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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 451–500; page 10 of 188.

451. A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

     Sarat Moka, Matias Quiroz, Vali Asimit · 2025 · advanced · portfolio management

     algorithms · numerical methods · optimization · portfolio optimization

452. A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management

     Zhenhan Huang, Fumihide Tanaka · 2023 · advanced · machine learning

     backtesting · cryptocurrencies · financial machine learning · machine learning · portfolio management · reinforcement learning

453. A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral

     Hovik Tumasyan · 2018 · advanced · derivatives

     credit risk · derivatives · mathematical finance

454. A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance

     J. G. López-Salas, M. Suárez-Taboada, M. J. Castro · 2024 · advanced · options

     numerical methods · partial differential equations

455. A semi-parametric dynamic conditional correlation framework for risk forecasting

     Giuseppe Storti, Chao Wang · 2022 · advanced · risk management

     econometrics · risk management · statistics · time series

456. A semiparametric single-factor model of the term structure

     Kristensen, Dennis · 2004 · advanced · fixed income

     interest rates · model calibration · statistical inference · term structure models

457. A Set-Sequence Model for Time Series

     Elliot L. Epstein, Apaar Sadhwani, Kay Giesecke · 2025 · advanced · machine learning

     deep learning · machine learning · neural networks · portfolio optimization · time series

458. A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution

     Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management

     asset pricing · causal inference · stochastic processes

459. A short note on super-hedging an arbitrary number of European options with integer-valued strategies

     Dorsaf Cherif, Meriam El Mansour, Emmanuel Lepinette · 2023 · advanced · options

     derivatives · mathematical finance · optimization · option pricing · options hedging

460. A simple expected volatility (SEV) index

     Wiphatthanananthakul, C., McAleer, M.J. · 2008 · intermediate · options

     options

461. A Simple Factoring Pricing Model

     Ilaria Nava, Davide Cuccio, Lorenzo Giada · 2019 · intermediate · risk management

     credit risk

462. A simple learning agent interacting with an agent-based market model

     Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie · 2022 · advanced · quantitative trading

     algorithmic trading · optimal execution · reinforcement learning

463. A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package

     Basu, Kaushik · 2009 · intermediate · risk management

     credit markets · economic policy

464. A Simple Strategy to Deal with Toxic Flow

     Álvaro Cartea, Leandro Sánchez-Betancourt · 2025 · advanced · quantitative trading

     market microstructure · optimization · stochastic processes

465. A Simple Test for Causality in Volatility

     Chang, C-L., McAleer, M.J. · 2016 · advanced · time series

     econometrics · hypothesis testing · statistical inference · time series

466. A simple test for GARCH against a stochastic volatility

     Franses, Ph.H.B.F., van der Leij, M.J., Paap, R. · 2005 · advanced · time series

     econometrics · garch · hypothesis testing · statistical inference · time series

467. A simulated electronic market with speculative behaviour and bubble formation

     Nicolas Cofre, Magdalena Mosionek-Schweda · 2023 · intermediate · quantitative trading

     financial economics

468. A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios

     Abdulnasser Hatemi-J, Alan Mustafa · 2023 · beginner · portfolio management

     optimization · portfolio management · portfolio optimization · programming

469. A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields

     Amit Kumar Jha · 2025 · advanced · fixed income

     fixed income · interest rates · term structure models

470. A social constructivist analysis of the 2007 banking crisis: building trust and transparency through community currencies

     Breitstein, Lance, Dini, Paolo · 2011 · beginner · risk management

     banking

471. A Space Mapping approach for the calibration of financial models with the application to the Heston model

     Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt · 2025 · advanced · options

     model calibration · numerical methods · optimization · option pricing · partial differential equations · stochastic differential equations

472. A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios

     Pascal Kündig, Fabio Sigrist · 2024 · advanced · risk management

     credit risk · machine learning · stochastic processes

473. A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing

     Junye Lia, Carlo Favero, Fulvio Ortu · 2010 · advanced · options

     jump processes · statistical inference · stochastic processes

474. A Spectral Generalisation of the Variance Ratio: Eigenstructure of Long-Horizon Portfolio Covariance and a Multi-Memory Factor Model of U.S. Equity Returns

