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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3601–3650; page 73 of 188.

3601. FinEAS: Financial Embedding Analysis of Sentiment

      Asier Gutiérrez-Fandiño, Miquel Noguer i Alonso, Petter Kolm · 2021 · intermediate · machine learning

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

3602. FinEvo: From Isolated Backtests to Ecological Market Games for Multi-Agent Financial Strategy Evolution

      Mingxi Zou, Jiaxiang Chen, Aotian Luo · 2026 · advanced · quantitative trading

      financial machine learning · machine learning

3603. FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance

      Yang Li, Zhi Chen · 2025 · advanced · machine learning

      high frequency trading · machine learning · market making · reinforcement learning

3604. FinGPT: Democratizing Internet-scale Data for Financial Large Language Models

      Xiao-Yang Liu, Guoxuan Wang, Hongyang Yang · 2023 · intermediate · machine learning

      large language models · natural language processing · reinforcement learning

3605. FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs

      Yixuan Liang, Yuncong Liu, Neng Wang · 2024 · intermediate · machine learning

      large language models · machine learning · natural language processing

3606. FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making

      Jiaxiang Chen, Mingxi Zou, Zhuo Wang · 2025 · advanced · machine learning

      behavioral finance · large language models · risk management

3607. Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees

      Rakhymzhan Kazbek, Aidana Abdukarimova · 2025 · advanced · options

      numerical methods · option pricing · partial differential equations

3608. Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps

      Neda Bagheri Renani, Daniel Sevcovic · 2026 · advanced · options

      jump processes · numerical methods · option pricing · partial differential equations

3609. Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory

      Afonso Gonçalves da Silva, Peter M Robinson · 2006 · advanced · time series

      econometrics · monte carlo simulation · statistics · time series

3610. Finite sample properties of a QML estimator of stochastic volatility models with long memory

      Pérez, Ana, Ruiz Ortega, Esther · 1999 · advanced · time series

      econometrics · monte carlo simulation · statistical inference · time series

3611. Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo

      Jiawei Huo · 2023 · advanced · options

      monte carlo simulation · numerical methods · regression

3612. Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models

      Koichiro Moriya, Akihiko Noda · 2026 · advanced · statistics

      econometrics · hypothesis testing · regression · statistical inference · statistics

3613. FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications

      Thanos Konstantinidis, Giorgos Iacovides, Mingxue Xu · 2024 · advanced · machine learning

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

3614. FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification

      Baptiste Lefort, Eric Benhamou, Beatrice Guez · 2025 · intermediate · machine learning

      large language models · machine learning · natural language processing

3615. FinRDDL: Can AI Planning be used for Quantitative Finance Problems?

      Patra, Sunandita, Mahfouz, Mahmoud, Gopalakrishnan, Sriram · 2023 · intermediate · portfolio management

      optimal execution · portfolio management · portfolio optimization

3616. FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents

      Mostapha Benhenda · 2025 · advanced · machine learning

      backtesting · financial machine learning · large language models · natural language processing · reinforcement learning · risk management

3617. FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance

      Xiao-Yang Liu, Jingyang Rui, Jiechao Gao · 2021 · intermediate · machine learning

      deep learning · reinforcement learning

3618. FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning

      Xiao-Yang Liu, Ziyi Xia, Jingyang Rui · 2022 · intermediate · machine learning

      machine learning · reinforcement learning

3619. FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading

      Hongyang Yang, Boyu Zhang, Yang She · 2026 · intermediate · programming

      algorithmic trading

3620. FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

      Xiao-Yang Liu, Hongyang Yang, Qian Chen · 2020 · intermediate · machine learning

      algorithmic trading · backtesting · deep learning · neural networks · reinforcement learning

3621. FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance

      Xiao-Yang Liu, Hongyang Yang, Jiechao Gao · 2021 · intermediate · quantitative trading

      algorithmic trading · deep learning · machine learning · reinforcement learning

3622. FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024

      Arnav Grover · 2025 · advanced · machine learning

      large language models · natural language processing · reinforcement learning

3623. FinRobot: AI Agent for Equity Research and Valuation with Large Language Models

      Tianyu Zhou, Pinqiao Wang, Yilin Wu · 2024 · intermediate · machine learning

      equity valuation · large language models · natural language processing

3624. FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models

      Hongyang Yang, Boyu Zhang, Neng Wang · 2024 · intermediate · machine learning

      large language models

3625. FinSkillBench: Evaluating AI Agents and Domain Skills for Investment Management

      Jermyn Zhen Yong Bek, Zhuang Qiang Bok, Zhongtian Sun · 2026 · advanced · machine learning

      large language models · machine learning · portfolio management · risk management

