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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2051–2100; page 42 of 188.

2051. Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending

      Mario Sanz-Guerrero, Javier Arroyo · 2024 · advanced · risk management

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

2052. CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP

      Stefan Ankirchner, Christophette Blanchet-Scalliet, Anne Eyraud-Loisel · 2010 · advanced · stochastic calculus

      credit risk · jump processes · mathematical finance · stochastic calculus · stochastic differential equations

2053. Credit risk spillovers, systemic importance and vulnerability in financial networks

      Grinis, Inna · 2015 · advanced · risk management

      contagion · credit risk · financial networks · systemic risk

2054. Credit risk with asymmetric information and a switching default threshold

      Imke Redeker, Ralf Wunderlich · 2019 · advanced · risk management

      credit risk · mathematical finance

2055. Credit Risk with asymmetric information on the default threshold

      Caroline Hillairet, Ying Jiao · 2012 · advanced · risk management

      credit risk · probability · stochastic processes

2056. Credit risk with semimartingales and risk-neutrality

      Colino, Jesús P., Stute, Winfried · 2008 · advanced · fixed income

      credit risk · interest rates · martingales · stochastic processes

2057. Credit Risk, Excess Reserves and Monetary Policy: The Deposits

      George J. Bratsiotis · 2018 · advanced · risk management

      banking · economic policy · interest rates

2058. Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel

      George Bratsiotis · 2018 · advanced · risk management

      credit risk

2059. Credit Scores: Performance and Equity

      Stefania Albanesi, Domonkos F. Vamossy · 2024 · intermediate · risk management

      credit risk · machine learning

2060. Credit Shocks and Cycles: a Bayesian Calibration Approach

      Roland Meeks · 2006 · advanced · risk management

      bayesian statistics · credit risk · econometrics · financial economics · statistical inference · time series

2061. Credit spread approximation and improvement using random forest regression

      Mathieu Mercadier, Jean-Pierre Lardy · 2021 · intermediate · risk management

      credit derivatives · credit risk · machine learning · regression

2062. Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity

      Mohamed Ben Alaya, Ahmed Kebaier, Djibril Sarr · 2024 · advanced · fixed income

      credit risk · model calibration · stochastic processes · term structure models

2063. Credit substitution in sustainable finance: an achilles heel?

      Gozlugol, Alperen · 2026 · intermediate · risk management

      risk management

2064. Credit Value Adjustment for Counterparties with Illiquid CDS

      Ola Hammarlid, Marta Leniec · 2018 · advanced · risk management

      credit derivatives · credit risk · derivatives · liquidity

2065. CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration

      Yumeng Shi, Zhongliang Yang, DiYang Lu · 2025 · advanced · risk management

      credit risk · deep learning · large language models · machine learning · natural language processing

2066. CreditGrades Framework within Stochastic Covariance Models

      Marcos Escobar‐Anel, Hamidreza Arian, Luis Seco · 2012 · advanced · risk management

      credit risk · stochastic processes

2067. Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions

      Renneboog, Luc, Szilagyi, Peter, Vansteenkiste, Cara · 2017 · intermediate · fixed income

      credit markets · financial economics · fixed income · mergers and acquisitions

2068. Crises and Hedge Fund Risk

      Monica Billio, Mila Getmansky, Loriana Pelizzon · 2009 · advanced · risk management

      hedge funds · liquidity risk

2069. CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods

      Yue Chen, Xingyi Andrew, Salintip Supasanya · 2024 · intermediate · machine learning

      financial machine learning · machine learning

2070. Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931

      Albrecht Ritschl, Samad Salferaz · 2010 · advanced · risk management

      banking · bayesian statistics · econometrics · time series

2071. Critical reflexivity in financial markets: a Hawkes process analysis

      Stephen J. Hardiman, Nicolas Bercot, Jean-Philippe Bouchaud · 2013 · advanced · time series

      market microstructure · statistical inference · stochastic processes · time series

