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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5301–5350; page 107 of 188.

5301. Microscopic models for long ranged volatility correlations

      Irene Giardina, Jean-Philippe Bouchaud, Marc Mézard · 2001 · intermediate · time series

      stochastic processes

5302. Microstructural Foundation for the Rough Hawkes--Heston Model

      Yingli Wang, Yinhao Wu, Lingjiong Zhu · 2026 · advanced · stochastic calculus

      jump processes · market microstructure · rough volatility · stochastic processes

5303. Microstructural Foundation of Rough Log-Normal Volatility Models

      Paul P. Hager, Ulrich Horst, Thomas Wagenhofer · 2026 · advanced · derivatives

      market microstructure · rough volatility · stochastic processes

5304. Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets

      Mahya Karbalaii · 2025 · intermediate · quantitative trading

      cryptocurrencies · market microstructure

5305. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9

      Jean Jacod, Yingying Li, Per A. Mykland · 2007 · advanced · statistics

      market microstructure · statistical inference · statistics

5306. Migration and cross-border equity portfolio flows

      Maurice Kugler, Hillel Rapoport · 2011 · intermediate · statistics

      equity markets

5307. Migration and Cross-Border Financial Flows

      Maurice Kugler, Oren Levintal, Hillel Rapoport · 2015 · intermediate · statistics

      financial economics

5308. Mild to classical solutions for XVA equations under stochastic volatility

      Damiano Brigo, Federico Graceffa, Alexander Kalinin · 2021 · advanced · derivatives

      credit risk · derivatives · martingales · partial differential equations · stochastic differential equations · stochastic processes

5309. MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management

      Liwei Deng, Tianfu Wang, Yan Zhao · 2024 · advanced · portfolio management

      financial machine learning · machine learning · optimization · portfolio management · portfolio optimization · risk management

5310. Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model

      Marcos Escobar-Anel, Michel Kschonnek, Rudi Zagst · 2023 · advanced · portfolio management

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

5311. Mind Your Language: Market Responses to Central Bank Speeches

      Christopher J. Neely, Xiye Yang, Michael F. McMahon · 2023 · advanced · machine learning

      machine learning · natural language processing · tail risk

5312. Mini-symposium on automatic differentiation and its applications in the financial industry

      Sébastien Geeraert, Charles-Albert Lehalle, Barak Pearlmutter · 2017 · advanced · risk management

      numerical methods

5313. Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading

      Adamantios Ntakaris, Gbenga Ibikunle · 2024 · advanced · machine learning

      high frequency trading · machine learning · reinforcement learning

5314. Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô Processes

      Sebastian Jaimungal, Silvana M. Pesenti, Leandro Sánchez-Betancourt · 2022 · advanced · stochastic calculus

      jump processes · optimization · probability · stochastic processes

5315. Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning

      Moustapha Pemy, Na Zhang · 2025 · advanced · quantitative trading

      algorithmic trading · optimal execution · optimization · reinforcement learning · stochastic processes

5316. Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance

      Graeme Baker, Ankita Chatterjee · 2025 · advanced · risk management

      jump processes · stochastic processes

5317. Minimizing Benchmark-Relative Drawdown Duration via Occupation Time Penalization

      Jun Sekine, Marcus Wunsch · 2026 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization · stochastic processes

5318. Minimizing shortfall

      Lisa R. Goldberg, Michael Y. Hayes, Ola Mahmoud · 2013 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization · risk management

5319. Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks

      Albert Di Wang, Ye Du · 2025 · advanced · risk management

      credit risk · deep learning · machine learning · neural networks · portfolio management · risk management

5320. Mining Financial Data using Mixtures of Mirrored Weibull Distributions

      Zijun Jia, Sharon X. Lee · 2026 · intermediate · risk management

      risk management · statistics

5321. MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code

      Siyu Wang, Yifan Wang, Yuecheng He · 2026 · advanced · programming

      algorithmic trading · large language models · natural language processing · programming

5322. Mirror Descent Algorithms for Risk Budgeting Portfolios

      Martin Arnaiz Iglesias, Adil Rengim Cetingoz, Noufel Frikha · 2024 · advanced · portfolio management

      convex optimization · numerical methods · optimization · portfolio management · portfolio optimization

