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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1651–1700; page 34 of 188.
Characterizing revealing and arbitrage-free financial markets
Lionel De Boisdeffre · 2016 · advanced · other
financial economics
Chasing Your Own Tail (Risk), Revisited
Ashwin Thapar · 2019 · intermediate · portfolio management
portfolio management · risk management · tail risk
ChatGPT and Corporate Policies
Manish Jha, Jialin Qian, Michael Weber · 2024 · advanced · other
corporate finance · large language models · natural language processing
ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
Jian Chen, Guohao Tang, Guofu Zhou · 2025 · advanced · machine learning
equity markets · large language models · natural language processing
ChatGPT as a Time Capsule: The Limits of Price Discovery
Sebastian Lehner, Alejandro Lopez-Lira · 2026 · advanced · machine learning
asset pricing · equity markets · large language models · natural language processing · regression
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs
Nikolas Anic, Andrea Barbon, Ralf Seiz · 2025 · intermediate · machine learning
backtesting · financial machine learning · large language models · machine learning · momentum · natural language processing
ChatGPT Informed Graph Neural Network for Stock Movement Prediction
Zihan Chen, Lei Nico Zheng, Cheng Lu · 2023 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks
ChatGPT-based Investment Portfolio Selection
Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon · 2023 · intermediate · portfolio management
large language models · portfolio management · portfolio optimization
Cheats, Banks and Liquidity Constraints
W. R. M. Perraudin, B. E. Sørensen · 1989 · advanced · risk management
banking · credit markets · financial economics
Chebyshev Greeks: Smoothing Gamma without Bias
Andrea Maran, Andrea Pallavicini, Stefano Scoleri · 2021 · advanced · options
derivatives · numerical methods · option greeks
ChequeMark: An Ensemble Machine Learning Framework for After-Hours Business Deposit Fraud Detection
Ann Youduo Xu, Emily Yu, Justin Leski · 2026 · advanced · risk management
data science · machine learning
China and Russia: Institutional Coherence between the Banking Systems
Andrei Vernikov · 2014 · intermediate · risk management
banking
China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
Johansson, Anders C. · 2010 · intermediate · time series
econometrics · equity markets · time series
China’s Model of Managing the Financial System
Markus K. Brunnermeier, Michael Sockin, Wei Xiong · 2020 · advanced · risk management
economic policy · financial economics · financial stability
Choice of Collateral Currency in Differential Swaps
Yining Ding, Ruyi Liu, Marek Rutkowski · 2026 · advanced · derivatives
derivatives · interest rates · risk management
Choice of corporate risk management tools under moral hazard
Bena, Jan · 2006 · advanced · risk management
corporate finance · financial economics · insurance · risk management
Choice of pension management fees and effects on pension wealth
Noelia Bernal, Javier Olivera Angulo · 2019 · intermediate · portfolio management
economic policy · pensions
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
Chang, C-L., Jiménez-Martín, J.A., Maasoumi, E. · 2015 · advanced · risk management
risk management · tail risk
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
Ericsson, Johan, Karlsson, Sune · 2004 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
Choosing the Best Volatility Models:The Model Confidence Set Approach
Peter Hansen, Asger Lunde, James M. Nason · 2003 · advanced · time series
garch · statistical inference · volatility forecasting
Choosing the narrative : the shadow banking crisis in the light of Covid
Miller, Marcus · 2021 · intermediate · risk management
banking · contagion
Choquet rating criteria, risk measures, and risk consistency
Nan Guo, Ruodu Wang, Chenxi Xia · 2025 · advanced · risk management
credit risk
Chronologically Consistent Large Language Models
Songrun He, Linying Lv, Asaf Manela · 2025 · advanced · machine learning
backtesting · large language models · machine learning · natural language processing
CIFQA: A Deterministic Tool-Grounded Multi-Agent LLM Framework for Financial Query Answering
Kunjesh Parekh, Anil Kumar Tiwari, Divya Saxena · 2026 · advanced · machine learning
large language models
Cities of Signals: Compression, Separation, and the Geometry of Novelty
Marc da Costa Nunes · 2026 · advanced · statistics
probability · statistics
Claims processing and costs under capacity constraints
Filip Lindskog, Mario V. Wüthrich · 2024 · advanced · risk management
insurance · optimization
Class of topological portfolios: Are they better than classical portfolios?
