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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4301–4350; page 87 of 188.

  1. Impediments to the development and efficiency of financial intermediation in Brazil

    Beck, T.H.L. · 2000 · intermediate · risk management

    economic policy · financial economics

  2. Imperfect Banking Competition and the Propagation of Uncertainty Shocks

    Tommaso Gasparini · 2023 · advanced · risk management

    banking

  3. Imperfect Commitment in Maximal Extractable Value Auctions

    Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine · 2026 · advanced · quantitative trading

    quantitative trading

  4. Imperfect common knowledge in first generation models of currency crises

    Minguez-Afonso, Gara · 2006 · advanced · risk management

    risk management

  5. Imperfect Competition in Derivatives Markets

    Christina Brinkmann · 2022 · advanced · derivatives

    derivatives · financial economics

  6. Imperfect Competition in Financial Markets: ISLAND versus NASDAQ

    Biais, Bruno, Bisière, Christophe, Spatt, Chester · 2006 · advanced · quantitative trading

    market microstructure

  7. Imperfect Financial Markets and Investment Inefficiencies

    Elias Albagli, Christian Hellwig, Aleh Tsyvinski · 2023 · advanced · other

    financial economics

  8. Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange

    Roman Frydman, Michael D. Goldberg · 2003 · advanced · time series

    asset pricing · financial economics · foreign exchange

  9. Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence

    Katarina Juselius · 2010 · advanced · time series

    econometrics · financial economics · foreign exchange · time series

  10. Impermanent loss and loss-vs-rebalancing I: some statistical properties

    Abe Alexander, Lars Fritz · 2024 · intermediate · quantitative trading

    brownian motion · stochastic processes

  11. Impermanent loss and Loss-vs-Rebalancing II

    Abe Alexander, Guillaume Lambert, Lars Fritz · 2025 · advanced · quantitative trading

    brownian motion · statistics · stochastic processes

  12. Implementability in Insurance Markets with Adverse Selection

    Maria Andraos, Mario Ghossoub · 2026 · advanced · risk management

    insurance

  13. Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring

    Xia Li, Hanghang Zheng, Kunpeng Tao · 2025 · intermediate · machine learning

    credit risk · financial machine learning · machine learning

  14. Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error

    Dong Yin, Takeshi Miki, Vladislav Lesnichenko · 2026 · intermediate · programming

    backtesting

  15. Implementing Credit Risk Analysis with Quantum Singular Value Transformation

    Davide Veronelli, Francesca Cibrario, Emanuele Dri · 2025 · advanced · risk management

    credit risk

  16. Implementing portfolio risk management and hedging in practice

    Paul Alexander Bilokon · 2023 · intermediate · risk management

    convex optimization · portfolio management · risk management

  17. Implications of High-Frequency Trading for Security Markets

    Linton, O., Mahmoodzadeh, S. · 2018 · intermediate · quantitative trading

    algorithmic trading · financial stability · high frequency trading · liquidity

  18. Implications of return predictability for consumption dynamics and asset pricing

    Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea · 2019 · advanced · statistics

    asset pricing · financial economics

  19. Implicit Government Guarantee Measurement Based on PMC Index Model

    Yan Zhang, Yixiang Tian, Lin Chen · 2024 · intermediate · risk management

    risk management

  20. Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal

    Alexey Meteykin · 2025 · advanced · quantitative trading

    market making · numerical methods · optimization · partial differential equations · stochastic processes

  21. Implied dividend volatility and expected growth

    Gormsen, Niels J., Koijen, Ralph S.J., Martin, Ian W.R. · 2021 · intermediate · options

    asset pricing · option pricing

  22. Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets

    Mindy L. Mallory · 2026 · intermediate · derivatives

    derivatives · option pricing

  23. Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees

    Jagdish Gnawali, Abootaleb Shirvani, Svetlozar T. Rachev · 2025 · advanced · risk management

    credit risk · option pricing · volatility surface

  24. Implied Volatility Expansions for VIX Options in Forward Variance Models

    Ying Liao, Ankush Agarwal, Florian Bourgey · 2026 · advanced · options

    derivatives · option pricing

  25. Implied Volatility Structure in Turbulent and Long-Memory Markets

    Josselin Garnier, Knut Sølna · 2020 · advanced · options

    option pricing · stochastic processes

  26. Implying Volatility: How Fast Can We Go?

    Fabien Le Floc'h, Jherek Healy · 2026 · advanced · options

    algorithms · numerical methods · option pricing

  27. Importance Sampling Enhanced with the COS Method for the Portfolio Risk Allocation

    Fang Fang, Xiaoyu Shen, Qinling Wang · 2026 · advanced · risk management

    credit risk · model calibration · monte carlo simulation · numerical methods · risk management

