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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2301–2350; page 47 of 188.

2301. Deep reinforcement learning with positional context for intraday trading

      Sven Goluža, Tomislav Kovačević, Tessa Bauman · 2024 · advanced · quantitative trading

      deep learning · financial machine learning · reinforcement learning

2302. Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals

      Dhanashekar Kandaswamy, Ashutosh Sahoo, Akshay SP · 2025 · intermediate · risk management

      decentralized finance · liquidity

2303. Deep Sequence Modeling: Development and Applications in Asset Pricing

      Lin William Cong, Ke Tang, Jingyuan Wang · 2021 · advanced · machine learning

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

2304. Deep Smoothing of the Implied Volatility Surface

      Damien Ackerer, Natasa Tagasovska, Thibault Vatter · 2019 · advanced · options

      machine learning · neural networks · option pricing · volatility surface

2305. Deep State-Space Model for Predicting Cryptocurrency Price

      Shalini Sharma, Angshul Majumdar, Emilie Chouzenoux · 2023 · advanced · time series

      cryptocurrencies · deep learning · time series

2306. Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions

      Guosheng Hu, Yuxin Hu, Kai Yang · 2017 · intermediate · portfolio management

      deep learning · machine learning · neural networks · portfolio management

2307. Deep Structural Estimation:With an Application to Option Pricing

      Hui Chen, Antoine Didisheim, Simon Scheidegger · 2021 · advanced · machine learning

      deep learning · machine learning · neural networks

2308. Deep Value

      Ashwin Thapar · 2021 · intermediate · portfolio management

      asset pricing · behavioral finance

2309. Deep xVA solver -- A neural network based counterparty credit risk management framework

      Alessandro Gnoatto, Athena Picarelli, Christoph Reisinger · 2020 · advanced · risk management

      credit risk · deep learning · derivatives · machine learning · neural networks · numerical methods

2310. Deep-learning based numerical BSDE method for barrier options

      Bing Yu, Xiaojing Xing, Agus Sudjianto · 2019 · advanced · options

      brownian motion · deep learning · machine learning · neural networks · numerical methods · option pricing

2311. Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation

      Samer El Boustany, Théo Basseras, Samy Mekkaoui · 2026 · advanced · time series

      deep learning · machine learning · stochastic differential equations · stochastic processes · time series · volatility forecasting

2312. DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection

      Jinkyu Kim, Hyunjung Yi, Mogan Gim · 2025 · advanced · portfolio management

      deep learning · financial machine learning · portfolio management · portfolio optimization · reinforcement learning · transaction costs

2313. Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol

      Tomaž Fleischman, Ethan Buchman · 2026 · advanced · risk management

      liquidity

2314. DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

      Zihao Zhang, Stefan Zohren, Stephen Roberts · 2018 · advanced · machine learning

      deep learning · equity markets · machine learning · market microstructure · neural networks · time series

2315. Deeply Learning Derivatives

      Ryan Ferguson, Andrew Green · 2018 · intermediate · machine learning

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

2316. DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management

      Kieran Wood, Stephen J. Roberts, Stefan Zohren · 2026 · advanced · machine learning

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

2317. DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification

      Boris Kriuk, Logic Ng, Zarif Al Hossain · 2025 · advanced · machine learning

      deep learning · machine learning · neural networks · time series

2318. DeepSVM: Learning Stochastic Volatility Models with Physics-Informed Deep Operator Networks

      Kieran A. Malandain, Selim Kalici, Hakob Chakhoyan · 2025 · advanced · options

      deep learning · machine learning · model calibration · neural networks · partial differential equations

2319. DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations

      Armand Mihai Cismaru · 2024 · intermediate · quantitative trading

      algorithmic trading · deep learning · financial machine learning · machine learning

2320. DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts

      Joel Ong, Dorien Herremans · 2024 · advanced · portfolio management

      backtesting · deep learning · machine learning · momentum · portfolio management

2321. Deepvol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions

      Fernando Moreno-Pino, Stefan Zohren · 2022 · advanced · time series

      deep learning · machine learning · neural networks · time series · volatility forecasting

