smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5351–5400; page 108 of 188.

  1. Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

    Pengqian Yu, Joon Sern Lee, Ilya Kulyatin · 2019 · advanced · machine learning

    algorithmic trading · deep learning · financial machine learning · optimization · portfolio management · reinforcement learning

  2. Model-based financial regulations impair the transition to net-zero carbon emissions

    Gasparini, Matteo, Ives, Matthew C., Carr, Ben · 2024 · intermediate · risk management

    banking

  3. Model-based gym environments for limit order book trading

    Joseph Jerome, Leandro Sanchez-Betancourt, Rahul Savani · 2022 · advanced · quantitative trading

    algorithmic trading · reinforcement learning

  4. Model-free bounds for multi-asset options using option-implied information and their exact computation

    Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang · 2020 · advanced · options

    derivatives · option pricing

  5. Model-Free Deep Hedging with Transaction Costs and Light Data Requirements

    Pierre Brugière, Gabriel Turinici · 2025 · intermediate · options

    deep learning · derivatives · machine learning · neural networks · option pricing · options hedging

  6. Model-Free Market Risk Hedging Using Crowding Networks

    Vadim Zlotnikov, Jiayu Liu, Igor Halperin · 2023 · intermediate · risk management

    financial networks · market risk · portfolio management · risk management

  7. Model-Free Passive Execution via Order-Level Shadowing

    Vincent Maciejewski · 2026 · advanced · quantitative trading

    algorithmic trading · liquidity · market microstructure · optimal execution

  8. Model-free portfolio allocation in continuous-time

    Henry Chiu · 2024 · advanced · portfolio management

    mathematical finance · partial differential equations · portfolio management

  9. Model-free trading and hedging with continuous price paths

    Tigran Atoyan · 2018 · advanced · options

    derivatives · mathematical finance · options hedging · partial differential equations · stochastic processes

  10. Model-independent upper bounds for the prices of Bermudan options with convex payoffs

    David Hobson, Dominykas Norgilas · 2025 · advanced · options

    derivatives · martingales · mathematical finance · measure theory · optimization · option pricing

  11. Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion

    Patrick Geraghty · 2024 · advanced · stochastic calculus

    brownian motion · stochastic processes

  12. Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi

    Zhenbang Feng, Hardhik Mohanty, Bhaskar Krishnamachari · 2024 · advanced · derivatives

    decentralized finance · derivatives

  13. Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

    Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg · 2016 · advanced · time series

    statistics · time series

  14. Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion

    Markus Bibinger, Jun Yu, Chen Zhang · 2025 · advanced · time series

    brownian motion · statistical inference · stochastic processes · time series · volatility forecasting

  15. Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity

    Martin P.E. Martens, Michiel D. De Pooter, Dick van Dijk · 2004 · advanced · time series

    econometrics · statistics · time series · volatility forecasting

  16. Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach

    Demetrio Lacava · 2026 · advanced · risk management

    econometrics · tail risk · time series

  17. Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty

    Leonardo Perotti, Lech A. Grzelak, Cornelis W. Oosterlee · 2024 · advanced · fixed income

    derivatives · interest rates · optimization

  18. Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory

    Jiacheng Wu · 2025 · advanced · risk management

    financial stability · optimization · partial differential equations · risk management · systemic risk

  19. Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries

    Haibo Wang · 2025 · advanced · risk management

    banking · contagion · financial networks · financial stability · systemic risk

  20. Modeling Bond Yields in Finance and Macroeconomics

    Francis X. Diebold, Monika Piazzesi, Glenn D. Rudebusch · 2005 · advanced · fixed income

    fixed income · interest rates · term structure models

  21. Modeling Corporate Bond Returns

    Diogo Palhares, Seth Pruitt · 2020 · advanced · fixed income

    asset pricing · fixed income

  22. Modeling credit risk with partial information

    Cetin, Umut, Jarrow, R., Protter, P. · 2004 · advanced · risk management

    brownian motion · credit risk · martingales · stochastic calculus · stochastic processes

