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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3801–3850; page 77 of 188.
From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction
Runyao Yu, Jochen L. Cremer, Pierre Pinson · 2026 · advanced · machine learning
time series
From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets
Taojie Zhu, Wentao Zhao, Rui Sun · 2026 · advanced · machine learning
backtesting · large language models · performance attribution
From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM
Arcot, Sridhar, Black, Julia, Owen, Geoffrey · 2007 · intermediate · other
equity markets
From Means to Medians: Optimal Benchmark Design
Ángel Hernando-Veciana · 2025 · advanced · quantitative trading
decentralized finance · financial economics
From Natural Language to Executable Option Strategies via Large Language Models
Haochen Luo, Zhengzhao Lai, Junjie Xu · 2026 · advanced · options
derivatives · large language models
From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere
Anoushka Harit, Zhongtian Sun, Jongmin Yu · 2025 · advanced · time series
causal inference · deep learning · financial machine learning · machine learning · neural networks · time series
From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting
Giorgos Demosthenous, Chryssis Georgiou, Eliada Polydorou · 2025 · intermediate · time series
cryptocurrencies · financial machine learning · time series
From Public Evidence to Contractual Outcome: First and Stable Decidability on Kalshi
Maksym Nechepurenko · 2026 · advanced · derivatives
derivatives
From rank-based models with common noise to pathwise entropy solutions of SPDEs
Mykhaylo Shkolnikov, Lane Chun Yeung · 2024 · advanced · stochastic calculus
partial differential equations · stochastic calculus · stochastic processes
From Rattle to Roar: Optimizer Showdown for MambaStock on S&P 500
Alena Chan, Maria Garmonina · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · optimization · time series
From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model
Othmane Zarhali, Emmanuel Bacry, Jean-François Muzy · 2026 · advanced · time series
rough volatility · stochastic processes
From rough to multifractal volatility: The log S-fBM model
Peng Wu, Jean-François Muzy, Emmanuel Bacry · 2022 · advanced · time series
rough volatility · statistical inference · stochastic processes
From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
Manan Vyas, M. Mijaíl Martínez-Ramos, Parisa Majari · 2025 · intermediate · statistics
statistics
From the Black-Karasinski to the Verhulst model to accommodate the unconventional Fed's policy
A. Itkin, A. Lipton, D. Muravey · 2020 · advanced · fixed income
fixed income · interest rates · numerical methods · partial differential equations · stochastic differential equations · term structure models
From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns
Benjamin Born, Nora Lamersdorf, Jana-Lynn Schuster · 2026 · intermediate · statistics
equity markets · financial economics · natural language processing
From Value Bounds to Policy-Distance and Active-Face Certificates: Same-Grid Duality for Constrained Dynamic Portfolios
Jeonggyu Huh · 2026 · advanced · portfolio management
numerical methods · optimization · portfolio management · portfolio optimization
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
Wenxuan Zhang, Zhouchi Lin, Benzhuo Lu · 2026 · advanced · options
option pricing · stochastic processes
From Votes to Volatility Predicting the Stock Market on Election Day
Igor L. R. Azevedo, Toyotaro Suzumura · 2024 · intermediate · machine learning
large language models · machine learning
From Walras' auctioneer to continuous time double auctions: A general dynamic theory of supply and demand
Jonathan Donier, Jean‐Philippe Bouchaud · 2015 · advanced · quantitative trading
financial economics · liquidity
From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
Mathias S. Kruttli · 2020 · advanced · statistics
asset pricing · bayesian statistics · regression
From Word Counts to Context: Topic Models for Asset Pricing
Kevin Foley, Jonathan Hartadi, Shivesh Prakash · 2026 · intermediate · machine learning
asset pricing · machine learning · natural language processing
FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
Sultan Amed, Tanmay Sen, Sayantan Banerjee · 2026 · advanced · risk management
bayesian statistics · credit risk · financial machine learning · machine learning
FTX's downfall and Binance's consolidation: The fragility of centralised digital finance
David Vidal-Tomás, Antonio Briola, Tomaso Aste · 2023 · advanced · risk management
cryptocurrencies
Fuel mix diversification incentives in liberalised electricity markets: a Mean-Variance Portfolio Theory Approach
Fabien A. Roques, David M. Newbery, William J. Nuttall · 2006 · intermediate · portfolio management
