh, Rong Gan · 2026 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization
CFM’s views on Shorts and Derivatives
CFM · 2022 · intermediate · derivatives
derivatives · hedge funds
Chain-structured neural architecture search for financial time series forecasting
Denis Levchenko, Efstratios Rappos, Shabnam Ataee · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · optimization · reinforcement learning · time series
Change analysis of a dynamic copula for measuring dependence in multivariate financial data
Dominique Guegan, Jing Zhang · 2010 · advanced · risk management
copulas · hypothesis testing
Change analysis of dynamic copula for measuring dependence in multivariate financial data
Dominique Guégan, Jing Zhang · 2006 · advanced · statistics
copulas · hypothesis testing · statistical inference · statistics
Change of Measure in Midcurve Pricing
K. E. Feldman · 2018 · advanced · fixed income
fixed income · interest rates · option pricing
Change of Measure in the Heston Model given a violated Feller Condition
Sascha Desmettre · 2018 · advanced · stochastic calculus
martingales · measure theory · stochastic calculus · stochastic differential equations · stochastic processes
Change-point estimation for Weibull time series with copula-based Markov models
Li-Hsien Sun, Zong-Yuan Huang, Yi-Ling Huang · 2026 · advanced · time series
copulas · monte carlo simulation · statistical inference · statistics · time series
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses
Sancetta, A., Satchell, S.E. · 2003 · advanced · portfolio management
portfolio management
Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
Oliver D. Bunn, Robert J. Shiller · intermediate · time series
asset pricing · equity markets · time series
Changing-regime volatility: A fractionally integrated SETAR model
Gilles Dufrenot, Dominique Guegan, Anne Peguin-Feissolle · 2008 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
Marco Ioffredi, Stefano Marmi, Matteo Tanzi · 2026 · advanced · risk management
systemic risk
Chaotic Bayesian Inference: Strange Attractors as Risk Models for Black Swan Events
Crystal Rust · 2025 · advanced · risk management
bayesian statistics · risk management · statistical inference · systemic risk · tail risk
Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions
José Pedro Gaivão, Benito Pires · 2022 · advanced · time series
time series
Characteristics Are Covariances: A Unified Model of Risk and Return
Seth Pruitt, Yinan Su · 2018 · advanced · statistics
asset pricing
Characteristics-driven returns in equilibrium
Guillaume Coqueret · 2022 · advanced · statistics
asset pricing
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
Christian Deffo Tassak, Jules Sadefo-Kamdem, Louis Aimé Fono · 2018 · advanced · portfolio management
portfolio management
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch · 2025 · advanced · time series
probability