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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3901–3950; page 79 of 188.

  1. Generalized FGM dependence: Geometrical representation and convex bounds on sums

    Hélène Cossette, Etienne Marceau, Alessandro Mutti · 2024 · advanced · risk management

    copulas · risk management

  2. Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise

    Rasmus Tangsgaard Varneskov · 2011 · advanced · statistics

    market microstructure · statistics

  3. Generalized Mean Absolute Directional Loss for Machine Learning Trading Models

    Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2024 · advanced · machine learning

    algorithmic trading · financial machine learning · machine learning · optimization

  4. Generalized Orlicz premia

    Mücahit Aygün, Fabio Bellini, Roger J. A. Laeven · 2025 · advanced · risk management

    mathematical finance

  5. Generalized second law of thermodynamics in the Glosten-Milgrom model

    Pierre Carmier · 2022 · advanced · quantitative trading

    bayesian statistics · market microstructure · probability

  6. Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion

    Pei-Jun Liao, Hung-Shin Lee, Yao-Fei Cheng · 2026 · intermediate · machine learning

    deep learning · financial machine learning · large language models · machine learning · natural language processing · time series

  7. Generalizing Geometric Brownian Motion

    Peter Carr, Zhibai Zhang · 2018 · advanced · stochastic calculus

    brownian motion · derivatives · option pricing · stochastic processes

  8. Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers

    Rohan Tangri, Peter Yatsyshin, Elisabeth A. Duijnstee · 2023 · intermediate · quantitative trading

    market making

  9. Generalizing Markowitz Portfolio Optimization by a Quadratic Risk Measure

    Ignas Gasparavičius, Andrius Grigutis · 2026 · intermediate · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization

  10. Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies

    Varun Narayan Kannan Pillai, Akshay Ajith, Sumesh K J · 2026 · intermediate · quantitative trading

    algorithmic trading · machine learning · natural language processing · trend following

  11. Generating Financial Time Series by Matching Random Convolutional Features

    Konrad J. Mueller, Nikita Zozoulenko, Ben Wood · 2026 · advanced · machine learning

    machine learning · time series

  12. Generating long-horizon stock "buy" signals with a neural language model

    Joel R. Bock · 2024 · intermediate · machine learning

    equity markets · financial machine learning · machine learning · natural language processing

  13. Generating Plausible Stress Scenarios via Large Deviations

    Anand Deo · 2026 · advanced · risk management

    stress testing · tail risk

  14. Generating realistic metaorders from public data

    Guillaume Maitrier, Grégoire Loeper, Jean-Philippe Bouchaud · 2025 · intermediate · quantitative trading

    market microstructure

  15. Generation of synthetic financial time series by diffusion models

    Tomonori Takahashi, Takayuki Mizuno · 2024 · advanced · machine learning

    deep learning · machine learning · time series

  16. Generative Adversarial Networks in finance: an overview

    Florian Eckerli, Joerg Osterrieder · 2021 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  17. Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios

    Saeed Asadi, Jonathan Yu-Meng Li · 2026 · advanced · risk management

    machine learning · optimization · risk management

  18. Generative AI for Analysts

    Jian Xue, Qian Zhang, Wu Zhu · 2025 · advanced · machine learning

    causal inference · large language models

  19. Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network

    Peer Nagy, Sascha Frey, Silvia Sapora · 2023 · advanced · machine learning

    deep learning · machine learning · market microstructure · neural networks

  20. Generative AI for Stock Selection

    Keywan Christian Rasekhschaffe · 2026 · intermediate · machine learning

    large language models · natural language processing

  21. Generative AI-enhanced Sector-based Investment Portfolio Construction

    Alina Voronina, Oleksandr Romanko, Ruiwen Cao · 2025 · intermediate · portfolio management

    large language models · portfolio management · portfolio optimization

  22. Generative Diffusion Model for Risk-Neutral Derivative Pricing

    Nilay Tiwari · 2026 · advanced · options

    deep learning · derivatives · machine learning · option pricing · stochastic differential equations

  23. Generative Machine Learning for Multivariate Equity Returns

    Ruslan Tepelyan, Achintya Gopal · 2023 · advanced · machine learning

    deep learning · machine learning · neural networks

  24. Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement

    Anastasis Kratsios, Xiaofei Shi, Qiang Sun · 2025 · advanced · machine learning

    deep learning · financial economics · machine learning · neural networks · reinforcement learning

  25. Generative Meta-Learning Robust Quality-Diversity Portfolio

    Kamer Ali Yuksel · 2023 · advanced · portfolio management

    deep learning · machine learning · neural networks · portfolio management · portfolio optimization

