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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4801–4850; page 97 of 188.
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market
Stefanos Bennett, Mihai Cucuringu, Gesine Reinert · 2022 · advanced · time series
equity markets · time series
Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms
Ruichen Deng, Yichi Zhang · 2026 · intermediate · quantitative trading
machine learning · time series
Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking
Mao Guan, Qian Chen · 2026 · advanced · machine learning
backtesting · factor investing · financial machine learning · large language models · natural language processing · time series
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution
Feiyang Pan, Tongzhe Zhang, Ling Luo · 2022 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
Yew Lee Tan · 2026 · advanced · risk management
credit risk · financial machine learning · machine learning · time series
Learning a functional control for high-frequency finance
Laura Leal, Mathieu Laurière, Charles-Albert Lehalle · 2022 · advanced · quantitative trading
deep learning · high frequency trading · neural networks · optimization
Learning Bermudans
Riccardo Aiolfi, Nicola Moreni, Marco Bianchetti · 2021 · intermediate · machine learning
derivatives · interest rates · machine learning · monte carlo simulation · neural networks · option pricing
Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning
Bhaskarjit Sarmah, Nayana Nair, Dhagash Mehta · 2022 · intermediate · machine learning
algorithms · financial networks · machine learning
Learning Financial Networks with High-frequency Trade Data
Kara Karpman, Sumanta Basu, David Easley · 2022 · advanced · machine learning
financial networks · high frequency trading · machine learning · market microstructure
Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
Junjie Zhao, Chengxi Zhang, Chenkai Wang · 2025 · advanced · machine learning
financial machine learning · machine learning · reinforcement learning
Learning from history: volatility and financial crises
Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur · 2016 · intermediate · risk management
risk management
Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model
Michele Berardi · 2020 · intermediate · statistics
asset pricing · bayesian statistics · financial economics
Learning Optimal Liquidation with Closing Auctions
Julius Graf, Thibaut Mastrolia · 2026 · advanced · quantitative trading
deep learning · machine learning · optimal execution · reinforcement learning
Learning PDEs for Portfolio Optimization with Quantum Physics-Informed Neural Networks
Letao Wang, Abdel Lisser, Sreejith Sreekumar · 2026 · advanced · machine learning
machine learning · neural networks · optimization · partial differential equations
Learning Predictive Ambiguity Sets for Decision-Focused Distributionally Robust Optimization
Junjie Guo · 2026 · advanced · portfolio management
deep learning · machine learning · optimization · portfolio optimization
Learning smooth graphs with sparse temporal variations to explore long-term financial trends
Cécile Bastidon, Myriam Bontonou, Pierre Borgnat · 2024 · advanced · fixed income
interest rates · time series
Learning Stock Trading Policies via Barycenter-Based Adversarial Inverse Reinforcement Learning
Arishi Orra, Himanshu Choudhary, Manoj Thakur · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · machine learning · reinforcement learning
Learning the Exact SABR Model
Giorgia Rensi, Pietro Rossi, Marco Bianchetti · 2025 · advanced · options
deep learning · interest rates · model calibration · monte carlo simulation · option pricing · volatility surface
Learning the Market: Sentiment-Based Ensemble Trading Agents
Andrew Ye, James Xu, Vidyut Veedgav · 2024 · advanced · quantitative trading
algorithmic trading · deep learning · financial machine learning · reinforcement learning
Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios
Gianluca De Nard, Damjan Kostovic · 2025 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks
Timothée Fabre, Damien Challet · 2025 · advanced · quantitative trading
financial machine learning · machine learning · market microstructure · neural networks · stochastic processes
Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization
Jan Rovirosa, Jesse Schmolze · 2026 · advanced · time series
machine learning · neural networks · statistics · stochastic processes · time series
Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification
Kemal Kirtac · 2026 · intermediate · machine learning
financial machine learning · large language models · machine learning · natural language processing
Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets
Mahmoud Mahfouz, Tucker Balch, Manuela Veloso · 2021 · advanced · machine learning
