Vol. 3 No. 2 (2026): Transactions on Quantitative Finance and Beyond

Articles

• Performance-Driven Causal Signal Engineering for  Financial Markets under Non-Stationarity

  Lucas A. Souza

  79-99

  • Full text (PDF)
  • XML

  https://doi.org/10.22105/tqfb.v3i2.65

• Decoding Environmental Sustainability in Nordic Economies: The Interplay of AI Innovation, Banking Development, and Stock Markets

  Tahia Tasnuva, Kuan Mo, Md Omar Farukh, Shamina Israt Tithi

  100-110

  • Full text (PDF)

  https://doi.org/10.22105/tqfb.v3i2.86

• Regime Survival Forecasting for Adaptive Execution: Beyond FixedAggregation Windows

  Satish Garg

  111-127

  • Full text (PDF)

  https://doi.org/10.22105/tqfb.v3i2.85

• A Markovian Analysis to Investigate Inter-Asset Market Linkages for Drawdown Transitions

  Sandeep Bhattacharjee, Sanjib Biswas

  128-145

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  https://doi.org/10.22105/tqfb.v3i2.87

• Time Varying Regime Transitions and Tail Risk Forecasting in Emerging Equity Markets: A Macro Conditional Markov Switching GARCH Analysis of NIFTY 50 Returns

  Janardan Behera, Suman Senapati, Rajashree Panda, Alibha Sahoo, Gurubari Kalah

  146-180

  • Full text (PDF)

  https://doi.org/10.22105/tqfb.v3i2.84

• The Effect of Institutional Investors on Capital Structure in Industry-Leading Firms, with Emphasis on Initial Public Offerings (IPOs)

  Fatemeh Kamkar Yazdnezhad, Seyyed Hesam Vaghfi

  181-197

  • Full text (PDF)

  https://doi.org/10.22105/tqfb.v3i2.89