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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4251–4300; page 86 of 188.

  1. Human capital and international portfolio diversification: a reappraisal

    Bretscher, Lorenzo, Julliard, Christian, Rosa, Carlo · 2015 · advanced · portfolio management

    financial economics · portfolio optimization

  2. Human-Robot Interactions in Investment Decisions

    Bianchi, Milo, Brière, Marie · 2024 · intermediate · portfolio management

    financial economics · portfolio management

  3. Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal

    Vidhi Agrawal, Eesha Khalid, Tianyu Tan · 2024 · intermediate · machine learning

    machine learning

  4. Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management

    Tao Jin, Stuart Florescu, Heyu · 2025 · advanced · risk management

    algorithms · large language models · optimization

  5. Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization

    Jun Kevin, Pujianto Yugopuspito · 2025 · advanced · portfolio management

    deep learning · machine learning · neural networks · portfolio optimization · reinforcement learning · time series

  6. Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models

    Dominik Stempień, Robert Ślepaczuk · 2025 · intermediate · time series

    deep learning · econometrics · machine learning · time series

  7. Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction

    Kasun Dewage, Suranadi De Silva, Shankhadeep Mondal · 2026 · advanced · machine learning

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

  8. Hybrid News Sentiment Engine: Real-Time Market Analysis via Adaptive Ensemble Learning on News-Price Pairs

    Andreas Aigner · 2026 · intermediate · machine learning

    data science · financial machine learning · machine learning · natural language processing

  9. Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions

    Ying Chen, Paul Griffin, Paolo Recchia · 2025 · advanced · machine learning

    credit risk · machine learning · neural networks

  10. Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction

    Abraham Itzhak Weinberg · 2025 · advanced · machine learning

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

  11. Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading

    Abdul Rahman, Neelesh Upadhye · 2024 · intermediate · quantitative trading

    high frequency trading · machine learning · neural networks · time series

  12. Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search

    Greg Serbarinov · 2026 · advanced · portfolio management

    optimization · portfolio optimization

  13. HyPV-LEAD: Proactive Early-Warning of Cryptocurrency Anomalies through Data-Driven Structural-Temporal Modeling

    Minjung Park, Gyuyeon Na, Soyoun Kim · 2025 · advanced · machine learning

    cryptocurrencies · machine learning · time series

  14. Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts

    Shintaro Mori · 2026 · advanced · risk management

    contagion · credit risk · statistical inference

  15. Identification of financial factors in economic fluctuations

    Francesco Furlanetto, Francesco Ravazzolo, Samad Sarferaz · 2014 · advanced · time series

    causal identification · econometrics · financial economics · time series

  16. Identification of global and local shocks in international financial markets via general dynamic factor models

    Barigozzi, Matteo, Hallin, Marc, Soccorsi, Stefano · 2019 · advanced · time series

    econometrics · equity markets · statistics · time series

  17. Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model

    Zheng Cao, Xingran Shao, Yuheng Yan · 2025 · advanced · machine learning

    deep learning · financial machine learning · natural language processing · neural networks · time series

  18. Identifying dynamical network markers of financial market instability

    Mariko I. Ito, Hiroyuki Hasada, Yudai Honma · 2026 · advanced · risk management

    time series

  19. Identifying Extreme Events in the Stock Market: A Topological Data Analysis

    Anish Rai, Buddha Nath Sharma, Salam Rabindrajit Luwang · 2024 · intermediate · risk management

    equity markets

  20. Identifying new classes of financial price jumps with wavelets

    Cécilia Aubrun, Rudy Morel, Michael Benzaquen · 2025 · intermediate · time series

    jump processes · time series

  21. Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure

    Zhi Chen, Zachary Feinstein, Ionut Florescu · 2025 · intermediate · risk management

    esg

  22. Identifying the Volatility Risk Price Through the Leverage Effect

    Xu Cheng, Eric Renault, Paul Sangrey · 2024 · advanced · statistics

    asset pricing · econometrics · statistical inference

  23. Idiosyncratic volatility and nominal stock prices: evidence from approximate factor structures

    Patrick Roger, Tristan Roger, Alain Schatt · 2017 · advanced · statistics

    statistics

  24. Idiosyncratic volatility, growth options, and the cross-section of returns

    Barinov, Alexander, Chabakauri, Georgy · 2023 · advanced · statistics

    asset pricing · capm · real options

  25. If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural Equivalence

    Adam Khayam, Hamid Kolli, Mohamed Iguernlala · 2026 · advanced · programming

    algorithms · cryptocurrencies

  26. If Not Now, Then When? Model Risk in the Optimal Exercise of American Options

    Luna Rigby, Rüdiger Frey, Erik Schlögl · 2026 · advanced · options

    model risk · option pricing

  27. If you’re so smart: John Maynard Keynes and currency speculation in the interwar years

    Accominotti, Olivier, Chambers, David · 2016 · intermediate · quantitative trading

