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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4551–4600; page 92 of 188.

  1. International financial reporting standards and private firms’ access to bank loans

    Benjamin Balsmeier, Steven Vanhaverbeke · 2016 · intermediate · risk management

    banking

  2. International financial shocks in emerging markets

    Brei, Michael, Buzaushina, Almira · 2009 · advanced · risk management

    financial economics

  3. International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ?

    Kohlscheen, Emanuel, Taylor, Mark P. · 2006 · intermediate · risk management

    financial networks · liquidity

  4. International monetary policy and cryptocurrency markets: dynamic and spillover effects

    Elsayed, Ahmed H., Sousa, Ricardo M. · 2024 · advanced · time series

    cryptocurrencies · econometrics · time series

  5. International portfolio choice, liquidity constraints and the home equity bias puzzle

    Michaelides, Alexander · 2003 · advanced · portfolio management

    financial economics · liquidity · portfolio optimization

  6. International portfolio diversification is better than you think

    Nicolas Coeurdacier, Stéphane Guibaud · 2011 · intermediate · portfolio management

    equity markets

  7. International Portfolio Management, Currency Risk and the Euro

    Santis, Giorgio De, Gerard, Bruno, Hillion, Pierre · 1999 · advanced · portfolio management

    asset pricing · capm · econometrics · foreign exchange · garch · portfolio management

  8. International Reserves, External Debt Maturity, and the Reinforcement Effect for Financial Stability

    Xingwang Qian, Andreas Steiner · 2016 · intermediate · risk management

    econometrics · financial stability

  9. International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!

    Brandt, Michael, Cochrane, John, Santa-Clara, Pedro · 2001 · advanced · statistics

    asset pricing · financial economics · foreign exchange

  10. International Stock Market Integration: Central and South Eastern Europe Compared

    Roman Horvath, Dragan Petrovski · 2012 · advanced · time series

    equity markets · garch · statistics · time series

  11. International Taxation and Cross-Border Banking

    Harry Huizinga, Johannes Voget, Wolf Wagner · 2012 · intermediate · other

    other

  12. International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance

    Olivier Accominotti, Stefano Ugolini · 2020 · intermediate · risk management

    banking

  13. Internet Banking in Europe: a comparative analysis

    Francesca Arnaboldi, Peter Claeys · 2008 · intermediate · risk management

    banking

  14. Interoperability Effects: Extending DeFi Lending Risk Models to Multi-Chain Environments

    Hasret Ozan Sevim · 2026 · advanced · risk management

    decentralized finance · panel data · regression · risk management

  15. Interplay between Cryptocurrency Transactions and Online Financial Forums

    Ana Fernández Vilas, Rebeca P. Díaz Redondo, Daniel Couto Cancela · 2023 · intermediate · time series

    cryptocurrencies

  16. Interpolating commodity futures prices with Kriging

    Andrea Maran, Andrea Pallavicini · 2021 · advanced · derivatives

    bayesian statistics · commodities · statistical inference · term structure models

  17. Interpretability in deep learning for finance: a case study for the Heston model

    Damiano Brigo, Xiaoshan Huang, Andrea Pallavicini · 2021 · advanced · machine learning

    deep learning · machine learning · model calibration · neural networks · option pricing

  18. Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model

    Changeun Kim, Younwoo Jeong, Bong-Gyu Jang · 2025 · advanced · machine learning

    asset pricing · deep learning · financial machine learning · machine learning · neural networks

  19. Interpretable Factors of Firm Characteristics

    Yuxiao Jiao, Guofu Zhou, Wu Zhu · 2025 · intermediate · portfolio management

    factor investing

  20. Interpretable hybrid credit scoring for thin-file and underbanked populations

    Belise Kanziga, Yaé U. Gaba, Olivier Kanamugire · 2026 · intermediate · risk management

    credit risk · machine learning · regression

  21. Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals

    Gagan Deep, Akash Deep, William Lamptey · 2025 · advanced · quantitative trading

    algorithmic trading · backtesting · market microstructure

  22. Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy

    Muhammed Golec, Maha AlabdulJalil · 2025 · advanced · machine learning

    credit risk · large language models · natural language processing

  23. Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study

    Yuke Zhang · 2025 · intermediate · machine learning

    financial machine learning · machine learning · natural language processing

  24. Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds

    Minwu Kim, Sidahmed Benabderrahmane, Talal Rahwan · 2024 · intermediate · machine learning

    financial machine learning · machine learning

  25. Interpretable ML for High-Frequency Execution

    Timothée Fabre, Vincent Ragel · 2023 · advanced · quantitative trading

    high frequency trading · machine learning · market microstructure · neural networks · optimal execution

