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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5201–5250; page 105 of 188.

  1. Martingale Consumption

    Peter Holm Nielsen · 2025 · advanced · portfolio management

    martingales · partial differential equations

  2. Martingale Doppelgänger-Eval: An Identification Framework for Auditing Candlestick Understanding in Vision-Language Models

    Ziyao Wang · 2026 · intermediate · machine learning

    machine learning

  3. Martingale expansion for stochastic volatility

    Masaaki Fukasawa · 2026 · advanced · stochastic calculus

    martingales · stochastic calculus · stochastic processes

  4. Martingale property and moment explosions in signature volatility models

    Eduardo Abi Jaber, Paul Gassiat, Dimitri Sotnikov · 2025 · advanced · stochastic calculus

    brownian motion · martingales · stochastic processes

  5. Martingalized Historical approach for Option Pricing

    Christophe Chorro, Dominique Guegan, Florian Ielpo · 2010 · intermediate · options

    martingales · option pricing

  6. Matching distributions: Recovery of implied physical densities from option prices

    Jarno Talponen · 2018 · advanced · options

    derivatives · option pricing

  7. Mathematical expectation and variance of the final value of certain annuities valued with stochastic financial laws

    Antonio Alegre Escolano, Rosa Mayoral · 1996 · intermediate · stochastic calculus

    brownian motion · stochastic processes

  8. Mathematical Modeling of Option Pricing with an Extended Black-Scholes Framework

    Nikhil Shivakumar Nayak · 2025 · advanced · options

    numerical methods · option pricing · partial differential equations

  9. Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models

    Elisa Alòs, Òscar Burés · 2026 · advanced · options

    linear algebra · numerical methods · option greeks · option pricing

  10. Matrix H-theory approach to stock market fluctuations

    Luan M. T. de Moraes, Antônio M. S. Macedo, Raydonal Ospina · 2025 · advanced · statistics

    equity markets · probability · statistics · stochastic processes · time series

  11. Max-Plus decomposition of supermartingales and convex order. Application to American options and Portfolio insurance.

    Asma Meziou · 2006 · advanced · stochastic calculus

    stochastic processes

  12. Maximally Machine-Learnable Portfolios

    Philippe Goulet Coulombe, Maximilian Goebel · 2023 · advanced · portfolio management

    financial machine learning · machine learning · portfolio optimization · regression

  13. Maximum Implied Variance Slope -- Practical Aspects

    Fabien Le Floc'h, Winfried Koller · 2023 · advanced · options

    mathematical finance · option pricing

  14. Maximum likelihood estimation of stochastic volatility models

    Sandmann, G., Koopman, Siem · 1996 · advanced · time series

    monte carlo simulation · statistical inference · statistics · time series

  15. Maximum principle for robust utility optimization via Tsallis relative entropy

    Xueying Huang, Peng Luo, Dejian Tian · 2025 · advanced · stochastic calculus

    mathematical finance · optimization · stochastic calculus · stochastic differential equations

  16. MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU

    Peng Zhu, Yuante Li, Yifan Hu · 2024 · advanced · machine learning

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

  17. MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction

    Hao Qian, Hongting Zhou, Qian Zhao · 2024 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks

  18. Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies

    Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2023 · intermediate · machine learning

    algorithmic trading · financial machine learning · machine learning · neural networks · time series

  19. Mean Field Analysis of Mutual Insurance Market

    Bohan Li, Wenyuan Li, Kenneth Tsz Hin Ng · 2025 · advanced · risk management

    insurance · stochastic calculus · stochastic differential equations · stochastic processes

  20. Mean field and n-player games in Ito-diffusion markets under forward performance criteria

    Thaleia Zariphopoulou · 2024 · advanced · portfolio management

    financial economics · optimization · portfolio management · portfolio optimization · stochastic differential equations · stochastic processes

  21. Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach

    Masashi Sekine · 2024 · advanced · stochastic calculus

    asset pricing · stochastic differential equations · stochastic processes

  22. Mean field equilibrium asset pricing model with habit formation

    Masaaki Fujii, Masashi Sekine · 2024 · advanced · stochastic calculus

    asset pricing · mathematical finance · optimization · stochastic differential equations · stochastic processes

  23. Mean field game of controls and an application to trade crowding

    Pierre Cardaliaguet, Charles-Albert Lehalle · 2017 · advanced · quantitative trading

    optimal execution · optimization

  24. Mean Field Game of Optimal Tracking Portfolio

    Lijun Bo, Yijie Huang, Xiang Yu · 2025 · advanced · portfolio management

    optimization · partial differential equations · portfolio management · stochastic processes