    foreign exchange · momentum

  28. Illiquidity and All Its Friends

    Tirole, Jean · 2010 · advanced · risk management

    contagion · economic policy · liquidity · liquidity risk · systemic risk

  29. Illiquidity at Risk

    Demetrio Lacava, Paolo Santucci de Magistris · 2026 · advanced · risk management

    jump processes · liquidity · liquidity risk

  30. Illiquidity, insolvency, and banking regulation

    Cao, Jin · 2010 · advanced · risk management

    banking · liquidity risk

  31. Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO

    Jin Fang, Jiacheng Weng, Yi Xiang · 2022 · advanced · quantitative trading

    algorithmic trading · deep learning · machine learning · optimal execution · reinforcement learning

  32. IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making

    Hui Niu, Siyuan Li, Jiahao Zheng · 2023 · advanced · quantitative trading

    algorithmic trading · financial machine learning · machine learning · market making · reinforcement learning

  33. Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments

    Daniel Soliman · 2025 · intermediate · portfolio management

    portfolio management

  34. Impact Is Not Just Volatility

    Frédéric Bucci, Iacopo Mastromatteo, Michael Benzaquen · 2019 · intermediate · quantitative trading

    quantitative trading

  35. Impact of analyst recommendations on stock returns: Evidence from the German stock market

    Souček, Michael, Wasserek, Thomas · 2014 · intermediate · quantitative trading

    equity markets

  36. Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash

    Ryuki Hayase, Takanobu Mizuta, Isao Yagi · 2026 · advanced · quantitative trading

    derivatives · exchange traded funds · liquidity

  37. Impact of Climate transition on Credit portfolio's loss with stochastic collateral

    Lionel Sopgoui · 2024 · advanced · risk management

    banking · credit risk · risk management · stochastic processes

  38. Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison

    Kamilla Sabitova · 2017 · intermediate · statistics

    capm · econometrics · garch

  39. Impact of information cost and switching of trading strategies in an artificial stock market

    Yi-Fang Liu, Wei Zhang, Chao Xu · 2014 · intermediate · quantitative trading

    quantitative trading

  40. Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study

    Poompak Kusawat, Nopadol Rompho · 2023 · intermediate · portfolio management

    equity markets

  41. Impact of Japanese Mergers on Shareholder Wealth: An Analysis of Bidder and Target Companies

    Mehrotra, V., van Schaik, D., Spronk, J. · 2008 · intermediate · other

    mergers and acquisitions

  42. Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes

    Ole E. Barndorff-Nielsen, Neil Shephard · 2003 · advanced · time series

    econometrics · jump processes · statistical inference · stochastic processes

  43. Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction

    Walid Siala, Ahmed Khanfir, Mike Papadakis · 2026 · intermediate · machine learning

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

  44. Impact of proportional transaction costs on systematically generated portfolios

    Ruf, Johannes, Xie, Kangjianan · 2020 · advanced · portfolio management

    transaction costs

  45. Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets

    Tetsuya Takaishi · 2025 · intermediate · time series

    cryptocurrencies · market efficiency · statistics · time series

  46. Impact of Volatility on Time-Based Transaction Ordering Policies

    Sunghun Ko, Jinsuk Park · 2025 · advanced · quantitative trading

    quantitative trading

  47. Impact of WACC on Firm Profitability: Evidence from Food and Allied Industry of Bangladesh

    Farhana Rahman · 2022 · intermediate · other

    corporate finance · panel data · regression

  48. Impacts of Economic Policies on Wealth Distribution in Token Economies

    Rem Sadykhov, Geoff Goodell, Philip Treleaven · 2026 · advanced · statistics

    causal inference · economic policy · time series

  49. Impacts of Energy Market Prices Variation in Aggregator’s Portfolio

    Eduardo Eusébio, Jorge M. Sousa, Mário Ventim Neves · 2016 · intermediate · portfolio management

    market risk

  50. Impacts of Personality on Herding in Financial Decision-Making

    Baddeley, M., Burke, C., Schultz, W. · 2010 · intermediate · statistics

    panel data