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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5601–5650; page 113 of 188.

5601. Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective

      Massimiliano Caporin, Daniele Girolimetto, Emanuele Lopetuso · 2026 · advanced · time series

      garch · time series · volatility forecasting

5602. Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing

      Qi Guo, Anatoliy Swishchuk, Bruno Rémillard · 2022 · advanced · options

      option pricing · stochastic processes

5603. Multivariate Lévy models: calibration and pricing

      Giovanni Amici, Paolo Brandimarte, Francesco Messeri · 2023 · advanced · derivatives

      derivatives · model calibration · option pricing · stochastic processes

5604. Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation

      Sarah Kaakai, Anis Matoussi, Achraf Tamtalini · 2022 · advanced · risk management

      numerical methods

5605. Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis

      Cécilia Aubrun, Michael Benzaquen, Jean-Philippe Bouchaud · 2022 · advanced · stochastic calculus

      jump processes · stochastic processes

5606. Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration

      Cecilia Aubrun, Michael Benzaquen, Jean-Philippe Bouchaud · 2025 · advanced · time series

      model calibration · statistical inference · stochastic processes

5607. Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading

      Ole Eiler Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde · 2011 · advanced · statistics

      econometrics · statistics

5608. Multivariate Residual Estimation Risk

      D. J. Manuge · 2026 · advanced · risk management

      risk management

5609. Multivariate Rough Volatility

      Ranieri Dugo, Giacomo Giorgio, Paolo Pigato · 2024 · advanced · time series

      rough volatility · statistical inference · stochastic processes · time series

5610. Multivariate Self-Exciting Processes with Dependencies

      Caroline Hillairet, Thomas Peyrat, Anthony Réveillac · 2025 · advanced · risk management

      stochastic processes

5611. Multivariate Volatility Impulse Response Analysis of GFC News Events

      Allen, D.E., McAleer, M.J., Powell, R.J. · 2015 · advanced · time series

      garch · statistics · time series

5612. Music as an Asset Class

      Sasha Stoikov, Aadityaa Singla, Umu Cetin · 2026 · intermediate · statistics

      asset pricing · backtesting

5613. Mutual Guarantee Institutions and Small Business Finance

      Columba, F., Gambacorta, L., Mistrulli, P.E. · 2009 · intermediate · risk management

      banking · credit markets

5614. My Advisor, Her AI and Me: Evidence from a Field Experiment on Human-AI Collaboration and Investment Decisions

      Yang, Cathy L., Bauer, Kevin, Li, Xitong · 2025 · intermediate · machine learning

      machine learning

5615. My Word Is My Bond: Reputation As Collateral In Nineteenth Century English Provincial Banking

      Galassi, Francesco L., Newton, Lucy A. · advanced · risk management

      banking · credit markets · regression · statistical inference

5616. Myopic Loss Aversion : Information Feedback vs. Investment Flexibility

      Bellemare, C., Krause, M., Kroger, S. · 2004 · beginner · portfolio management

      behavioral finance

5617. Myopic Optimality: why reinforcement learning portfolio management strategies lose money

      Yuming Ma · 2025 · advanced · portfolio management

      portfolio management · portfolio optimization · reinforcement learning · transaction costs

5618. MyPortfolio: The IKEA Effect in Financial Investment Decisions

      Fabian Brunner, Fabian Gamm, Wladislaw Mill · 2022 · intermediate · portfolio management

      behavioral economics · behavioral finance · financial economics

5619. Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns

      Massimo Guidolin, Francesco Ravazzolo, Andrea Donato Tortora · 2011 · advanced · statistics

      asset pricing · bayesian statistics · real estate

5620. N-player and mean field games among fund managers considering excess logarithmic returns

      Guohui Guan, Jiaqi Hu, Zongxia Liang · 2025 · advanced · portfolio management

      mathematical finance · portfolio management · portfolio optimization

5621. Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations

      Deborah Miori, Constantin Petrov · 2023 · advanced · machine learning

      large language models · natural language processing

5622. Nash Equilibria in Greenhouse Gas Offset Credit Markets

      Liam Welsh, Sebastian Jaimungal · 2024 · advanced · risk management

      monte carlo simulation · numerical methods · optimization

5623. Nash Equilibrium between Brokers and Traders

      Álvaro Cartea, Sebastian Jaimungal, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading

      market microstructure · stochastic differential equations

5624. Nash Peer-to-Peer Insurance Bargaining under Price Fairness and Coalitional Stability

      Tim J. Boonen, Wing Fung Chong, Kenneth Tsz Hin Ng · 2026 · advanced · risk management