  25. Mean Field Games of Timing and Models for Bank Runs

    René Carmona, François Delarue, Daniel Lacker · 2017 · advanced · risk management

    stochastic processes

  26. Mean Field Portfolio Games with Epstein-Zin Preferences

    Guanxing Fu, Ulrich Horst · 2025 · advanced · portfolio management

    portfolio management · portfolio optimization · stochastic processes

  27. Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study

    Yilie Huang, Yanwei Jia, Xun Yu Zhou · 2024 · advanced · portfolio management

    machine learning · portfolio management · portfolio optimization · reinforcement learning

  28. Mean-field approximations in insurance

    Philipp C. Hornung · 2025 · advanced · risk management

    jump processes · stochastic processes

  29. Mean-field equilibrium of heterogeneous agents under market impact

    Joseph Leclère, Mathieu Rosenbaum · 2026 · advanced · quantitative trading

    market microstructure · mathematical finance · stochastic processes

  30. Mean-field equilibrium price formation under single-default risk

    Masashi Sekine · 2026 · advanced · stochastic calculus

    asset pricing · jump processes · stochastic differential equations · stochastic processes

  31. Mean-field equilibrium price formation with exponential utility

    Masaaki Fujii, Masashi Sekine · 2023 · advanced · portfolio management

    asset pricing · mathematical finance

  32. Mean-field game of mean-variance portfolio optimization with peer-based risk aversion

    Weilun Cheng, Zongxia Liang, Sheng Wang · 2026 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  33. Mean-field Libor market model and valuation of long term guarantees

    Florian Gach, Simon Hochgerner, Eva Kienbacher · 2023 · advanced · fixed income

    interest rates · stochastic differential equations · term structure models

  34. Mean-Field Microcanonical Gradient Descent

    Marcus Häggbom, Morten Karlsmark, Joakim Andén · 2024 · advanced · machine learning

    machine learning · optimization

  35. Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns

    Masaaki Fujii · 2025 · advanced · other

    asset pricing · financial economics · mathematical finance

  36. Mean-Field Price Formation on Trees with Multi-Population and Non-Rational Agents

    Masaaki Fujii · 2025 · advanced · stochastic calculus

    asset pricing · mathematical finance

  37. Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model

    Taiki Wakatsuki, Kiyoshi Kanazawa · 2025 · advanced · quantitative trading

    market microstructure

  38. Mean-Reverting SABR Models: Closed-form Surfaces and Calibration for Equities

    V. Perederiy · 2025 · advanced · options

    model calibration · stochastic processes · volatility surface

  39. Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach

    Areski Cousin, Jérôme Lelong, Tom Picard · 2023 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · transaction costs

  40. Mean-variance hybrid portfolio optimization with quantile-based risk measure

    Weiping Wu, Yu Lin, Jianjun Gao · 2023 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · risk management

  41. Mean-Variance Optimization for Participating Life Insurance Contracts

    Felix Fießinger, Mitja Stadje · 2024 · advanced · portfolio management

    insurance · optimization · portfolio management · portfolio optimization

  42. Mean-Variance Optimization in Ambiguous Financial Markets with Learning

    Nicole Bäuerle, Anne MacKay · 2026 · advanced · portfolio management

    bayesian statistics · mathematical finance · portfolio management · portfolio optimization

  43. Mean-variance portfolio allocation with a value at risk constraint

    Sentana, Enrique · 2001 · intermediate · portfolio management

    portfolio management · portfolio optimization · risk management

  44. Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach

    Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · portfolio management

    jump processes · mathematical finance · optimization · portfolio management · portfolio optimization · stochastic calculus

  45. Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms

    Duy Khanh Lam · 2024 · advanced · portfolio management

    portfolio management · portfolio optimization

  46. Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients

    Shaolin Ji, Hanqing Jin, Xiaomin Shi · 2017 · advanced · portfolio management

    optimization · portfolio optimization · stochastic calculus · stochastic differential equations

  47. Mean-Variance Stackelberg Games with Asymmetric Information

    Yu-Jui Huang, Shihao Zhu · 2025 · advanced · portfolio management

    financial economics · mathematical finance · optimization · portfolio management · portfolio optimization · stochastic calculus

  48. Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)

    Allen, D., Lizieri, C., Satchell, S. · 2012 · intermediate · portfolio management

    optimization · portfolio management · portfolio optimization

  49. Measuring and forecasting financial variability using realised variance with and without a model

    Ole E. Barndorff-Nielsen, Bent Nielsen, Neil Shephard · 2002 · advanced · time series

    stochastic processes · time series · volatility forecasting

  50. Measuring and Managing Carbon Risk in Investment Portfolios

    Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit · 2020 · advanced · portfolio management

    factor investing · portfolio optimization · risk management