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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1751–1800; page 36 of 188.

1751. Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall

      James W. Taylor, Chao Wang · 2025 · intermediate · risk management

      risk management

1752. Combining Charitable Remainder Unitrusts and Tax-Aware Strategies to Diversify Low-Basis Stock

      Joseph Liberman, Nathan Sosner, Jonathan Maron · 2026 · intermediate · portfolio management

      factor investing · portfolio management

1753. Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting

      Jakub Michańków, Łukasz Kwiatkowski, Janusz Morajda · 2023 · intermediate · time series

      deep learning · garch · neural networks · time series · volatility forecasting

1754. Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading

      Koti S. Jaddu, Paul A. Bilokon · 2023 · advanced · quantitative trading

      algorithmic trading · backtesting · deep learning · high frequency trading · reinforcement learning

1755. Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models

      Ali Elahi, Fatemeh Taghvaei · 2024 · intermediate · machine learning

      large language models · machine learning · natural language processing

1756. Combining Independent Smart Beta Strategies for Portfolio Optimization

      Phil Maguire, Karl Moffett, Rebecca Maguire · 2018 · intermediate · portfolio management

      factor investing · portfolio management · portfolio optimization

1757. Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns

      Rasmus Tangsgaard Varneskov, Pierre Perron · 2011 · advanced · time series

      statistical inference · stochastic processes · time series · volatility forecasting

1758. Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization

      Zhenglong Li, Hejun Huang, Vincent Tam · 2023 · advanced · portfolio management

      machine learning · portfolio optimization · reinforcement learning · risk management

1759. Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions

      Dominique Guegan, Bertrand K. Hassani · 2016 · advanced · risk management

      mathematical finance · risk management

1760. Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization

      David Quintana, Sandra García-Rodríguez, Silvano Cincotti · 2015 · advanced · portfolio management

      optimization · portfolio optimization

1761. Combining supervised and unsupervised learning methods to predict financial market movements

      Gabriel Rodrigues Palma, Mariusz Skoczeń, Phil Maguire · 2024 · intermediate · machine learning

      cryptocurrencies · financial machine learning · machine learning · time series

1762. Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization

      Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang · 2024 · advanced · portfolio management

      deep learning · financial machine learning · machine learning · portfolio management · portfolio optimization · reinforcement learning

1763. Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set

      Alessandra Amendola, Vincenzo Candila, Antonio Naimoli · 2024 · advanced · risk management

      risk management

1764. Combining VPFs and Tax-Aware Strategies to Diversify Low-Basis Stock

      Joseph Liberman, Nathan Sosner · 2025 · intermediate · portfolio management

      derivatives · factor investing · portfolio management

1765. COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning

      Zian Wang, Xinyi Lu · 2024 · intermediate · time series

      deep learning · garch · machine learning · neural networks · time series · volatility forecasting

1766. Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method"

      Francisco M. Fernández · 2021 · intermediate · options

      numerical methods · option pricing

1767. Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)

      Lettau, M. · 1997 · intermediate · statistics

      asset pricing · financial economics

1768. Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity

      Youichiro Higashi, Sujoy Mukerji, Norio Takeoka · 2008 · advanced · portfolio management

      portfolio management

1769. Comment on Turbulent cascades in foreign exchange markets

      Alain Arneodo, Jean-Philippe Bouchaud, Rama Cont · 1996 · advanced · time series

      foreign exchange · statistics · time series

1770. Comment on Two-phase behaviour of financial markets

      CFM · 2003 · intermediate · statistics

      probability · statistics

1771. Commodities for the Long Run

      Ari Levine, Yao Hua Ooi, Caroline Sasseville · 2018 · intermediate · portfolio management

      commodities

1772. Commodities Trading through Deep Policy Gradient Methods

      Jonas Hanetho · 2023 · advanced · machine learning

      algorithmic trading · backtesting · commodities · deep learning · neural networks · reinforcement learning

