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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2401–2450; page 49 of 188.

  1. Designing High-Frequency Market Liquidity Measures with Applications to Monetary Policy

    Li, Z. M., Linton, O. B., Zhai, Y. · 2026 · advanced · quantitative trading

    liquidity · market microstructure · statistical inference

  2. Designing institutions for financial stability: Regulation and supervision by objective for the Euro area

    Giorgio di Giorgio, Carmine Di Noia · 2000 · intermediate · risk management

    financial stability

  3. Designing On-Chain Options: Amortizing Perpetual Options

    Maxim Bichuch, Zachary Feinstein · 2026 · advanced · options

    decentralized finance · derivatives · risk management

  4. Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise

    Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde · 2006 · advanced · statistics

    econometrics · statistics

  5. Designing securities for scrutiny

    Brendan Daley, Brett Green, Victoria Vanasco · 2021 · advanced · other

    corporate finance · financial economics

  6. Designing Time-Series Models With Hypernetworks & Adversarial Portfolios

    Filip Staněk · 2024 · advanced · machine learning

    machine learning · neural networks · portfolio management · time series

  7. Despite Absolute Information Advantages, All Investors Incur Welfare Loss

    Zongxia Liang, Qi Ye · 2024 · advanced · other

    financial economics

  8. Destabilizing Exchange Rate Speculation: A Counterexample To Milton Friedman

    Ljungqvist, Lars · 1993 · intermediate · time series

    financial economics · foreign exchange

  9. Detecting and Explaining Unlawful Insider Trading: A Shapley Value and Causal Forest Approach to Identifying Key Drivers and Causal Relationships

    Krishna Neupane, Igor Griva, Robert Axtell · 2026 · advanced · machine learning

    causal identification · causal inference · data science · financial machine learning · machine learning

  10. Detecting and repairing arbitrage in traded option prices

    Samuel N. Cohen, Christoph Reisinger, Sheng Wang · 2020 · advanced · options

    optimization

  11. Detecting and Triaging Spoofing using Temporal Convolutional Networks

    Kaushalya Kularatnam, Tania Stathaki · 2024 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  12. Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans

    Victor Medina-Olivares, Raffaella Calabrese · 2023 · intermediate · risk management

    banking · statistics · time series

  13. Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise

    Mahya Karbalaii · 2025 · intermediate · time series

    cryptocurrencies

  14. Detecting data-driven robust statistical arbitrage strategies with deep neural networks

    Ariel Neufeld, Julian Sester, Daiying Yin · 2022 · advanced · quantitative trading

    deep learning · machine learning · statistical arbitrage

  15. Detecting Financial Market Manipulation with Statistical Physics Tools

    Haochen Li, Maria Polukarova, Carmine Ventre · 2023 · advanced · quantitative trading

    cryptocurrencies · market microstructure

  16. Detecting global financial crises over history: A multivariate nonlinear denoising strategy

    Cécile Bastidon, Patrice Abry, Pierre Borgnat · 2022 · advanced · risk management

    time series

  17. Detecting global financial crises with scarce data by multivariate nonlinear filtering

    Cécile Bastidon, Antoine Parent, Patrice Abry · 2025 · advanced · time series

    optimization · time series

  18. Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals

    Nick James, Max Menzies · 2024 · intermediate · portfolio management

    equity markets · optimization · portfolio optimization · time series

  19. Detecting lead–lag relationships in stock returns and portfolio strategies

    Álvaro Cartea, Mihai Cucuringu, Qi Jin · 2026 · advanced · quantitative trading

    time series

  20. Detecting Lookahead Bias in LLM Forecasts

    Zhenyu Gao, Wenxi Jiang, Yutong Yan · 2025 · advanced · machine learning

    hypothesis testing · large language models · regression · statistical inference

  21. Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning

    Yushi Lin, Peng Yang · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  22. Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets

    Panayotis G. Papaioannou, George P. Papaioannou, George Evangelidis · 2024 · advanced · time series

    bayesian statistics · causal inference · market efficiency · statistics · time series

