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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2901–2950; page 59 of 188.

2901. Endogenous State Prices, Liquidity, Default, and the Yield Curve

      Raphael A. Espinoza, Dimitrios P Tsomocos, A.E. Goodhart · 2007 · advanced · fixed income

      financial economics · interest rates · liquidity · mathematical finance

2902. Endogenous Systemic Liquidity Risk

      Cao, Jin, Illing, Gerhard · 2008 · advanced · risk management

      banking · liquidity · liquidity risk · systemic risk

2903. Energy Market and Carbon Emission Spillovers in Critical Minerals Investment: A Dynamic Connectedness Approach

      Haibo Wang, Lutfu Sua, Jaime Ortiz · 2026 · advanced · time series

      econometrics · exchange traded funds · time series

2904. Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

      Valentin Mena Morales, Pierre-Henri Horrein, Amer Baghdadi · 2014 · intermediate · options

      option pricing

2905. Enforcing asymptotic behavior with DNNs for approximation and regression in finance

      Hardik Routray, Bernhard Hientzsch · 2024 · intermediate · machine learning

      deep learning · machine learning · neural networks · regression

2906. Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers

      Axel Ciceri, Austin Cottrell, Joshua Freeland · 2025 · advanced · quantitative trading

      algorithmic trading · backtesting · financial machine learning · machine learning

2907. Enhanced indexation using both equity assets and index options

      Cristiano Arbex Valle, John E Beasley · 2025 · intermediate · portfolio management

      derivatives · optimization · portfolio optimization

2908. Enhanced Local Explainability and Trust Scores with Random Forest Proximities

      Joshua Rosaler, Dhruv Desai, Bhaskarjit Sarmah · 2023 · advanced · machine learning

      financial machine learning · machine learning

2909. Enhanced Momentum with Momentum Transformers

      Max Mason, Waasi A Jagirdar, David Huang · 2024 · advanced · quantitative trading

      algorithmic trading · deep learning · machine learning · momentum · neural networks

2910. Enhancement of price trend trading strategies via image-induced importance weights

      Zhoufan Zhu, Ke Zhu · 2024 · advanced · quantitative trading

      deep learning · machine learning · neural networks · trend following

2911. Enhancing a Risk Model by Adding Transient Statistical Factors

      Alexandros E. Tzikas, Emmanuel J. Candès, Trevor Hastie · 2026 · advanced · risk management

      statistical inference

2912. Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping

      Chinonso Nwankwo, Weizhong Dai, Tony Ware · 2023 · advanced · options

      numerical methods · option pricing · partial differential equations

2913. Enhancing Anomaly Detection in Financial Markets with an LLM-based Multi-Agent Framework

      Taejin Park · 2024 · intermediate · machine learning

      large language models

2914. Enhancing Black-Scholes Delta Hedging via Deep Learning

      Chunhui Qiao, Xiangwei Wan · 2024 · advanced · options

      derivatives · machine learning · neural networks · options hedging

2915. Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression

      Cameron Cornell, Lewis Mitchell, Matthew Roughan · 2024 · advanced · time series

      cryptocurrencies · financial networks · regression · time series

2916. Enhancing combinatorial optimization with classical and quantum generative models

      Javier A. Alcazar, Mohammad Ghazi Vakili, Can B. Kalaycı · 2024 · advanced · portfolio management

      algorithms · machine learning · optimization · portfolio optimization

2917. Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention

      Daniel Poh, Bryan Lim, Stefan Zohren · 2021 · advanced · machine learning

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

2918. Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features

      Chenghao Liu, Aniket Mahanti, Ranesh Naha · 2025 · intermediate · machine learning

      cryptocurrencies · large language models · machine learning · natural language processing

2919. Enhancing CVaR portfolio optimisation performance with GAM factor models

      Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev · 2023 · advanced · portfolio management

      econometrics · optimization · portfolio management · portfolio optimization · regression · time series

2920. Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information

      Pascal François, Geneviève Gauthier, Frédéric Godin · 2024 · advanced · options

      deep learning · derivatives · options hedging · reinforcement learning · volatility surface

2921. Enhancing Efficiency of Pension Schemes through Effective Risk Governance: A Kenyan Perspective

      Sylvester Willys Namagwa · 2025 · intermediate · risk management

      corporate governance · panel data · pensions · risk management

2922. Enhancing Financial Data Visualization for Investment Decision-Making

      Nisarg Patel, Harmit Shah, Kishan Mewada · 2023 · intermediate · machine learning

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

2923. Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods

      Francisco Luna, David Quintana, Sandra García · 2016 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

2924. Enhancing Fourier pricing with machine learning

      Gero Junike, Hauke Stier · 2024 · advanced · options

      machine learning · numerical methods · option pricing

2925. Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-vine Copulas and Tail Risk Modeling

