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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5651–5700; page 114 of 188.

  1. Network-based diversification of stock and cryptocurrency portfolios

    Dimitar Kitanovski, Igor Mishkovski, Viktor Stojkoski · 2024 · intermediate · portfolio management

    cryptocurrencies · financial networks · portfolio management

  2. Networks of Heterogeneous Expectations in an Asset Pricing Market

    Makarewicz, T.A. · 2015 · intermediate · other

    asset pricing

  3. Networks of News and Cross-Sectional Returns

    Junjie Hu, Wolfgang Karl Härdle · 2021 · advanced · statistics

    equity markets · financial networks

  4. Neural and Time-Series Approaches for Pricing Weather Derivatives: Performance and Regime Adaptation Using Satellite Data

    Marco Hening Tallarico, Pablo Olivares · 2024 · intermediate · derivatives

    derivatives · machine learning · regression · time series

  5. Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading

    Amit Milstein, Haoran Deng, Guy Revach · 2022 · advanced · quantitative trading

    algorithmic trading · machine learning · neural networks · pairs trading · time series

  6. Neural Calibration of a Complete Market Model

    Andrea Molent, Michel Vellekoop · 2026 · advanced · options

    machine learning · model calibration · neural networks · option pricing

  7. Neural Functionally Generated Portfolios

    Michael Monoyios, Olivia Pricilia · 2025 · advanced · portfolio management

    machine learning · neural networks · portfolio management · portfolio optimization

  8. Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets

    Timothée Fabre, Ioane Muni Toke · 2024 · advanced · statistics

    cryptocurrencies · neural networks · numerical methods · stochastic processes

  9. Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling

    Tianzuo Hu · 2026 · advanced · quantitative trading

    machine learning · market microstructure · neural networks · time series

  10. Neural Jumps for Option Pricing

    Duosi Zheng, Hanzhong Guo, Yanchu Liu · 2025 · advanced · options

    financial machine learning · jump processes · machine learning · neural networks · option pricing · stochastic differential equations

  11. Neural Lévy SDE for State--Dependent Risk and Density Forecasting

    Ziyao Wang, Svetlozar T Rachev · 2025 · advanced · time series

    jump processes · machine learning · model calibration · risk management · stochastic differential equations · volatility forecasting

  12. Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment

    Chendi Ni, Yuying Li, Peter A. Forsyth · 2023 · advanced · portfolio management

    machine learning · optimization · portfolio optimization

  13. Neural Network Convergence for Variational Inequalities

    Yun Zhao, Harry Zheng · 2025 · advanced · machine learning

    deep learning · machine learning · neural networks · option pricing · partial differential equations

  14. Neural Network for CVA: Learning Future Values

    Jian-Huang She, Dan Grecu · 2018 · advanced · risk management

    credit risk · deep learning · derivatives · machine learning · neural networks

  15. Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model

    Edson Pindza, Jules Clement Mba, Sutene Mwambi · 2023 · advanced · options

    cryptocurrencies · jump processes · machine learning · neural networks · option pricing · partial differential equations

  16. Neural Network Learning of Black-Scholes Equation for Option Pricing

    Daniel de Souza Santos, Tiago Alessandro Espinola Ferreira · 2024 · advanced · options

    machine learning · neural networks · option pricing · partial differential equations

  17. Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage

    Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna · 2026 · advanced · portfolio management

    machine learning · neural networks · optimization · portfolio optimization · risk management

  18. Neural networks can detect model-free static arbitrage strategies

    Ariel Neufeld, Julian Sester · 2023 · advanced · machine learning

    convex optimization · machine learning · neural networks

  19. Neural Networks for Delta Hedging

    Guijin Son, Joocheol Kim · 2021 · advanced · options

    deep learning · machine learning · neural networks · options hedging

  20. Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff

    Freek Holvoet, Katrien Antonio, Roel Henckaerts · 2023 · advanced · risk management

    deep learning · insurance · machine learning · neural networks

  21. Neural networks for option pricing and hedging: a literature review

    Johannes Ruf, Weiguan Wang · 2019 · intermediate · options

    machine learning · neural networks · option pricing · options hedging

  22. Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement

    Vikranth Lokeshwar Dhandapani, Shashi Jain · 2024 · advanced · risk management

    credit risk · machine learning · monte carlo simulation · neural networks · option greeks · options hedging

  23. Neural Networks with Local Converging Inputs for Efficient Options Pricing Models

    Harris Cobb, Wenbo Hao, Yingjie Liu · 2026 · advanced · options

    machine learning · neural networks · numerical methods · option pricing · partial differential equations

  24. Neural Optimal Stopping Boundary

    A. Max Reppen, H. Mete Soner, Valentin Tissot-Daguette · 2022 · advanced · machine learning

    deep learning · derivatives · neural networks · numerical methods · optimization

  25. Neural Options Pricing

    Timothy DeLise · 2021 · advanced · options

    deep learning · machine learning · option pricing · stochastic differential equations