deep learning · machine learning
Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng · 2024 · advanced · machine learning
financial machine learning · large language models · natural language processing · reinforcement learning
Learning to Hedge Swaptions
Zaniar Ahmadi, Frédéric Godin · 2025 · advanced · machine learning
derivatives · machine learning · reinforcement learning · risk management
Learning to Learn Financial Networks for Optimising Momentum Strategies
Xingyue Pu, Stefan Zohren, Stephen Roberts · 2023 · advanced · machine learning
backtesting · financial networks · machine learning · momentum · neural networks · portfolio optimization
Learning to Manage Investment Portfolios beyond Simple Utility Functions
Maarten P. Scholl, Mahmoud Mahfouz, Anisoara Calinescu · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · mutual funds · neural networks · portfolio management
Learning to Optimally Stop Diffusion Processes, with Financial Applications
Min Dai, Yu Sun, Zuo Quan Xu · 2024 · advanced · machine learning
option pricing · reinforcement learning · stochastic calculus · stochastic processes
Learning to Predict Short-Term Volatility with Order Flow Image Representation
Artem Lensky, Mingyu Hao · 2023 · advanced · time series
cryptocurrencies · deep learning · machine learning · neural networks · volatility forecasting
Learning to simulate realistic limit order book markets from data as a World Agent
Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko · 2022 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
Alejandro Bernales, Massimo Guidolin · 2015 · advanced · options
asset pricing · bayesian statistics · option pricing · volatility surface
Learning to Trade via Direct Reinforcement
John Moody, Matthew Saffell
Bellman’s curse of dimensionality · Q-learning · RRL · S&P 500 · Sharpe ratio · T-bills
Learning to walk before you run : Financial Behavior and mobile banking in Madagascar
Florence Arestoff, Baptiste Venet · 2017 · intermediate · statistics
banking · causal inference
Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation
Hommes, C.H., Zhu, M. · 2011 · intermediate · time series
asset pricing · behavioral economics · time series
Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions
Hampus Engsner · 2021 · advanced · risk management
monte carlo simulation · numerical methods · regression
Least squares Monte Carlo methods in stochastic Volterra rough volatility models
Henrique Guerreiro, João Guerra · 2021 · advanced · options
monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes
Legal Determinants of External Finance,"
RAFAEL LaPORTA, FLORENCIO LOPEZ-de-SILANES, ANDREI SHLEIFER · intermediate · other
equity markets · financial economics
Legal investor protection and takeovers
Burkart, Mike, Gromb, Denis, Mueller, Holger M · 2014 · advanced · other
financial economics · mergers and acquisitions
Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis
Sonja Fagernäs, Prabirjit Sarkar, Ajit Singh · 2007 · intermediate · other
corporate governance · equity markets · time series
Legal Perception and Finance: The Case of IPO Firm Value
Gerhard Schnyder, Anna Grosman, Kun Fu · 2021 · intermediate · other
other
LEMs: A Primer On Large Execution Models
Remi Genet, Hugo Inzirillo · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · neural networks · optimal execution
Less disagreement, better forecasts: adjusted risk measures in the energy futures market
Zhang, Ning, Gong, Yujing, Xue, Xiaohan · 2023 · advanced · risk management
backtesting · market risk
Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction
CJ Finnegan, James F. McCann, Salissou Moutari · 2024 · advanced · machine learning
algorithmic trading · backtesting · deep learning · financial machine learning · machine learning · neural networks
Less is more: increasing retirement gains by using an upside terminal wealth constraint
Catherine Donnelly, Russell Gerrard, Montserrat Guillén · 2015 · advanced · portfolio management
portfolio management · portfolio optimization · risk management
Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity
Kevin Fergusson, Eckhard Platen · 2017 · advanced · risk management
asset pricing
Lessons from the global financial crisis for regulators and supervisors
Buiter, Willem H. · 2009 · intermediate · risk management
economic policy
Level Shifts in Volatility and the Implied-Realized Volatility Relation
Bent Jesper Christensen, Paolo Santucci de Magistris · 2010 · advanced · time series
statistical inference · time series
Leverage Aversion and Risk Parity
Andrea Frazzini · 2012 · intermediate · portfolio management
portfolio management
Leverage Staking with Liquid Staking Derivatives (LSDs): Opportunities and Risks
Xihan Xiong, Zhipeng Wang, Xi Chen · 2023 · advanced · risk management
risk management · stress testing