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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5551–5600; page 112 of 188.

5551. Multi-Task Dynamic Pricing in Credit Market with Contextual Information

      Adel Javanmard, Jingwei Ji, Renyuan Xu · 2024 · advanced · quantitative trading

      algorithms · credit markets · machine learning

5552. Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction

      Damien Challet, Vincent Ragel · 2024 · advanced · time series

      deep learning · machine learning · neural networks · time series · volatility forecasting

5553. Multiblock MEV opportunities & protections in dynamic AMMs

      Matthew Willetts, Christian Harrington · 2024 · advanced · quantitative trading

      numerical methods

5554. Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching

      Panpan Zhang, Zuo Quan Xu · 2023 · advanced · stochastic calculus

      optimization · stochastic calculus · stochastic differential equations · stochastic processes

5555. Multidimensional Kyle-Back model with a risk averse informed trader

      Shreya Bose, Ibrahim Ekren · 2021 · advanced · quantitative trading

      market microstructure · mathematical finance · partial differential equations · stochastic processes

5556. Multidimensional stochastic liquidity in Kyle's model of informed trading

      Ibrahim Ekren, Evangelos A. Nikitopoulos, Lu Vy · 2026 · advanced · quantitative trading

      financial economics · liquidity · market microstructure · martingales · stochastic processes

5557. Multifactor Efficiency and Bayesian Inference

      Martijn Cremers · 2006 · advanced · statistics

      asset pricing · bayesian statistics · statistical inference

5558. Multifactor Quadratic Hobson and Rogers models

      Paolo Foschi · 2025 · advanced · options

      mathematical finance · stochastic processes

5559. Multifractality and its sources in the digital currency market

      Stanisław Drożdż, Robert Kluszczyński, Jarosław Kwapień · 2025 · advanced · time series

      cryptocurrencies · time series

5560. Multifractality and sample size influence on Bitcoin volatility patterns

      Tetsuya Takaishi · 2025 · intermediate · time series

      rough volatility · statistics · time series

5561. MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

      Sylvain Corlay, Joachim Lebovits, Jacques Lévy Véhel · 2013 · advanced · options

      brownian motion · numerical methods · stochastic calculus · stochastic processes

5562. Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options

      Chinonso Nwankwo, Weizhong Dai · 2020 · advanced · options

      algorithms · numerical methods · option greeks · option pricing · partial differential equations

5563. Multilayer heat equations: application to finance

      A. Itkin, A. Lipton, D. Muravey · 2021 · advanced · options

      interest rates · mathematical finance · numerical methods · option pricing · partial differential equations

5564. Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks

      Shanyan Lai · 2025 · advanced · machine learning

      asset pricing · backtesting · factor investing · machine learning · neural networks

5565. Multilevel Monte Carlo for Basket options

      Michael B. Giles · 2009 · intermediate · options

      derivatives · monte carlo simulation · numerical methods · option pricing

5566. Multilevel Monte Carlo For Exponential Lévy Models

      Mike Giles, Yuan Xia · 2014 · advanced · options

      jump processes · monte carlo simulation · numerical methods · option pricing · stochastic processes

5567. Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application

      Devang Sinha, Siddhartha P. Chakrabarty · 2024 · advanced · risk management

      monte carlo simulation · numerical methods · optimization

5568. Multilevel Monte Carlo method for jump-diffusion SDEs

      Yuan Xia · 2011 · advanced · stochastic calculus

      jump processes · monte carlo simulation · numerical methods · stochastic differential equations

5569. Multilevel Monte Carlo methods for applications in finance

      Mike Giles, Łukasz Szpruch · 2012 · advanced · stochastic calculus

      mathematical finance · monte carlo simulation · numerical methods

5570. Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model

      Florian Bourgey, Stefano De Marco · 2021 · advanced · options

      monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes

5571. Multimodal Deep Reinforcement Learning for Portfolio Optimization

      Sumit Nawathe, Ravi Panguluri, James Zhang · 2024 · advanced · machine learning

      deep learning · financial machine learning · natural language processing · neural networks · portfolio management · reinforcement learning

5572. Multimodal Forecasting for Commodity Prices Using Spectrogram-Based and Time Series Representations

      Soyeon Park, Doohee Chung, Charmgil Hong · 2026 · advanced · time series

      deep learning · machine learning · neural networks · time series

5573. Multimodal Gen-AI for Fundamental Investment Research

      Lezhi Li, Ting-Yu Chang, Hai Wang · 2023 · intermediate · machine learning

      large language models · natural language processing

5574. Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction

      Zongxiao Wu, Ran Liu, Jiang Dai · 2026 · advanced · risk management

      credit risk · deep learning · machine learning · natural language processing · neural networks