Anubha Goel, Amita Sharma, Juho Kanniainen · 2026 · advanced · portfolio management
portfolio management · portfolio optimization · risk management
Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring
Xia Li, Hanghang Zheng, Xiwei Zhuang · 2025 · advanced · machine learning
deep learning · machine learning
Classical Option Pricing and Some Steps Further
Victor Olkhov · 2020 · advanced · options
mathematical finance · option pricing
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Qian Hui, Sidney I. Resnick, Tiandong Wang · 2025 · advanced · statistics
extreme value theory · hypothesis testing · statistical inference
Classification of Financial Data Using Quantum Support Vector Machine
Seemanta Bhattacharjee, MD. Muhtasim Fuad, A. K. M. Fakhrul Hossain · 2024 · intermediate · machine learning
machine learning
Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks
Yu Zhang, Zelin Wu, Claudio Tessone · 2025 · intermediate · machine learning
cryptocurrencies · machine learning · time series
Classifying and Clustering Trading Agents
Mateusz Wilinski, Anubha Goel, Alexandros Iosifidis · 2025 · intermediate · machine learning
financial machine learning · machine learning
Cleaning correlation matrices
CFM · 2016 · advanced · portfolio management
statistics
Cleaning large correlation matrices: Tools from Random Matrix Theory
Joël Bun, Jean-Philippe Bouchaud, Marc Potters · 2016 · advanced · statistics
statistics
Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision
Maximilian Jager, Frederick Zadow · 2023 · advanced · derivatives
capital structure · causal identification · corporate finance · credit derivatives · credit risk · derivatives
Clearing in Liability Networks via Sheaves on Directed Hypergraphs
Robert Ghrist · 2026 · advanced · risk management
financial networks
Clearing prices under margin calls and the short squeeze
Zachary Feinstein · 2021 · advanced · risk management
risk management
Clearing Sections of Lattice Liability Networks
Robert Ghrist, Julian Gould, Miguel Lopez · 2025 · advanced · risk management
financial networks
Clearing time randomization and transaction fees for auction market design
Thibaut Mastrolia, Tianrui Xu · 2024 · advanced · quantitative trading
market microstructure · optimization · transaction costs
Client engineering of XVA in crisis and normality: Restructuring, Mandatory Breaks and Resets
Chris Kenyon · 2020 · advanced · risk management
credit risk · derivatives
Climate aware lending allocation under NGFS scenarios - A Monte Carlo approach
Marina Palaisti · 2026 · advanced · risk management
credit risk · monte carlo simulation · optimization
Climate change challenges for central banks and financial regulators
Campiglio, Emanuele, Dafermos, Yannis, Monnin, Pierre · 2018 · intermediate · risk management
financial stability
Climate change risks: pricing and portfolio allocation
Christos Karydas, Anastasios Xepapadeas · 2019 · advanced · portfolio management
asset pricing
Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts
Chris Kenyon, Mourad Berrahoui · 2021 · advanced · risk management
risk management
Climate litigation as a financial risk: evidence from a global survey of equity investors
Gostlow, Glen, Chan, Tiffanie, Higham, Catherine · 2026 · intermediate · risk management
risk management
Climate Patents and Financial Markets
Hege, Ulrich, Pouget, Sébastien, Zhang, Yifei · 2024 · intermediate · statistics
causal identification · causal inference · equity markets · statistical inference
Climate Policy and Stranded Carbon Assets: A Financial Perspective
Rick Van der Ploeg, Armon Rezai · 2018 · advanced · other
equity markets · financial economics
Climate Risk Pricing
Nicolae Gârleanu · 2025 · advanced · risk management
asset pricing · climate finance
Climate Risk Stress Testing in California: A Geospatial Framework for Banking and Climate-Exposed Sectors
Satya Narayana Panda, Aishworzo Saha · 2026 · intermediate · risk management
banking · financial stability · real estate · risk management · stress testing