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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3951–4000; page 80 of 188.

  1. Giffen goods and market making

    Giovanni Cespa · 2003 · advanced · quantitative trading

    asset pricing · financial economics · market making

  2. GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market

    Ming Gu, David Hirshleifer, Siew Hong Teoh · 2025 · intermediate · statistics

    behavioral finance · equity markets

  3. Global and local stationary modelling in finance: theory and empirical evidence

    Dominique Guegan · 2007 · advanced · time series

    copulas · econometrics · statistics · stochastic processes · time series

  4. Global Balance and Systemic Risk in Financial Correlation Networks

    Paolo Bartesaghi, Fernando Diaz-Diaz, Rosanna Grassi · 2024 · advanced · risk management

    financial networks · systemic risk

  5. Global banking: risk taking and competition

    Ester Faia, Gianmarco I. P. Ottaviano · 2017 · advanced · risk management

    banking · credit markets

  6. Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort

    Cuntz, A.N., Blind, K. · 2010 · advanced · risk management

    banking · financial networks

  7. Global effects of US uncertainty: real and financial shocks on real and financial markets

    Jose E. Gomez-Gonzalez, Jorge Hirs-Garzon, Jorge M. Uribe · 2020 · advanced · time series

    econometrics · financial economics · time series

  8. Global factor premiums

    Guido Baltussen, Laurens A. P. Swinkels, Pim van. Auteur du texte Vliet · 2021 · advanced · statistics

    asset pricing · factor investing · statistical inference

  9. Global financial cycle, household credit, and macroprudential policies

    Mircea Epure, Irina Mihai, Camelia Minoiu · 2023 · advanced · risk management

    banking · credit markets

  10. Global financial cycles since 1880

    Potjagailo, Galina, Wolters, Maik H. · 2019 · advanced · time series

    credit markets · econometrics · equity markets · financial economics · housing markets · interest rates

  11. Global Index on Financial Losses due to Crime in the United States

    Thilini Mahanama, Abootaleb Shirvani, Svetlozar Rachev · 2021 · advanced · risk management

    derivatives · insurance · options hedging · risk management · securitization

  12. Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors

    Tim Jenkinson, William Wilhelm, Alexander Ljungqvist · 2001 · intermediate · other

    equity markets · financial economics

  13. Global liquidity and impairment of local monetary policy

    Salih Fendoğlu, Eda Gülşen, José-Luis Peydró · 2019 · advanced · risk management

    banking · causal identification · credit markets

  14. Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching

    Atithi Acharya, Yue Sun, Brandon Augustino · 2026 · advanced · options

    model calibration · stochastic processes

  15. Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels

    Oleg Roshka · 2026 · advanced · time series

    econometrics · panel data · time series

  16. Global Return Variation

    John M. Liew · 1995 · advanced · statistics

    asset pricing · econometrics · equity markets · market efficiency · regression · time series

  17. Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days

    Zhengyang Chi, Junbin Gao, Chao Wang · 2024 · advanced · time series

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

  18. Global Structure and Local Specifications in Sublinear Valuation

    Jongjin Park, David Criens, Hyungbin Park · 2026 · advanced · stochastic calculus

    mathematical finance · partial differential equations · stochastic processes

  19. Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

    David C. Blitz, Pim van. Auteur du texte Vliet · 2008 · intermediate · portfolio management

    momentum · portfolio management

  20. Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach

    Francis X. Diebold, Canlin Li, Vivian Z. Yue · 2007 · advanced · fixed income

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

  21. Globalization and financial liberalization : indebtedness and crises in the Asian emerging countries. The case of Thailand, South Korea, Indonesia and Malaysia

    Nada Saliba · 2009 · intermediate · risk management

    risk management

  22. GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

    Torben G. Andersen, Bent E. Sorensen · 1995 · advanced · statistics

    econometrics · monte carlo simulation · statistical inference · time series

  23. Goal-based portfolio selection with fixed transaction costs

    Erhan Bayraktar, Bingyan Han, Jingjie Zhang · 2025 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · transaction costs

  24. Goal-based portfolio selection with mental accounting

    Erhan Bayraktar, Bingyan Han · 2025 · advanced · portfolio management

    behavioral finance · optimization · partial differential equations · portfolio management

  25. Going for broke: New Century Financial Corporation, 2004-2006

    Landier, Augustin, Sraer, David, Thesmar, David · 2010 · intermediate · risk management

    credit risk · mortgage markets

  26. Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications

    Jean-Bernard Chatelain · 2013 · intermediate · risk management

    banking · financial stability

  27. Goodness-of-Fit tests with dependent observations

    Remy Chicheportiche, Jean-Philippe Bouchaud · 2011 · advanced · statistics

    copulas · hypothesis testing · statistical inference · stochastic processes · time series

