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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2251–2300; page 46 of 188.

  1. Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation

    Hamza Bodor, Laurent Carlier · 2025 · advanced · quantitative trading

    deep learning · financial machine learning · machine learning · market microstructure · neural networks

  2. Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point

    Ashley Davey, Harry Zheng · 2024 · advanced · portfolio management

    deep learning · neural networks · numerical methods · optimization · portfolio optimization

  3. Deep Learning modeling of Limit Order Book: a comparative perspective

    Antonio Briola, Jeremy Turiel, Tomaso Aste · 2020 · advanced · machine learning

    deep learning · high frequency trading · machine learning · neural networks

  4. Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022

    Cheng Zhang, Nilam Nur Amir Sjarif, Roslina Ibrahim · 2023 · intermediate · machine learning

    deep learning · neural networks · time series

  5. Deep Learning Models Meet Financial Data Modalities

    Kasymkhan Khubiev, Mikhail Semenov · 2025 · intermediate · machine learning

    algorithmic trading · deep learning · financial machine learning · high frequency trading · neural networks

  6. Deep Learning of Robust Market Making under Regime-Switching Order Flow

    Felipe Moret, Fabrizio Lillo · 2026 · advanced · quantitative trading

    deep learning · market making · market microstructure · reinforcement learning

  7. Deep learning of transition probability densities for stochastic asset models with applications in option pricing

    Haozhe Su, M. V. Tretyakov, David P. Newton · 2021 · advanced · options

    deep learning · neural networks · option pricing · partial differential equations · stochastic processes

  8. Deep Learning Option Pricing with Market Implied Volatility Surfaces

    Lijie Ding, Egang Lu, Kin Cheung · 2025 · advanced · options

    deep learning · machine learning · neural networks · option pricing · volatility surface

  9. Deep Learning Statistical Arbitrage

    Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti · 2021 · advanced · quantitative trading

    deep learning · machine learning · neural networks · statistical arbitrage · time series

  10. Deep Learning Volatility

    Blanka Horvath, Aitor Muguruza, Mehdi Tomas · 2019 · advanced · options

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

  11. Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks

    Joao Felipe Gueiros, Hemanth Chandravamsi, Steven H. Frankel · 2025 · intermediate · options

    deep learning · derivatives · financial machine learning · machine learning · neural networks · option pricing

  12. Deep learning with long short-term memory networks for financial market predictions

    Christopher Krauss, Thomas Fischer · 2017

    Deep Learning · FAU Discussion Paper · Financial Market Prediction · LSTM · Time Series

  13. Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market

    Xuesong Wang, Sharaf K. Magableh, Oraib Dawaghreh · 2024 · intermediate · machine learning

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

  14. Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing

    Jian Liang, Zhe Xu, Peter Li · 2019 · advanced · options

    deep learning · derivatives · machine learning · neural networks · numerical methods · option pricing

  15. Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

    Weinan E, Jiequn Han, Arnulf Jentzen · 2017 · advanced · machine learning

    deep learning · numerical methods · partial differential equations · reinforcement learning

  16. Deep Learning, Predictability, and Optimal Portfolio Returns

    Mykola Babiak, Jozef Barunik · 2020 · advanced · portfolio management

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

  17. Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees

    Nicolas Langrené, Xiaolin Luo, Pavel V. Shevchenko · 2026 · advanced · derivatives

    machine learning · monte carlo simulation · neural networks · numerical methods · optimization

  18. Deep Limit Order Book Forecasting

    Antonio Briola, Silvia Bartolucci, Tomaso Aste · 2024 · advanced · quantitative trading

    deep learning · machine learning · market microstructure · neural networks

  19. Deep limit order book forecasting: a microstructural guide

    Briola, Antonio, Bartolucci, Silvia, Aste, Tomaso · 2025 · advanced · machine learning

    deep learning · financial machine learning · market microstructure · neural networks

  20. Deep Local Volatility

    Marc Chataigner, Stéphane Crépey, Matthew Dixon · 2020 · advanced · options

    deep learning · machine learning · option pricing · volatility surface

  21. Deep Neural Operator Learning for Probabilistic Models

    Erhan Bayraktar, Qi Feng, Zecheng Zhang · 2025 · advanced · machine learning

    deep learning · neural networks · option pricing · partial differential equations · stochastic differential equations

  22. Deep Partial Least Squares for Empirical Asset Pricing

    Matthew F. Dixon, Nicholas G. Polson, Kemen Goicoechea · 2022 · advanced · machine learning

    asset pricing · deep learning · machine learning · neural networks · regression

  23. Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems

    Yunfei Peng, Pengyu Wei, Wei Wei · 2024 · advanced · options

    deep learning · machine learning · neural networks · numerical methods · option pricing · partial differential equations

  24. Deep Portfolio Theory

    J. B. Heaton, N. G. Polson, J. H. Witte · 2016 · intermediate · portfolio management

    portfolio management · portfolio optimization

  25. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model

    Kei Nakagawa, Tomoki Ito, Masaya Abe · 2019 · advanced · machine learning

    deep learning · factor investing · machine learning · neural networks · time series

  26. Deep Reinforcement Learning (DRL) for portfolio allocation

    Eric Benhamou, David Saltiel, Jean Jacques Ohana · 2020 · intermediate · machine learning

