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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 501–550; page 11 of 188.

501. A Study on Impact of Dividend Policy on Initial Public Offering Price Performance

     S. Meghna, N. Suresh, J. C. Usha · 2022 · beginner · other

     garch

502. A Study on the Efficiency of the Indian Stock Market

     Devansh Jain, Manthan Patel, Aman Narsaria · 2020 · intermediate · statistics

     hypothesis testing · market efficiency · regression · time series

503. A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks

     Patrice Bertail, Christian Haefke, Dimitris N. Politis · 2001 · advanced · statistics

     econometrics · market risk · statistical inference · time series

504. A Survey of Financial AI: Architectures, Advances and Open Challenges

     Junhua Liu · 2024 · intermediate · machine learning

     financial machine learning · machine learning · portfolio optimization

505. A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges

     Yuqi Nie, Yaxuan Kong, Xiaowen Dong · 2024 · intermediate · machine learning

     large language models · natural language processing · time series

506. A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion

     Olivier David Zerbib · 2022 · advanced · statistics

     asset pricing · capm · equity markets · esg · sustainable investing

507. A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching

     Guanxing Fu, Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · quantitative trading

     liquidity · optimization · stochastic calculus · stochastic differential equations

508. A Systematic Approach to Constructing Market Models with Arbitrage

     Johannes Ruf, Wolfgang Runggaldier · 2014 · advanced · stochastic calculus

     martingales · mathematical finance · stochastic processes

509. A systematic literature review on solution approaches for the index tracking problem in the last decade

     Julio Cezar Soares Silva, Adiel Teixeira de Almeida Filho · 2023 · intermediate · portfolio management

     optimization · portfolio optimization · transaction costs

510. A systematic review of early warning systems in finance

     Ali Namaki, Reza Eyvazloo, Shahin Ramtinnia · 2023 · intermediate · risk management

     banking · machine learning

511. A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall

     Georgios I. Papayiannis, Georgios Psarrakos · 2025 · advanced · risk management

     risk management · tail risk

512. A tale of fire-sales and liquidity hoarding

     Aleksander Berentsen, Benjamin Müller · 2015 · advanced · risk management

     banking · liquidity

513. A Tale of Tail Covariances (and Diversified Tails)

     Jan Rosenzweig · 2023 · advanced · portfolio management

     statistics · tail risk

514. A tale of two allocations: Risk capital contributions versus risk contributions in the tail

     Nawaf Mohammed, Edward Furman · 2026 · advanced · risk management

     risk management · tail risk

515. A Tale of Two Anomalies: The Implication of Investor Attention for Price and Earnings Momentum

     Kewei Hou, Lin Peng, Wei Xiong · 2009 · intermediate · quantitative trading

     momentum

516. A tale of two indexes: predicting equity market downturns in China

     Lleo, Sebastien, Ziemba, William · 2018 · intermediate · time series

     equity markets

517. A Taxonomy of Event-Linked Perpetual Futures: Design Axes, Failure Modes, and Empirical Evaluability

     Maksym Nechepurenko · 2026 · advanced · derivatives

     derivatives

518. A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking

     Nneka Umeorah, Tolulope Fadina · 2026 · advanced · risk management

     contagion · deep learning · financial networks · machine learning · neural networks · systemic risk

519. A Term Structure Model for Dividends and Interest Rates

     Damir Filipović, Sander Willems · 2018 · advanced · derivatives

     interest rates · jump processes · model calibration · option pricing · term structure models

520. A Test for Mean-Variance Efficiency of a given Portfolio under Restrictions

     Post, G.T. · 2005 · advanced · portfolio management

     hypothesis testing

521. A test for the rank of the volatility process: the random perturbation approach

     Jean Jacod, Mark Podolskij · 2012 · advanced · statistics

     hypothesis testing · statistical inference · stochastic processes

522. A test of speculative arbitrage: is the cross-section of volatility invariant?

     Barardehi, Yashar H., Bernhardt, Dan, Ruchti, Thomas G. · 2019 · advanced · quantitative trading

     market microstructure

523. A theoretical analysis of Guyon's toy volatility model

     Ofelia Bonesini, Antoine Jacquier, Chloe Lacombe · 2020 · advanced · stochastic calculus