5575. Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series

      Ross Koval, Nicholas Andrews, Xifeng Yan · 2025 · advanced · machine learning

      deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks

5576. Multimodal Stock Price Prediction

      Furkan Karadaş, Bahaeddin Eravcı, Ahmet Murat Özbayoğlu · 2025 · intermediate · machine learning

      deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series

5577. Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market

      Kasymkhan Khubiev, Mikhail Semenov · 2025 · intermediate · machine learning

      deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks

5578. Multinational banks and development finance

      Weller, Christian E., Scher, Mark J. · 1999 · intermediate · risk management

      banking · financial economics · financial stability

5579. Multinational lending retrenchment after the global financial crisis: The impact of policy interventions

      Müting, Miriam · 2020 · advanced · risk management

      banking · financial economics

5580. Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process

      Balaji Ramachandran, Srikanth Iyer, Shashi Jain · 2026 · advanced · portfolio management

      fixed income · interest rates · optimization · portfolio management · portfolio optimization · term structure models

5581. Multiple Solutions and Bubbles in Stochastic Models of the Exchange Rate

      Sutherland, Alan · advanced · stochastic calculus

      asset pricing · foreign exchange · stochastic processes

5582. Multiple split approach -- multidimensional probabilistic forecasting of electricity markets

      Katarzyna Maciejowska, Weronika Nitka · 2024 · intermediate · time series

      statistics

5583. Multiple time scales in volatility and leverage correlation: A stochastic volatility model

      CFM · 2003 · advanced · time series

      stochastic differential equations · stochastic processes · time series

5584. Multiple yield curve modelling with CBI processes

      Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda · 2019 · advanced · fixed income

      fixed income · interest rates · jump processes · stochastic processes · term structure models

5585. Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin

      Sanaz Behzadi, Mahmonir Bayanati, Hamed Nozari · 2023 · intermediate · time series

      cryptocurrencies · econometrics · hypothesis testing · time series

5586. Multiple-prior valuation of cash flows subject to capital requirements

      Hampus Engsner, Filip Lindskog, Julie Thoegersen · 2021 · advanced · risk management

      insurance · optimization · stochastic processes

5587. Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics

      Liang Chen · 2026 · advanced · risk management

      hypothesis testing · regression

5588. Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities

      William H. Press, Alex Dannenberg · 2026 · advanced · time series

      probability · statistics · stochastic processes

5589. Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints

      Suleyman Basak, David Cass, Juan Manuel Licari · 2006 · advanced · other

      asset pricing · financial economics

5590. Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version

      Suleyman Basak, David Cass, Juan Manuel Licari · 2006 · advanced · other

      financial economics

5591. Multipower Variation and Stochastic Volatility

      Ole Barndorff-Nielsen, Neil Shephard · 2004 · advanced · time series

      jump processes · statistical inference · statistics · stochastic processes

5592. Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index

      Masoud Ataei · 2025 · advanced · time series

      causal inference · equity markets · hypothesis testing · market efficiency · time series

5593. Multiscale Markowitz

      Revant Nayar, Raphael Douady · 2024 · intermediate · portfolio management

      portfolio management · portfolio optimization · risk management

5594. Multiscaling and rough volatility: an empirical investigation

      Giuseppe Brandi, T. Di Matteo · 2022 · advanced · time series

      rough volatility · stochastic processes · time series

5595. Multiscaling in the Rough Bergomi Model: A Tale of Tails

      Giuseppe Brandi, Tiziana Di Matteo · 2026 · advanced · time series

      hypothesis testing · rough volatility · statistical inference · stochastic processes

5596. Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation

      Ayush Jha, Abootaleb Shirvani, Ali Jaffri · 2025 · advanced · time series

      garch

5597. Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)

      Hafner, C. M., Linton, O. B., Wang, L. · 2025 · intermediate · time series

      econometrics · liquidity · statistics · time series

5598. Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis

      Efstratios Manolakis, Anton J. Heckens, Benjamin Köhler · 2024 · advanced · statistics

      probability · statistics · tail risk

5599. Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets

      Anton J. Heckens, Efstratios Manolakis, Cedric Schuhmann · 2024 · advanced · statistics

      equity markets · statistics · tail risk

5600. Multivariate Financial Forecasting using the Chronos Time Series Foundation Models

      Sanjiv R Das, Tarang Goyal, Mohini Yadav · 2026 · advanced · time series

      financial machine learning · interest rates · machine learning · time series