     Anders G Frøseth · 2026 · advanced · time series

     asset pricing · statistics · time series

475. A Spread-Gated Hawkes-Flocking Model for Best Bid and Ask Dynamics, with an Application to Limit Order Placement

     Hyoeun Lee, Kiseop Lee · 2026 · advanced · quantitative trading

     market microstructure · stochastic processes

476. A Stackelberg reinsurance-investment game under $α$-maxmin mean-variance criterion and stochastic volatility

     Guohui Guan, Zongxia Liang, Yilun Song · 2022 · advanced · risk management

     insurance · optimization · stochastic processes

477. A stationary Kyle setup: microfounding propagator models

     Michele Vodret, Iacopo Mastromatteo, Bence Tóth · 2021 · advanced · quantitative trading

     financial economics · market microstructure

478. A Statistical Field Perspective on Capital Allocation and Accumulation

     Pierre Gosselin, Aïleen Lotz · 2023 · advanced · other

     financial economics · statistics

479. A Statistical Field Perspective on Capital Allocation and Accumulation: Individual dynamics

     Pierre Gosselin, Aïleen Lotz · 2023 · advanced · other

     financial economics · probability · stochastic processes

480. A statistical technique for cleaning option price data

     Jaco Visagie · 2025 · intermediate · options

     option pricing · statistics

481. A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY

     Alex Chen · 2026 · intermediate · machine learning

     financial machine learning · machine learning · time series

482. A Stochastic Control Approach to Managed Futures Portfolios

     Tim Leung, Raphael Yan · 2018 · advanced · portfolio management

     commodities · optimization · portfolio optimization

483. A stochastic control perspective on term structure models with roll-over risk

     Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier · 2023 · advanced · fixed income

     fixed income · interest rates · liquidity risk · optimization · stochastic processes · term structure models

484. A stochastic correlation extension of the Vasicek credit risk model

     Dhruv Bansal, Mayank Goud, Sourav Majumdar · 2026 · advanced · risk management

     credit risk · stochastic differential equations · stochastic processes

485. A Stochastic Dominance Approach to Spanning

     Post, G.T. · 2002 · advanced · portfolio management

     portfolio management

486. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?

     Chang, C-L., Jiménez-Martín, J.A., McAleer, M.J. · 2015 · advanced · risk management

     banking · risk management · tail risk

487. A stochastic forward-looking model to assess the profitability and solvency of European insurers

     Berdin, Elia, Pancaro, Cosimo, Kok Sørensen, Christoffer · 2016 · intermediate · risk management

     insurance · interest rates · stochastic processes

488. A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement

     Erina Nanyonga, Juma Kasozi, Fred Mayambala · 2025 · advanced · stochastic calculus

     brownian motion · liquidity · statistics · stochastic processes

489. A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio

     Caroline Hillairet, Olivier Lopez, Lionel Sopgoui · 2026 · advanced · risk management

     insurance · stochastic processes

490. A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications

     Amit Kumar Jha · 2025 · advanced · quantitative trading

     financial economics · stochastic processes

491. A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction

     Paolo Dai Pra, Paolo Pigato · 2025 · advanced · stochastic calculus

     market microstructure · stochastic processes

492. A Stock Prediction Model Based on DCNN

     Qiao Zhou, Ningning Liu · 2020 · intermediate · machine learning

     deep learning · machine learning · neural networks

493. A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images

     Zhiyuan Pei, Jianqi Yan, Jin Yan · 2024 · advanced · machine learning

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

494. A structural approach to default modelling with pure jump processes

     Jean-Philippe Aguilar, Nicolas Pesci, Victor James · 2021 · advanced · risk management

     credit risk · jump processes · stochastic processes

495. A Structural Dynamic Factor Model for Daily Global Stock Market Returns

     Linton, O. B., Tang, H., Wu, J. · 2022 · advanced · statistics

     econometrics · statistical inference · time series

496. A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns

     Andrea Bucci, Giulio Palomba, Eduardo Rossi · 2026 · advanced · time series

     econometrics · statistics · time series

497. A Structured Survey of Quantum Computing for the Financial Industry

     Franco D. Albareti, Thomas Ankenbrand, Denis Bieri · 2022 · advanced · other

     algorithms · optimization

498. A study about who is interested in stock splitting and why: considering companies, shareholders or managers

     Jiaquan Nicholas Chen, Marcel Ausloos · 2025 · intermediate · statistics

     statistics

499. A study on Determinants of Dividend Policy and its Impact on Financial Performances: A Panel Data Analysis for Indian Listed Firms

     Suresh N, Pooja M · 2022 · intermediate · other

     corporate finance · panel data

500. A Study on Impact of Capital Structure on Profitability of Companies Listed in Indian Stock Exchange with respect to Automobile Industry

     P. Aishwarya, Sudharani R, Suresh N · 2022 · intermediate · other

     capital structure · corporate finance · hypothesis testing · panel data