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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3651–3700; page 74 of 188.

  1. Fixed-Income Pricing and the Replication of Liabilities

    Damir Filipović · 2025 · advanced · fixed income

    fixed income · mathematical finance

  2. FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading

    Guojun Xiong, Zhiyang Deng, Keyi Wang · 2025 · advanced · machine learning

    deep learning · financial machine learning · large language models · neural networks · reinforcement learning

  3. FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers

    Jason Milionis, Xin Wan, Austin Adams · 2023 · intermediate · quantitative trading

    liquidity · market making

  4. Flash Boys 2.0: Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchanges

    Philip Daian, Steven Goldfeder, Tyler Kell · 2019 · advanced · quantitative trading

    algorithmic trading · systemic risk

  5. Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices

    Rasmus Tangsgaard Varneskov · 2011 · advanced · statistics

    market microstructure · statistics

  6. Flaunt the imperfections: information, entanglements and the regulation of London’s Alternative Investment Market

    Roscoe, Philip, Willman, Paul · 2021 · intermediate · other

    market efficiency

  7. Flexible Information Acquisition in the Kyle Model

    S. Viswanathan, Hao Xing · 2026 · advanced · quantitative trading

    financial economics · optimization

  8. Flexible Labour, Income Effects, and Asset Prices

    Rahul Nath · 2018 · advanced · other

    asset pricing

  9. Flexible Multivariate GARCH Modeling With an Application to International Stock Markets

    Ledoit, Olivier, Santa-Clara, Pedro, Wolf, Michael · 1999 · advanced · time series

    garch · numerical methods · statistics · time series

  10. Flexible time series models for subjective distribution estimation with monetary policy in view

    Dominique Guegan, Florian Ielpo · 2007 · advanced · time series

    econometrics · interest rates · statistics · time series

  11. Flickering in Information Spreading Precedes Critical Transitions in Financial Markets

    Hayette Gatfaoui, Philippe de Peretti · 2019 · advanced · risk management

    risk management

  12. Flight to quality, flight to liquidity, and the pricing of risk

    Vayanos, Dimitri · 2004 · advanced · risk management

    asset pricing · liquidity · liquidity risk · transaction costs

  13. Floating exercise boundaries for American options in time-inhomogeneous models

    Andrey Itkin, Yerkin Kitapbayev · 2025 · advanced · options

    option pricing · partial differential equations

  14. Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result

    Anders G Frøseth · 2026 · advanced · portfolio management

    stochastic processes

  15. FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions

    Yang Li, Zhi Chen, Steve Yang · 2025 · advanced · quantitative trading

    high frequency trading · machine learning

  16. FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching

    Zhuohan Wang, Andreea Bacalum, Ollie Olby · 2026 · advanced · machine learning

    deep learning · neural networks

  17. FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts

    Yang Li, Zhi Chen · 2025 · advanced · quantitative trading

    machine learning · optimal execution

  18. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes

    Jean‐Philippe Bouchaud, Yuval Gefen, Marc Potters · 2004 · advanced · quantitative trading

    market microstructure · time series

  19. Fluid-Limits of Fragmented Limit-Order Markets

    Johannes Muhle-Karbe, Eyal Neuman, Yonatan Shadmi · 2024 · advanced · quantitative trading

    market microstructure

  20. FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity

    Xin Lao, Shiping Chen, Qin Wang · 2025 · advanced · quantitative trading

    liquidity

  21. FNSPID: A Comprehensive Financial News Dataset in Time Series

    Zihan Dong, Xinyu Fan, Zhiyuan Peng · 2024 · intermediate · machine learning

    machine learning · time series

  22. Fokker-Planck description for the queue dynamics of large tick stocks

    A. Gareche, G. Disdier, J. Kockelkoren · 2013 · advanced · quantitative trading

    partial differential equations · stochastic processes

  23. Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum

    Linze Li, William Ferreira · 2025 · advanced · quantitative trading

    commodities · momentum · portfolio management · time series · trend following

  24. Follow the money: Does the financial sector intermediate natural resources windfalls?

    Thorsten Beck, Steven Poelhekke · 2017 · intermediate · risk management

    banking · econometrics

  25. Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices

    Bahar, Dany, Molina, Carlos A., Santos, Miguel Angel · 2018 · intermediate · statistics

    equity markets · foreign exchange · statistical inference

  26. Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks

    Zeineb Affes, Rania Hentati-Kaffel · 2016 · intermediate · risk management

    banking · machine learning · statistics

  27. Forecast collapse of transformer-based models under squared loss in financial time series

    Pierre Andreoletti · 2026 · advanced · time series

    deep learning · financial machine learning · machine learning · statistics · time series