monte carlo simulation · optimization · portfolio management · portfolio optimization
Full and fast calibration of the Heston stochastic volatility model
Cui, Yiran, del Baño Rollin, Sebastian, Germano, Guido · 2017 · advanced · options
model calibration · numerical methods · option pricing
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
Ariel Neufeld, Philipp Schmocker, Sizhou Wu · 2024 · advanced · machine learning
deep learning · jump processes · neural networks · numerical methods · partial differential equations
Full grid solution for multi-asset options pricing with tensor networks
Lucas Arenstein, Michael Kastoryano · 2025 · advanced · options
numerical methods · option pricing · partial differential equations
Function approximations for counterparty credit exposure calculations
Domagoj Demeterfi, Kathrin Glau, Linus Wunderlich · 2025 · advanced · risk management
credit risk · derivatives · monte carlo simulation · numerical methods · risk management
Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints
Walter Kurz, Wojtek Stricker · 2026 · advanced · quantitative trading
quantitative trading
Functional central limit theorems for rough volatility
Blanka Horvath, Antoine Jacquier, Aitor Muguruza · 2017 · advanced · stochastic calculus
brownian motion · monte carlo simulation · numerical methods · rough volatility · stochastic processes
Functional Clustering of Discount Functions for Behavioral Investor Profiling
Annamaria Porreca, Viviana Ventre, Roberta Martino · 2024 · intermediate · statistics
behavioral finance
Functional Expansions
Bruno Dupire, Valentin Tissot-Daguette · 2022 · advanced · stochastic calculus
calculus · mathematical finance
Functional integration by parts formulae for stochastic Volterra processes
Alexandre Pannier · 2026 · advanced · stochastic calculus
calculus · rough volatility · stochastic processes
Functional quantization of rough volatility and applications to volatility derivatives
Ofelia Bonesini, Giorgia Callegaro, Antoine Jacquier · 2021 · advanced · options
derivatives · numerical methods · option pricing · rough volatility
Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
Nader Karimi, Erfan Salavati · 2025 · advanced · portfolio management
backtesting · liquidity risk · portfolio management · stochastic differential equations · stochastic processes · transaction costs
Fund Asset Inference Using Machine Learning Methods: What's in That Portfolio?
Byrd, David, Bajaj, Sourabh, Balch, Tucker Hybinette · 2019 · intermediate · machine learning
algorithms · machine learning · mutual funds
Fund Competition under Conflicting ESG Rating Methodologies
Wanling Rudkin · 2026 · intermediate · portfolio management
esg · financial economics · mutual funds · sustainable investing
Fund flows and asset prices: a baseline model
Vayanos, Dimitri, Woolley, Paul · 2011 · intermediate · portfolio management
asset pricing
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
ter Horst, J.R., Verbeek, M.J.C.M. · 2004 · intermediate · statistics
hedge funds
Fund Managers' Contracts and Financial Markets' Short-Termism
Casamatta, Catherine, Pouget, Sébastien · 2011 · advanced · other
financial economics · market efficiency
Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data
Suhwan Park, Hoyoung Lee, Zhangyang Wang · 2026 · advanced · machine learning
large language models
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices
Derek Bunn, Julien Chevallier, Yannick Le Pen · 2017 · advanced · statistics
commodities · econometrics
Fundamental market design as a layer of AI-agent alignment
Omar Inverso, Emilio Tuosto, Dragisa Zunic · 2026 · advanced · quantitative trading
quantitative trading
Fundamental Properties of Linear Factor Models
Damir Filipovic, Paul Schneider · 2024 · advanced · statistics
asset pricing · regression
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Maria Arduca, Cosimo Munari · 2020 · advanced · derivatives
asset pricing · mathematical finance · transaction costs
Fundamental Trends and Dislocated Markets: An Integrated Approach to Global Macro Investing
Paras Bakrania, Caroline Heinrichs · 2019 · intermediate · portfolio management
portfolio management
Fundamental Volatility and Financial Stability
Gabriel Desgranges, Stéphane Gauthier · 2023 · advanced · risk management
financial economics · financial stability
Fundamentals News, Global Liquidity and Macroprudential Policy
Enrique G. Mendoza, Javier Bianchi, Chenxin Liu · 2016 · advanced · risk management
economic policy · systemic risk
Fundamentals of Perpetual Futures
Songrun He, Asaf Manela, Omri Ross · 2022 · advanced · derivatives
asset pricing · cryptocurrencies · derivatives
Fundamentals versus market sentiments in the euro bond markets: implications for QE
de Grauwe, Paul, Ji, Yuemei, Macchiarelli, Corrado · 2017 · intermediate · fixed income
fixed income