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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4451–4500; page 90 of 188.
Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach
Olamilekan Shobayo, Sidikat Adeyemi-Longe, Olusogo Popoola · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing · regression
Insensitive investors
Charles, Constantin, Frydman, Cary, Kilic, Mete · 2024 · intermediate · statistics
asset pricing · behavioral economics · behavioral finance
Inserting or Stretching Points in Finite Difference Discretizations
Jherek Healy · 2022 · advanced · options
numerical methods · option pricing · partial differential equations
Insider Purchases Far Below the 52-Week High: Decomposing the Disclosure Reaction in Microcap Equities
Hangyi Zhao · 2026 · advanced · machine learning
financial machine learning · machine learning
Insider trading in discrete time Kyle games
Christoph Kühn, Christopher Lorenz · 2023 · advanced · quantitative trading
financial economics · market making
Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012
Rebecaa Pham, Marcel Ausloos · 2020 · intermediate · statistics
statistics
Insider trading, investment and liquidity: a welfare analysis
Bhattacharya, Sudipto, Nicodano, Giovanna · 1999 · advanced · quantitative trading
financial economics · liquidity
Insights on Time-consistent Deep Hedging under Elicitable Dynamic Risk Measures
Shuyi Zhang, Frédéric Godin · 2026 · advanced · options
deep learning · derivatives · machine learning · optimization · options hedging · reinforcement learning
Inspectable Neural Markov Models for Non-Stationary Time Series
Jan Rovirosa, Jesse Schmolze · 2026 · advanced · time series
deep learning · machine learning · neural networks · statistics · stochastic processes · time series
Instabilities of explicit finite difference schemes with ghost points on the diffusion equation
Fabien Le Floc'h · 2023 · advanced · options
numerical methods · option pricing · partial differential equations
Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks
Dirk Engelmann, Jan Hanousek, Ev??en Kocenda · 2004 · intermediate · other
foreign exchange
Instability of financial markets by optimizing investment strategies investigated by an agent-based model
Takanobu Mizuta, Isao Yagi, Kosei Takashima · 2022 · intermediate · quantitative trading
optimization
Instantaneous Arbitrage and the CAPM
Lars Tyge Nielsen · 2019 · advanced · stochastic calculus
asset pricing · capm
Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
Di Wu · 2025 · intermediate · time series
cryptocurrencies · equity markets · time series
Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization
Ihlas Sovbetov · 2025 · intermediate · time series
cryptocurrencies · decentralized finance · econometrics · panel data · regression
Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets
Junlin Yang · 2025 · advanced · time series
econometrics · garch · time series
Institutional investors and corporate governance
Dasgupta, Amil, Fos, Vyacheslav, Sautner, Zacharias · 2021 · intermediate · other
corporate governance
Institutional Investors and Proxy Voting: The Impact of the 2003 Mutual Fund Voting Disclosure Regulation
Martijn Cremers, Roberta Romano · 2008 · intermediate · other
corporate governance · mutual funds
Institutional investors and stock market efficiency: The case of the January anomaly
Bohl, Martin T., Gottschalk, Katrin, Henke, Harald · 2006 · intermediate · statistics
market efficiency · pensions
Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland
Tavakkol, Amir, Korczak, Piotr · 2005 · intermediate · statistics
equity markets
Institutional investors, political connections and incidence of corporate fraud
Wu, W., Johan, S.A., Rui, O.M. · 2012 · intermediate · other
other
Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases
Martijn Cremers, Ankur Pareek · 2009 · intermediate · statistics
equity markets · market efficiency · momentum
Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog
Barardehi, Yashar H., Bernhardt, Dan, Da, Zhi · 2022 · advanced · quantitative trading
liquidity · market microstructure
Institutional Mandates for Macroeconomic and Financial Stability
Pierre-Richard Agénor, Alessandro Flamini · 2016 · advanced · risk management
economic policy · financial economics · financial stability
Institutional ownership and liquidity commonality: evidence from Australia
Reza Bradrania, Robert Elliott, Winston Wu · 2022 · intermediate · quantitative trading
equity markets · liquidity · liquidity risk · market microstructure
Institutional Reform and Depositors' Portfolio Choice - Evidence from Bank Account Data
Michael Berlemann, Marc-André Luik · 2016 · intermediate · portfolio management
portfolio management
Institutional trade persistence and long-term equity returns
Dasgupta, Amil, Prat, Andrea, Verardo, Michela · 2010 · intermediate · statistics
asset pricing · equity markets · regression
Institutionalizing risk curation in decentralized credit
Anastasiia Zbandut, Carolina Goldstein · 2025 · advanced · risk management
credit markets · credit risk · decentralized finance · liquidity risk · systemic risk
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment
Kyriakos C. Neanidis, Christos S. Savva · 2013 · intermediate · risk management
causal inference
Instruction Tuning Chronologically Consistent Language Models
Songrun He, Linying Lv, Asaf Manela · 2025 · advanced · machine learning
large language models · machine learning
Insurance and portfolio decisions: Two sides of the same coin?