2072. Critical Slowing Down as Early Warning Signals for Financial Crises?

      Diks, C.G.H., Hommes, C.H., Wang, J. · 2015 · intermediate · time series

      statistics · time series

2073. Critical volatility threshold for log-normal to power-law transition

      Valerii Kremnev · 2026 · advanced · options

      derivatives · stochastic processes

2074. Cross Currency Valuation and Hedging in the Multiple Curve Framework

      Alessandro Gnoatto, Nicole Seiffert · 2020 · advanced · fixed income

      interest rates

2075. Cross impact in derivative markets

      Mehdi Tomas, Iacopo Mastromatteo, Michael Benzaquen · 2021 · advanced · quantitative trading

      derivatives

2076. Cross-border banking in Europe: An empirical investigation

      Josep García Blandón · 2000 · intermediate · risk management

      banking

2077. Cross-Border Spillovers in Foreign Currency Credit

      Kyriakos C. Neanidis, Christos S. Savva · 2020 · advanced · risk management

      econometrics

2078. Cross-Border Valuation: The International Cost of Equity Capital

      Bodnar, Gordon, Dumas, Bernard, Marston, Richard · 2003 · advanced · other

      asset pricing · capm · corporate finance · equity valuation · financial economics · foreign exchange

2079. Cross-country evidence on the relation between equity prices and the current account

      Berg, Tim Oliver · 2009 · advanced · time series

      econometrics · equity markets · panel data · time series

2080. Cross-Currency Basis Swaps Referencing Backward-Looking Rates

      Yining Ding, Ruyi Liu, Marek Rutkowski · 2024 · advanced · fixed income

      derivatives · interest rates

2081. Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP

      Henide, Karim · 2022 · advanced · fixed income

      credit markets · fixed income

2082. Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting

      Alessandro Gnoatto, Silvia Lavagnini · 2023 · advanced · fixed income

      derivatives · fixed income · interest rates · term structure models

2083. Cross-Domain Behavioral Credit Modeling: transferability from private to central data

      O. Didkovskyi, N. Jean, G. Le Pera · 2024 · advanced · risk management

      credit risk · machine learning · model calibration

2084. Cross-Impact of Order Flow Imbalance in Equity Markets

      Rama Cont, Mihai Cucuringu, Chao Zhang · 2021 · advanced · quantitative trading

      equity markets · market microstructure

2085. Cross-Lingual News Event Correlation for Stock Market Trend Prediction

      Sahar Arshad, Nikhar Azhar, Sana Sajid · 2024 · intermediate · machine learning

      natural language processing

2086. Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO

      Jin Du, Alexander Walter, Maxim Ulrich · 2026 · advanced · statistics

      asset pricing · factor investing · regression · statistical inference

2087. Cross-Market Spillovers with 'Volatility Surprise

      Sofiane Aboura, Julien Chevallier · 2014 · advanced · time series

      time series

2088. Cross-market timing in security issuance

      Gao, Pengjie, Lou, Dong · 2013 · advanced · other

      capital structure · corporate finance · equity markets · mutual funds

2089. Cross-market volatility index with Factor-DCC

      Sofiane Aboura, Julien Chevallier · 2015 · advanced · time series

      statistics · time series

2090. Cross-Modal Temporal Fusion for Financial Market Forecasting

      Yunhua Pei, John Cartlidge, Anandadeep Mandal · 2025 · advanced · machine learning

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

2091. Cross-Sectional Heterogeneity in LSTM Networks for Financial Time Series

      Julius Döbelt · 2026 · advanced · machine learning

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

2092. Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach

      Krzysztof Ozimek · 2026 · advanced · quantitative trading

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

2093. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk

      Matthew Spiegel, Xiaotong Wang · 2006 · intermediate · statistics

      asset pricing · liquidity · regression

2094. Cross-Stock Predictability via LLM-Augmented Semantic Networks

      Yikuan Huang, Zheqi Fan, Kaiqi Hu · 2026 · advanced · machine learning

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

2095. Crossing penalised CAViaR

      Tibor Szendrei · 2025 · advanced · risk management

      statistics · time series

2096. Crossing-Free Probabilistic K-Line Forecasts Without Retraining

      Runyao Yu, Yuchen Tao, Yujie Chen · 2026 · intermediate · time series

      machine learning · time series

2097. Crossover from Linear to Square-Root Market Impact

      Frédéric Bucci, Michael Benzaquen, Fabrizio Lillo · 2018 · advanced · quantitative trading

      liquidity · market microstructure

2098. Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

      Tansuchat, R., Chang, C-L., McAleer, M.J. · 2010 · advanced · time series

      derivatives · garch · portfolio optimization · risk management

2099. Crypto assets: the role of ICO tokens within a well-diversified portfolio

      Saman Adhami, Dominique Guegan · 2019 · intermediate · portfolio management

      cryptocurrencies · portfolio management

2100. Crypto Inverse-Power Options and Fractional Stochastic Volatility

      Boyi Li, Weixuan Xia · 2024 · advanced · options

      cryptocurrencies · jump processes · model calibration · option pricing · options hedging