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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4851–4900; page 98 of 188.

  1. Leveraged positions on decentralized lending platforms

    Bastien Baude, Vincent Danos, Hamza El Khalloufi · 2026 · advanced · portfolio management

    convex optimization · decentralized finance · portfolio optimization

  2. Leveraging central bank communication to foster sustainable finance

    Conesa Martinez, Marina · 2025 · beginner · fixed income

    fixed income

  3. Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications

    Yuhan Wang, Zhen Xu, Yue Yao · 2024 · intermediate · machine learning

    credit risk · deep learning · neural networks

  4. Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management

    Paraskevi Nousi, Loukia Avramelou, Georgios Rodinos · 2023 · intermediate · machine learning

    algorithmic trading · deep learning · financial machine learning · machine learning · portfolio management · reinforcement learning

  5. Leveraging Fundamental Analysis for Stock Trend Prediction for Profit

    John Phan, Hung-Fu Chang · 2024 · intermediate · machine learning

    deep learning · machine learning · neural networks · regression

  6. Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision

    Mohan Jiang, Yaxin Liang, Siyuan Han · 2024 · intermediate · machine learning

    deep learning · machine learning

  7. Leveraging IS and TC: Optimal order execution subject to reference strategies

    Xue Cheng, Peng Guo, Tai-ho Wang · 2024 · advanced · quantitative trading

    optimal execution · optimization

  8. Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle

    Xu Yang, Xiao Yang, Weiqing Liu · 2023 · advanced · machine learning

    large language models

  9. Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token

    Xintong Wu, Peiting Tsai, Jing Yuan · 2026 · intermediate · machine learning

    cryptocurrencies · deep learning · large language models · natural language processing · neural networks · time series

  10. Leveraging LLMS for Top-Down Sector Allocation In Automated Trading

    Ryan Quek Wei Heng, Edoardo Vittori, Keane Ong · 2025 · advanced · portfolio management

    algorithmic trading · financial machine learning · large language models · machine learning · natural language processing · portfolio management

  11. Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model

    Ludovic Goudenege, Andrea Molent, Antonino Zanette · 2024 · advanced · options

    machine learning · monte carlo simulation · neural networks · numerical methods · optimization · option pricing

  12. Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach

    Sanjay Sathish, Charu C Sharma · 2024 · advanced · time series

    deep learning · financial machine learning · machine learning · neural networks · time series

  13. Leveraging the Low-Volatility Effect

    Lodewijk van der Linden, Amar Soebhag, Pim van. Auteur du texte Vliet · 2024 · intermediate · portfolio management

    factor investing · portfolio management

  14. Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting

    Arash Peik, Mohammad Ali Zare Chahooki, Amin Milani Fard · 2024 · intermediate · machine learning

    cryptocurrencies · deep learning · financial machine learning · machine learning · neural networks · time series

  15. Lévy-Driven Option Pricing without a Riskless Asset

    Ziyao Wang · 2025 · advanced · options

    derivatives · jump processes · mathematical finance · option pricing · stochastic processes

  16. Levy-stable scaling of risk and performance functionals

    Dmitrii Vlasiuk · 2025 · advanced · risk management

    risk management · statistics · tail risk

  17. Lifted Heston Model: Efficient Monte Carlo Simulation with Large Time Steps

    Nicola F. Zaugg, Lech A. Grzelak · 2025 · advanced · options

    monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes

  18. Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process

    Konark Jain, Nick Firoozye, Jonathan Kochems · 2023 · advanced · quantitative trading

    market microstructure · model calibration · stochastic processes

  19. Limit Order Book Event Stream Prediction with Diffusion Model

    Zetao Zheng, Guoan Li, Deqiang Ouyang · 2024 · advanced · machine learning

    deep learning · machine learning

  20. Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling

    Michael Giegrich, Roel Oomen, Christoph Reisinger · 2024 · advanced · quantitative trading

    market microstructure

  21. Limit Order Book Simulations: A Review

    Konark Jain, Nick Firoozye, Jonathan Kochems · 2024 · intermediate · quantitative trading

    market microstructure

  22. Limit Order Books

    Martin D. Gould, Mason A. Porter, Stacy Williams · 2010 · advanced · quantitative trading

    market microstructure

  23. Limit theorems for bipower variation in financial econometrics

    Ole E. Barndorff-Nielsen, Svend E. Graversen, Jean Jacod · 2005 · advanced · stochastic calculus

