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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3751–3800; page 76 of 188.

3751. Foreign Signal Radar

      Wei Jiao · 2025 · advanced · machine learning

      financial machine learning · machine learning · market efficiency

3752. ForesightFlow: An Information Leakage Score Framework for Prediction Markets

      Maksym Nechepurenko · 2026 · advanced · quantitative trading

      quantitative trading

3753. Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly

      Hiroki Bessho, Takanari Sugimoto, Tomoya Suzuki · 2023 · intermediate · quantitative trading

      foreign exchange

3754. Forking paths in financial economics

      Guillaume Coqueret · 2023 · advanced · statistics

      asset pricing · hypothesis testing · statistical inference

3755. Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL

      Mnacho Echenim, Hervé Guiol, Nicolas Peltier · 2018 · intermediate · options

      asset pricing · derivatives · mathematical finance · option pricing

3756. Forward Evolution Equations for Knock-Out Options

      Peter Carr, Ali Hirsa · 2007 · advanced · options

      derivatives · jump processes · mathematical finance · option pricing · partial differential equations · stochastic processes

3757. Forward Hedging Reshapes Incentive Provision

      René Aïd, Nizar Touzi, Stéphane Villeneuve · 2026 · advanced · derivatives

      derivatives · optimization · risk management

3758. Forward Performance Processes under Multiple Default Risks

      Wing Fung Chong, Roxana Dumitrescu, Gechun Liang · 2026 · advanced · stochastic calculus

      credit risk · mathematical finance · stochastic calculus · stochastic differential equations

3759. Forward robust portfolio selection: The binomial case

      Harrison Waldon · 2024 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

3760. Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors

      Nicola Borri, Denis Chetverikov, Yukun Liu · 2025 · advanced · statistics

      asset pricing · econometrics · regression

3761. Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS

      Ujjwala Vadrevu · 2026 · advanced · risk management

      machine learning · market risk · risk management · stress testing

3762. Forward-Oriented Causal Observables for Non-Stationary Financial Markets

      Lucas A. Souza · 2025 · advanced · time series

      time series

3763. Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction

      Phuong M. Nguyen, Matt Nguyen, Loc H. Nguyen · 2026 · advanced · options

      numerical methods · option pricing · partial differential equations

3764. Foundation Time-Series AI Model for Realized Volatility Forecasting

      Anubha Goel, Puneet Pasricha, Martin Magris · 2025 · advanced · time series

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

3765. Four Centuries of Return Predictability

      Golez, Benjamin, Koudijs, Peter · 2015 · advanced · time series

      asset pricing · statistics · time series

3766. Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery

      Andrey Itkin, Fazlollah Soleymani · 2019 · advanced · fixed income

      credit derivatives · derivatives · jump processes · numerical methods · partial differential equations

3767. Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models

      Eduardo Abi Jaber, Shaun, Li · 2024 · advanced · options

      mathematical finance · stochastic processes

3768. FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management

      Jian'an Zhang · 2025 · advanced · quantitative trading

      machine learning · portfolio management · reinforcement learning · transaction costs

3769. Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging

      Nicholas Salmon, Indranil SenGupta · 2021 · advanced · stochastic calculus

      brownian motion · stochastic processes · volatility trading

3770. Fractional Cointegration In StochasticVolatility Models

      Afonso Gonçalves da Silva, Peter M Robinson · 2007 · advanced · time series

      econometrics · monte carlo simulation · statistical inference · time series

3771. Fragmentation and optimal liquidity supply on decentralized exchanges

      Alfred Lehar, Christine Parlour, Marius Zoican · 2023 · advanced · quantitative trading

      decentralized finance · liquidity · market microstructure

3772. Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets

      Jakob Albers, Mihai Cucuringu, Sam Howison · 2021 · advanced · quantitative trading

      algorithmic trading · cryptocurrencies · high frequency trading · market microstructure · transaction costs

3773. Framework for Analyzing Spatial Contagion between Financial Markets

      Brendan Bradley, Murad S. Taqqu · 2004 · advanced · risk management

      contagion · statistics

3774. Framework for asset-liability management with fixed-term securities

      Yevhen Havrylenko · 2025 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

3775. Fredholm Approach to Nonlinear Propagator Models

      Eduardo Abi Jaber, Alessandro Bondi, Nathan De Carvalho · 2025 · advanced · quantitative trading

      optimal execution · optimization

3776. Free Cash-Flow, Issuance Costs and Stock Price Volatility

      Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles · 2008 · advanced · other

      corporate finance

3777. Free Lunches with Vanishing Risks Most Likely Exist

      Eckhard Platen, Kevin Fergusson · 2025 · advanced · stochastic calculus

      asset pricing · mathematical finance

3778. From a “normal recession” to the “Great Depression”: finding the turning point in Chicago bank portfolios, 1923-1933