  26. Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology

    Zijian Shi, John Cartlidge · 2023 · advanced · quantitative trading

    deep learning · machine learning · market microstructure · neural networks

  27. Neural Term Structure of Additive Process for Option Pricing

    Jimin Lin, Guixin Liu · 2024 · advanced · options

    machine learning · model calibration · option pricing · stochastic processes

  28. Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management

    Davide Rindori · 2026 · advanced · risk management

    deep learning · machine learning · neural networks · risk management · time series

  29. NeuralBeta: Estimating Beta Using Deep Learning

    Yuxin Liu, Jimin Lin, Achintya Gopal · 2024 · advanced · machine learning

    deep learning · machine learning · neural networks

  30. NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes

    Anastasis Kratsios, Giulia Livieri, Philipp Schmocker · 2026 · advanced · stochastic calculus

    brownian motion · deep learning · machine learning · mathematical finance · neural networks · stochastic processes

  31. NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities

    Achintya Gopal · 2024 · advanced · machine learning

    deep learning · factor investing · machine learning · neural networks · portfolio optimization · statistics

  32. Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets

    Namid R. Stillman, Rory Baggott · 2024 · advanced · machine learning

    deep learning · machine learning

  33. Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading

    Zimeng Lyu, Amulya Saxena, Rohaan Nadeem · 2024 · intermediate · machine learning

    deep learning · machine learning · neural networks · portfolio management · time series

  34. New approaches of the DCC-GARCH residual: Application to foreign exchange rates

    Kenichiro Shiraya, Kanji Suzuki, Tomohisa Yamakami · 2024 · advanced · time series

    econometrics · foreign exchange · garch · time series

  35. New approximate stochastic dominance approaches for Enhanced Indexation models

    Francesco Cesarone, Justo Puerto · 2024 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  36. New approximations in local volatility models

    Emmanuel Gobet, Ali Suleiman · 2013 · advanced · options

    option pricing · stochastic calculus

  37. New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?

    Patrice Abry, Cécile Bastidon, Pierre Borgnat · 2025 · intermediate · risk management

    risk management

  38. New developments in econophysics: Option pricing formulas

    Moawia Alghalith · 2023 · advanced · options

    derivatives · interest rates · option pricing · partial differential equations · stochastic processes

  39. New drugs and stock market: how to predict pharma market reaction to clinical trial announcements

    Semen Budennyy, Alexey Kazakov, Elizaveta Kovtun · 2022 · advanced · machine learning

    deep learning · equity markets · financial machine learning · machine learning · natural language processing · neural networks

  40. New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks

    Mariam Camarero, Josep Lluis Carrion Silvestre, Cecilio Tamarit · 2006 · advanced · statistics

    econometrics · hypothesis testing · interest rates · panel data · time series

  41. New evidence on the effects of US monetary policy on exchange rates

    Kalyvitis, Sarantis, Michaelides, Alexander · 2001 · advanced · time series

    econometrics · foreign exchange · time series

  42. New Evidence on the First Financial Bubble

    Rik P., William Goetzmann, K. Rouwenhorst · 2009 · intermediate · statistics

    asset pricing · equity markets · financial economics · insurance

  43. New frontiers in household finance

    Gomes, Francisco, Haliassos, Michael, Ramadorai, Tarun · 2026 · intermediate · other

    other

  44. New general dependence measures: construction, estimation and application to high-frequency stock returns

    Aleksy Leeuwenkamp, Wentao Hu · 2023 · advanced · statistics

    statistical inference · statistics

  45. New News is Bad News

    Paul Glasserman, Harry Mamaysky, Jimmy Qin · 2023 · intermediate · machine learning

    asset pricing · machine learning · natural language processing · neural networks

  46. New Paradigms in Stock Market Indexing

    Derek Jun, Burton G. Malkiel · 2008 · intermediate · portfolio management

    asset pricing · factor investing · performance attribution

  47. New Time Series Models for Corporate Bond Log Yields

    Jihyun Park, Andrey Sarantsev · 2024 · intermediate · time series

    fixed income · time series

  48. Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm

    Wei-Chang Yeh, Yu-Hsin Hsieh, Chia-Ling Huang · 2022 · advanced · quantitative trading

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

  49. News from London: Greek government bonds on the London Stock Exchange, 1914-1929

    Christodoulaki, Olga, Penzer, Jeremy · 2004 · intermediate · fixed income

    econometrics · statistics

  50. News Sentiment Embeddings for Stock Price Forecasting

    Ayaan Qayyum · 2025 · intermediate · machine learning

    financial machine learning · machine learning · natural language processing