  28. Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)

    Mainak Singha, Jose Aguilera-Toste, Vinayak Lahiri · 2025 · intermediate · quantitative trading

    algorithmic trading · backtesting · momentum · risk management · trend following

  29. Forecasting and Backtesting Gradient Allocations of Expected Shortfall

    Takaaki Koike, Cathy W. S. Chen, Edward M. H. Lin · 2024 · advanced · risk management

    regression · risk management

  30. Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices

    Sancetta, A., Nikanrova, A. · 2005 · advanced · time series

    commodities · econometrics · statistics · time series

  31. Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models

    Massimo Guidolin, Manuela Pedio · 2019 · advanced · fixed income

    econometrics · fixed income · interest rates · term structure models · time series

  32. Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models

    Massimo Guidolin, Manuela Pedio · 2019 · advanced · fixed income

    interest rates · term structure models · time series

  33. Forecasting bankruptcy and physical default intensity

    Zhou, Ping · 2007 · intermediate · risk management

    credit risk

  34. Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models

    Dorien Herremans, Kah Wee Low · 2022 · advanced · time series

    cryptocurrencies · deep learning · financial machine learning · time series · volatility forecasting

  35. Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches

    Cristina Chinazzo, Vahidin Jeleskovic · 2024 · intermediate · time series

    cryptocurrencies · garch · time series · volatility forecasting

  36. Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors

    Massimo Guidolin, Manuela Pedio · 2018 · advanced · time series

    commodities · momentum · regression · time series

  37. Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News

    Mohammed-Khalil Ghali, Cecil Pang, Oscar Molina · 2025 · advanced · time series

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

  38. Forecasting Company Fundamentals

    Felix Divo, Eric Endress, Kevin Endler · 2024 · intermediate · time series

    deep learning · financial machine learning · machine learning · time series

  39. Forecasting Covariance Matrices: A Mixed Frequency Approach

    Roxana Halbleib, Valeri Voev · 2011 · advanced · time series

    econometrics · statistics · time series · volatility forecasting

  40. Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?

    Szydlo, Jan · 2023 · intermediate · time series

    econometrics · time series

  41. Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs

    Felix Drinkall, Janet B. Pierrehumbert, Stefan Zohren · 2024 · advanced · machine learning

    credit risk · financial machine learning · large language models · machine learning · natural language processing

  42. Forecasting Cross-Section Stock Returns using The Present Value Model

    George Bulkley, Richard W P Holt · 2007 · intermediate · statistics

    asset pricing · equity markets · equity valuation

  43. Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model

    George Buckley, Richard W P Holt · 1999 · advanced · statistics

    asset pricing · econometrics · equity markets

  44. Forecasting Cryptocurrency Staking Rewards

    Sauren Gupta, Apoorva Hathi Katharaki, Yifan Xu · 2024 · beginner · time series

    cryptocurrencies · regression · time series

  45. Forecasting Density Function: Application in Finance

    Rituparna Sen, Changie Ma · 2015 · advanced · time series

    statistics · time series

  46. Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process

    Kyungsub Lee · 2026 · advanced · time series

    high frequency trading · statistics · stochastic processes

  47. Forecasting earnings using k-nearest neighbor classification

    Easton, Peter, Kapons, Martin, Monahan, S. · 2024 · intermediate · machine learning

    financial machine learning · machine learning

  48. Forecasting Economically Significant Bitcoin Moves: A Multi-Scale TCN with Profit-Optimized Thresholds

    Parsa Yousefnezhad, Gholamreza Mansourfar, Mohammadreza Feizi Derakhshi · 2026 · advanced · machine learning

    cryptocurrencies · deep learning · financial machine learning · machine learning · time series

  49. Forecasting electricity spot market prices with a k-factor GIGARCH process

    Abdou Kâ Diongue, Dominique Guegan, Bertrand Vignal · 2009 · advanced · time series

    garch · statistics · time series · volatility forecasting

  50. Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network

    Jack Fanshawe, Rumi Masih, Alexander Cameron · 2026 · advanced · machine learning

    machine learning · neural networks · time series