A curated list of Quantitative Finance papers.
Due to the increasing interest in my project, I have updated the new format and address some issues with the first version. In this new version, I have updated the table format with brief descriptions and organized it in a separate folder which can be accessed here.
Please reach out to me at robert@quantfin.net for any further questions. I will update this monthly and display the top 20 recent papers here.
| Paper | Author(s) | Description | Source | Date |
|---|---|---|---|---|
| Event Study: The Impact of DPR Demonstrations and Ministerial Reshuffle on IDX Stock Volatility | Fayza Pali; Rudy Usman; Masruddin Masruddin; Yuldi Mile | doi.org_10.36555_jasa.v9i3.2943 | 2025-12-29 | |
| Quantitative Trading Strategy, Backtesting, and Performance Analysis Using Python: A Data-Driven Analysis | Prince Poudel; Sandip Paudel | doi.org_10.3126_qjmss.v7i2.87782 | 2025-12-28 | |
| INVESTMENT PERCEPTION ON THE DERIVATIVE MARKET | Pendiyala Balraj; Dr. G Ramesh | doi.org_10.36713_epra25474 | 2025-12-24 | |
| Robust Metaheuristic Optimization for Algorithmic Trading: A Comparative Study of Optimization Techniques | Kaled Hernández-Romo; José Lemus-Romani; Emanuel Vega; Marcelo Becerra-Rozas; Andrés Romo | doi.org_10.3390_math14010069 | 2025-12-24 | |
| Unconventional Refinement for VECM-Based Pairs Trading Strategy Through Asymptotic Properties | Tian-Shyr Dai; Hung-Sheng Kuo; Hao-Han Chang; Tzu-Chi Huang; Chu-Lan Michael Kao | doi.org_10.1007_s10614-025-11227-1 | 2025-12-23 | |
| Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure | Sungwoo Kang | arxiv-2512.18648 | 2025-12-21 | |
| Digital Disruption in Asset Pricing: Reexamining CAPM Assumptions in Platform Economies and Algorithmic Trading Era | Xiaohan Wang | doi.org_10.61173_jtfcwc51 | 2025-12-19 | |
| Research on The Synergistic Development Path of Enterprise Data Asset Trading and New Quality Productive Forces Under The TOE Framework—Empirical Evidence from China | Yan Lai; Juan Zhang; Minggui Zheng | doi.org_10.3390_su172411362 | 2025-12-18 | |
| HOW INNOVATIONS IN STOCK MARKETS INFLUENCE ECONOMIC DEVELOPMENT: EVIDENCE FROM EMPIRICAL DATA | Mr. Basavaraj M. Naik; Ms. Jayashree Upari | doi.org_10.36713_epra25345 | 2025-12-16 | |
| Algorithmic Crypto Trading Using Information-driven Bars, Triple Barrier Labeling and Deep Learning | Przemysław Grądzki; Piotr Wójcik; Stefan Lessmann | doi.org_10.1186_s40854-025-00866-w | 2025-12-15 | |
| Island Genetic Algorithm with Diverse Migration Strategies for Efficient Group Trading Strategy Portfolio Optimization | Kudakwashe Chideme; Chun-Hao Chen; Jerry Chun-Wei Lin | doi.org_10.1080_0305215x.2025.2592030 | 2025-12-15 | |
| Testing and Overview Not-Held Trading Strategy | Bhupinder Paul Singh Sahni | doi.org_10.47941_jbsm.3378 | 2025-12-12 | |
| Quantum Algorithmic Trading: Economic Efficiency, Market Regulation, and Antitrust Law Implications | Ece Kozan | doi.org_10.62802_8hpnq947 | 2025-12-10 | |
| Risk-Aware Proximal Policy Optimization for Time-Series Options Trading | Hadia Noor; Muhammad Shahbaz; Waqas Ali | doi.org_10.1177_15741702251398696 | 2025-12-09 | |
| The Rise of Retail Investors: Impacts on Market Volatility and Trading Patterns | Somnath S; Dr.M.RAMA KRISHNAN | doi.org_10.55041_ijsrem54995 | 2025-12-08 | |
| Applying Reinforcement Learning in Bitcoin Trading to Select Technical Strategies Based on Deep Q-Network | Nguyen Thi Thu Hoan; Nguyen Ngoc Khang; Pham Van Khanh | doi.org_10.1080_23322039.2025.2594873 | 2025-12-07 | |
| Algorithmic Trading, Liquidity and Volatility: Evidence from Poland | Henryk Gurgul; Robert Syrek | doi.org_10.18559_ebr.2025.4.2330 | 2025-12-05 | |
| The Impact of Trump’s Import Tariff Policy: How Is The Condition of The Disparities in Abnormal Returns and Stock Trading Volumes in Indonesia? | Muhammad Ridha Ramli; Sri Winarsih Ramadana; Fitrian Rizky | doi.org_10.55208_bistek.v18i2.404 | 2025-12-02 | |
| Orchestration Framework for Financial Agents: From Algorithmic Trading to Agentic Trading | Jifeng Li; Arnav Grover; Abraham Alpuerto; Yupeng Cao; Xiao-Yang Liu | arxiv-2512.02227 | 2025-12-01 | |
| AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets | TIANYU FAN et. al. | arxiv-2512.10971 | 2025-11-30 |
![@github-actions[bot]](https://avatars.githubusercontent.com/in/15368?s=64&v=4){kind=small}