  28. Importance sampling for option pricing with feedforward neural networks

    Aleksandar Arandjelović, Thorsten Rheinländer, Pavel V. Shevchenko · 2021 · advanced · options

    machine learning · monte carlo simulation · neural networks · numerical methods · option pricing · stochastic processes

  29. Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe

    Szymon Kubiak, Tillman Weyde, Oleksandr Galkin · 2023 · advanced · machine learning

    deep learning · fixed income · machine learning · neural networks

  30. Improved estimation of the covariance matrix of stock returns with an application to portofolio selection

    Olivier Ledoit, Michael Wolf · 2001 · intermediate · statistics

    statistics

  31. Improved Financial Forecasting via Quantum Machine Learning

    Sohum Thakkar, Skander Kazdaghli, Natansh Mathur · 2023 · advanced · machine learning

    algorithms · credit risk · machine learning · neural networks

  32. Improved Forecasting of Mutual Fund Alphas and Betas

    Matthew Spiegel, Harry Mamaysky, Hong Zhang · 2006 · intermediate · time series

    backtesting · mutual funds · panel data · regression

  33. Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps

    Simon Dohn, Kristoffer Arnsfelt Hansen, Asger Klinkby · 2024 · advanced · risk management

    credit derivatives · financial networks

  34. Improved model-free bounds for multi-asset options using option-implied information and deep learning

    Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon · 2024 · advanced · options

    deep learning · neural networks · optimization · option pricing

  35. Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information

    Jonathan Ansari, Eva Lütkebohmert, Ariel Neufeld · 2022 · advanced · options

    copulas · derivatives · mathematical finance · option pricing

  36. Improved Tests for Forecast Comparisons in the Presence of Instabilities

    Luis Filipe Martins, Pierre Perron · 2015 · advanced · statistics

    econometrics · hypothesis testing · statistical inference · time series

  37. Improving Access to Banking: Evidence from Kenya

    Franklin Allen, Elena Carletti, Robert Cull · 2018 · intermediate · risk management

    banking

  38. Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling

    Zinuo You, John Cartlidge, Karen Elliott · 2025 · advanced · machine learning

    bayesian statistics · optimization · portfolio management · portfolio optimization

  39. Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker

    Wayne Chen, Songwei Chen, Preston Rozwood · 2023 · intermediate · quantitative trading

    decentralized finance · market making

  40. Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques

    Jieun Yu, Minjung Park, Sangmi Chai · 2025 · intermediate · machine learning

    cryptocurrencies · data science · financial machine learning · machine learning

  41. Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning

    Haonan Xu, Alessio Brini · 2025 · advanced · machine learning

    decentralized finance · deep learning · liquidity · machine learning · optimization · reinforcement learning

  42. Improving Estimation of Portfolio Risk Using New Statistical Factors

    Xialu Liu, John Guerard, Rong Chen · 2024 · advanced · statistics

    asset pricing · factor investing

  43. Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization

    Cecilia Ying, Stephen Thomas · 2024 · intermediate · machine learning

    machine learning

  44. Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction

    Sayed Akif Hussain, Chen Qiu-shi, Syed Amer Hussain · 2026 · advanced · machine learning

    deep learning · financial machine learning · large language models · neural networks · time series

  45. Improving Portfolio Optimization Results with Bandit Networks

    Gustavo de Freitas Fonseca, Lucas Coelho e Silva, Paulo André Lima de Castro · 2024 · advanced · machine learning

    machine learning · optimization · portfolio optimization · reinforcement learning

  46. Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes

    Piotr Pomorski, Denise Gorse · 2023 · intermediate · quantitative trading

    commodities · foreign exchange · machine learning · portfolio management · time series

  47. Improving portfolios global performance using a cleaned and robust covariance matrix estimate

    Emmanuelle Jay, Thibault Soler, Eugénie Terreaux · 2019 · advanced · portfolio management

    portfolio optimization · statistics

  48. Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio

    Emmanuelle Jay, Eugénie Terreaux, Jean-Philippe Ovarlez · 2018 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · statistics

  49. Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data

    Zuzanna Kostecka, Robert Ślepaczuk · 2024 · intermediate · risk management

    credit risk · machine learning

  50. Improving reinforcement learning algorithms: towards optimal learning rate policies

    Othmane Mounjid, Charles-Albert Lehalle · 2019 · advanced · machine learning

    algorithms · machine learning · optimization · reinforcement learning