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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5401–5450; page 109 of 188.

  1. Modeling Trade Durations under Temporal Granularity Effects in Forex Markets

    Vladimír Holý · 2026 · advanced · time series

    econometrics · foreign exchange · statistics · time series

  2. Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK

    Janine Aron, John Muellbauer · 2016 · advanced · risk management

    credit risk · econometrics · housing markets · time series

  3. Modelling and Forecasting Multivariate Realized Volatility

    Roxana Chiriac, Valeri Voev · 2008 · advanced · time series

    econometrics · statistics · time series · volatility forecasting

  4. Modelling and Forecasting Noisy Realized Volatility

    Asai, M., McAleer, M.J., Medeiros, M. · 2011 · advanced · time series

    econometrics · monte carlo simulation · volatility forecasting

  5. Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

    Jennifer Castle, Takamitsu Kurita · 2019 · advanced · time series

    econometrics · foreign exchange · time series

  6. Modelling and Forecasting UK Mortgage Arrears and Possessions

    Janine Aron, John Muellbauer · 2010 · advanced · risk management

    econometrics · time series

  7. Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model

    Carlo A. Favero · 2012 · advanced · time series

    econometrics · time series

  8. Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models

    Dennis Koch, Vahidin Jeleskovic, Zahid I. Younas · 2024 · advanced · time series

    garch · time series · volatility forecasting

  9. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China

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

    econometrics · time series

  10. Modelling and valuation of catastrophe bonds across multiple regions

    Krzysztof Burnecki, Marek Teuerle, Martyna Zdeb · 2025 · advanced · risk management

    copulas · insurance · monte carlo simulation

  11. Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

    Khamkaew, T., Tansuchat, R., Chang, C-L. · 2009 · advanced · time series

    garch · time series

  12. Modelling Financial Market Imperfection Using Open Quantum Systems

    Will Hicks · 2025 · advanced · stochastic calculus

    probability

  13. Modelling financial volume curves with hierarchical Poisson processes

    Creighton Heaukulani, Abhinav Pandey, Lancelot F. James · 2024 · advanced · quantitative trading

    bayesian statistics · stochastic processes · time series

  14. Modelling forward looking returns and combining traditional and alternative benchmarks

    CFM · 2016 · intermediate · portfolio management

    portfolio management · trend following

  15. Modelling High-Frequency Data with Bivariate Hawkes Processes: Power-Law vs. Exponential Kernels

    Neal Batra · 2025 · advanced · quantitative trading

    high frequency trading · stochastic processes

  16. Modelling intensities of order flows in a limit order book

    Ioane Muni Toke, Nakahiro Yoshida · 2016 · advanced · quantitative trading

    market microstructure · statistical inference · stochastic processes

  17. Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

    Chang, C-L., McAleer, M.J., Tansuchat, R. · 2012 · advanced · time series

    commodities · econometrics · garch · time series

  18. Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH

    Ruiz Ortega, Esther, Veiga, Helena · 2006 · advanced · time series

    garch · statistics · stochastic processes · time series

  19. Modelling multivariate volatilities via conditionally uncorrelated components

    Fan, Jianqing, Wang, Mingjin, Yao, Qiwei · 2008 · advanced · time series

    econometrics · garch · statistical inference · statistics · time series

  20. Modelling multivariate volatilities via latent common factors

    Li, Weiming, Gao, Jing, Li, Kunpeng · 2016 · advanced · time series

    econometrics · statistics · time series

  21. Modelling Prepayment and Default under Changing Credit Market Conditions for a Net Present Value Analysis

    Quirini Lorenzo, Vannucci Luigi, Quirini Giovanni · 2025 · advanced · risk management

    banking · credit risk · stochastic processes

  22. Modelling Regime Shifts in Continuous Intraday Electricity Markets with State-dependent Hawkes Processes

    Ayoub Jhabli, Tarek AlSkaif, Kwabena E. Bennin · 2026 · advanced · quantitative trading

    liquidity · market microstructure · stochastic processes

  23. Modelling Robust Lending Decisions under Climate Scenario Ambiguity: A Minimax-Regret Framework with NGFS Short-Term Scenarios