1773. Common Factors in Corporate Bond and Bond Fund Returns

      Ronen Israel, Diogo Palhares, Scott A. Richardson · 2018 · advanced · fixed income

      asset pricing · credit markets · factor investing · fixed income

1774. Common Firm-level Investor Fears: Evidence from Equity Options

      Jozef Barunik, Mattia Bevilacqua, Michael Ellington · 2023 · advanced · options

      asset pricing

1775. Common Idiosyncratic Quantile Factors and Asset Prices

      Jozef Barunik, Matej Nevrla · 2022 · advanced · statistics

      asset pricing · factor investing · tail risk

1776. Common Ownership Patterns in the European Banking Sector – The Impact of the Financial Crisis

      Albert Banal-Estañol, Nuria Boot, Jo Seldeslachts · 2021 · intermediate · risk management

      banking

1777. Common Risk Exposures in Bond Funds: Implications for Performance Evaluation and Portfolio Construction

      David C. Blitz, Frank J. Fabozzi · 2026 · intermediate · portfolio management

      asset pricing · fixed income

1778. Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market

      Lucas Bretschger, Filippo Lechthaler · 2012 · advanced · statistics

      asset pricing · capm · momentum

1779. Common Risk Factors in Decentralized AI Subnets

      Philip Z. Maymin · 2026 · advanced · portfolio management

      asset pricing · cryptocurrencies · factor investing

1780. Common risk factors in the returns on stocks and bonds

      Eugene F. Fama, Kenneth R. French · 1992

      Factor Models · Market Risk · Risk Factors · Size and Value · Stocks and Bonds

1781. Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models

      Sahab Zandi, Noah Kostesku, Christophe Mues · 2026 · advanced · risk management

      credit risk · deep learning · large language models · machine learning · neural networks

1782. Communication impacting financial markets

      Jørgen Vitting Andersen, Ioannis Vrontos, Petros Dellaportas · 2014 · intermediate · other

      other

1783. Community-level Contagion among Diverse Financial Assets

      An Pham Ngoc Nguyen, Marija Bezbradica, Martin Crane · 2025 · advanced · risk management

      contagion · cryptocurrencies · financial networks

1784. Comomentum: inferring arbitrage activity from return correlations

      Lou, Dong, Polk, Christopher · 2022 · advanced · statistics

      asset pricing · equity markets · momentum

1785. Comonotonic and moment matching approximations for sums of lognormal random variables

      Chunle Huang · 2026 · advanced · risk management

      risk management

1786. Comonotonic improvement under feasibility constraints

      Christopher Blier-Wong, Jean-Gabriel Lauzier · 2026 · advanced · risk management

      optimization · risk management

1787. Comonotonic Monte Carlo and its applications in option pricing and quantification of risk

      Alain Chateauneuf, Mina Mostoufi, David Vyncke · 2015 · advanced · options

      copulas · monte carlo simulation · option pricing · risk management · tail risk

1788. Company Similarity using Large Language Models

      Dimitrios Vamvourellis, Máté Toth, Snigdha Bhagat · 2023 · intermediate · machine learning

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

1789. Comparative analysis of financial data differentiation techniques using LSTM neural network

      Dominik Stempień, Janusz Gajda · 2025 · advanced · time series

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

1790. Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction

      Jue Xiao, Tingting Deng, Shuochen Bi · 2024 · intermediate · machine learning

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

1791. Comparative analysis of neural network architectures for short-term FOREX forecasting

      Theodoros Zafeiriou, Dimitris Kalles · 2024 · intermediate · machine learning

      foreign exchange · machine learning · neural networks · time series

1792. Comparative analysis of stationarity for Bitcoin and the S&P500

      Yaoyue Tang, Karina Arias-Calluari, Michael S. Harré · 2024 · intermediate · time series

      cryptocurrencies · statistics · time series

1793. Comparative e-backtests for general risk measures

      Zhanyi Jiao, Qiuqi Wang, Yimiao Zhao · 2025 · advanced · risk management

      backtesting · statistical inference

1794. Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization

      Samuel Ozechi, Banjo Francis, Wisdom Yakanu · 2026 · advanced · portfolio management

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

1795. Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation

      Xin Tian · 2025 · intermediate · risk management

      backtesting · garch · market risk · risk management · time series

1796. Comparative Performance of Cryptocurrencies through the Aumann and Serrano Economic Index of Riskiness

      Toshiyuki Yam awake, Joseph Sheely, Roberto Serrano · 2022 · beginner · risk management

      cryptocurrencies

1797. Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs

      Jintao Li, Shuaijie Qian · 2024 · advanced · portfolio management

      optimization · partial differential equations · portfolio optimization · transaction costs

1798. Comparative Study of Bitcoin Price Prediction

      Ali Mohammadjafari · 2024 · intermediate · machine learning

      deep learning · machine learning · neural networks · time series

1799. Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement

      Tariq Mahmood, Ibtasam Ahmad, Malik Muhammad Zeeshan Ansar · 2024 · intermediate · machine learning

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

1800. Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns

      A. H. Nzokem · 2025 · intermediate · statistics

      cryptocurrencies · statistics · tail risk