3626. FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning

      Giorgos Iacovides, Wuyang Zhou, Danilo Mandic · 2026 · advanced · machine learning

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

3627. FinSphere, a Real-Time Stock Analysis Agent Powered by Instruction-Tuned LLMs and Domain Tools

      Shijie Han, Jingshu Zhang, Yiqing Shen · 2025 · advanced · machine learning

      large language models · natural language processing

3628. FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance

      Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni · 2026 · advanced · time series

      deep learning · jump processes · machine learning · time series

3629. FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance

      Aaron Green, Zihan Nie, Hanzhen Qin · 2025 · advanced · machine learning

      cryptocurrencies · decentralized finance · machine learning

3630. FinTradeBench: A Financial Reasoning Benchmark for LLMs

      Yogesh Agrawal, Aniruddha Dutta, Md Mahadi Hasan · 2026 · intermediate · machine learning

      large language models · time series

3631. FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting

      Yifan Hu, Yuante Li, Peiyuan Liu · 2025 · intermediate · time series

      financial machine learning · time series

3632. FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models

      Yanlong Wang, Jian Xu, Tiantian Gao · 2025 · intermediate · time series

      financial machine learning · machine learning · time series

3633. FinVis-GPT: A Multimodal Large Language Model for Financial Chart Analysis

      Ziao Wang, Yuhang Li, Junda Wu · 2023 · advanced · machine learning

      large language models · natural language processing

3634. FinVision: A Multi-Agent Framework for Stock Market Prediction

      Sorouralsadat Fatemi, Yuheng Hu · 2024 · intermediate · machine learning

      large language models · machine learning

3635. FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model

      Yanlong Wang, Jian Xu, Fei Ma · 2025 · advanced · machine learning

      financial machine learning · large language models · machine learning · reinforcement learning · time series

3636. Fire Sales, the LOLR and Bank Runs With Continuous Asset Liquidity

      Ulrich Bindseil, Edoardo Lanari · 2020 · advanced · risk management

      banking · financial stability · liquidity · liquidity risk · systemic risk

3637. Firm balance sheet liquidity, monetary policy shocks, and investment dynamics

      Priit Jeenas · 2023 · advanced · other

      liquidity

3638. Firm investment in imperfect capital markets: A structural estimation

      Sangeeta Pratap, Silvio Rendón · 1998 · advanced · other

      other

3639. Firm Ownership, Political Participation, and Access to Finance through Public Bond Offerings in China

      Feng, Xunan, Johansson, Anders C. · 2018 · intermediate · fixed income

      corporate finance

3640. Firm Valuation When AI Shapes the Business Model: A Milestone-Based Real-Options Framework for the AI Valuation Uncertainty Problem

      Walter Kurz, Wojtek Stricker, Stefan Marx · 2026 · advanced · other

      corporate finance · real options

3641. Firm Value and Managerial Incentives: A Stochastic Frontier Approach

      Michel Habib, Alexander Ljungqvist · 2000 · intermediate · statistics

      statistics

3642. First order Martingale model risk and semi-static hedging

      Nathan Sauldubois, Nizar Touzi · 2024 · advanced · options

      martingales · model risk · risk management

3643. First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing

      Young Shin Kim · 2018 · advanced · options

      mathematical finance · option pricing · stochastic processes

3644. First-Order Asymptotics of Path-Dependent Derivatives in Multiscale Stochastic Volatility Environment

      Yuri F. Saporito · 2017 · advanced · options

      derivatives · option pricing · stochastic calculus · stochastic processes

3645. First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models

      Michał Sikorski · 2025 · advanced · time series

      monte carlo simulation · rough volatility · statistical inference · stochastic processes · time series

3646. Fiscal rules, financial stability and optimal currency areas

      de Grauwe, Paul, Foresti, Pasquale · 2016 · intermediate · risk management

      economic policy · financial stability

3647. Fitting Accumulated Stock Returns with Tempered Skew t-Distribution

      Siqi Shao, R. A. Serota · 2026 · intermediate · statistics

      probability · statistics

3648. Fitting Correlations Within and Between Bond Markets

      Hans Dewachter, Konstantijn Maes · 2001 · advanced · fixed income

      fixed income · interest rates · stochastic processes · term structure models

3649. Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data

      Aubain Nzokem, Daniel Maposa · 2024 · advanced · statistics

      statistical inference · statistics

3650. Five Weeks in the Life of the Pound: Interest Rates

      Donald Robertson, James Symons · 1993 · intermediate · fixed income

      fixed income · interest rates · term structure models