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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4901–4950; page 99 of 188.

  1. Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk

    Heider, F., Hoerova, M., Holthausen, C. · 2009 · advanced · risk management

    banking · liquidity · liquidity risk

  2. Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading

    Qi Deng, Zhong-Guo Zhou · 2024 · intermediate · quantitative trading

    cryptocurrencies · liquidity

  3. Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets

    Qi Deng, Zhong-guo Zhou · 2024 · intermediate · quantitative trading

    cryptocurrencies · liquidity

  4. Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line

    Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier · 2016 · intermediate · other

    corporate finance

  5. Liquidity misallocation in an over-the-counter market

    Zhang, Shengxing · 2018 · advanced · quantitative trading

    financial economics · liquidity · market microstructure

  6. Liquidity Premium and Investment Horizons

    Irene Aldridge · 2026 · advanced · quantitative trading

    asset pricing · equity markets · liquidity · market microstructure · regression

  7. Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity

    Qi Deng, Zhong-guo Zhou · 2023 · advanced · time series

    cryptocurrencies · garch · liquidity · time series · volatility forecasting

  8. Liquidity Provider Returns in Geometric Mean Markets

    Alex Evans · 2020 · advanced · quantitative trading

    derivatives · liquidity · market making

  9. Liquidity Provision and Rebate Design in Option Markets

    Samuel N. Cohen, Lyndon Drake, Zihan Guo · 2026 · advanced · quantitative trading

    derivatives · market making · optimization

  10. Liquidity provision in CLMMs: evidence from transactions data

    Andrey Urusov, Rostislav Berezovskiy, Anatoly Krestenko · 2026 · advanced · quantitative trading

    liquidity

  11. Liquidity provision of utility indifference type in decentralized exchanges

    Masaaki Fukasawa, Basile Maire, Marcus Wunsch · 2025 · advanced · quantitative trading

    decentralized finance · liquidity · market making · mathematical finance

  12. Liquidity Provision Payoff on Automated Market Makers

    Jin Hong Kuan · 2022 · advanced · quantitative trading

    decentralized finance · liquidity · market making

  13. Liquidity Regulation and Bank Risk Taking on the Horizon

    Joshua Bosshardt, Ali Kakhbod, Farzad Saidi · 2023 · advanced · risk management

    banking · liquidity · liquidity risk

  14. Liquidity Requirements and Bank Deposits: Evidence from Ethiopia

    Nicola Limodio, Francesco Strobbe · 2018 · intermediate · risk management

    banking · economic policy

  15. Liquidity Risk and Corporate Demand for Hedging and Insurance

    Rochet, Jean-Charles, Villeneuve, Stéphane · 2004 · advanced · risk management

    derivatives · insurance · liquidity risk · risk management · stochastic processes

  16. Liquidity Risk and Monetary Policy

    Sauer, Stephan · 2007 · advanced · risk management

    economic policy · liquidity · liquidity risk

  17. Liquidity risk and the dynamics of arbitrage capital

    Kondor, Peter, Vayanos, Dimitri · 2014 · advanced · quantitative trading

    asset pricing · financial economics · liquidity · liquidity risk

  18. Liquidity Risk in Banking : Is there Herding?

    Bonfim, D., Kim, M. · 2012 · intermediate · risk management

    banking · liquidity · liquidity risk

  19. Liquidity Risks in Lending Protocols: Evidence from Aave Protocol

    Xiaotong Sun, Charalampos Stasinakis, Georgios Sermpinis · 2022 · intermediate · risk management

    decentralized finance · liquidity · liquidity risk

  20. Liquidity sentiments

    Vladimir Asriyan, William Fuchs, Brett Green · 2018 · advanced · quantitative trading

    financial economics · liquidity

  21. Liquidity Shocks and Order Book Dynamics

    Biais, Bruno, Weill, Pierre-Olivier · 2009 · advanced · quantitative trading

    financial economics · liquidity · liquidity risk · market microstructure

  22. Liquidity Shocks, Market Maker Turnover, and Bidding Behavior in Treasury Auctions

    Martín Gonzalez-Eiras, Jesper Rüdiger · 2017 · advanced · quantitative trading

    banking · fixed income · liquidity

  23. Liquidity Shortages and Monetary Policy

    Illing, Gerhard, Cao, Jin · 2007 · advanced · risk management

    banking · economic policy · liquidity · liquidity risk

  24. Liquidity Spirals

    Farmer, J. Doyne, Wiersema, Garbrand, Kemp, Esti · 2023 · advanced · risk management

