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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 151–200; page 4 of 188.

151. A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow

     Sohaib El Karmi · 2025 · advanced · quantitative trading

     market microstructure · stochastic processes

152. A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance

     Boneva, L., Linton, O. · 2017 · advanced · statistics

     capital structure · panel data

153. A Discretionary Wealth Approach to Investment Policy

     Jarrod Wilcox, Frank Fabozzi · 2009 · intermediate · portfolio management

     bayesian statistics · optimization · portfolio management · portfolio optimization

154. A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction

     Zhipeng Liu, Peibo Duan, Mingyang Geng · 2025 · advanced · machine learning

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

155. A Distributed Method for Cooperative Transaction Cost Mitigation

     Nikhil Devanathan, Logan Bell, Dylan Rueter · 2026 · advanced · quantitative trading

     convex optimization · optimization · portfolio management · transaction costs

156. A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles

     Diego Vallarino · 2024 · intermediate · machine learning

     machine learning · neural networks · regression · time series

157. A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets

     Harjoat Bhamra, Nicolas Coeurdacier, Stéphane Guibaud · 2014 · advanced · portfolio management

     asset pricing · equity markets · financial economics

158. A dynamic equilibrium of imperfectly integrated financial markets

     Nicolas Coeurdacier, Stéphane Guibaud · 2008 · advanced · portfolio management

     asset pricing · equity markets · financial economics

159. A Dynamic Model of Private Asset Allocation

     Hui Chen, Giovanni Gambarotta, Simon Scheidegger · 2025 · advanced · portfolio management

     liquidity · machine learning · portfolio management · portfolio optimization

160. A Dynamic Network of Arbitrage Characteristics

     Ge, S., Li, S., Linton, O. · 2020 · advanced · statistics

     hypothesis testing · statistical inference

161. A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection

     Connor, G., Li, S., Linton, O. · 2020 · advanced · portfolio management

     econometrics · factor investing · portfolio management · portfolio optimization

162. A Dynamic Spatiotemporal and Network ARCH Model with Common Factors

     Osman Doğan, Raffaele Mattera, Philipp Otto · 2024 · advanced · time series

     bayesian statistics · statistical inference · time series

163. A factor analysis approch to measuring European loan and bond market integration

     Wagenvoort, Rien, Ebner, André, Morgese Borys, Magdalena · 2009 · intermediate · fixed income

     credit markets · interest rates

164. A Fast Implied Volatility Method with Expansions

     Alper Hekimoglu, Ismail Hakki Gokgoz · 2026 · intermediate · options

     option pricing

165. A Feasible Central Limit Theory for Realised Volatility Under Leverage

     Ole E. Barndorff-Nielsen, Neil Shephard · 2004 · advanced · statistics

     econometrics · statistical inference · statistics · stochastic processes

166. A Financial Brain Scan of the LLM

     Hui Chen, Antoine Didisheim, Mohammad · 2025 · advanced · machine learning

     large language models

167. A Financial Time Series Denoiser Based on Diffusion Model

     Zhuohan Wang, Carmine Ventre · 2024 · advanced · machine learning

     financial machine learning · machine learning · time series

168. A Finite Bid--Ask Spread from Replenishment Displaced from the Quote

     Christopher Angstmann, Derick Diana, Tim Gebbie · 2026 · advanced · quantitative trading

     market microstructure · partial differential equations

169. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models

     Rama Cont, Ekaterina Voltchkova · 2005 · advanced · options

     jump processes · numerical methods · option pricing · partial differential equations · stochastic processes

170. A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms

     de Jong, A., Ligterink, J., Macrae, V. · 2002 · intermediate · risk management

     foreign exchange

171. A First Look at Financial Data Analysis Using ChatGPT-4o

     Bingxin Li, Feng Liu, Zifeng Feng · 2024

     AI, Finance · ChatGPT · Data Science · Financial Analysis · LLM

172. A five-factor asset pricing model

     Eugene F. Fama, Kenneth R. French · 2014

     Asset Pricing · Factor Investing · Five-Factor Model · Investment · Profitability · Stock Returns

