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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4751–4800; page 96 of 188.

  1. L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise

    Eleni Iliopulos, Thepthida Sopraseuth · 2011 · intermediate · risk management

    banking · financial economics

  2. La finance de marché à l’ère de l’intelligence bon marché

    Charles‐Albert Lehalle · 2020 · intermediate · machine learning

    machine learning

  3. La taxation des transactions financières : une analyse du dispositif français

    Gunther Capelle-Blancard · 2024 · intermediate · other

    other

  4. Labor hiring, investment and stock return predictability in the cross section

    Bazdrech, Santiago, Belo, Frederico, Lin, Xiaoji · 2009 · intermediate · statistics

    asset pricing · equity markets · regression

  5. Labor Income Risk and the Cross-Section of Expected Returns

    Mykola Pinchuk · 2023 · advanced · statistics

    asset pricing · equity markets · financial economics

  6. Labor informality and financial inclusion transitions: Evidence from Peru

    Aurazo, Jose, Gasmi, Farid · 2022 · advanced · statistics

    panel data

  7. Labor unemployment risk and corporate financing decisions

    Agrawal, Ashwini K., Matsa, David A. · 2013 · intermediate · other

    causal identification · corporate finance

  8. Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

    DONG XIAO SHAW, Shucheng Liu, Leonid Kopman · 2008 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  9. Lambda Expected Shortfall

    Fabio Bellini, Muqiao Huang, Qiuqi Wang · 2025 · advanced · risk management

    risk management

  10. Lambda R{é}nyi entropic value-at-risk

    Zhenfeng Zou · 2026 · advanced · risk management

    mathematical finance · risk management

  11. Lambda Value-at-Risk under ambiguity and risk sharing

    Peng Liu, Alexander Schied · 2025 · advanced · risk management

    mathematical finance · probability · risk management

  12. Lambda-quantiles under the microscope

    Fabio Bellini, Felix-Benedikt Liebrich · 2026 · advanced · risk management

    probability

  13. Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century

    Rajan, Raghuram G., Ramcharan, Rodney · 2009 · advanced · risk management

    banking · credit markets · financial economics

  14. Landscape-Dependent Performance of Photonic Quantum Solvers in QUBO Feature Selection for Financial Risk Detection

    Nirvik Sahoo, Paul Robert Griffin · 2026 · intermediate · machine learning

    optimization

  15. Language Model Guided Reinforcement Learning in Quantitative Trading

    Adam Darmanin, Vince Vella · 2025 · advanced · machine learning

    algorithmic trading · large language models · reinforcement learning

  16. Lapse-supported life insurance and adverse selection

    Oytun Haçarız, Torsten Kleinow, Angus S. Macdonald · 2024 · advanced · risk management

    insurance

  17. Large and Deep Factor Models

    Bryan Kelly, Boris Kuznetsov, Semyon Malamud · 2024 · advanced · machine learning

    asset pricing · deep learning · machine learning · neural networks

  18. Large and moderate deviations for importance sampling in the Heston model

    Marc Geha, Antoine Jacquier, Zan Zuric · 2021 · advanced · options

    monte carlo simulation · option pricing

  19. Large and moderate deviations for stochastic Volterra systems

    Antoine Jacquier, Alexandre Pannier · 2020 · advanced · stochastic calculus

    rough volatility · stochastic processes

  20. Large Banks and Small Firm Lending

    Vitaly M. Bord, Victoria Ivashina, Ryan Taliaferro · 2018 · intermediate · risk management

    banking · credit markets

  21. Large deviations of realized volatility

    Shin Kanaya, Taisuke Otsu · 2011 · advanced · statistics

    probability · statistics

  22. Large Investment Model

    Jian Guo, Heung-Yeung Shum · 2024 · advanced · machine learning

    deep learning · financial machine learning · machine learning

  23. Large Language Model Agent in Financial Trading: A Survey

    Han Ding, Yinheng Li, Junhao Wang · 2024 · intermediate · machine learning

    backtesting · large language models

  24. Large Language Model in Financial Regulatory Interpretation

    Zhiyu Cao, Zachary Feinstein · 2024 · intermediate · risk management

    large language models

  25. Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals

    Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini · 2026 · advanced · portfolio management

    large language models · machine learning · natural language processing · portfolio optimization · risk management