    contagion · financial stability · liquidity · liquidity risk · systemic risk

  25. Liquidity Supply across Multiple Trading Venues

    Lescourret, Laurence, Moinas, Sophie · 2015 · advanced · quantitative trading

    liquidity · market making · market microstructure

  26. Liquidity-adjusted Return and Volatility, and Autoregressive Models

    Qi Deng, Zhong-guo Zhou · 2025 · intermediate · time series

    econometrics · garch · liquidity · time series · volatility forecasting

  27. Liquidity-Based Audit of Algorithmic Trading Strategies

    Irene Aldridge · 2026 · advanced · quantitative trading

    algorithmic trading · liquidity · market microstructure

  28. Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis

    Fleischman, Tomaž, Dini, Paolo, Littera, Giuseppe · 2020 · intermediate · risk management

    credit markets · liquidity

  29. Liquidity, Competition & Price Discovery in the European Corporate Bond Market

    Biais, Bruno, Declerck, Fany · 2007 · advanced · fixed income

    fixed income · liquidity · market microstructure · transaction costs

  30. Liquidity, Contagion and Financial Crisis

    Guembel, Alexander, Sussman, Oren · 2010 · advanced · risk management

    contagion · liquidity risk · systemic risk

  31. LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs

    Haochen Luo, Yifan Li, Binh Minh An · 2026 · advanced · machine learning

    derivatives · large language models

  32. LiveTradeBench: Seeking Real-World Alpha with Large Language Models

    Haofei Yu, Fenghai Li, Jiaxuan You · 2025 · advanced · machine learning

    large language models · portfolio management · risk management

  33. Living and dying with hard pegs: the rise and fall of Argentina's currency board

    de la Torre, Augusto, Yeyati, Eduardo Levy, Schmukler, Sergio L. · 2003 · intermediate · risk management

    banking · economic policy · financial economics

  34. LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance

    Thomas Henning, Siddhartha M. Ojha, Ross Spoon · 2025 · intermediate · machine learning

    behavioral finance · financial economics · large language models

  35. LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets

    Sumin Kim, Minjae Kim, Jihoon Kwon · 2026 · advanced · quantitative trading

    causal inference · large language models · natural language processing · time series

  36. LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading

    Kuan-Ming Liu, Ming-Chih Lo · 2025 · advanced · machine learning

    algorithmic trading · deep learning · financial machine learning · large language models · machine learning

  37. LLM-Enhanced Black-Litterman Portfolio Optimization

    Youngbin Lee, Yejin Kim, Juhyeong Kim · 2025 · intermediate · portfolio management

    large language models · portfolio management · portfolio optimization

  38. LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline

    Masoud Soleimani · 2025 · advanced · risk management

    large language models · risk management · stress testing

  39. LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management

    Yichen Luo, Yebo Feng, Jiahua Xu · 2025 · advanced · machine learning

    backtesting · cryptocurrencies · large language models · natural language processing · portfolio management

  40. LLMFactor: Extracting Profitable Factors through Prompts for Explainable Stock Movement Prediction

    Meiyun Wang, Kiyoshi Izumi, Hiroki Sakaji · 2024 · advanced · machine learning

    financial machine learning · large language models · natural language processing · time series

  41. LLMs for Quantitative Investment Research- A Practitioner’s Guide

    Anna-Helena Mihov, Nick Firoozy, Philip Treleaven · 2024

    AI governance · LLM · LLM assistants · feature extraction · financial text analysis · generative AI

  42. LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage

    Sebastien Valeyre, Sofiane Aboura · 2024 · advanced · machine learning

    financial machine learning · large language models · statistical arbitrage · time series

  43. Loan insurance, market liquidity, and lending standards

    Ahnert, Toni, Kuncl, Martin · 2020 · advanced · risk management

    risk management

  44. Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility

    Pierre-Richard Agénor, Roy Zilberman · 2013 · advanced · risk management

    banking · financial economics · financial stability

  45. Loan Market Competition and Bank Risk-Taking

    Wagner, W.B. · 2007 · intermediate · risk management

    banking

  46. Loan Recoveries and the Financing of Zombie Firms over the Business Cycle

    Demirguc-Kunt, Asli, Horvath, Balint L., Huizinga, Harry · 2023 · advanced · risk management

    banking

  47. Loan securitisation: default term structure and asset pricing based on loss prioritisation

    Jobst, Andreas A. · 2002 · advanced · risk management

    credit risk · extreme value theory · securitization

  48. Loan supply shocks during the financial crisis: Evidence for the Euro area

    Hristov, Nikolay, Hülsewig, Oliver, Wollmershäuser, Timo · 2012 · advanced · risk management

    banking · causal identification · credit markets · panel data

  49. Loans from the Government, Overinvestment by Households, and Asset Bubbles

    Viktar Fedaseyeu, Vitaliy Strohush · 2012 · intermediate · risk management

    financial economics

  50. LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study

    Matteo Prata, Giuseppe Masi, Leonardo Berti · 2023 · advanced · machine learning

    deep learning · financial machine learning · machine learning