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

  27. Deep Reinforcement Learning Algorithms for Option Hedging

    Andrei Neagu, Frédéric Godin, Leila Kosseim · 2025 · advanced · options

    deep learning · machine learning · options hedging · reinforcement learning

  28. Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization

    Fernando Acero, Parisa Zehtabi, Nicolas Marchesotti · 2024 · advanced · portfolio management

    deep learning · esg · optimization · portfolio management · portfolio optimization · reinforcement learning

  29. Deep Reinforcement Learning Approach for Trading Automation in The Stock Market

    Taylan Kabbani, Ekrem Duman · 2022 · advanced · machine learning

    algorithmic trading · deep learning · reinforcement learning

  30. Deep Reinforcement Learning for Active High Frequency Trading

    Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli · 2021 · advanced · quantitative trading

    algorithmic trading · deep learning · high frequency trading · machine learning · reinforcement learning

  31. Deep Reinforcement Learning for Asset Allocation: Reward Clipping

    Jiwon Kim, Moon-Ju Kang, KangHun Lee · 2023 · advanced · portfolio management

    deep learning · portfolio management · portfolio optimization · reinforcement learning

  32. Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy

    Hongyang Yang, Xiao-Yang Liu, Shan Zhong · 2025 · advanced · machine learning

    algorithmic trading · deep learning · neural networks · reinforcement learning

  33. Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures

    Saeed Marzban, Erick Delage, Jonathan Yumeng Li · 2021 · advanced · options

    deep learning · financial machine learning · option pricing · options hedging · reinforcement learning · risk management

  34. Deep Reinforcement Learning for ESG financial portfolio management

    Eduardo C. Garrido-Merchán, Sol Mora-Figueroa-Cruz-Guzmán, María Coronado-Vaca · 2023 · advanced · machine learning

    deep learning · esg · machine learning · portfolio management · reinforcement learning

  35. Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach

    Arishi Orra, Aryan Bhambu, Himanshu Choudhary · 2025 · advanced · portfolio management

    deep learning · garch · machine learning · portfolio optimization · reinforcement learning · volatility forecasting

  36. Deep Reinforcement Learning for Long-Short Portfolio Optimization

    Gang Huang, Xiaohua Zhou, Qingyang Song · 2020 · advanced · portfolio management

    deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning

  37. Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model

    Bruno Gašperov, Zvonko Kostanjčar · 2022 · advanced · quantitative trading

    financial machine learning · market making · market microstructure · monte carlo simulation · neural networks · reinforcement learning

  38. Deep Reinforcement Learning for Online Optimal Execution Strategies

    Alessandro Micheli, Mélodie Monod · 2024 · advanced · quantitative trading

    deep learning · optimal execution · reinforcement learning

  39. Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE

    Rongwei Liu, Jin Zheng, John Cartlidge · 2025 · advanced · portfolio management

    deep learning · machine learning · portfolio optimization · reinforcement learning · time series

  40. Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization

    Srijan Sood, Kassiani Papasotiriou, Marius Vaiciulis · 2026 · advanced · portfolio management

    backtesting · deep learning · financial machine learning · optimization · portfolio management · portfolio optimization

  41. Deep reinforcement learning for optimal trading with partial information

    Andrea Macrì, Sebastian Jaimungal, Fabrizio Lillo · 2025 · advanced · machine learning

    deep learning · financial machine learning · neural networks · reinforcement learning · stochastic processes

  42. Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns

    Khabbab Zakaria, Jayapaulraj Jerinsh, Andreas Maier · 2026 · advanced · quantitative trading

    algorithmic trading · deep learning · optimal execution · reinforcement learning · risk management

  43. Deep Reinforcement Learning for Quantitative Trading

    Maochun Xu, Zixun Lan, Zheng Tao · 2023 · advanced · machine learning

    deep learning · machine learning · reinforcement learning

  44. Deep Reinforcement Learning for Robust Goal-Based Wealth Management

    Tessa Bauman, Bruno Gašperov, Stjepan Begušić · 2023 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks · portfolio management · reinforcement learning

  45. Deep Reinforcement Learning for Trading

    Zihao Zhang, Stefan Zohren, Stephen Roberts · 2019 · advanced · quantitative trading

    algorithmic trading · deep learning · machine learning · reinforcement learning

  46. Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets

    Kamil Kashif, Robert Ślepaczuk · 2026 · advanced · portfolio management

    deep learning · machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning

  47. Deep Reinforcement Learning in Cryptocurrency Market Making

    Jonathan Sadighian · 2019 · advanced · quantitative trading

    algorithmic trading · cryptocurrencies · deep learning · market making · reinforcement learning

  48. Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review

    Tidor-Vlad Pricope · 2021 · advanced · machine learning

    algorithmic trading · deep learning · reinforcement learning

  49. Deep Reinforcement Learning Stock Trading Strategy Optimization Framework Based on TimesNet and Self-Attention Mechanism

    Huitao Zhang, Kaixian Xu, Yunxiang Gan · 2025 · advanced · quantitative trading

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

  50. Deep Reinforcement Learning Strategies in Finance: Insights into Asset Holding, Trading Behavior, and Purchase Diversity

    Alireza Mohammadshafie, Akram Mirzaeinia, Haseebullah Jumakhan · 2024 · intermediate · machine learning

    algorithmic trading · financial machine learning · machine learning · reinforcement learning