173. A flow-based explanation for return predictability

     Lou, Dong · 2009 · advanced · statistics

     asset pricing · equity markets · momentum · mutual funds

174. A Fokker-Planck description for the queue dynamics of large tick stocks

     CFM · 2013 · advanced · quantitative trading

     market microstructure · partial differential equations · stochastic processes

175. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

     Asger Lunde, Peter Reinhard Hansen · 2001 · intermediate · time series

     econometrics · garch · time series · volatility forecasting

176. A forewarning indicator system for financial crises: the case of six Central and Eastern European countries

     Irène Andreou, Gilles Dufrénot, Alain Sand-Zantman · 2009 · intermediate · risk management

     risk management

177. A Formal Approach to AMM Fee Mechanisms with Lean 4

     Marco Dessalvi, Massimo Bartoletti, Alberto Lluch-Lafuente · 2026 · advanced · quantitative trading

     decentralized finance

178. A Formally Verified Library of Mathematical Finance in Lean 4

     Raphael Coelho · 2026 · advanced · stochastic calculus

     fixed income · measure theory · stochastic calculus

179. A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations

     Lorenc Kapllani, Long Teng · 2024 · advanced · machine learning

     deep learning · neural networks · numerical methods · optimization · stochastic calculus · stochastic differential equations

180. A Forward Electricity Contract Price Projection: A Market Equilibrium Approach

     Mateus A. Cavaliere, Sergio Granville, Gerson C. Oliveira · 2019 · advanced · derivatives

     optimization

181. A forward equation for barrier options under the Brunick & Shreve Markovian projection

     Ben Hambly, Matthieu Mariapragassam, Christoph Reisinger · 2016 · advanced · options

     derivatives · option pricing · stochastic calculus · stochastic processes

182. A fractional reaction-diffusion description of supply and demand

     CFM · 2017 · advanced · quantitative trading

     liquidity · market microstructure

183. A Framework for Environmental, Social, and Governance Considerations in Portfolio Design

     Jeff Dunn · 2009 · beginner · portfolio management

     esg

184. A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price

     Scott A. Richardson, Stephen H Penman, Francesco Reggiani · 2017 · advanced · statistics

     asset pricing

185. A Framework for Managing a Portfolio of Socially Responsible Investments

     Hallerbach, W.G.P.M., Ning, H., Soppe, A.B.M. · 2002 · intermediate · portfolio management

     portfolio management

186. A Framework for Predictive Directional Trading Based on Volatility and Causal Inference

     Ivan Letteri · 2025 · advanced · quantitative trading

     algorithmic trading · backtesting · causal inference · machine learning · time series

187. A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40

     Fabian Billert, Stefan Conrad · 2024 · intermediate · portfolio management

     equity markets · natural language processing

188. A framework for the valuation of insurance liabilities by production cost

     Christoph Moehr · 2023 · advanced · risk management

     insurance

189. A Framework for Treating Model Uncertainty in the Asset Liability Management Problem

     Georgios I. Papayiannis · 2023 · advanced · portfolio management

     model risk · optimization · portfolio optimization

190. A Framework for Valuing Corporate Securities

     Ericsson, Jan, Reneby, Joel · 1998 · advanced · other

     capital structure · corporate finance · mathematical finance

191. A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling

     Nicola Jean, Giacomo Le Pera, Lorenzo Giada · 2025 · advanced · fixed income

     model calibration · monte carlo simulation · securitization

192. A Frequency-Controlled Comparison of Tick- and Minute-Based Information Bars for Cryptocurrency Markets

     Muhammad Toheed Fayyaz, Abdul Jabbar, Faheem Ahmad Qureshi · 2026 · intermediate · quantitative trading

     cryptocurrencies · time series

193. A Fully Analog Pipeline for Portfolio Optimization

     James S. Cummins, Natalia G. Berloff · 2024 · advanced · portfolio management

     machine learning · neural networks · optimization · portfolio optimization

194. A fully consistent, minimal model for non-linear market impact

     Jonathan Donier, Julius Bonart, Iacopo Mastromatteo · 2015 · advanced · quantitative trading

     market microstructure · mathematical finance

195. A Functional Representation of Credit Behavior for Probability of Default Modeling

     Jonas Brunholm, Bjarne Højgaard, Thomas D. Nielsen · 2026 · intermediate · risk management

     credit risk

196. A functional variational approach to pricing path dependent insurance policies

     David R. Baños, Salvador Ortiz-Latorre, Oriol Zamora Font · 2024 · advanced · derivatives

     insurance · mathematical finance · partial differential equations · stochastic calculus

197. A G-BSDE approach to the long-term decomposition of robust pricing kernels

     Jaehyun Kim, Hyungbin Park · 2024 · advanced · stochastic calculus

     mathematical finance · stochastic processes

198. A Gabor--Epps uncertainty principle for traders

     Tim Gebbie · 2026 · intermediate · quantitative trading

     high frequency trading · market microstructure

199. A GARCH model of the implied volatility of the Swiss Market Index from options prices

     Sabbatini, Michael, Linton, Oliver · 2004 · intermediate · options

     garch · option pricing

200. A Gated Recurrent Unit Approach to Bitcoin Price Prediction

     Aniruddha Dutta, Saket Kumar, Meheli Basu · 2019 · intermediate · machine learning

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