smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3701–3750; page 75 of 188.

  1. Forecasting Exchange Rates: an Investor Perspective

    Michael T. Melvin, John Prins, Duncan D. Shand · 2013 · advanced · quantitative trading

    foreign exchange · portfolio optimization

  2. Forecasting financial markets with semantic network analysis in the COVID-19 crisis

    A. Fronzetti Colladon, S. Grassi, F. Ravazzolo · 2020 · intermediate · time series

    equity markets · natural language processing · time series · volatility forecasting

  3. Forecasting Future Language: Context Design for Mention Markets

    Sumin Kim, Jihoon Kwon, Yoon Kim · 2026 · intermediate · machine learning

    large language models · natural language processing · probability

  4. Forecasting High Frequency Order Flow Imbalance

    Aditya Nittur Anantha, Shashi Jain · 2024 · advanced · quantitative trading

    high frequency trading · market microstructure · statistics · stochastic processes · time series

  5. Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator

    Banu Simmons-Sueer · 2013 · intermediate · time series

    credit markets · econometrics · fixed income · time series

  6. Forecasting implied volatility surface with generative diffusion models

    Chen Jin, Ankush Agarwal · 2025 · advanced · options

    deep learning · volatility forecasting · volatility surface

  7. Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals

    Maya Kodeih, Aliaa Alnaggar, Mucahit Cevik · 2026 · intermediate · time series

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

  8. Forecasting Intraday Volume in Equity Markets with Machine Learning

    Mihai Cucuringu, Kang Li, Chao Zhang · 2025 · advanced · quantitative trading

    machine learning

  9. Forecasting Liquidity Withdraw with Machine Learning Models

    Haochuan, Wang · 2025 · intermediate · quantitative trading

    liquidity · liquidity risk · machine learning · market microstructure

  10. Forecasting multifractal volatility

    Laurent-Emmanuel Calvet, Adlai J. Fisher · 2001 · advanced · time series

    statistics · stochastic processes · volatility forecasting

  11. Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique

    Adebola K. Ojo, Ifechukwude Jude Okafor · 2025 · intermediate · machine learning

    deep learning · equity markets · machine learning · neural networks · time series

  12. Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach

    Ramin Mousa, Meysam Afrookhteh, Hooman Khaloo · 2025 · advanced · time series

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

  13. Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data

    Ymir Mäkinen, Juho Kanniainen, Moncef Gabbouj · 2018 · advanced · machine learning

    deep learning · financial machine learning · jump processes · market microstructure · neural networks · time series

  14. Forecasting of volatility and risk premia in electricity markets

    Thomas K. Kloster, Fred Espen Benth · 2026 · advanced · time series

    econometrics · time series · volatility forecasting

  15. Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach

    Hilde C. Bjornland, Nicolas Hardy, Dimitris Korobilis · 2026 · intermediate · time series

    bayesian statistics · econometrics · regression · time series

  16. Forecasting Probability Distributions of Financial Returns with Deep Neural Networks

    Jakub Michańków · 2025 · advanced · machine learning

    deep learning · machine learning · neural networks · time series

  17. Forecasting realized volatility in the stock market: a path-dependent perspective

    Xiangdong Liu, Sicheng Fu, Shaopeng Hong · 2025 · advanced · time series

    volatility forecasting

  18. Forecasting Realized Volatility with Linear and Nonlinear Models

    McAleer, M.J., Medeiros, M.C. · 2009 · advanced · time series

    neural networks · time series · volatility forecasting

  19. Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks

    Alessio Brini · 2026 · advanced · time series

    econometrics · financial machine learning · machine learning · time series · volatility forecasting

  20. Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion

    Jiawen Xu, Pierre Perron · 2013 · advanced · time series

    econometrics · statistics · time series · volatility forecasting

  21. Forecasting returns and volatilities in GARCH processes using the bootstrap

    Pascual, Lorenzo, Romo, Juan, Ruiz Ortega, Esther · 2000 · advanced · time series