  26. Large Language Models and Futures Price Factors in China

    Yuhan Cheng, Heyang Zhou, Yanchu Liu · 2025 · advanced · portfolio management

    backtesting · factor investing · large language models

  27. Large Language Models and Stock Investing: Is the Human Factor Required?

    Ricardo Crisostomo, Diana Mykhalyuk · 2026 · intermediate · machine learning

    equity markets · large language models · natural language processing

  28. Large language models in finance : what is financial sentiment?

    Kemal Kirtac, Guido Germano · 2025 · intermediate · machine learning

    deep learning · large language models · machine learning · natural language processing

  29. Large Signal Libraries: Equal-Weight Limits and the Divergent Spectra of Signals and PnL

    Marc da Costa Nunes · 2026 · advanced · statistics

    linear algebra

  30. Large volatility matrix inference via combining low-frequency and high-frequency approaches

    Tao, Minjing, Wang, Yahzen, Yao, Qiwei · 2011 · advanced · time series

    statistical inference · statistics

  31. Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information

    Yangzhou Chen, Shuaida He, Xin Chen · 2026 · advanced · portfolio management

    portfolio management · statistics

  32. Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms

    Danial Ramezani, Mostafa Abouei Ardakan · 2026 · advanced · portfolio management

    algorithms · optimization · portfolio optimization

  33. Large-scale portfolio optimization with variational neural annealing

    Nishan Ranabhat, Behnam Javanparast, David Goerz · 2025 · advanced · portfolio management

    algorithms · machine learning · neural networks · optimization · portfolio optimization

  34. Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks

    Kamesh Korangi, Christophe Mues, Cristián Bravo · 2024 · advanced · portfolio management

    deep learning · financial machine learning · neural networks · optimization · portfolio optimization

  35. Lasso-based forecast combinations for forecasting realized variances

    Ines Wilms, Jeroen Rombouts, Christophe Croux · 2016 · advanced · time series

    statistics · time series · volatility forecasting

  36. Latency and liquidity provision in a limit order book

    Julius Bonart, Martin Gould · 2015 · intermediate · quantitative trading

    liquidity · market microstructure

  37. Latency and Liquidity Risk

    Álvaro Cartea, Sebastian Jaimungal, Leandro Sánchez-Betancourt · 2019 · advanced · quantitative trading

    high frequency trading · liquidity · liquidity risk · market microstructure · stochastic differential equations

  38. Latent Continuum of Regimes in Limit Order Book Dynamics

    Anjali Thawait · 2026 · advanced · quantitative trading

    market microstructure · time series

  39. Latent Factor Analysis in Short Panels

    Alain-Philippe Fortin, Patrick Gagliardini, Olivier Scaillet · 2023 · advanced · statistics

    hypothesis testing · panel data · statistical inference

  40. Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation

    Oscar Brooks, Dusica Bajalica, Yating Liu · 2026 · advanced · options

    deep learning · machine learning · neural networks · volatility surface

  41. Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs

    Jodi Dianetti, Giorgio Ferrari, Yunzhi Hu · 2026 · advanced · risk management

    banking

  42. Latent Variable Estimation in Bayesian Black-Litterman Models

    Thomas Y. L. Lin, Jerry Yao-Chieh Hu, Paul W. Chiou · 2025 · advanced · portfolio management

    bayesian statistics · portfolio optimization · statistical inference

  43. Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs

    Chang, C-L., McAleer, M.J., Wang, Y-A. · 2018 · advanced · time series

    econometrics · exchange traded funds · time series

  44. Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces

    Jing Wang, Shuaiqiang Liu, Cornelis Vuik · 2026 · advanced · options

    machine learning · partial differential equations · volatility surface

  45. Law and Finance in Transition Economies

    Katharina Pistor, Martin Raiser, Stanislaw Gelfer · 2000 · intermediate · other

    corporate finance · financial economics

  46. Law-invariant functionals on general spaces of random variables

    Fabio Bellini, Pablo Koch-Medina, Cosimo Munari · 2018 · advanced · risk management

    risk management

  47. Law-Invariant Return and Star-Shaped Risk Measures

    Roger J. A. Laeven, Emanuela Rosazza Gianin, Marco Zullino · 2023 · advanced · risk management

    risk management

  48. Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds

    Jian'an Zhang · 2025 · advanced · options

    machine learning · reinforcement learning · volatility surface

  49. Law, Finance and Development Further Analyses of Longitudinal Data

    Prabirjit Sarkar, Ajit Singh · 2009 · intermediate · other

    corporate governance

  50. Layer 2 be or Layer not 2 be: Scaling on Uniswap v3

    Austin Adams · 2024 · intermediate · quantitative trading

    liquidity · market microstructure · transaction costs