    stochastic processes

  24. Limited Awareness and Financial Intermediation

    Sarah Auster, Nicola Pavoni · 2022 · advanced · other

    financial economics

  25. Limited Liability and Option Contracts in Models with Sequential Investments

    Lülfesmann, Christoph · 2001 · advanced · other

    corporate finance · financial economics

  26. Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets

    Penghang Liu, Kshama Dwarakanath, Svitlana S Vyetrenko · 2022 · advanced · machine learning

    behavioral finance · liquidity · reinforcement learning

  27. Limits of arbitrage: the state of the theory

    Gromb, Denis, Vayanos, Dimitri · 2010 · advanced · quantitative trading

    asset pricing · financial economics · liquidity

  28. Limits of Disclosure Regulation in the Municipal Bond Market

    Ivan T. Ivanov, Tom Zimmermann, Nathan Heinrich · 2022 · intermediate · fixed income

    fixed income

  29. Linear and nonlinear causality in financial markets

    Haochun Ma, Davide Prosperino, Alexander Haluszczynski · 2023 · advanced · statistics

    causal inference · time series

  30. Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence

    Massimo Guidolin, Francesco Chincoli · 2017 · intermediate · time series

    asset pricing · econometrics · factor investing · time series

  31. Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact

    Damian Eduardo Taranto, Giacomo Bormetti, Jean-Philippe Bouchaud · 2016 · advanced · quantitative trading

    market microstructure

  32. Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model

    Damian Eduardo Taranto, Giacomo Bormetti, Jean-Philippe Bouchaud · 2018 · advanced · quantitative trading

    market microstructure · time series

  33. Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon

    T. Choulli, S. Alsheyab · 2024 · advanced · stochastic calculus

    stochastic calculus · stochastic differential equations · stochastic processes

  34. Linear Stochastic Dividend Model

    Sander Willems · 2019 · advanced · derivatives

    derivatives · option pricing · stochastic processes

  35. Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading

    Nathaniel Frank · 2009 · advanced · time series

    garch · market microstructure · time series

  36. Linking Path-Dependent and Stochastic Volatility Models

    Samuel N. Cohen, Cephas Svosve · 2025 · advanced · time series

    model calibration

  37. Liquidation Dynamics in DeFi and the Role of Transaction Fees

    Agathe Sadeghi, Zachary Feinstein · 2026 · advanced · risk management

    decentralized finance

  38. Liquidations: DeFi on a Knife-edge

    Daniel Perez, Sam M. Werner, Jiahua Xu · 2020 · intermediate · risk management

    decentralized finance

  39. Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks

    Qi Deng · 2024 · advanced · time series

    cryptocurrencies · liquidity · statistics · time series

  40. Liquidity and asset prices: a united framework

    Vayanos, Dimitri, Wang, Jiang · 2009 · advanced · quantitative trading

    asset pricing · financial economics · liquidity · transaction costs

  41. Liquidity and asset returns under asymmetric information and imperfect competition

    Vayanos, Dimitri, Wang, Jiang · 2012 · advanced · quantitative trading

    asset pricing · financial economics · liquidity

  42. Liquidity and capital structure

    Anderson, Ronald W., Carverhill, Andrew · 2006 · advanced · other

    capital structure · model calibration

  43. Liquidity and Equity Short term fragility: Stress-tests for the European banking system

    Guillaume Arnould, Catherine Bruneau, Zhun Peng · 2015 · advanced · risk management

    banking · copulas · equity markets · stress testing

  44. Liquidity and Financial Market Runs

    Antonio Bernardo, Ivo Welch · 2003 · intermediate · quantitative trading

    liquidity · liquidity risk

  45. Liquidity Auctions, Fixed Rate Tenders and Bailouts in the EURO Zone

    Nuno Cassola, Ali Hortaçsu, Jakub Kastl · 2013 · advanced · risk management

    banking · liquidity · systemic risk

  46. Liquidity Competition Between Brokers and an Informed Trader

    Ryan Donnelly, Zi Li · 2025 · advanced · quantitative trading

    liquidity · market making · market microstructure

  47. Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns

    M. Reza Bradrania, Maurice Peat, Stephen Satchell · 2022 · intermediate · statistics

    asset pricing · liquidity · market microstructure

  48. Liquidity Dynamics in RFQ Markets and Impact on Pricing

    Philippe Bergault, Olivier Guéant · 2023 · advanced · quantitative trading

    liquidity · market making · stochastic processes

  49. Liquidity fluctuations and the latent dynamics of price impact

    Luca Philippe Mertens, Alberto Ciacci, Fabrizio Lillo · 2021 · advanced · quantitative trading

    liquidity · market microstructure · stochastic processes · time series

  50. Liquidity Hoarding

    Gale, Douglas, Yorulmazer, Tanju · 2011 · advanced · risk management

    banking · financial economics · liquidity · liquidity risk