    garch · statistical inference · time series · volatility forecasting

  22. Forecasting S&P 500 Using LSTM Models

    Prashant Pilla, Raji Mekonen · 2025 · intermediate · time series

    deep learning · neural networks · time series

  23. Forecasting stock return distributions around the globe with quantile neural networks

    Jozef Barunik, Martin Hronec, Ondrej Tobek · 2024 · advanced · machine learning

    deep learning · machine learning · neural networks

  24. Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios

    Nolan Alexander, William Scherer · 2026 · intermediate · portfolio management

    portfolio management · portfolio optimization

  25. Forecasting the density of asset returns

    Trino-Manuel Niguez, Javier Perote · 2004 · advanced · statistics

    probability · statistics

  26. Forecasting the maximum compensation offer in the automobile BI claims negotiation proces

    Mercedes Ayuso, Miguel Santolino · 2008 · intermediate · risk management

    insurance · regression · statistical inference

  27. Forecasting the movements of Bitcoin prices: an application of machine learning algorithms

    Hakan Pabuccu, Serdar Ongan, Ayse Ongan · 2023 · intermediate · machine learning

    cryptocurrencies · machine learning · neural networks

  28. Forecasting the Volatility of Nikkei 225 Futures

    Asai, M., McAleer, M.J. · 2017 · advanced · time series

    time series · volatility forecasting

  29. Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model

    Exterkate, P., van Dijk, D.J.C., Heij, C. · 2010 · advanced · fixed income

    econometrics · interest rates

  30. Forecasting U.S. equity market volatility with attention and sentiment to the economy

    Martina Halousková, Štefan Lyócsa · 2025 · advanced · time series

    machine learning · volatility forecasting

  31. Forecasting Value-at-Risk under Temporal and Portfolio Aggregation*

    Erik Kole, Thijs Dingeman Markwat, Anne Opschoor · 2017 · advanced · risk management

    risk management

  32. Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models

    Asai, M., Caporin, M., McAleer, M.J. · 2012 · advanced · time series

    market risk · time series · volatility forecasting

  33. Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range

    Chen, C.W.S., Gerlach, R., Hwang, B.B.K. · 2011 · advanced · risk management

    backtesting · bayesian statistics · market risk · risk management · statistical inference · time series

  34. Forecasting volatility and spillovers in crude oil spot, forward and future markets

    Chang, C-L., McAleer, M.J., Tansuchat, R. · 2009 · advanced · time series

    garch · time series · volatility forecasting

  35. Forecasting volatility in the presence of Leverage Effect

    Jean-Christophe Domenge, Rémi Rhodes, Vincent Vargas · 2010 · advanced · time series

    time series

  36. Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter

    Siu Hin Tang, Mathieu Rosenbaum, Chao Zhou · 2023 · advanced · time series

    cryptocurrencies · deep learning · machine learning · neural networks · rough volatility · time series

  37. Forecasting volatility with switching persistence GARCH models

    Franses, Ph.H.B.F., Neele, J., van Dijk, D.J.C. · 1998 · advanced · time series

    econometrics · garch · statistics · time series · volatility forecasting

  38. Forecasting volatility with the multifractal random walk model

    Jean Duchon, Raoul Robert, Vincent Vargas · 2008 · advanced · time series

    stochastic processes · volatility forecasting

  39. Forecasting volatility with the realized range in the presence of noise and non-trading

    Karim Bannouh, Martin P.E. Martens, Dick van Dijk · 2013 · advanced · time series

    econometrics · market microstructure · monte carlo simulation · volatility forecasting

  40. Forecasting with Dynamic Panel Data Models

    Laura Liu, Hyungsik Moon, Frank Schorfheide · 2016 · advanced · time series

    bayesian statistics · econometrics · panel data · statistics · time series

  41. Forecasting With Uncertain Persistence

    Joel P. Flynn, Maksim Meinert, Karthik A. Sastry · 2026 · advanced · time series

    asset pricing · interest rates

  42. Foreign bank entry: a liquidity based theory of entry and credit market segmentation

    Schmidt, Nikolaj · 2008 · advanced · risk management

    banking · credit markets · financial economics · liquidity

  43. Foreign Banks in Eastern Europe: Mode of Entry and Effects on Bank Interest Rates

    Claeys, Sophie, Hainz, Christa · 2006 · intermediate · risk management

    banking · credit markets · interest rates

  44. Foreign banks, corporate strategy and financial stability: lessons from the river plate

    Michael Brei, Carlos Winograd · 2012 · intermediate · risk management

    banking · financial economics · financial stability

  45. Foreign booms, domestic busts: The global dimension of banking crises

    Cesa-Bianchi, Ambrogio, Martin, Fernando Eguren, Thwaites, Gregory · 2017 · intermediate · risk management

    banking · econometrics

  46. Foreign Currency Loans - Demand or Supply Driven?

    Brown, M., Kirschenmann, K., Ongena, S. · 2009 · intermediate · risk management

    banking

  47. Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement

    Anagnostopoulos, A., Atesagaoglu, O., Faraglia, E. · 2019 · advanced · statistics

    asset pricing · equity markets · financial economics

  48. Foreign entry and the Mexican banking system, 1997–2007

    Haber, Stephen, Musacchio, Aldo · 2012 · intermediate · risk management

    banking · financial economics

  49. Foreign Exchange Markets with Last Look

    Álvaro Cartea, Sebastian Jaimungal, Jamie Walton · 2018 · advanced · quantitative trading

    foreign exchange · high frequency trading · market microstructure

  50. Foreign expansion, competition and bank risk

    Ester Faia, Sebastien Laffitte, Gianmarco Ottaviano · 2018 · intermediate · risk management

    banking · financial economics · systemic risk