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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2151–2200; page 44 of 188.

  1. Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers

    Chiheb Ben Hammouda, Michael Samet, Raul Tempone · 2026 · advanced · quantitative trading

    optimization · stochastic calculus · stochastic differential equations

  2. Data-generating process and time-series asset pricing

    Shuxin Guo, Qiang Liu · 2024 · advanced · statistics

    asset pricing · time series

  3. DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining

    Yutong Yan, Raphael Tang, Zhenyu Gao · 2026 · advanced · machine learning

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

  4. Dating the Timeline of Financial Bubbles during the Subprime Crisis

    Peter C. B. Phillips, Jun Yu · 2010 · advanced · time series

    econometrics · regression · time series

  5. DBOT: Artificial Intelligence for Systematic Long-Term Investing

    Vasant Dhar, João Sedoc · 2025 · advanced · machine learning

    equity valuation · large language models

  6. DDPG based on multi-scale strokes for financial time series trading strategy

    Jun-Cheng Chen, Cong-Xiao Chen, Li-Juan Duan · 2022 · advanced · quantitative trading

    deep learning · reinforcement learning · time series

  7. De Finetti's problem with fixed transaction costs and regime switching

    Wenyuan Wang, Zuo Quan Xu, Kazutoshi Yamazaki · 2025 · advanced · stochastic calculus

    optimization · stochastic processes · transaction costs

  8. Deactivating Active Share

    Andrea Frazzini, Jacques A. Friedman, Lukasz Pomorski · 2016 · intermediate · portfolio management

    mutual funds

  9. Deadly embrace: sovereign and financial balance sheets doom loops

    Emmanuel Farhi, Jean Tirole · 2018 · advanced · risk management

    banking

  10. Dealer liquidity in an auction market: evidence fom the London Stock Exchange

    Friederich, Sylvain, Payne, Richard · 2002 · intermediate · quantitative trading

    equity markets · liquidity · market microstructure

  11. Dealer Strategies in Agent-Based Models

    Wladimir Ostrovsky · 2023 · advanced · quantitative trading

    liquidity · market making · market microstructure

  12. Dealing with multi-currency inventory risk in FX cash markets

    Alexander Barzykin, Philippe Bergault, Olivier Guéant · 2022 · advanced · quantitative trading

    foreign exchange · market making · optimization · risk management · stochastic processes

  13. Debiasing Alternative Data for Credit Underwriting Using Causal Inference

    Chris Lam · 2024 · advanced · machine learning

    causal inference · machine learning

  14. Debiasing LLMs by Fine-tuning

    Zhenyu Gao, Wenxi Jiang, Yutong Yan · 2026 · advanced · machine learning

    large language models · machine learning

  15. Debt and Incomplete Financial Markets: A Case for Nominal GDP Targeting

    Kevin D. Sheedy · 2013 · advanced · risk management

    economic policy · financial economics

  16. Debt Financing of High-growth Startups

    Timo Fischer, Gaétan de Rassenfosse · 2011 · intermediate · risk management

    risk management

  17. Debt maturity and the liquidity of secondary debt markets

    Bruche, Max, Segura, Anatoli · 2013 · advanced · fixed income

    corporate finance · liquidity

  18. Debt signaling and outside investors in early stage firms

    Mircea Epure, Martí Guasch · 2019 · intermediate · other

    corporate finance

  19. Debt-Deflation versus the Liquidity Trap: The Dilemma of Nonconventional Monetary Policy

    Gaël Giraud, Antonin Pottier · 2012 · advanced · risk management

    credit markets · economic policy · financial economics

  20. Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem

    Michael Darlin, Georgios Palaiokrassas, Leandros Tassiulas · 2022 · advanced · risk management

    decentralized finance · financial stability

  21. Decentralised Finance and Automated Market Making: Execution and Speculation

    Álvaro Cartea, Fayçal Drissi, Marcello Monga · 2023 · advanced · quantitative trading

    decentralized finance · liquidity · market microstructure · optimization · statistical arbitrage · transaction costs

  22. Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision

    Álvaro Cartea, Fayçal Drissi, Marcello Monga · 2023 · advanced · quantitative trading

    decentralized finance · liquidity · market making · optimization

  23. Decentralised Multi-Manager Fund Framework

    Arman Abgaryan, Utkarsh Sharma, Joshua Tobkin · 2025 · intermediate · portfolio management

    decentralized finance · portfolio management

  24. Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security

    Feng Runhuan, Liang Zongxia, Song Yilun · 2025 · advanced · risk management

    financial economics · pensions

  25. Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers

    Tobias Bitterli, Fabian Schär · 2023 · advanced · quantitative trading

    liquidity · market making

  26. Decentralized lending and its users: Insights from Compound

    Kanis Saengchote · 2022 · intermediate · risk management

    decentralized finance · systemic risk

  27. Decentralized Payment Clearing using Blockchain and Optimal Bidding

    Hamed Amini, Maxim Bichuch, Zachary Feinstein · 2021 · advanced · risk management

    contagion · decentralized finance · financial networks · optimization · systemic risk