Olivier Armantier, Jérôme Foncel, Nicolas Treich · 2023 · intermediate · risk management
financial economics · insurance
Insurance company financial management by optimising premium level: the case of Poland
Adam Sliwinski · 2004 · intermediate · risk management
insurance · probability
Insurance pricing on price comparison websites via reinforcement learning
Tanut Treetanthiploet, Yufei Zhang, Lukasz Szpruch · 2023 · advanced · risk management
insurance · machine learning · optimization · reinforcement learning
Insurance Pricing Optimization via Off-Policy Evaluation
Sascha Günther, Dimitri Semenovich, Mario V. Wüthrich · 2026 · advanced · risk management
causal inference · insurance · neural networks · optimization
Insurance products with guarantees in an affine setting
Raquel M. Gaspar, Thorsten Schmidt · 2025 · advanced · risk management
insurance · mathematical finance · stochastic processes
Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities
Hélène Guérin, Michel Mandjes, Jean-François Renaud · 2026 · advanced · risk management
insurance · probability · stochastic processes
Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities
Thiemo Fetzer, Benjamin Guin, Felipe Netto · 2024 · intermediate · risk management
insurance · mortgage markets · securitization
INTAGS: Interactive Agent-Guided Simulation
Song Wei, Andrea Coletta, Svitlana Vyetrenko · 2023 · advanced · machine learning
causal inference · deep learning · machine learning · reinforcement learning
Intangibles: The Missing Ingredient in Book Value
Feifei Li · 2021 · intermediate · portfolio management
asset pricing · equity valuation
Integrated EUA and CER price modeling and application for spread option pricing
Barrieu, Pauline, Fehr, Max · 2011 · advanced · options
derivatives · option pricing · stochastic processes
Integrated nested Laplace approximations for threshold stochastic volatility models
Zea Bermúdez, Patricia de, Marín, Juan Miguel, Rue, Havard · 2021 · advanced · time series
bayesian statistics · numerical methods · statistical inference · stochastic processes
Integrating Different Informations for Portfolio Selection
Yi Huang, Wei Zhu, Duan Li · 2023 · advanced · portfolio management
bayesian statistics · portfolio management · statistics
Integrating granular data into a multilayer network: an interbank model of the euro area for systemic risk assessment
Ilias Aarab, Thomas Gottron, Andrea Colombo · 2026 · advanced · risk management
banking · contagion · financial networks · systemic risk
Integrating Inductive Biases in Transformers via Distillation for Financial Time Series Forecasting
Yu-Chen Den, Kuan-Yu Chen, Kendro Vincent · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading
Wo Long, Wenxin Zeng, Xiaoyu Zhang · 2025 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · natural language processing · reinforcement learning
Integrating Large Language Models in Financial Investments and Market Analysis: A Survey
Sedigheh Mahdavi, Jiating, Chen · 2025 · intermediate · machine learning
large language models
Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting
Mohammed Alruqimi, Luca Di Persio · 2025 · advanced · time series
deep learning · jump processes · machine learning · model calibration · neural networks · time series
Integrating multiple sources of ordinal information in portfolio optimization
Eranda Çela, Stephan Hafner, Roland Mestel · 2022 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations
Denisa Millo, Blerina Vika, Nevila Baci · 2024 · intermediate · machine learning
natural language processing
Integrating the implied regularity into implied volatility models: A study on free arbitrage model
Daniele Angelini, Fabrizio Di Sciorio · 2025 · advanced · options
options