  26. Interpretable Systematic Risk around the Clock

    Songrun He · 2026 · advanced · quantitative trading

    asset pricing · jump processes · large language models · natural language processing · regression

  27. Interrogation of A Bubble in the Indian Market

    Ganapathy G Gangadharan, N. Suresh · 2022 · intermediate · time series

    statistics · time series

  28. Intertemporal Cost-efficient Consumption

    Mauricio Elizalde, Stephan Sturm · 2024 · advanced · stochastic calculus

    copulas · stochastic calculus

  29. Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis

    Salam Rabindrajit Luwang, Kundan Mukhia, Buddha Nath Sharma · 2026 · intermediate · quantitative trading

    market microstructure · statistics · stochastic processes

  30. Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach

    S. R. Luwang, A. Rai, Md. Nurujjaman · 2025 · intermediate · quantitative trading

    market microstructure · stochastic processes

  31. Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets

    Lafuente Luengo, Juan Ángel · 2000 · advanced · time series

    derivatives · econometrics · garch · time series

  32. Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency

    Stephanie Ligot, Roland Gillet, Iryna Veryzhenko · 2021 · intermediate · quantitative trading

    high frequency trading · market efficiency · market microstructure

  33. Intrinsic Geometry of the Stock Market from Graph Ricci Flow

    Bhargavi Srinivasan · 2025 · advanced · statistics

    financial networks

  34. Introducing Capital Structure in a Production Economy: Implications for Investment, Debt and Dividends

    Fabio ALESSANDRINI · 2003 · advanced · other

    capital structure · corporate finance · financial economics

  35. Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions

    Joel Pfeffer, J. M. Diederik Kruijssen, Florian Stecker · 2026 · intermediate · machine learning

    financial machine learning · machine learning · regression

  36. Introducing Variety in Risk Management

    Fabrizio Lillo, Rosario N. Mantegna, Jean-Philippe Bouchaud · 2001 · intermediate · risk management

    risk management

  37. Introduction of L0 norm and application of L1 and C1 norm in the study of time-series

    Victor Ujaldon Garcia · 2023 · advanced · time series

    cryptocurrencies · time series

  38. Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning

    Bernhard Hientzsch · 2019 · advanced · machine learning

    deep learning · mathematical finance · neural networks · numerical methods · option pricing · stochastic calculus

  39. Introduction to the special issue on recent developments in Financial Econometrics

    Serge Darolles, Christian Gourieroux, Sébastien Laurent · 2016 · intermediate · time series

    econometrics · time series

  40. Invariance properties of maximal extractable value

    Alan Guo · 2023 · advanced · quantitative trading

    decentralized finance · liquidity

  41. Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

    Daniel Guterding · 2020 · advanced · derivatives

    derivatives · machine learning · model calibration

  42. Inverse and Quanto Inverse Options in a Black-Scholes World

    Carol Alexander, Ding Chen, Arben Imeraj · 2021 · advanced · options

    cryptocurrencies · derivatives · mathematical finance · option pricing · options hedging

  43. Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution

    Jaehyuk Choi, Yeda Du, Qingshuo Song · 2018 · advanced · options

    numerical methods · statistics

  44. Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes

    Lennon J. Shikhman, Michael Galarnyk, Aadi Dash · 2026 · advanced · options

    deep learning · financial machine learning · machine learning · option pricing

  45. Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty

    Jinho Cha, Long Pham, Thi Le Hoa Vo · 2025 · advanced · portfolio management

    optimization · portfolio optimization · statistical inference

  46. Inversion of convex ordering in the VIX market

    Julien Guyon · 2020 · advanced · options

    model calibration · volatility surface

  47. Inverting the Markovian projection for pure jump processes

    Martin Larsson, Shukun Long · 2024 · advanced · stochastic calculus

    jump processes · stochastic processes

  48. Investigating Approaches to Modeling Rough Path-Dependent Volatility: Insights and Implications

    Léo Parent · 2024 · advanced · time series

    rough volatility

  49. Investigating Conditional Restricted Boltzmann Machines in Regime Detection

    Siddhartha Srinivas Rentala · 2025 · advanced · machine learning

    machine learning · neural networks · systemic risk · time series

  50. Investigating Short-Term Dynamics in Green Bond Markets

    Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji · 2023 · advanced · time series

    jump processes · time series