  28. Decentralized Prediction Markets and Sports Books

    Hamed Amini, Maxim Bichuch, Zachary Feinstein · 2023 · advanced · quantitative trading

    decentralized finance · liquidity · market making

  29. Deciphering the debt: the intersection of syndicated lending and moral hazard in East Asia’s financial crisis

    Schlicht, Haley · 2024 · advanced · risk management

    banking · causal inference · regression

  30. Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization

    Juhyeong Kim, Sungyoon Choi, Youngbin Lee · 2025 · advanced · portfolio management

    financial machine learning · machine learning · optimization · portfolio management · portfolio optimization

  31. Decision Trees for Intuitive Intraday Trading Strategies

    Prajwal Naga, Dinesh Balivada, Sharath Chandra Nirmala · 2024 · intermediate · quantitative trading

    backtesting · financial machine learning · machine learning

  32. Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization

    Yi Wang, Takashi Hasuike · 2026 · advanced · machine learning

    financial machine learning · machine learning · optimization · portfolio optimization · transaction costs

  33. Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization

    Yoontae Hwang, Yaxuan Kong, Stefan Zohren · 2025 · advanced · portfolio management

    deep learning · financial machine learning · large language models · machine learning · neural networks · optimization

  34. Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis

    Evans Kiptoo Korir, Zsolt Vizi · 2025 · intermediate · risk management

    data science · financial stability · insurance · machine learning · time series

  35. Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics

    Alicia Vidler, Toby Walsh · 2024 · intermediate · quantitative trading

    liquidity · market microstructure

  36. Decoding RWA Tokenized U.S. Treasuries: Functional Dissection and Address Role Inference

    Junliang Luo, Katrin Tinn, Samuel Ferreira Duran · 2025 · advanced · machine learning

    machine learning

  37. Decomposable Reward Modeling and Realistic Environment Design for Reinforcement Learning-Based Forex Trading

    Nabeel Ahmad Saidd · 2026 · advanced · machine learning

    foreign exchange · reinforcement learning · transaction costs

  38. Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components

    Marcin Wątorek, Maria Skupień, Jarosław Kwapień · 2023 · intermediate · time series

    cryptocurrencies · time series

  39. Decomposing Global Equity Cross-Sectional Volatility

    Jose Menchero, Andrei Morozov · 2011 · intermediate · portfolio management

    equity markets

  40. Decomposing LIBOR in Transition: Evidence from the Futures Markets

    David Skovmand, Jacob Bjerre Skov · 2022 · advanced · fixed income

    credit risk · fixed income · interest rates · liquidity risk · term structure models

  41. Decomposition formula for jump diffusion models

    Raul Merino, Jan Pospíšil, Tomáš Sobotka · 2019 · advanced · options

    derivatives · jump processes · option pricing · stochastic processes

  42. Decomposition formula for rough Volterra stochastic volatility models

    Raul Merino, Jan Pospíšil, Tomáš Sobotka · 2019 · advanced · options

    model calibration · monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes

  43. Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

    Atithi Acharya, Romina Yalovetzky, Pierre Minssen · 2024 · advanced · portfolio management

    algorithms · optimization · portfolio optimization

  44. Deconstructing the Low-Vol Anomaly

    Alexios Beveratos, Jean‐Philippe Bouchaud, Stefano Ciliberti · 2017 · intermediate · portfolio management

    asset pricing · equity markets

  45. Decoupled Probabilistic Forecasting and Arbitrage-Aware Refinement of Implied Volatility Surfaces

    Lifeng Hao, Shaolin Ji · 2026 · advanced · options

    deep learning · volatility forecasting · volatility surface

  46. Decoupling Interday and Intraday Volatility Dynamics with Price Durations

    Yifan Li, Ingmar Nolte, Sandra Nolte · 2024 · advanced · time series

    econometrics

  47. Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers

    Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino · 2023 · advanced · quantitative trading

    algorithmic trading · deep learning · machine learning · market microstructure · neural networks

  48. Deep calibration of rough stochastic volatility models

    Christian Bayer, Benjamin Stemper · 2018 · advanced · options

    machine learning · model calibration · neural networks · option pricing · rough volatility · volatility surface

  49. Deep calibration of the quadratic rough Heston model

    Mathieu Rosenbaum, Jianfei Zhang · 2021 · advanced · options

    deep learning · derivatives · model calibration · neural networks · rough volatility

  50. Deep calibration with random grids

    Fabio Baschetti, Giacomo Bormetti, Pietro Rossi · 2023 · advanced · options

    machine learning · model calibration · neural networks · volatility surface