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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2101–2150; page 43 of 188.

2101. Crypto Pricing with Hidden Factors

      Matthew Brigida · 2026 · advanced · statistics

      asset pricing · cryptocurrencies · factor investing

2102. Cryptoasset Factor Models

      Zura Kakushadze · 2018 · intermediate · portfolio management

      asset pricing · backtesting · cryptocurrencies · factor investing

2103. Cryptocurrencies and decentralized finance (DeFi)

      Makarov, Igor, Schoar, Antoinette · 2022 · beginner · risk management

      cryptocurrencies · decentralized finance

2104. Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market

      Philippe Bergault, Sébastien Bieber, Olivier Guéant · 2025 · advanced · fixed income

      cryptocurrencies · derivatives · interest rates

2105. Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions

      Sabrina Aufiero, Antonio Briola, Tesfaye Salarin · 2025 · advanced · portfolio management

      cryptocurrencies · equity markets

2106. Cryptocurrency as an Investable Asset Class: Coming of Age

      Nicola Borri, Yukun Liu, Aleh Tsyvinski · 2025 · intermediate · statistics

      asset pricing · cryptocurrencies

2107. Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND

      Kanis Saengchote · 2022 · intermediate · statistics

      cryptocurrencies · real estate · time series

2108. Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse

      Qin Wang, Guangsheng Yu, Shiping Chen · 2023 · intermediate · risk management

      cryptocurrencies

2109. Cryptocurrency Or Usury? Crime And Alternative Money Laundering Techniques

      Raffaella Barone, Donato Masciandaro · 2018 · advanced · risk management

      cryptocurrencies · model calibration

2110. Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms

      Kamal Paykan · 2025 · advanced · portfolio management

      cryptocurrencies · deep learning · neural networks · portfolio management · portfolio optimization · reinforcement learning

2111. Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems

      Erveton P. Pinto, Marcelo A. Pires, Rone N. da Silva · 2025 · intermediate · time series

      cryptocurrencies · market efficiency · time series

2112. CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?

      Yu Peng, Matloob Khushi, Josiah Poon · 2026 · advanced · machine learning

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

2113. CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators

      Amit Kumar, Taoran Ji · 2025 · intermediate · time series

      cryptocurrencies · financial machine learning · machine learning · time series

2114. CSMD: Curated Multimodal Dataset for Chinese Stock Analysis

      Yu Liu, Zhuoying Li, Ruifeng Yang · 2025 · intermediate · machine learning

      equity markets · financial machine learning · machine learning

2115. CTA and Macro Momentum Exposure

      Two Sigma · 2017 · intermediate · portfolio management

      momentum

2116. CTA Market and Portfolio Diversification

      Two Sigma · 2017 · intermediate · portfolio management

      factor investing

2117. CTAs in a Regime of Rising Rates

      CFM · 2016 · intermediate · quantitative trading

      fixed income · interest rates · trend following

2118. CTBench: Cryptocurrency Time Series Generation Benchmark

      Yihao Ang, Qiang Wang, Qiang Huang · 2025 · intermediate · time series

      cryptocurrencies · machine learning · statistical arbitrage · time series

2119. Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes

      Gunther Capelle-Blancard · 2014 · advanced · quantitative trading

      causal identification · liquidity

2120. Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping

      Sangram Deshpande, Elin Ranjan Das, Frank Mueller · 2025 · advanced · quantitative trading

      algorithms · optimization

2121. Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ?

      Jean-Christian LAMBELET · 1996 · intermediate · statistics

      financial economics · foreign exchange · interest rates

2122. Currency Hedging for International Stock Portfolios

      de Roon, F.A., Nijman, T.E., Werker, B.J.M. · 2000 · intermediate · portfolio management

      derivatives · foreign exchange · portfolio management · risk management

2123. Currency regimes and the carry trade

      Accominotti, Olivier, Cen, Jason, Chambers, David · 2019 · intermediate · statistics

      foreign exchange

2124. Currency School versus Banking School: an ongoing confrontation

      Goodhart, Charles, Jensen, Meinhard · 2015 · intermediate · risk management

      banking

2125. Currency Substitution in the Transition Economy: A Case of the Czech Republic 1993-2001

      Komarek, Lubos, Melecky, Martin · intermediate · time series

      econometrics · time series

2126. Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion

      Yazdan Babazadeh Maghsoodlo, Amin Safaeesirat · 2025 · advanced · time series

      foreign exchange · stochastic differential equations · stochastic processes · time series