5323. Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework

      Yimeng Qiu · 2026 · advanced · statistics

      asset pricing · bayesian statistics

5324. Missing Data Imputation With Granular Semantics and AI-driven Pipeline for Bankruptcy Prediction

      Debarati Chakraborty, Ravi Ranjan · 2024 · advanced · machine learning

      machine learning

5325. Missing information and asset allocation

      Jean-Philippe Bouchaud, Marc Potters, Jean-Pierre Aguilar · 1997 · intermediate · portfolio management

      portfolio management · portfolio optimization

5326. Missing Values Handling for Machine Learning Portfolios

      Andrew Y. Chen, Jack McCoy · 2022 · intermediate · machine learning

      financial machine learning · machine learning · portfolio management

5327. Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach

      Daniele Maria Di Nosse, Fabrizio Lillo · 2026 · advanced · quantitative trading

      liquidity · market microstructure

5328. Mitigating Decentralized Finance Liquidations with Reversible Call Options

      Kaihua Qin, Jens Ernstberger, Liyi Zhou · 2023 · advanced · risk management

      decentralized finance

5329. Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction

      Hyunwoo Lee, Jihyeong Jeon, Jaemin Hong · 2025 · advanced · machine learning

      deep learning · machine learning · neural networks · time series

5330. Mitigating Extremal Risks: A Network-Based Portfolio Strategy

      Qian Hui, Tiandong Wang · 2024 · advanced · portfolio management

      extreme value theory · financial networks · portfolio optimization · risk management

5331. Mitigating Financial Risk from Climate-Induced Agricultural Price Volatility

      Sourish Das, Sudeep Shukla, Abbinav Sankar Kailasam · 2025 · advanced · time series

      garch · insurance · time series · volatility forecasting

5332. Mixing Constant Sum and Constant Product Market Makers

      Alexander Port, Neelesh Tiruviluamala · 2022 · advanced · quantitative trading

      market making

5333. Mixing Financial Stress with GPT-4 News Sentiment Analysis for Optimal Risk-On/Risk-Off Decisions

      Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana · 2024 · intermediate · quantitative trading

      large language models · natural language processing · risk management

5334. Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area

      Christian Bittner, Alexander Rodnyansky, Farzad Saidi · 2024 · advanced · risk management

      banking · interest rates

5335. Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions

      Nuerxiati Abudurexiti · 2026 · advanced · portfolio management

      optimization · portfolio management · statistical inference · statistics

5336. Mixture-of-Experts for Cryptocurrency Order Execution: Training Stability, Tail Risk, and Failure Modes

      Alexander Ardaiz, Varun Budati, Ali Habibnia · 2026 · advanced · quantitative trading

      cryptocurrencies · financial machine learning · machine learning · reinforcement learning

5337. Mixture-Preserving, Arbitrage-Free Interpolation for Volatility-Surface Models

      Thijs van den Berg · 2026 · advanced · options

      derivatives · option pricing · volatility surface

5338. MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing

      Boris Ter-Avanesov, Homayoon Beigi · 2024 · advanced · options

      deep learning · derivatives · machine learning · model calibration · neural networks · option pricing

5339. MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading

      Yang Chen, Yueheng Jiang, Zhaozhao Ma · 2025 · advanced · quantitative trading

      algorithmic trading · deep learning · financial machine learning · large language models · machine learning · neural networks

5340. Moate Simulation of Stochastic Processes

      Michael E. Mura · 2022 · advanced · stochastic calculus

      numerical methods · stochastic differential equations · stochastic processes

5341. Mobile Banking: The Impact of M-Pesa in Kenya

      Isaac Mbiti, David N. Weil · 2011 · intermediate · other

      banking

5342. Mobile money agent interoperability and liquidity management

      Bouvard, Matthieu, Casamatta, Catherine · 2024 · intermediate · risk management

      liquidity · liquidity risk

5343. Mobile Money, Interoperability and Financial Inclusion

      Markus K. Brunnermeier, Nicola Limodio, Lorenzo Spadavecchia · 2023 · intermediate · other

      other

5344. Model Averaging in Risk Management with an Application to Futures Markets

      Pesaran, M.H., Schleicher, C., Zaffaroni, P. · 2008 · advanced · risk management

      model risk · risk management · statistics

5345. Model Combination in Risk Sharing under Ambiguity

      Emma Kroell, Sebastian Jaimungal, Silvana M. Pesenti · 2025 · advanced · risk management

      model risk · optimization · stochastic processes

5346. Model independent WWR for regulatory CVA and for accounting CVA and FVA

      Chris Kenyon, Mourad Berrahoui, Benjamin Poncet · 2020 · advanced · risk management

      credit risk · derivatives · model calibration · risk management

5347. Model Predictive Control For Trade Execution

      Thomas P. McAuliffe, Samuel Liew, Yuchao Li · 2026 · advanced · quantitative trading

      algorithmic trading · liquidity · optimal execution · optimization

5348. Model Risk Analysis for Entropic Hedging Strategies

      Paul McCloud · 2026 · advanced · derivatives

      derivatives · model risk · risk management

5349. Model Selection and Testing of Conditional and Stochastic Volatility Models

      Caporin, M., McAleer, M.J. · 2010 · advanced · time series

      garch

5350. Model Validation of Agentic AI Systems: A POMDP-Based Framework for Belief-State, Forecast, and Policy Validation

      Matthew Francis Dixon · 2026 · advanced · risk management

      bayesian statistics · model risk · risk management