  23. Modeling dependence in sparse time series of Insurance Claims

    Roberto Baviera, Pietro Manzoni, Michele Domenico Massaria · 2026 · advanced · risk management

    copulas · insurance · statistics · time series

  24. Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models

    Nikeethan Selvaratnam, Dorinel Bastide, Clément Fernandes · 2026 · advanced · risk management

    model calibration · statistics · time series

  25. Modeling Dynamic Correlation Matrices with Shrinkage Priors

    Daniel Andrew Coulson, David S. Matteson, Martin T. Wells · 2026 · advanced · time series

    bayesian statistics · statistical inference · statistics · time series

  26. Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data

    Ito, Ryoko · 2013 · advanced · time series

    statistics

  27. Modeling electricity spot prices - Combining mean-reversion, spikes and stochastic volatility

    Mayer, Klaus, Schmid, Thomas, Weber, Florian · 2011 · advanced · time series

    stochastic processes

  28. Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions

    Kenneth Q. Zhou, Hongjuan Zhou · 2025 · advanced · stochastic calculus

    brownian motion · interest rates · stochastic processes

  29. Modeling financial analysts’ decision making via the pragmatics and semantics of earnings calls

    Katherine A. Keith, Amanda Stent · 2019 · advanced · machine learning

    natural language processing

  30. Modeling financial time series with $φ^{4}$ quantum field theory

    Dimitrios Bachtis, David S. Berman, Arabella Schelpe · 2025 · advanced · time series

    time series

  31. Modeling interest rate swap volatility with GARCH processes

    Michał Balcerek, Michał Wronka · 2026 · advanced · time series

    fixed income · garch · interest rates · time series · volatility forecasting

  32. Modeling liquidity effects in discrete time

    Cetin, Umut, Rogers, L.C.G. · 2007 · advanced · portfolio management

    liquidity · liquidity risk · martingales · optimization · portfolio management · stochastic processes

  33. Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options

    Srisht Fateh Singh, Reina Ke Xin Li, Samuel Gaskin · 2025 · advanced · options

    derivatives · mathematical finance · option pricing

  34. Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets

    Rolando Rubilar-Torrealba, Lisandro Fermin, Soledad Torres · 2025 · advanced · risk management

    stochastic processes

  35. Modeling metaorder impact with a Non-Markovian Zero Intelligence model

    Adele Ravagnani, Fabrizio Lillo · 2025 · advanced · quantitative trading

    market microstructure

  36. Modeling News Interactions and Influence for Financial Market Prediction

    Mengyu Wang, Shay B. Cohen, Tiejun Ma · 2024 · advanced · machine learning

    financial machine learning

  37. Modeling of Measurement Error in Financial Returns Data

    Ajay Jasra, Mohamed Maama, Aleksandar Mijatović · 2024 · advanced · stochastic calculus

    stochastic processes

  38. Modeling portfolio loss distribution under infectious defaults and immunization

    Gabriele Torri, Rosella Giacometti, Gianluca Farina · 2025 · advanced · risk management

    algorithms · contagion · credit risk

  39. Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index

    Masoud Ataei · 2025 · advanced · time series

    regression · statistics · time series · volatility forecasting

  40. Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach

    Dennis Lartey Quayesam, Anani Lotsi, Felix Okoe Mettle · 2024 · intermediate · time series

    brownian motion · statistics · stochastic processes

  41. Modeling Stock Return Distributions and Pricing Options

    Xinxin Jiang · 2025 · advanced · options

    jump processes · mathematical finance · option pricing · stochastic processes

  42. Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law

    Tomasz J. Kozubowski, Andrey Sarantsev, James A. Spiker · 2026 · advanced · statistics

    statistical inference · statistics

  43. Modeling structure and credit risk of the economy: a multilayer bank-firm network approach

    Soumen Majhi, Anna Mancini, Giulio Cimini · 2026 · advanced · risk management

    banking · contagion · credit risk · financial networks · stress testing · systemic risk

  44. Modeling the Conditional Covariance between Stock and Bond Returns

    de Goeij, P., Marquering, W.A. · 2002 · advanced · time series

    econometrics · garch · statistics · time series

  45. Modeling the impact of Climate transition on real estate prices

    Lionel Sopgoui · 2024 · advanced · risk management

    housing markets · mathematical finance · real estate · stochastic processes

  46. Modeling the Interactions between Volatility and Returns

    Andrew Harvey, Rutger-Jan Lange · 2015 · advanced · time series

    garch · statistics · time series

  47. Modeling the risks within the protocol Aave, with an application to portfolio allocation

    Emmanuel Gobet, Louis Latournerie · 2026 · advanced · risk management

    decentralized finance · risk management · stochastic processes

  48. Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes

    Markku Lanne, Pentti Saikkonen · 2001 · advanced · time series

    econometrics · garch · interest rates · time series

  49. Modeling the Volatility in Global Fertilizer Prices

    Chen, P-Y., Chang, C-L., Chen, C-C. · 2010 · intermediate · time series

    econometrics · garch · time series

  50. Modeling the yield curve of Burundian bond market by parametric models

    Rédempteur Ntawiratsa, David Niyukuri, Irène Irakoze · 2023 · intermediate · fixed income

    interest rates · term structure models