  23. Detecting Toxic Flow

    Álvaro Cartea, Gerardo Duran-Martin, Leandro Sánchez-Betancourt · 2023 · advanced · machine learning

    bayesian statistics · machine learning · statistical inference

  24. Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures

    Jakub Zwydak, Marcin Wątorek, Jarosław Kwapień · 2026 · intermediate · quantitative trading

    cryptocurrencies · statistics

  25. Detection of arbitrage opportunities in multi-asset derivatives markets

    Antonis Papapantoleon, Paulo Yanez Sarmiento · 2020 · advanced · derivatives

    copulas · derivatives · mathematical finance · optimization

  26. Detection of financial opportunities in micro-blogging data with a stacked classification system

    Francisco de Arriba-Pérez, Silvia García-Méndez, José A. Regueiro-Janeiro · 2024 · intermediate · machine learning

    financial machine learning · machine learning · natural language processing

  27. Detection of multiple structural breaks in large covariance matrices

    Li, Yu-Ning, Li, Degui, Fryzlewicz, Piotr · 2022 · advanced · time series

    statistics · time series

  28. Determinants of Capital Structure in Non-Financial Companies

    Kühnhausen, Fabian, Stieber, Harald W. · 2014 · intermediate · other

    capital structure · corporate finance · financial economics · panel data · regression

  29. Determinants of Financial Performance of Microfinance Banks in Kenya

    King'ori S. Ngumo, Kioko W. Collins, Shikumo H. David · 2020 · beginner · risk management

    credit risk · regression

  30. Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya

    David Haritone Shikumo, Mwangi Mirie · 2020 · intermediate · risk management

    banking · liquidity · regression · statistics

  31. Determining a credit transition matrix from cumulative default probabilities

    Henryk Gzyl, Silvia Mayoral · 2025 · advanced · risk management

    convex optimization · credit risk · numerical methods · optimization

  32. Determining Insolvency Regions in Banks: A Stochastic Dynamic Approach Integrating Liquidity and Credit Risk

    Nader Karimi, Davood Ahmadian · 2026 · advanced · risk management

    banking · credit risk · liquidity risk · stochastic processes

  33. Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems

    Xin Guo, Yijie Huang, Xiang Yu · 2026 · advanced · machine learning

    machine learning · optimization · portfolio management · reinforcement learning

  34. Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market

    Stanisław Drożdż, Paweł Jarosz, Jarosław Kwapień · 2025 · advanced · statistics

    cryptocurrencies · statistics · time series

  35. Developing a Framework for Real-Time Trading in a Laboratory Financial Market

    Mark Marner-Hausen · 2022 · intermediate · quantitative trading

    algorithmic trading · high frequency trading

  36. Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management

    Zhenglong Li, Vincent Tam, Kwan L. Yeung · 2024 · advanced · machine learning

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

  37. Developing a precautionary approach to financial policy: from climate to biodiversity

    Chenet, Hugues, Kedward, Katie, Ryan-Collins, Josh · 2022 · advanced · risk management

    risk management

  38. Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation

    Zhenglong Li, Vincent Tam · 2024 · advanced · portfolio management

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

  39. Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms

    Zhuohuan Hu, Richard Yu, Zizhou Zhang · 2024 · advanced · machine learning

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

  40. Development of a Bankruptcy Prediction Model for the Banking Sector in Mozambique Using Linear Discriminant Analysis

    Reis Castigo Intupo · 2023 · intermediate · risk management

    banking

  41. Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk

    Roba Bairakdar, Debbie Dupuis, Melina Mailhot · 2024 · advanced · risk management

    insurance

  42. Deviations from Normality in a Financial Model without Short-selling

    Nahuel I. Arca · 2025 · intermediate · stochastic calculus

    asset pricing · mathematical finance · probability

  43. Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning

    Fabrizio Lillo, Andrea Macrì · 2024 · advanced · quantitative trading

    deep learning · machine learning · optimal execution · reinforcement learning

  44. Deviations from Tradition: Stylized Facts in the Era of DeFi

    Daniele Maria Di Nosse, Federico Gatta, Fabrizio Lillo · 2025 · advanced · quantitative trading

    decentralized finance · liquidity · market microstructure · statistics

  45. DEX Specs: A Mean Field Approach to DeFi Currency Exchanges

    Erhan Bayraktar, Asaf Cohen, April Nellis · 2024 · advanced · quantitative trading

    cryptocurrencies · decentralized finance · liquidity · optimization

  46. dexamine: A Python package for Uniswap event data on Ethereum

    Magnus Hansson · 2026 · intermediate · programming

    decentralized finance

  47. DeXposure-Claw: An Agentic System for DeFi Risk Supervision

    Aijie Shu, Bowei Chen, Wenbin Wu · 2026 · advanced · risk management

    credit risk · decentralized finance · large language models · machine learning · systemic risk · time series

  48. Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Models

    Shuning Zhao, Patrick Wong, Leran Zhang · 2026 · advanced · risk management

    deep learning · machine learning · tail risk

  49. Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models

    Guo, Hongfei, Marín, Juan Miguel, Veiga, Helena · 2026 · advanced · time series

    statistics · time series · volatility forecasting

  50. Diagnosing the Recent Decade of Drawdown in Value

    Two Sigma · 2020 · intermediate · portfolio management

    portfolio management