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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2751–2800; page 56 of 188.

2751. Dynamic spending and portfolio decisions with a soft social norm

      Knut Anton Mork, Fabian Andsem Harang, Haakon Andreas Trønnes · 2022 · advanced · portfolio management

      portfolio management

2752. Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi-lotteries on the Stock Market

      Asger Lau Andersen, Niels Johannesen, Adam Sheridan · 2021 · advanced · statistics

      causal inference · equity markets · financial economics

2753. Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets

      Ying-Hui Shao, Yan-Hong Yang, Han-Xian Zhou · 2025 · intermediate · risk management

      exchange traded funds · portfolio management · risk management

2754. Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models

      Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff · 2023 · advanced · time series

      time series

2755. Dynamic Tracking Error and the Total Portfolio Approach

      Ashwin Alankar, Allan Maymin, Philip Maymin · 2026 · intermediate · portfolio management

      portfolio management · risk management

2756. Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach

      Tan Chin Hong, Chung-Han Hsieh · 2026 · advanced · quantitative trading

      algorithmic trading · optimization · risk management

2757. Dynamical analysis of financial stocks network: improving forecasting using network properties

      Ixandra Achitouv · 2024 · intermediate · time series

      financial networks

2758. Dynamically Consistent Analysis of Realized Covariations in Term Structure Models

      Dennis Schroers · 2024 · advanced · fixed income

      fixed income · statistics · term structure models

2759. Dynamically optimal portfolios for monotone mean--variance preferences

      Aleš Černý, Johannes Ruf, Martin Schweizer · 2025 · advanced · portfolio management

      mathematical finance · optimization · portfolio management · portfolio optimization

2760. Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity

      Hannah Gampe, Christopher Griffin · 2022 · advanced · options

      options

2761. Dynamics of Banking Technology Adoption: An Application to Internet Banking

      Chang, Yoonhee Tina · intermediate · statistics

      banking

2762. Dynamics of Liquidity Surfaces in Uniswap v3

      Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang · 2025 · advanced · quantitative trading

      liquidity · statistics · time series

2763. Dynamics of Order Positions and Related Queues in a Limit Order Book

      Xin Guo, Zhao Ruan, Lingjiong Zhu · 2015 · advanced · quantitative trading

      market microstructure · stochastic processes

2764. Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum

      Naohiro Yoshida · 2026 · intermediate · time series

      financial economics

2765. Dynamics of sovereign debt: credit risk and sustainability analysis

      Bassa, Karolina, Cont, Rama · 2025 · advanced · risk management

      credit risk

2766. Dynamics of symmetric SSVI smiles and implied volatility bubbles

      Mehdi El Amrani, Antoine Jacquier, Claude Martini · 2019 · advanced · options

      option pricing · volatility surface

2767. DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces

      Hans Buehler, Blanka Horvath, Anastasis Kratsios · 2026 · advanced · options

      derivatives · machine learning · option pricing · volatility surface

2768. Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk

      Frédéric Pauquay · 2026 · advanced · options

      option pricing · rough volatility · stochastic processes

2769. E-TRENDS: Enhanced LSTM Trend Forecasting for Equities

      Harris Buchanan, Eric Benhamou · 2026 · advanced · quantitative trading

      deep learning · machine learning · neural networks · trend following

2770. E2EAI: End-to-End Deep Learning Framework for Active Investing

      Zikai Wei, Bo Dai, Dahua Lin · 2023 · advanced · portfolio management

      deep learning · factor investing · financial machine learning · machine learning

2771. Early Detection of Latent Microstructure Regimes in Limit Order Books

      Prakul Sunil Hiremath, Vruksha Arun Hiremath · 2026 · advanced · quantitative trading

      market microstructure · statistics · time series

2772. Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election

      Kundan Mukhia, Buddha Nath Sharma, Salam Rabindrajit Luwang · 2025 · intermediate · time series

      cryptocurrencies · time series

2773. EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading

      Molei Qin, Shuo Sun, Wentao Zhang · 2023 · advanced · quantitative trading

      algorithmic trading · cryptocurrencies · financial machine learning · high frequency trading · machine learning · reinforcement learning