    Marina Palaisti · 2026 · advanced · risk management

    climate finance · credit risk · optimization · risk management

  24. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models

    Clive G. Bowsher · 2005 · advanced · statistics

    econometrics · market microstructure · stochastic processes

  25. Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering

    Malik, Sheheryar, Pitt, Michael K. · advanced · time series

    jump processes · numerical methods · statistical inference · stochastic processes

  26. Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves

    Francisco Rivadeneyra, Jianjian Jin, Narayan Bulusu · 2013 · intermediate · portfolio management

    foreign exchange · liquidity · portfolio management · risk management

  27. Modelling the composition of personal sector wealth in the United Kingdom

    Blake, David · 2003 · intermediate · portfolio management

    econometrics · financial economics · pensions

  28. Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework

    Arno Botha, Tanja Verster, Roland Breedt · 2025 · advanced · risk management

    credit risk · regression · statistics

  29. Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary

    Christian M. Dahl, Emma M. Iglesias · 2009 · advanced · time series

    garch · statistics · time series

  30. Modelling time-varying volatility interactions

    Susana Campos-Martins, Cristina Amado · 2021 · advanced · time series

    garch · statistics · time series

  31. Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution

    Will Hicks · 2024 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  32. Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution

    Pesaran, B., Pesaran, M.H. · 2007 · advanced · time series

    statistics · time series

  33. Modelling Volatility by Variance Decomposition

    Cristina Amado, Timo Teräsvirta · 2011 · advanced · time series

    garch · statistics · time series

  34. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn

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

    commodities · econometrics · time series

  35. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices

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

    commodities · econometrics · time series

  36. Models for the Impact of All Order Book Events

    Zoltán Eisler, Jean‐Philippe Bouchaud, Julien Kockelkoren · 2011 · advanced · quantitative trading

    market microstructure

  37. Models of Financial Stability and Their Application in Stress Tests

    Farmer, J. Doyne, Kleinnijenhuis, Alissa, Wetzer, Thom · 2018 · advanced · risk management

    contagion · financial networks · financial stability · stress testing · systemic risk

  38. Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound

    George Woodman, Ruben S. Andrist, Thomas Häner · 2025 · advanced · risk management

    insurance · numerical methods · optimization

  39. MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING

    Fabio Mercurio · 2010 · advanced · fixed income

    fixed income · interest rates · term structure models

  40. Modern Portfolio Diversification with Arte-Blue Chip Index

    Simon Levy, Maxime L. D. Nicolas · 2024 · intermediate · portfolio management

    portfolio management

  41. Modulated Information Flows in Financial Markets

    Edward Hoyle, Andrea Macrina, Levent A. Mengütürk · 2017 · advanced · stochastic calculus

    jump processes · martingales · option pricing · stochastic processes

  42. Moment Explosions in the Rough Heston Model

    Stefan Gerhold, Christoph Gerstenecker, Arpad Pinter · 2018 · advanced · stochastic calculus

    mathematical finance · rough volatility · stochastic processes

  43. Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture Lévy Motions

    Dongdong Hu, Hasanjan Sayit, Svetlozar T. Rachev · 2021 · advanced · options

    derivatives · option pricing · stochastic processes

  44. Momentum and Turnover: Evidence from the German Stock Market

    Glaser, Markus, Weber, Martin · 2002 · intermediate · quantitative trading

    momentum

  45. Momentum Crashes

    Tobias J. Moskowitz · 2016 · intermediate · quantitative trading

    asset pricing · momentum

  46. Momentum in Japan: The Exception That Proves the Rule

    Cliff Asness · 2011 · intermediate · quantitative trading

    momentum

  47. Momentum in the UK stock market

    Hon, Mark T., Tonks, Ian · 2002 · intermediate · quantitative trading

    equity markets · momentum

  48. Momentum Strategies with L1 Filter

    CFM · 2014 · advanced · time series

    backtesting · momentum · time series · trend following

  49. Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization

    Hao Wang, Jingshu Peng, Yanyan Shen · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · momentum

  50. Monetary easing and financial instability

    Acharya, Viral, Plantin, Guillaume · 2017 · advanced · risk management

    financial stability