2127. Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series

      Woosung Koh, Insu Choi, Yuntae Jang · 2023 · advanced · machine learning

      financial machine learning · machine learning · time series

2128. Curved Greeks: A Geometric Layer for Option P&L Adjustments

      Pedro Pablo Pérez Velasco, Mengjue Lu, Daniel Arrieta · 2026 · advanced · options

      option greeks · options hedging · risk management

2129. Customer Momentum

      Mykola Pinchuk · 2023 · intermediate · statistics

      asset pricing · momentum

2130. CV@R penalized portfolio optimization with biased stochastic mirror descent

      Manon Costa, Sébastien Gadat, Lorick Huang · 2024 · advanced · portfolio management

      numerical methods · optimization · portfolio optimization · risk management

2131. CVA and vulnerable options in stochastic volatility models

      Elisa Alos, Fabio Antonelli, Alessandro Ramponi · 2019 · advanced · risk management

      credit risk · derivatives · stochastic calculus · stochastic processes

2132. CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning

      Roberto Daluiso, Marco Pinciroli, Michele Trapletti · 2023 · advanced · risk management

      credit risk · derivatives · reinforcement learning · transaction costs

2133. CVA Sensitivities, Hedging and Risk

      Stéphane Crépey, Botao Li, Hoang Nguyen · 2024 · advanced · risk management

      credit risk · machine learning · monte carlo simulation · regression

2134. Cyber contagion: impact of the network structure on the losses of an insurance portfolio

      Caroline Hillairet, Olivier Lopez, Louise d'Oultremont · 2022 · advanced · risk management

      contagion · insurance

2135. Cyber risk and the cross-section of stock returns

      Daniel Celeny, Loïc Maréchal · 2024 · advanced · statistics

      asset pricing · equity markets · machine learning · natural language processing

2136. Cyclicality and Term Structure of Value-at-Risk in Europe

      Bec, Frédérique, Gollier, Christian · 2009 · intermediate · risk management

      econometrics · market risk · risk management · time series

2137. Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup

      Bec, Frédérique, Gollier, Christian · 2014 · advanced · risk management

      econometrics · risk management · time series

2138. Cyclically Adjusted Provisions and Financial Stability

      Pierre-Richard Agénor, L. Pereira da Silva · 2015 · advanced · risk management

      banking · financial stability

2139. Cylindrical Projections of Occupied Diffusions

      Valentin Tissot-Daguette, Xin Zhang · 2026 · advanced · stochastic calculus

      monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes

2140. D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options

      Kristoffer Andersson, Cornelis W. Oosterlee · 2023 · advanced · portfolio management

      deep learning · machine learning · neural networks · portfolio management · portfolio optimization

2141. Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?

      Almekinders, G.J., Eijffinger, S.C.W. · 1994 · intermediate · statistics

      econometrics · foreign exchange

2142. Daily Momentum And Contrarian Behavior Of Index Fund Investors

      Massimo Massa, William Goetzmann · 2001 · intermediate · portfolio management

      behavioral finance · momentum · mutual funds

2143. Damages and Materiality: Effects on voluntary disclosure

      Miles B. Gietzmann, Adam J. Ostaszewski · 2024 · advanced · other

      financial economics · mathematical finance

2144. Dark Matter in (Volatility and) Equity Option Risk Premiums

      Gurdip Bakshi, John Crosby, Xiaohui Gao · 2023 · advanced · options

      asset pricing · jump processes · option pricing · stochastic processes

2145. Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning

      Tobias Lausser, Joao Eduardo Vuolo, Rudi Zagst · 2026 · advanced · fixed income

      fixed income · interest rates · machine learning · neural networks · term structure models

2146. Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation

      Qi Feng, Guang Lin, Purav Matlia · 2025 · advanced · stochastic calculus

      stochastic calculus · stochastic differential equations · stochastic processes

2147. Data-Driven Measures of High-Frequency Trading

      Gbenga Ibikunle, Ben Moews, Dmitriy Muravyev · 2026 · advanced · quantitative trading

      data science · high frequency trading · machine learning

2148. Data-Driven Merton's Strategies via Policy Randomization

      Min Dai, Yuchao Dong, Yanwei Jia · 2023 · advanced · machine learning

      machine learning · portfolio optimization · reinforcement learning

2149. Data-driven Option Pricing

      Min Dai, Hanqing Jin, Xi Yang · 2024 · advanced · options

      machine learning · optimization · option pricing

2150. Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning

      Anindya Goswami, Sharan Rajani, Atharva Tanksale · 2020 · intermediate · options

      machine learning · option pricing