      Thitivadee Chaiyawat, Pannarat Guayjarernpanishk · 2025 · advanced · risk management

      copulas · extreme value theory · garch · insurance · risk management · tail risk

2926. Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research

      Xuewen Han, Neng Wang, Shangkun Che · 2024 · intermediate · machine learning

      machine learning

2927. Enhancing Islamic Finance: Establishing an Islamic Stock Market that Overcomes Problems of the Existing Stock Market

      Andrew Sheng, Ajit Singh · 2012 · beginner · other

      other

2928. Enhancing literature review with LLM and NLP methods. Algorithmic trading case

      Stanisław Łaniewski, Robert Ślepaczuk · 2024 · intermediate · machine learning

      algorithmic trading · large language models · machine learning · natural language processing

2929. Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting

      Narayan Tondapu · 2024 · intermediate · time series

      machine learning · statistics · time series

2930. Enhancing Meme Token Market Transparency: A Multi-Dimensional Entity-Linked Address Analysis for Liquidity Risk Evaluation

      Qiangqiang Liu, Qian Huang, Frank Fan · 2025 · advanced · risk management

      liquidity risk

2931. Enhancing ML Models Interpretability for Credit Scoring

      Sagi Schwartz, Qinling Wang, Fang Fang · 2025 · intermediate · machine learning

      credit risk · machine learning

2932. Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation

      Ruslan Tepelyan · 2025 · intermediate · machine learning

      financial machine learning · machine learning

2933. Enhancing Portfolio Optimization with Deep Learning Insights

      Brandon Luo, Jim Skufca · 2026 · intermediate · portfolio management

      deep learning · machine learning · neural networks · portfolio optimization

2934. Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions

      Sahar Arshad, Seemab Latif, Ahmad Salman · 2023 · intermediate · machine learning

      financial machine learning · machine learning

2935. Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market

      Mingxuan Yi, Vidal Mehra, Jing Chen · 2026 · advanced · time series

      fixed income · large language models · machine learning · natural language processing · time series

2936. Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions

      Jinghan Zhang, Henry Xie, Xinhao Zhang · 2024 · advanced · machine learning

      deep learning · machine learning · risk management

2937. Enhancing the Black-Scholes Model for Option Valuation via Lévy Processes and Malliavin Calculus

      Shantanu Awasthi, Minglian Lin, Blair Faber · 2026 · advanced · options

      jump processes · option pricing · stochastic calculus · stochastic processes

2938. Enhancing Time-Series Momentum Strategies Using Deep Neural Networks

      Bryan Lim, Stefan Zohren, Stephen Roberts · 2019 · advanced · quantitative trading

      deep learning · machine learning · momentum · neural networks · trend following

2939. Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500

      Haojie Liu, Zihan Lin, Randall R. Rojas · 2025 · intermediate · quantitative trading

      financial machine learning · large language models · machine learning · natural language processing · time series

2940. Enhancing trading strategies with order book signals

      Álvaro Cartea, Ryan Francis Donnelly, Sebastian Jaimungal · 2018 · intermediate · quantitative trading

      high frequency trading · market microstructure

2941. Enhancing Valuation of Variable Annuities in Lévy Models with Stochastic Interest Rate

      Ludovic Goudenège, Andrea Molent, Xiao Wei · 2024 · advanced · derivatives

      insurance · interest rates · stochastic processes

2942. Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples

      Karen Grigorian, Robert A. Jarrow · 2023 · advanced · stochastic calculus

      mathematical finance · stochastic processes

2943. Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies

      Zheli Xiong · 2025 · advanced · machine learning

      algorithmic trading · machine learning · reinforcement learning · risk management

2944. Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms

      Duy Khanh Lam · 2024 · advanced · portfolio management

      portfolio management

2945. Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices

      Assenmacher-Wesche, Katrin, Gerlach, Stefan · 2008 · advanced · other

      equity markets · housing markets · panel data · time series

2946. Entering an Preannounced Currency Band

      Ichikawa, Masaki, Miller, Marcus, Sutherland, Alan · advanced · stochastic calculus

      foreign exchange · partial differential equations

2947. Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors

      Jiayi Guo, Zhiyu Quan, Linfeng Zhang · 2025 · advanced · risk management

      machine learning · risk management

2948. Entrepreneurial Finance in France: The Persistent Role of Banks

      Cieply, S., Dejardin, M.A.F.G. · 2009 · intermediate · risk management

      banking · credit markets · financial economics

2949. Entropic Dynamics of Exchange Rates and Options

      Mohammad Abedi, Daniel Bartolomeo · 2019 · intermediate · options

      brownian motion · foreign exchange · mathematical finance · option pricing · stochastic processes

2950. Entropic Dynamics of Jump-Diffusion Option Pricing

      Mohammad Abedi · 2026 · advanced · options

      derivatives · jump processes · option pricing · stochastic processes