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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2651–2700; page 54 of 188.

  1. Dog Bites Man: In August, Equity Selling in Risk Parity Was a Tiny Fraction of Market Volume

    Brian K. Hurst, Yao Hua Ooi · 2015 · beginner · portfolio management

    portfolio management

  2. Domain-adapted Learning and Imitation: DRL for Power Arbitrage

    Yuanrong Wang, Vignesh Raja Swaminathan, Nikita P. Granger · 2023 · advanced · machine learning

    algorithmic trading · machine learning · optimization · reinforcement learning

  3. Domain-adapted Learning and Interpretability: DRL for Gas Trading

    Yuanrong Wang, Yinsen Miao, Alexander CY Wong · 2023 · advanced · quantitative trading

    algorithmic trading · commodities · deep learning · reinforcement learning

  4. Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans

    Salvatore Capasso, Kyriakos C. Neanidis · 2016 · intermediate · risk management

    banking

  5. Domestic public debt and financial development in Mediterranean countries : Case of Lebanon and Tunisia

    Wissem Ajili, Hassan Ayoub, Marc Raffinot · 2013 · intermediate · statistics

    econometrics

  6. Dominant Currency Pricing and Currency Risk Premia

    Husnu C. Dalgic, Galip Kemal Ozhan · 2025 · advanced · statistics

    asset pricing · financial economics · foreign exchange

  7. Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol

    Austin Adams, Benjamin Y Chan, Sarit Markovich · 2023 · intermediate · quantitative trading

    transaction costs

  8. Don't stop me now: the impact of credit market fragmentation on firms' financing constraints

    Bremus, Franziska, Neugebauer, Katja · 2017 · intermediate · risk management

    banking · credit markets

  9. Double Auctions: Formalization and Automated Checkers

    Mohit Garg, N. Raja, Suneel Sarswat · 2024 · advanced · quantitative trading

    algorithms · programming

  10. Double bank runs and liquidity risk management

    Filippo Ippolito, José-Luis Peydró, Andrea Polo · 2016 · advanced · risk management

    banking · causal identification · liquidity risk

  11. Double Deep Q-Learning for Optimal Execution

    Brian Ning, Franco Ho Ting Lin, Sebastian Jaimungal · 2018 · advanced · quantitative trading

    algorithmic trading · deep learning · machine learning · neural networks · optimal execution · reinforcement learning

  12. Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy

    Yonghe Lu, Yanrong Yang, Terry Zhang · 2024 · advanced · portfolio management

    portfolio management · portfolio optimization

  13. Double sweep LU decomposition for American options under negative rates

    Fabien Le Floc'h · 2022 · advanced · options

    numerical methods · option pricing · partial differential equations

  14. Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes

    Pesaran, Hashem., Johnsson. Ida. · 2016 · intermediate · statistics

    asset pricing · housing markets

  15. DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting

    Lifan Zhao, Shuming Kong, Yanyan Shen · 2023 · advanced · machine learning

    financial machine learning · machine learning · time series

  16. DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis

    Chuheng Zhang, Yuanqi Li, Xi Chen · 2020 · advanced · machine learning

    financial machine learning · machine learning · neural networks

  17. Doubly Robust Mean-CVaR Portfolio

    Kei Nakagawa, Masaya Abe, Seiichi Kuroki · 2023 · advanced · portfolio management

    convex optimization · optimization · portfolio management · portfolio optimization · risk management

  18. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC

    Allen, D.E., McAleer, M.J., Powell, R.J. · 2015 · intermediate · portfolio management

    backtesting · portfolio management · portfolio optimization

  19. Downside Risk and Asset Pricing

    Post, G.T., van Vliet, P. · 2004 · advanced · statistics

    asset pricing · hypothesis testing

  20. Downside Risk and the Momentum Effect

    Andrew Ang, Joseph S. Chen, Yuhang Xing · 2001 · advanced · statistics

    asset pricing · momentum

  21. Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach

    Yizhan Shu, Chenyu Yu, John M. Mulvey · 2024 · advanced · time series

    portfolio management · risk management

  22. Drawdown Risk Beyond Brownian Motion: A Monte-Carlo Framework, Non-Gaussian Extensions, and Long Memory

    Francesco Landolfi · 2026 · advanced · risk management

    brownian motion · monte carlo simulation · risk management · stochastic processes

  23. Drawdowns, Drawups, and Occupation Times under General Markov Models

    Pingping Zeng, Gongqiu Zhang, Weinan Zhang · 2025 · advanced · risk management

    stochastic processes

  24. Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices

    Dennis Yang, Qiang Zhang

    mathematical finance · statistical inference · statistics

  25. Driving with the Rear-View Mirror

    Jordan Brooks · 2023 · beginner · portfolio management

    equity markets · performance attribution

  26. DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction

    Jianyuan Zhong, Zhijian Xu, Saizhuo Wang · 2024 · advanced · portfolio management

    machine learning · neural networks · portfolio management · portfolio optimization