2774. Earnings Management and Managerial Honesty: The Investors' Perspectives

      Gibson, Rajna, Sohn, Matthias, Tanner, Carmen · 2021 · intermediate · other

      other

2775. Earnings Prediction Using Recurrent Neural Networks

      Moritz Scherrmann, Ralf Elsas · 2023 · advanced · machine learning

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

2776. ECB Policies Involving Government Bond Purchases: Impact and Channels

      Krishnamurthy, Arvind, Nagel, Stefan, Vissing-Jorgensen, Annette · 2017 · advanced · fixed income

      economic policy · fixed income · interest rates

2777. ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction

      Yupeng Cao, Zhi Chen, Qingyun Pei · 2024 · intermediate · machine learning

      financial machine learning · large language models · machine learning · natural language processing · volatility forecasting

2778. Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices

      Neil Shephard, Dacheng Xiu · 2012 · advanced · statistics

      econometrics · statistical inference · stochastic processes

2779. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

      Ole E. Barndorff-Nielsen, Neil Shephard · 2002 · advanced · statistics

      econometrics · regression · statistical inference · statistics

2780. Econometric analysis of realised volatility and its use in estimating stochastic volatility models

      Ole E. Barndorff-Nielsen, Neil Shephard · 2001 · advanced · statistics

      statistical inference · statistics · stochastic processes

2781. Econometric Issues in the Analysis of Contagion

      Pesaran, M.H., Pick, A. · 2004 · advanced · statistics

      contagion · econometrics · financial economics

2782. Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity

      Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar · 2017 · advanced · risk management

      contagion · econometrics · financial networks · systemic risk · time series

2783. Econometrics of testing for jumps in financial economics using bipower variation

      Ole E. Barndorff-Nielsen, Neil Shephard · 2003 · advanced · statistics

      hypothesis testing · jump processes · statistical inference · stochastic processes

2784. Economic and Regulatory Capital Allocation for Revolving Retail Exposures

      Roberto Perli, William I. Nayda · 2003 · advanced · risk management

      banking · credit risk · risk management

2785. Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions

      Victor Olkhov · 2023 · intermediate · time series

      financial economics · probability · statistics

2786. Economic consequences of private equity investments on the German stock market

      Achleitner, Ann-Kristin, Andres, Christian, Betzer, André · 2008 · intermediate · other

      corporate finance · equity markets · financial economics

2787. Economic effects on households of an augmentation of the cash back duration of real estate loan

      Hugo Spring-Ragain · 2024 · intermediate · risk management

      financial stability · housing markets · mortgage markets

2788. Economic Forces in Stock Returns

      Yue Chen, Mohan Li · 2024 · intermediate · statistics

      asset pricing · equity markets · regression

2789. Economic Implications of Blockchain Platforms

      Jun Aoyagi, Daisuke Adachi · 2018 · advanced · quantitative trading

      cryptocurrencies

2790. Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation

      Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou · 2017 · intermediate · time series

      econometrics · economic policy · time series

2791. Economic Scenarios for the Assessment of Bodiversity-Related Financial Risks : Aims, Methods and Applications to France and the ‘No Net Land-Take' objective

      Mathilde Salin · 2025 · advanced · risk management

      financial economics

2792. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

      Sepideh Dolatabadi, Paresh Kumar Narayan, Morten Ørregaard Nielsen · 2017 · advanced · time series

      commodities · econometrics · time series

2793. Economic Trend

      Yao Hua Ooi, Adam Akant · 2023 · intermediate · quantitative trading

      trend following

2794. Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data

      Nourhaine Nefzi, Abir Abid · 2025 · advanced · statistics

      copulas · financial economics · foreign exchange · tail risk · time series

2795. Economics needs a scientific revolution

      CFM · 2008 · beginner · risk management

      risk management

2796. Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate

      N. Suresh, N. R. Bharathi · 2022 · intermediate · time series

      econometrics · equity markets · foreign exchange

2797. Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond

      Arijit Das, Tanmoy Nandi, Prasanta Saha · 2024 · advanced · machine learning

      deep learning · financial machine learning · machine learning · natural language processing · neural networks

2798. Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange

      David Haritone Shikumo, Oluoch Oluoch, Joshua Matanda Wepukhulu · 2020 · intermediate · other

      corporate finance · panel data · regression

2799. Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange

      David Haritone Shikumo · 2021 · intermediate · other

      corporate finance · panel data

2800. Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange

      David Haritone Shikumo, Oluoch Oluoch, Joshua Matanda Wepukhulu · 2020 · intermediate · other

      corporate finance · panel data · regression