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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1951–2000; page 40 of 188.

1951. Convolutional Attention in Betting Exchange Markets

      Rui Gonçalves, Vitor Miguel Ribeiro, Roman Chertovskih · 2025 · advanced · machine learning

      algorithmic trading · deep learning · neural networks · time series

1952. Cooperation between Independent Market Makers

      Bingyan Han · 2022 · advanced · quantitative trading

      algorithmic trading · market making · reinforcement learning

1953. Coordinated Mean-Field Control for Systemic Risk

      Toshiaki Yamanaka · 2025 · advanced · risk management

      interest rates · optimization · risk management · systemic risk

1954. Coordinated Sniper Cohorts on Pump.fun: Detection of 1,012 Persistent Wallet Rings and a Contamination-Adjusted Estimate of Coordination-Specific First-Hour Buyer-Flow Lift

      Arati Uday Kamat · 2026 · advanced · quantitative trading

      causal inference · cryptocurrencies · data science · statistical inference

1955. Coordination of Expectations in Asset Pricing Experiments (Version March 2004)

      Hommes, C.H., Sonnemans, J., Tuinstra, J. · 2004 · intermediate · time series

      asset pricing

1956. Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH

      Aryan Singh, Paul O Reilly, Daim Sharif · 2025 · advanced · risk management

      copulas · garch · risk management · systemic risk · tail risk

1957. Copula Based Monte Carlo Integration in Financial Problems

      Sancetta, A. · 2005 · intermediate · statistics

      copulas · monte carlo simulation · numerical methods

1958. Copula-Based Trading of Cointegrated Cryptocurrency Pairs

      Masood Tadi, Jiří Witzany · 2023 · intermediate · quantitative trading

      backtesting · copulas · cryptocurrencies · pairs trading · statistical arbitrage

1959. Copula–Based Models for Financial Time Series

      Andrew J. Patton · 2009 · advanced · time series

      copulas · statistics · time series

1960. Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach

      Kundan Mukhia, Imran Ansari, S R Luwang · 2026 · advanced · risk management

      financial networks · statistics · systemic risk

1961. Corporate Arbitrage

      Thomas Maloney, Michael Schwert · 2023 · intermediate · quantitative trading

      convertible bonds · mergers and acquisitions

1962. Corporate Bond Factors: Replication Failures and a New Framework

      Jens Dick-Nielsen, Peter Feldhütter, Christian Stolborg · 2023 · advanced · fixed income

      factor investing · fixed income

1963. Corporate bond multipliers: substitutes matter

      Chaudhary, Manav, Zhiyu Fu, Julie, Li, Jian · 2026 · advanced · fixed income

      asset pricing · financial economics · fixed income · mutual funds

1964. Corporate bond prices and co-ordination failure

      Bruche, Max · 2003 · advanced · fixed income

      credit risk · fixed income

1965. Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach

      Maochun Xu, Yunqi Liang, Yi Hong · 2026 · advanced · fixed income

      credit markets · fixed income · interest rates · term structure models

1966. Corporate Credit Risk Premia

      Douglas, Rohan, Berndt, Antje, Duffie, Darrell · 2017 · intermediate · risk management

      credit markets · credit risk

1967. Corporate Debt Structure, Precautionary Savings, and Investment Dynamics

      Xiao, J. · 2016 · advanced · other

      capital structure · corporate finance · credit markets · financial economics

1968. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

      Hayne E. Leland. · 1994 · advanced · fixed income

      capital structure · corporate finance · credit risk · fixed income · mathematical finance · stochastic processes

1969. Corporate Earnings Calls and Analyst Beliefs

      Giuseppe Matera · 2025 · advanced · machine learning

      large language models · natural language processing

1970. Corporate finance and the monetary transmission mechanism

      Patrick Bolton, Xavier Freixas · 2000 · advanced · risk management

      banking · financial economics

1971. Corporate Finance In Europe Confronting Theory With Practice

      Brounen, D., de Jong, A., Koedijk, C.G. · 2004 · intermediate · other

      capital structure · corporate finance · corporate governance · regression

1972. Corporate Financial Distress of Industry Level Listings in an Emerging Market

      Vo, D.H., Pham, B.V.-N., Pham, T.V.-T. · 2019 · intermediate · risk management

      corporate finance · econometrics · regression

1973. Corporate Financial Performance and the Use of Takeover Defenses

      Rose, Caspar · 2001 · intermediate · other

      corporate finance · hypothesis testing

1974. Corporate Financial Policies and Performance Around Currency Crises

      Bris, Arturo, Koskinen, Yrjö, Pons, Vicente · 2002 · intermediate · other

      capital structure · corporate finance · financial economics · foreign exchange

1975. Corporate Fundamentals and Stock Price Co-Movement

      Lyuhong Wang, Jiawei Jiang, Yang Zhao · 2024 · advanced · time series

      regression · time series

1976. Corporate Governance and Acquisitions: Acquirer Wealth Effects in the Netherlands

      de Jong, A., van der Poel, A.M., Wolfswinkel, M. · 2007 · intermediate · other

      corporate governance · mergers and acquisitions

1977. Corporate governance and stock market performance in Central and Eastern Europe: a study of nine countries, 1994-2001