  28. Governance and Performance of Microfinance Institutions in Central And Eastern Europe and the Newly Independent States

    Valentina Hartarska · 2004 · intermediate · other

    corporate governance

  29. Governance Mechanisms and Bond Prices

    Martijn Cremers, Vinay Nair, Chenyang Wei · 2006 · intermediate · fixed income

    corporate finance · corporate governance · credit markets · credit risk · fixed income

  30. Governance Mechanisms and Equity Prices

    K.J. Martijn Cremers, Vinay B. Nair · 2003 · intermediate · other

    asset pricing · corporate governance · equity markets

  31. Governance, Risk, and Regulation: A Framework for Improving Efficiency in Kenyan Pension Funds

    Sylvester Willys Namagwa · 2025 · intermediate · risk management

    corporate governance · panel data · pensions · regression · risk management

  32. Government borrowing cost and budget deficits: is investment spending different?

    Jemima Peppel-Srebrny · 2020 · advanced · fixed income

    causal identification · econometrics · interest rates · panel data

  33. GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models

    Udit Gupta · 2023 · intermediate · machine learning

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

  34. Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning

    Sina Montazeri, Haseebullah Jumakhan, Sonia Abrasiabian · 2024 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  35. Gradient-based Stochastic Optimization of Utility-based Shortfall Risk

    Sumedh Gupte, Prashanth L. A., Sanjay P. Bhat · 2025 · advanced · risk management

    convex optimization · optimization · risk management

  36. Granger-causality in quantiles between financial markets: Using copula approach

    Tae‐Hwy Lee, Weiping Yang · 2013 · advanced · time series

    copulas · econometrics · hypothesis testing · time series

  37. Granular Banking Flows and Exchange-Rate Dynamics

    Bippus, B., Lloyd, S., Ostry, D. · 2026 · advanced · statistics

    banking · financial economics · foreign exchange

  38. Graph Auto-Encoders for Financial Clustering

    Edward Turner · 2021 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  39. Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage

    Yoonsik Hong, Diego Klabjan · 2025 · advanced · quantitative trading

    deep learning · foreign exchange · machine learning · neural networks · optimization · regression

  40. Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects

    Chao Zhang, Xingyue Pu, Mihai Cucuringu · 2023 · advanced · time series

    deep learning · financial machine learning · machine learning · neural networks · volatility forecasting

  41. Graph Signal Processing for Global Stock Market Realized Volatility Forecasting

    Zhengyang Chi, Junbin Gao, Chao Wang · 2024 · advanced · time series

    financial networks · volatility forecasting

  42. Graph-based era segmentation of international financial integration

    Cécile Bastidon, Antoine Parent, Pablo Jensen · 2020 · advanced · statistics

    financial networks · optimization · time series

  43. Graph-Based Methods for Forecasting Realized Covariances

    Chao Zhang, Xingyue Pu, Mihai Cucuringu · 2024 · advanced · time series

    statistics · time series

  44. Graph-Based Modeling of Financial Volatility Dynamics

    Chuanzhen Wang, Alice Zhang, Wei Chen · 2026 · advanced · time series

    deep learning · machine learning · neural networks · volatility forecasting · volatility surface

  45. GraphCNNpred: A stock market indices prediction using a Graph based deep learning system

    Yuhui Jin · 2024 · intermediate · machine learning

    deep learning · equity markets · financial machine learning · neural networks

  46. Gravity in International Finance: Evidence From Fees on Equity Transactions

    Milsom, L., Pažitka, V., Roland, I. · 2020 · advanced · statistics

    econometrics · equity markets · financial economics · panel data

  47. Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents

    Foozhan Ataiefard, Hadi Hemmati · 2023 · advanced · machine learning

    algorithmic trading · deep learning · machine learning · neural networks · reinforcement learning

  48. Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return

    Matteo Smerlak · 2023 · advanced · statistics

    statistics

  49. Green in the shadow: The information view on green banking regulation

    Martino, Edoardo, Parchimowicz, Katarzyna · 2026 · advanced · risk management

    banking

  50. Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets

    Shashwat Mishra, Rishabh Raj, Siddhartha P. Chakrabarty · 2023 · intermediate · portfolio management

    esg · optimization · portfolio optimization · stress testing · sustainable investing