     option pricing · stochastic differential equations · stochastic processes

524. A Theoretical Framework Bridging Model Validation and Loss Ratio in Insurance

     C. Evans Hedges · 2025 · intermediate · risk management

     insurance

525. A theoretical framework for fees in AMMs

     Abe Alexander, Lars Fritz · 2024 · intermediate · quantitative trading

     decentralized finance · stochastic processes

526. A Theory of Equivalent Expectation Measures for Contingent Claim Returns

     Sanjay K. Nawalkha, Xiaoyang Zhuo · 2020 · advanced · stochastic calculus

     asset pricing · derivatives · mathematical finance · measure theory

527. A Theory of monetary union and financial integration

     Luca Fornaro · 2021 · advanced · risk management

     financial economics

528. A theory of socially responsible investment

     Oehmke, Martin, Opp, Marcus · 2025 · advanced · other

     other

529. A theory of strategic intermediation and endogenous liquidity

     Rahi, Rohit, Zigrand, Jean-Pierre · 2007 · advanced · quantitative trading

     financial economics · liquidity

530. A theory of the evolution of derivatives markets

     Axelson, Ulf · 2013 · advanced · derivatives

     derivatives

531. A Three--Dimensional Efficient Surface for Portfolio Optimization

     Yimeng Qiu · 2026 · advanced · portfolio management

     financial networks · optimization · portfolio optimization · systemic risk

532. A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration

     Francis X. Diebold, Lei Ji, Canlin Li · 2006 · advanced · fixed income

     fixed income · interest rates · risk management · term structure models

533. A three-step machine learning approach to predict market bubbles with financial news

     Abraham Atsiwo · 2025 · advanced · machine learning

     financial machine learning · machine learning · natural language processing

534. A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations

     Useong Shin · 2026 · intermediate · fixed income

     econometrics · foreign exchange · interest rates · time series

535. A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

     Ralf Becker, Denise R Osborn, Dilem Yildirim · 2010 · advanced · time series

     econometrics · hypothesis testing · interest rates · mortgage markets · statistical inference · time series

536. A Tick-by-Tick Solution for Concentrated Liquidity Provisioning

     Corinne Powers · 2024 · advanced · quantitative trading

     convex optimization · liquidity · market making · optimization

537. A Time Series Analysis of Financial Fragility in the UK Banking System

     Dimitrios P Tsomocos, Charles A.E. Goodhart, Bank of England · 2004 · advanced · risk management

     banking · financial stability · systemic risk · time series

538. A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection

     Marc Wildi, Branka Hadji Misheva · 2022 · advanced · machine learning

     deep learning · machine learning · neural networks · time series

539. A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies

     Michael, ROCKINGER, Giovanni, URGA · 1998 · advanced · time series

     econometrics · garch · market efficiency · statistical inference · time series

540. A time-dependent Markovian model of a limit order book

     Jonathan A. Chávez-Casillas · 2023 · advanced · quantitative trading

     market microstructure · stochastic processes

541. A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options

     Tim Leung, Yang Zhou · 2019 · intermediate · options

     derivatives · option pricing

542. A Topological Approach to Parameterizing Deep Hedging Networks

     Alok Das, Kiseop Lee · 2025 · advanced · machine learning

     deep learning · machine learning · neural networks

543. A Tourism Financial Conditions Index

     Chang, C-L., Hsu, H-K., McAleer, M.J. · 2014 · advanced · time series

     econometrics · time series

544. A Tourism Financial Conditions Index for Tourism Finance

     Chang, C-L., Hsu, H-K., McAleer, M.J. · 2017 · intermediate · time series

     econometrics · time series

545. A transformer-based model for default prediction in mid-cap corporate markets

     Kamesh Korangi, Christophe Mues, Cristián Bravo · 2021 · intermediate · risk management

     credit risk · deep learning · machine learning

546. A Tree Implementation of a Credit Spread Model for Credit Derivatives

     Schönbucher, Philipp J. · 2000 · advanced · fixed income

     credit derivatives · credit risk · fixed income · interest rates

547. A Two-Factor Model for Commodity Prices and Futures Valuation

     Diana Ramos Ribeiro, Stewart D. Hodges · 2004 · advanced · derivatives

     commodities · derivatives · model calibration · statistical inference · stochastic processes

548. A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition

     Zongxia Liang, Yi Xia, Bin Zou · 2024 · advanced · risk management

     optimization

549. A Two-Stage Decision Support System for Sustainability-Aware Long Short Portfolio Optimization

     Giacomo di Tollo, Massimiliano Kaucic, Filippo Piccotto · 2026 · advanced · portfolio management

     algorithms · esg · optimization · portfolio optimization · sustainable investing

550. A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing

     Ce Wang · 2024 · intermediate · options

     derivatives · monte carlo simulation · numerical methods · option pricing · regression