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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4501–4550; page 91 of 188.

  1. Integrating Tick-level Data and Periodical Signal for High-frequency Market Making

    Jiafa He, Cong Zheng, Can Yang · 2023 · advanced · quantitative trading

    deep learning · high frequency trading · market making · reinforcement learning

  2. Integration of Income and Estate Tax Planning

    Steven Liu · 2021 · intermediate · portfolio management

    monte carlo simulation

  3. Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions

    Juan C. King, Jose M. Amigo · 2025 · advanced · machine learning

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

  4. Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation

    Junjie Guo · 2025 · intermediate · machine learning

    deep learning · machine learning · neural networks · portfolio management · time series

  5. Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems

    You Wu, Mengfang Sun, Hongye Zheng · 2024 · intermediate · machine learning

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

  6. Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem

    Xin Guo, Yan Zeng · 2008 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  7. Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006

    Hommes, C.H. · 2006 · intermediate · time series

    asset pricing · behavioral finance · financial economics

  8. Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis

    Rajkamal Iyer, Samuel Da-Rocha-Lopes, José-Luis Peydró · 2013 · intermediate · risk management

    banking · credit markets · liquidity risk

  9. Interbank network reconstruction enforcing density and reciprocity

    Valentina Macchiati, Piero Mazzarisi, Diego Garlaschelli · 2024 · advanced · risk management

    banking · financial networks · systemic risk

  10. Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency

    Wei Wang, Haibo Wang, Wendy Wang · 2024 · intermediate · time series

    cryptocurrencies · econometrics · equity markets · time series

  11. Interconnectedness Among Banks, Financial Stability, and Bank Capital Regulation

    Yehning Chen, Iftekhar Hasan · 2016 · advanced · risk management

    banking · financial networks · systemic risk

  12. Interest rate convexity in a Gaussian framework

    Antoine Jacquier, Mugad Oumgari · 2023 · advanced · fixed income

    interest rates · mathematical finance · stochastic processes

  13. Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery

    Tim Leung, Matthew Lorig · 2024 · advanced · fixed income

    derivatives · fixed income · interest rates · stochastic processes

  14. Interest Rate Dynamics and Consistent Forward Rate Curves

    Björk, Tomas, Christensen, Bent Jesper · 1997 · advanced · fixed income

    fixed income · interest rates · mathematical finance · term structure models

  15. Interest rate forecasts: a pathology

    Goodhart, Charles, Bin Lim, Wen · 2008 · intermediate · time series

    interest rates

  16. Interest rate formation in informal credit markets in India: does level of development matter?

    Manojit Bhattacharjee, Meenakshi Rajeev · 2010 · intermediate · risk management

    credit markets · econometrics · interest rates

  17. Interest Rate Future Quality Options and Negative Interest Rates

    Balbás, Alejandro, Laborda Herrero, Ricardo · 2017 · intermediate · portfolio management

    derivatives · interest rates · portfolio management

  18. Interest rate models in decentralised lending protocols

    Samuel N. Cohen, Leandro Sánchez-Betancourt, Łukasz Szpruch · 2026 · advanced · fixed income

    decentralized finance · interest rates

  19. Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland

    Jes??s Crespo-Cuaresma, Bal??zs ??gert, Thomas Reininger · 2004 · intermediate · fixed income

    econometrics · interest rates · regression · time series

  20. Interest rate restrictions in a natural experiment: loan allocation and the change in the usury laws in 1714

    Joachim Voth, Peter Temin · 2005 · intermediate · risk management

    credit markets · economic policy · financial economics

  21. Interest rate risk, longevity risk and the solvency of life insurers

    Berdin, Elia · 2016 · advanced · risk management

    insurance · interest rates · stochastic processes

  22. Interest rate rules under financial dominance

    Vivien Lewis, Markus Roth · 2015 · advanced · risk management

    banking · financial stability · interest rates

  23. Interest Rate Shocks and the Composition of Sovereign Debt

    Gonzalez-Aguado, Eugenia · 2022 · advanced · fixed income

    interest rates

  24. Interest Rate Smoothing and Game-Varying Premium: Another Look at Debt Management in Japan

    Takeya, Y. · 1999 · advanced · fixed income

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

  25. Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan

    Yosuke Takeda · 1999 · advanced · fixed income

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

  26. Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities

    Aaron N. Mehrotra, Richhild Moessner, Chang Shu · 2019 · advanced · fixed income

    interest rates

  27. Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

    Stefano Bosi, Pascal Fontaine, Cuong Le Van · 2016 · advanced · fixed income

    financial economics · interest rates

  28. Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds

    John Armstrong, James Dalby, Catherine Donnelly · 2024 · advanced · risk management