      insurance · optimization

5625. NatPar: Natural Parametric Modeling

      Hirbod Assa · 2026 · intermediate · risk management

      insurance

5626. Natural Expectations and Home Equity Extraction

      Pancrazi, Roberto, Pietrunti, Mario · intermediate · risk management

      financial economics · housing markets

5627. Natural Language Processing in Finance and Empirical Macroeconomics

      Trebbi, Giovanni · 2025 · intermediate · machine learning

      natural language processing

5628. Natural Selection in Financial Markets: Does it Work?

      Hongjun Yan · 2008 · advanced · other

      asset pricing · financial economics

5629. Nature-linked finance in Southeast Asia: implications and policy options for regulators, lenders and borrowers

      Resendiz, Jose L., Ranger, Nicola, Sulaeman, Johan · 2025 · intermediate · risk management

      risk management

5630. Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk

      Katerina Rigana, Ernst C. Wit, Samantha Cook · 2024 · advanced · risk management

      causal inference · contagion · market risk · risk management

5631. Navigating the Factor Zoo Around the World: An Institutional Investor Perspective

      Söhnke M. Bartram, Harald Lohre, Peter F. Pope · 2019 · advanced · portfolio management

      asset pricing · equity markets · factor investing · transaction costs

5632. Navigating Uncertainty in ESG Investing

      Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto · 2023 · advanced · portfolio management

      capm · esg · optimization · portfolio optimization · reinforcement learning · sustainable investing

5633. Near-Maturity Asymptotics of Critical Prices of American Put Options under Exponential Lévy Models

      José E. Figueroa-López, Ruoting Gong · 2025 · advanced · options

      jump processes · mathematical finance · option pricing · stochastic processes

5634. NEAT Algorithm-based Stock Trading Strategy with Multiple Technical Indicators Resonance

      Li-Chun Huang · 2024 · intermediate · quantitative trading

      algorithmic trading · financial machine learning · machine learning · neural networks · optimization

5635. Needles in a haystack: using forensic network science to uncover insider trading

      Gian Jaeger, Wang Ngai Yeung, Renaud Lambiotte · 2025 · intermediate · risk management

      algorithms · financial networks

5636. Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises

      Shang-Jin Wei, Yi Wu · 2001 · intermediate · risk management

      risk management

5637. Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register

      Johannes Bubeck, Angela Maddaloni, José-Luis Peydró · 2020 · advanced · risk management

      banking · causal inference · interest rates

5638. Negative Oil & Nickel Squeeze: A Feedback Model for Extreme Commodity Futures Prices

      Iosif Zimbidis, Ronnie Sircar · 2026 · advanced · derivatives

      commodities · derivatives · mathematical finance · option pricing

5639. Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system

      Tsionas, Mike G., Michaelides, Panayotis G. · 2017 · advanced · time series

      bayesian statistics · statistical inference · stochastic processes · time series

5640. Neglected Risks, Financial Innovation, and Financial Fragility

      Gennaioli, Nicola, Shleifer, Andrei, Vishny, Robert · 2012 · advanced · risk management

      financial economics

5641. Nested Clustered Optimization Is One End of a Schur Bridge, and the Interior Is Sometimes Provably Better

      Peter Cotton · 2026 · advanced · portfolio management

      linear algebra · optimization · portfolio management · portfolio optimization

5642. Nested Optimal Transport Distances

      Ruben Bontorno, Songyan Hou · 2025 · advanced · machine learning

      stochastic processes · time series

5643. Net asset value discounts in listed private equity funds

      Lahr, Henry, Kaserer, Christoph · 2009 · intermediate · statistics

      asset pricing

5644. Net Buying Pressure and the Information in Bitcoin Option Trades

      Carol Alexander, Jun Deng, Jianfen Feng · 2021 · advanced · options

      cryptocurrencies · derivatives · volatility trading

5645. Net-Zero Investing: Harnessing the Power of Unstructured Data

      Andy Moniz, Devin Nial, Matthew Picone · 2024 · intermediate · machine learning

      natural language processing

5646. Nets: Network estimation for time series

      Matteo Barigozzi, Christian T. Brownlees · 2013 · advanced · time series

      statistics · time series

5647. Network and Risk Analysis of Surety Bonds

      Tamara Broderick, Ali Jadbabaie, Vanessa Lin · 2025 · advanced · risk management

      risk management · stochastic processes · systemic risk

5648. Network Momentum across Asset Classes

      Xingyue Pu, Stephen Roberts, Xiaowen Dong · 2023 · intermediate · quantitative trading

      momentum

5649. Network risk and key players: a structural analysis of interbank liquidity

      Denbee, Edward, Julliard, Christian, Li, Ye · 2021 · advanced · risk management

      banking · financial networks · liquidity · liquidity risk · systemic risk

5650. Network topology of the Euro Area interbank market

      Ilias Aarab, Thomas Gottron · 2025 · intermediate · risk management

      banking · financial networks