      Anete Pajuste · 2002 · intermediate · statistics

      corporate governance · equity markets · financial economics

1978. Corporate governance, corporate finance and stock markets in emerging countries

      Ajit Singh · 2003 · intermediate · other

      corporate finance · corporate governance

1979. Corporate Interest Rates and the Financial Accelerator in the Czech Republic

      Fidrmuc, Jarko, Horváth, Roman, Horváthová, Eva · 2008 · intermediate · fixed income

      interest rates · panel data · regression

1980. Corporate NPL portfolios in CESEE countries: how coprorate leverage and debt spillovers affect firm performance

      Joze Damijan · 2016 · intermediate · risk management

      risk management

1981. Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy

      Andreas Ziegler, Timo Busch, Volker H. Hoffmann · 2009 · intermediate · portfolio management

      asset pricing

1982. Corporate Restructuring and Bondholder Wealth

      Renneboog, L.D.R., Szilagyi, P.G. · 2006 · intermediate · other

      capital structure · corporate finance · fixed income

1983. Corporate transparency and the disposition effect

      Siliu Chen, Fei Ren · 2026 · intermediate · portfolio management

      behavioral finance

1984. Correct implied volatility shapes and reliable pricing in the rough Heston model

      Svetlana Boyarchenko, Sergei Levendorskiǐ · 2024 · advanced · options

      model calibration · numerical methods · option pricing · rough volatility · volatility surface

1985. Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction

      Daouia, Abdelaati, Stupfler, Gilles, Usseglio-Carleve, Antoine · 2025 · advanced · statistics

      extreme value theory · statistical inference · tail risk

1986. Corrected XVA Modelling Framework and Formulae for KVA and MVA

      Antti Vauhkonen · 2018 · advanced · risk management

      credit risk · derivatives · financial engineering · mathematical finance

1987. Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility

      Josselin Garnier, Knut Sølna · 2017 · advanced · options

      brownian motion · option pricing · stochastic processes

1988. Correlating Lévy processes with Self-Decomposability: Applications to Energy Markets

      Matteo Gardini, Piergiacomo Sabino, Emanuela Sasso · 2020 · advanced · stochastic calculus

      derivatives · monte carlo simulation · numerical methods · option pricing · stochastic processes

1989. Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test

      Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia · 2001 · advanced · statistics

      contagion · hypothesis testing · statistical inference

1990. Correlation emergence and the Epps effect in two coupled limit order books

      Chris Angstmann, Tim Gebbie · 2026 · advanced · quantitative trading

      market microstructure · stochastic processes

1991. Correlation emergence in two coupled simulated limit order books

      Dominic Bauer, Derick Diana, Tim Gebbie · 2024 · advanced · quantitative trading

      numerical methods · stochastic processes

1992. Correlation Estimation in Hybrid Systems

      Baron Law · 2021 · intermediate · statistics

      mathematical finance

1993. Correlation structure of extreme stock returns

      Pierre Cizeau, Marc Potters, Jean‐Philippe Bouchaud · 2001 · advanced · statistics

      statistics

1994. Correlation Structures and Regime Shifts in Nordic Stock Markets

      Maksym A. Girnyk · 2025 · advanced · portfolio management

      linear algebra · portfolio management · portfolio optimization · risk management · time series

1995. Correlation without Factors in Retail Cryptocurrency Markets

      Graham L. Giller · 2024 · advanced · statistics

      cryptocurrencies

1996. Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph

      Ryo Hidaka, Yohei Hamakawa, Jun Nakayama · 2023 · advanced · portfolio management

      algorithms · backtesting · optimization · portfolio management · portfolio optimization

1997. Correlations versus noise in the NFT market

      Marcin Wątorek, Paweł Szydło, Jarosław Kwapień · 2024 · advanced · statistics

      statistics · time series

1998. Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)

      Vayanos, Dimitri, Vila, Jean-Luc · 2023 · advanced · fixed income

      interest rates · term structure models

1999. COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing

      Lucas Arenstein, Michael Kastoryano · 2026 · advanced · options

      numerical methods · option pricing

2000. Cost of Manipulation in AMM-Based Oracles

      Sebastian Müller, Nordine Moumeni, Adel Messaoudi · 2026 · advanced · quantitative trading

      decentralized finance · liquidity · optimization