    pensions

  29. Intergenerational Risksharing and Equilibrium Asset Prices

    Nosbusch, Yves, Campbell, John · 2007 · advanced · portfolio management

    asset pricing · financial economics

  30. Interlocking directorates in Spanish banking in the twentieth century

    Francisco J. Pueyo · 2006 · intermediate · other

    banking · financial networks

  31. Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach

    Olivier Accominotti, Delio Lucena-Piquero, Stefano Ugolini · 2023 · advanced · risk management

    financial networks

  32. Intermediating DFMM Asset (IDA)

    Arman Abgaryan, Utkarsh Sharma · 2023 · intermediate · quantitative trading

    decentralized finance · liquidity · market making · risk management

  33. Internal Capital Markets and Corporate Politics in a Banking Group

    Martijn Cremers, Rocco Huang, Zacharias Sautner · 2009 · intermediate · other

    banking · financial economics

  34. Internal hydro- and wind portfolio optimisation in real-time market operations

    Hans Ole Riddervold, Ellen Krohn Aasgård, Lisa Haukaas · 2021 · intermediate · portfolio management

    optimization · portfolio management · portfolio optimization

  35. Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts

    Brunella Bruno, Immacolata Marino, Giacomo Nocera · 2023 · intermediate · risk management

    banking · panel data

  36. Internal Rationality, Imperfect Market Knowledge and Asset Prices

    Klaus Adam, Albert Marcet · 2011 · advanced · other

    asset pricing · financial economics

  37. Internal regret in on-line portfolio selection

    Gilles Stoltz, Gabor Lugosi · 2005 · advanced · portfolio management

    portfolio management · portfolio optimization

  38. International Banking and Financial Fragility: The Contrasting Experience of Brazil and Mexico in the Lead-up to the 1982 Crisis

    Sebastian Alvarez · 2020 · intermediate · risk management

    banking · economic policy · financial stability

  39. International banking and transmission of the 1931 financial crisis

    Accominotti, Olivier · 2016 · intermediate · risk management

    banking · contagion

  40. International Diversification Works (Eventually)

    Roni Israelov · 2011 · intermediate · portfolio management

    portfolio management

  41. International Diversification—Still Not Crazy after All These Years

    Cliff Asness, Antti Ilmanen, Daniel Villalon · 2023 · intermediate · portfolio management

    equity markets

  42. International equity holdings and stock returns correlations: Does diversification matter at all for portfolio choice?

    Nicolas Coeurdacier, Stéphane Guibaud · 2005 · intermediate · portfolio management

    causal identification · equity markets

  43. International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord

    McAleer, M.J., Jiménez-Martín, J.A., Pérez-Amaral, T. · 2011 · intermediate · risk management

    backtesting · garch · market risk · risk management · volatility forecasting

  44. International Evidence on Government Support and Risk-Taking in the Banking Sector

    Brandao-Marques, L., Correa, R., Sapriza, H. · 2012 · intermediate · risk management

    banking

  45. International Financial Adjustment

    Gourinchas, Pierre-Olivier, Rey, Hélène · 2005 · advanced · portfolio management

    financial economics

  46. International financial flows and misallocation

    Federico Cingano, Fadi Hassan · 2020 · advanced · risk management

    banking · credit markets · financial economics

  47. International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries

    Christophe RAULT, Guglielmo Maria CAPORALE, Thouraya HADJ AMOR · 2009 · advanced · statistics

    econometrics · financial economics · panel data

  48. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises

    Puriya Abbassi, Falk Bräuning, Falko Fecht · 2017 · advanced · risk management

    banking · financial economics · liquidity

  49. International Financial Liberalization and Industry Growth

    Vlachos, Jonas, Waldenström, Daniel · 2002 · intermediate · other

    financial economics

  50. International Financial Markets Through 150 Years: Evaluating Stylized Facts

    Sara A. Safari, Maximilian Janisch, Thomas Lehéricy · 2025 · intermediate · time series

    econometrics · hypothesis testing · statistics · time series