  26. Generative modelling of financial time series with structured noise and MMD-based signature learning

    Chung I Lu, Julian Sester · 2024 · advanced · machine learning

    machine learning · time series

  27. Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs

    Anastasis Kratsios, Ariel Neufeld, Philipp Schmocker · 2025 · advanced · machine learning

    convex optimization · deep learning · machine learning · mathematical finance · neural networks · optimization

  28. Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks

    Hasib Uddin Molla, Antony Ware, Ilnaz Asadzadeh · 2025 · advanced · options

    deep learning · derivatives · machine learning · neural networks · option pricing

  29. Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification

    Andreas Koukorinis, Gareth William Peters, Guido Germano · 2025 · advanced · machine learning

    high frequency trading · machine learning · market microstructure · time series

  30. Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns

    Susana Campos-Martins, David F. Hendry · 2021 · advanced · time series

    equity markets

  31. Geographic spread of currency trading: the renminbi and other EM currencies

    Yin‐Wong Cheung, Robert N. McCauley, Chang Shu · 2019 · intermediate · statistics

    foreign exchange

  32. Geometric and Arithmetic Likelihood Aggregation for Diffusions with Heterogeneous Volatility

    Jan Vecer · 2026 · advanced · stochastic calculus

    optimization · stochastic calculus · stochastic differential equations · stochastic processes

  33. Geometric Brownian Motion Assumption and Generalized Hyperbolic Distribution on Modeling Returns

    Ivivi J. Mwaniki · 2019 · intermediate · statistics

    statistical inference · statistics · stochastic processes

  34. Geometric Brownian motion with affine drift and its time-integral

    Runhuan Feng, Pingping Jiang, Hans Volkmer · 2020 · advanced · stochastic calculus

    mathematical finance · stochastic processes

  35. Geometric BSDEs

    Roger J. A. Laeven, Emanuela Rosazza Gianin, Marco Zullino · 2024 · advanced · stochastic calculus

    mathematical finance · stochastic calculus · stochastic differential equations

  36. Geometric Deep Learning for Realized Covariance Matrix Forecasting

    Andrea Bucci, Michele Palma, Chao Zhang · 2024 · advanced · time series

    deep learning · machine learning · volatility forecasting

  37. Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis

    Agus Sudjianto, Sandi Setiawan · 2025 · advanced · risk management

    machine learning · systemic risk · time series

  38. Geometric insights into robust portfolio construction

    Lara Dalmeyer, Tim Gebbie · 2021 · advanced · portfolio management

    optimization · portfolio optimization

  39. Geometric Local Variance Gamma model

    Peter Carr, Andrey Itkin · 2018 · advanced · options

    model calibration · option pricing · stochastic processes · volatility surface

  40. Geometric Observables for Financial Regime Detection

    Will Hammond · 2026 · advanced · time series

    equity markets · financial machine learning · machine learning · time series

  41. Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing

    Walter Farkas, Ludovic Mathys · 2020 · advanced · options

    jump processes · mathematical finance · option pricing

  42. Geometrically convex return risk measures on AM-algebras

    Christian Laudagé · 2026 · advanced · risk management

    mathematical finance

  43. GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations

    Lake Yang, Junwei Su, Jingfeng Zeng · 2026 · advanced · risk management

    risk management

  44. Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction

    Roberto Garrone · 2026 · intermediate · portfolio management

    financial economics · market efficiency

  45. Get Real: Realism Metrics for Robust Limit Order Book Market Simulations

    Svitlana Vyetrenko, David Byrd, Nick Petosa · 2019 · intermediate · quantitative trading

    market microstructure · statistics

  46. Getting Bad News Out Early: Does it Really Help Stock Prices?

    Chris Downing, Steven A. Sharpe · 2003 · intermediate · statistics

    statistics

  47. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

    John Y. Campbell, Tarun Ramadorai, Benjamin Ranish · 2014 · intermediate · statistics

    behavioral finance · equity markets

  48. GFC-Robust Risk Management Strategies under the Basel Accord

    McAleer, M.J., Jiménez-Martín, J.A., Pérez-Amaral, T. · 2010 · intermediate · risk management

    risk management · volatility forecasting

  49. GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

    Santos, P.A., Jiménez-Martín, J.A., McAleer, M.J. · 2011 · advanced · risk management

    extreme value theory · risk management · volatility forecasting

  50. Gibbs sampler with jump diffusion model: application in European call option and annuity

    Kein Joe Lau, Yong Kheng Goh, An-Chow Lai · 2017 · intermediate · options

    jump processes · option pricing · statistical inference · stochastic processes