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 |
|---|---|---|---|---|
| Poisoning Agentic Alpha: Adversarial Vulnerabilities Across Roles and Architectures in Multi-Agent Trading Systems | CHEOLWON NA et. al. | arxiv-2608.24069 | 2026-08-25 | |
| Trading Differently, Without Detectable Performance Differences: Gender in Simulated Stock Trading | Alain Finet; Kevin Kristoforidis; Julie Laznicka | doi.org_10.3390_jrfm19080639 | 2026-08-19 | |
| TECHNICAL INDICATORS AND THEIR EFFECTIVENESS IN STOCK TRADING | Nikhil B K; Nagaraj Chippolu | doi.org_10.36713_epra31254 | 2026-08-18 | |
| Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading | Arishi Orra; Himanshu Choudhary; Manoj Thakur | arxiv-2608.15841 | 2026-08-16 | |
| Learning Stock Trading Policies Via Barycenter-Based Adversarial Inverse Reinforcement Learning | Arishi Orra; Himanshu Choudhary; Manoj Thakur | arxiv-2608.15770 | 2026-08-16 | |
| Trading Volume, Earnings Volatility, and Growth Opportunity As Determinants of Stock Price Volatility: The Moderating Role of Firm Size in Indonesian Property Companies | Rizky Meisyah Putra Rizky; Yuni Utami; Mohammad Arridho Nur Amin | doi.org_10.22236_agregat_vol10.i1_23549 | 2026-08-15 | |
| Trading Style Rather Than Return: The Role of Pre-trading Emotional Predispositions in A Stock Market Simulation | Alain Finet; Kevin Kristoforidis; Julie Laznicka | doi.org_10.3389_frbhe.2026.1836906 | 2026-08-12 | |
| Trading Without Traders: Infrastructure, Agency and The Question of The Social in Automated Markets Pardo-GuerraJuan Pablo, Automating Finance: Infrastructures, Engineers, and The Making of Electronic Markets, Cambridge University Press: Cambridge, 2019; Xvi + 357 Pp.: ISBN: 9781108496421MacKenzieDonald, Trading at The Speed of Light: How Ultrafast Algorithms Are Transforming Financial Markets, Princeton University Press: Princeton, NJ, 2021; Xii + 304 Pp.: ISBN: 9780691211381BorchChristian, Trading Beyond Understanding: Machine Learning, Risk, and Markets, Stanford University Press: Stanford, CA, 2026; 232 Pp.: ISBN: 9781503636804 | M Fatih Karakaya | doi.org_10.1177_00380385261468619 | 2026-08-12 | |
| A Study on The Comparative Analysis of NSE and BSE | GOJALA MOUNIKA; Dr N Anil Kumar | doi.org_10.55041_isjem08450 | 2026-08-06 | |
| AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models | WENTAO ZHANG et. al. | kdd-10.1145_3770855.3817500-2026-08-06 | 2026-08-06 | |
| Bayesian Robust Financial Trading with Adversarial Synthetic Market Data | HAOCHONG XIA et. al. | kdd-10.1145_3770854.3780175-2026-08-06 | 2026-08-06 | |
| A Study on Algorithmic Trading Practices in India | MAKIYA TABASSUM; Dr Arshia Sulthana | doi.org_10.55041_ijcope.v2i8.024 | 2026-08-05 | |
| Persepsi Risiko Dan Kesesuaian Syariah Dalam Aktivitas Trading Forex Generasi Z: Analisis Pengaruh Konten Influencer | Yasir Basavey; Bekti Widyaningsih | doi.org_10.58578_arzusin.v6i5.11591 | 2026-07-31 | |
| CoLAS: Multimodal Corroboration of Latent Asset Signals for Financial Trading | YANZHENG JIN et. al. | arxiv-2607.28446 | 2026-07-30 | |
| The Attacks and Defenses Mechanisms of Algorithmic Trading Systems Driven By Deep Learning | Pengcong Wu | doi.org_10.70267_icfmb.202619619627 | 2026-07-30 | |
| Pengaruh Liquidity Shock, Market Risk, Dan Abnormal Trading Volume Terhadap Return Saham (Studi Pada Sektor Energi) | Sinthia Dewi; Ilzar Daud; Anggraini Syahputri; Giriati Giriati; Anwar Azazi | doi.org_10.35870_jemsi.v12i4.6551 | 2026-07-29 | |
| Price Action in Cryptocurrency Market: Range Strategy | Gülçin Adıyaman; Mustafa Ay | doi.org_10.1108_jes-03-2026-0300 | 2026-07-28 | |
| From Anticipated Regret to Experienced Regret: Evidence from A Stock Market Simulation | Alain Finet; Kevin Kristoforidis; Julie Laznicka | doi.org_10.20525_ijrbs.v15i4.5098 | 2026-07-24 | |
| Conditional Effectiveness of Volatility-Adaptive Exit Rules in Algorithmic Trading Systems: Evidence from The USD/JPY Market | Byung-Kook Kang | doi.org_10.3390_jrfm19080554 | 2026-07-24 | |
| Information Flows and Systematic Risk | David Easley; David Michayluk; Maureen O’Hara; Vinay Patel; Tālis J Putniņš | doi.org_10.1093_rof_rfag027 | 2026-07-24 |