      Postel-Vinay, Natacha · 2011 · intermediate · risk management

      banking

3779. From Accuracy to Auditability: A Survey of Determinism in Financial AI Systems

      Ruizhe Zhou, Xiaoyang Liu, Gaoyuan Du · 2026 · advanced · machine learning

      credit risk · financial machine learning · machine learning

3780. From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options

      Aaron Wizman, Gabriel Turinici, Gregory Merran · 2026 · advanced · options

      derivatives

3781. From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design

      Abdulrahman Qadi, Akash Sharma, Francesca Medda · 2025 · intermediate · portfolio management

      equity markets

3782. From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management

      Ajay Kumar Verma, Shravya Barkam · 2026 · intermediate · portfolio management

      monte carlo simulation · optimization · portfolio management · portfolio optimization · regression

3783. From Classical Rationality to Contextual Reasoning: Quantum Logic as a New Frontier for Human-Centric AI in Finance

      Fabio Bagarello, Francesco Gargano, Polina Khrennikova · 2025 · advanced · machine learning

      financial machine learning · machine learning · neural networks

3784. From Cointegration to Out-of-Sample Failure: A Pairs-Trading Case Study on PEP-KO

      Davide Graziano · 2026 · intermediate · quantitative trading

      backtesting · econometrics · pairs trading · statistical arbitrage

3785. From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design

      Jianyong Fang, Sitong Wu, Junfan Tong · 2025 · advanced · time series

      regression · time series

3786. From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles

      Matheus R. Grasselli, Adrien Nguyen-Huu · 2026 · advanced · risk management

      financial economics · jump processes · stochastic processes

3787. From Deep Learning to LLMs: A survey of AI in Quantitative Investment

      Bokai Cao, Saizhuo Wang, Xinyi Lin · 2025 · intermediate · machine learning

      deep learning · financial machine learning · large language models · machine learning

3788. From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves

      Lei Liu · 2026 · beginner · portfolio management

      portfolio management

3789. From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets

      Boer-Sorban, K., Kaymak, U., Spiering, J. · 2006 · advanced · quantitative trading

      market making · market microstructure

3790. From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading

      Tomasz Weron, Katarzyna Maciejowska · 2026 · advanced · time series

      probability · statistics · time series

3791. From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models

      Daniyal Ali Hameedi · 2026 · advanced · time series

      stochastic processes

3792. From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing

      Junyi Ye, Bhaskar Goswami, Jingyi Gu · 2024 · intermediate · machine learning

      asset pricing · deep learning · financial machine learning · machine learning

3793. From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk

      Sergio Bianchi, Daniele Angelini, Massimiliano Frezza · 2025 · advanced · time series

      brownian motion · stochastic processes

3794. From Financial Repression to External Distress: The Case of Venezuela

      Carmen Reinhart, Miguel Angel Santos · 2015 · intermediate · risk management

      interest rates

3795. From Financial Sentiment Classification to Return Predictability: A QLoRA Benchmark of Large Language Models

      Fusheng Luo · 2026 · intermediate · machine learning

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

3796. From GARCH to Neural Network for Volatility Forecast

      Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG · 2024 · advanced · time series

      deep learning · garch · machine learning · neural networks · time series · volatility forecasting

3797. From Glosten-Milgrom to the whole limit order book and applications to financial regulation

      Weibing Huang, Sergio Pulido, Mathieu Rosenbaum · 2025 · advanced · quantitative trading

      market making · market microstructure

3798. From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions

      Yun Lin, Jiawei Lou, Jinghe Zhang · 2025 · advanced · portfolio management

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

3799. From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets

      Yikuan Huang, Zheqi Fan, Kaiqi Hu · 2026 · advanced · machine learning

      backtesting · cryptocurrencies · factor investing · financial machine learning · large language models

3800. From Index to Equity: Pre-Training Transformers for Stock Return Prediction

      Marie Soehl Coolsaet, Roberto Gallardo, Zhen Gao · 2026 · intermediate · machine learning

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