  27. DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting

    Aashish Bohra, Lokendra Vishwakarm · 2026 · advanced · time series

    deep learning · machine learning · neural networks · time series

  28. DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction

    Xiaobo Guo, Lu-an Dong, Yanbo Wang · 2026 · advanced · risk management

    credit risk · deep learning · machine learning · neural networks

  29. Dts (Duration Times Spread)

    Arik Ben Dor, Lev Dynkin, Jay Hyman · 2007 · intermediate · fixed income

    credit risk · fixed income

  30. Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation

    Charlie Che, Tongseok Lim, Yue Sun · 2026 · advanced · options

    martingales · mathematical finance

  31. Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation

    Thijs Kamma, Antoon Pelsser · 2025 · advanced · stochastic calculus

    mathematical finance · optimization

  32. Dual Representation of Robust Risk Measures and Uncertainty Sets

    Marlon R. Moresco, Marcelo Righi, Silvana M. Pesenti · 2026 · advanced · risk management

    mathematical finance

  33. Duality formulas for robust pricing and hedging in discrete time

    Patrick Cheridito, Michael Kupper, Ludovic Tangpi · 2016 · advanced · options

    financial economics · risk management

  34. Duality Theory for Exponential Utility--Based Hedging in the Almgren--Chriss Model

    Yan Dolinsky · 2022 · advanced · quantitative trading

    mathematical finance · optimization

  35. Duality theory for portfolio optimisation under transaction costs

    Czichowsky, Christoph, Schachermayer, Walter · 2016 · advanced · stochastic calculus

    convex optimization · mathematical finance · optimization · portfolio optimization · stochastic processes · transaction costs

  36. Dutch Corporate Finance, 1602-1850

    de Jong, A., Jonker, J., Roëll, A. · 2013 · intermediate · other

    corporate finance

  37. dYdX: Liquidity Providers' Incentive Programme Review

    Colin Chan · 2023 · intermediate · quantitative trading

    liquidity · market microstructure

  38. Dynamic allocation: extremes, tail dependence, and regime Shifts

    Yin Luo, Sheng Wang, Javed Jussa · 2025 · advanced · portfolio management

    copulas · garch · portfolio management · risk management · tail risk · volatility forecasting

  39. Dynamic analysis of the insurance linked securities index

    Mathieu Gatumel, Dominique Guegan · 2008 · advanced · time series

    garch · insurance · statistics · time series

  40. Dynamic and static fund separations and their stability for long-term optimal investments

    Hyungbin Park, Heejun Yeo · 2022 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization · stochastic processes

  41. Dynamic Asset Allocation with Asset-Specific Regime Forecasts

    Yizhan Shu, Chenyu Yu, John M. Mulvey · 2024 · intermediate · portfolio management

    machine learning · portfolio management

  42. Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model

    W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali · 2024 · advanced · options

    brownian motion · derivatives · interest rates · option pricing · stochastic processes

  43. Dynamic Asset Pricing Theory for Life Contingent Risks

    Patrick Ling · 2025 · advanced · risk management

    asset pricing · insurance · mathematical finance

  44. Dynamic Asset Pricing with α-MEU Model

    Jiacheng Fan, Xue Dong He, Ruocheng Wu · 2025 · advanced · derivatives

    asset pricing · financial economics · mathematical finance

  45. Dynamic asset-backed security design

    Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing · 2023 · advanced · risk management

    financial stability · liquidity · securitization

  46. Dynamic Autoregressive Liquidity (DArLiQ)

    Hafner, C. M. · 2022 · advanced · time series

    econometrics · liquidity · time series

  47. Dynamic Beta, Time-Varying Risk Premium, and Momentum

    Hong Zhang · 2005 · advanced · statistics

    asset pricing · momentum

  48. Dynamic Black-Litterman

    Anas Abdelhakmi, Andrew Lim · 2024 · advanced · portfolio management

    bayesian statistics · brownian motion · portfolio management · portfolio optimization · stochastic calculus · stochastic processes

  49. Dynamic Causal Portfolio Choice: Hedging the Rotation of the Common-Driver Manifold

    Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management

    portfolio management · portfolio optimization · stochastic processes

  50. Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading

    Anatoly Krestenko, Mikhail Butov, Rostislav Berezovskiy · 2026 · advanced · quantitative trading

    cryptocurrencies · decentralized finance · derivatives · risk management