2322. Default Estimation for Low-Default Portfolios

      Kiefer, Nicholas M. · 2006 · advanced · risk management

      bayesian statistics · credit risk · statistical inference

2323. Default Process Modeling and Credit Valuation Adjustment

      David Xiao · 2023 · advanced · risk management

      credit risk · derivatives

2324. Default Resilience and Worst-Case Effects in Financial Networks

      Giuseppe Calafiore, Giulia Fracastoro, Anton Proskurnikov · 2024 · advanced · risk management

      contagion · financial networks · systemic risk

2325. Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System

      Breig, Christoph, Elsas, Ralf · 2009 · advanced · statistics

      asset pricing · credit risk · equity markets · financial economics

2326. Default Risk in Stochastic Volatility Models

      Hans Gersbach, Nicolae Surulescu · 2010 · advanced · risk management

      credit risk · mathematical finance · stochastic processes

2327. Default, Inflation Expectations, and the Currency Denomination of Sovereign Bonds

      Maeng, F. S. · 2024 · advanced · fixed income

      economic policy

2328. Defaultable bond liquidity spread estimation: an option-based approach

      Pietro Rossi, Paolo Spezzati, Riccardo Tedeschi · 2025 · advanced · fixed income

      credit risk · fixed income · liquidity risk · model calibration · option pricing

2329. Defaulting firms and systemic risks in financial networks

      Nicolas Houy, Frédéric Jouneau · 2016 · advanced · risk management

      credit risk · financial networks · systemic risk

2330. DeFi Lending During The Merge

      Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer · 2023 · intermediate · risk management

      cryptocurrencies · decentralized finance

2331. DeFi Liquidation Risk Modeling Using Geometric Brownian Motion

      Timofei Belenko, Georgii Vosorov · 2025 · intermediate · risk management

      brownian motion · decentralized finance · stochastic processes

2332. DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol

      Matthias Nadler, Felix Bekemeier, Fabian Schär · 2022 · intermediate · risk management

      decentralized finance · insurance · risk management

2333. DeFi TrustBoost: Blockchain and AI for Trustworthy Decentralized Financial Decisions

      Swati Sachan, Dale S. Fickett · 2025 · advanced · machine learning

      decentralized finance

2334. DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools

      Deborah Miori, Mihai Cucuringu · 2022 · advanced · quantitative trading

      data science · decentralized finance · liquidity · machine learning

2335. Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans

      Laurence Siegel, Rodney N. Sullivan · 2017 · intermediate · portfolio management

      pensions

2336. Defining the payback period for nonconventional cash flows: an axiomatic approach

      Mikhail V. Sokolov · 2025 · intermediate · other

      other

2337. Degreasing the wheels of finance

      Aleksander Berentsen, Samuel Huber, Alessandro Marchesiani · 2012 · advanced · other

      financial economics · liquidity

2338. Degree of Irrationality: Sentiment and Implied Volatility Surface

      Jiahao Weng, Yan Xie · 2024 · advanced · options

      deep learning · machine learning · natural language processing · time series · volatility forecasting · volatility surface

2339. Delegated Monitoring in Public-Private Sector Credit Programs: Underinvestment, Overinvestment, and the Design of Subsidized Lending

      G. Charles-Cadogan · 2026 · advanced · risk management

      credit risk · financial economics

2340. Delegated portfolio management with random default

      Alberto Gennaro, Thibaut Mastrolia · 2024 · advanced · portfolio management

      deep learning · optimization · partial differential equations · portfolio management · stochastic processes

2341. Delegating discipline: how indexes restructured the political economy of sovereign bond markets

      Cormier, Benjamin, Naqvi, Natalya · 2023 · advanced · fixed income

      fixed income

2342. Delegation or competition: optimal liquidation across dark and lit pools with information privilege

      Thibaut Mastrolia, Hao Wang · 2025 · advanced · quantitative trading

      market microstructure · optimal execution · optimization · stochastic differential equations · stochastic processes

2343. Deleverage and Financial Fragility

      Marco Maffezzoli, Tommaso Monacelli · 2015 · advanced · risk management

      risk management

2344. DELPHYNE: A Pre-Trained Model for General and Financial Time Series

      Xueying Ding, Aakriti Mittal, Achintya Gopal · 2025 · advanced · machine learning

      deep learning · financial machine learning · machine learning · time series

2345. Delta Hedging in Financial Engineering: Towards a Model-Free Approach

      Michel Fliess, Cédric Join · 2010 · advanced · options

      financial engineering · options hedging

2346. Delta Hedging Liquidity Positions on Automated Market Makers

      Adam Khakhar, Xi Chen · 2022 · advanced · quantitative trading

      derivatives · liquidity

2347. DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization

      Feliks Bańka, Jarosław A. Chudziak · 2025 · advanced · portfolio management

      machine learning · options hedging · portfolio management · portfolio optimization · reinforcement learning

2348. DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets

      Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu · 2025 · advanced · machine learning

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

2349. Demand shocks in equity markets and firm responses

      Fernando Broner, Juan J. Cortina, Sergio L. Schmukler · 2026 · advanced · other

      causal identification · corporate finance · equity markets

2350. Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries

      Steven Block, Burkhard N. Schrage, Paul M. Vaaler · 2003 · intermediate · risk management

      credit risk · hypothesis testing