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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5751–5800; page 116 of 188.

5751. Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK

      Katalin Varga, Tibor Szendrei · 2024 · advanced · risk management

      bayesian statistics · econometrics · financial stability · systemic risk · tail risk · time series

5752. Non-traded call's volatility smiles

      Marek Capinski · 2019 · intermediate · options

      mathematical finance · option pricing · options hedging

5753. Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings

      Dennis Vink, Frank Fabozzi · 2009 · advanced · fixed income

      credit risk · fixed income · panel data · regression

5754. Non-unique time and market incompleteness

      Chris Angstmann, Tim Gebbie · 2026 · advanced · stochastic calculus

      stochastic processes

5755. Nonconcave Portfolio Choice under Smooth Ambiguity

      Emanuele Borgonovo, An Chen, Massimo Marinacci · 2026 · advanced · portfolio management

      bayesian statistics · portfolio management · portfolio optimization

5756. Nonhedgeable risk and Credit Risk Pricing

      Juan Dong, Lyudmila Korobenko, Deniz Sezer · 2019 · advanced · fixed income

      credit risk · fixed income · mathematical finance · stochastic processes

5757. Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets

      Kpante Emmanuel Gnandi, Fredy Pokou, Jules Sadefo Kamdem · 2026 · advanced · time series

      econometrics · machine learning · statistics · time series

5758. Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles

      Monia Magnani, Massimo Guidolin · 2025 · advanced · time series

      econometrics · equity markets · time series

5759. Nonlinear Error-Correction Models for Interest Rates in The Netherlands

      van Dijk, D.J.C., Franses, Ph.H.B.F. · 1997 · advanced · time series

      econometrics · hypothesis testing · interest rates · time series

5760. Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics

      Gabjin Oh · 2025 · advanced · time series

      equity markets · time series

5761. Nonlinear Factor Decomposition via Kolmogorov-Arnold Networks: A Spectral Approach to Asset Return Analysis

      David Breazu · 2026 · advanced · machine learning

      machine learning · neural networks · statistics

5762. Nonlinear price impact from linear models

      Felix Patzelt, Jean-Philippe Bouchaud · 2017 · advanced · quantitative trading

      market microstructure · time series

5763. Nonlinear shifts and dislocations in financial market structure and composition

      Nick James, Max Menzies · 2024 · advanced · portfolio management

      portfolio management

5764. Nonlinear shrinkage estimation of large integrated covariance matrices

      Lam, Clifford, Feng, Phoenix, Hu, Charlie · 2017 · advanced · statistics

      statistics

5765. Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

      Allen, D.E., McAleer, M.J., Peiris, S. · 2015 · advanced · time series

      econometrics · foreign exchange · machine learning · neural networks · regression · time series

5766. Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

      Eric Hillebrand, Marcelo C. Medeiros · 2012 · advanced · time series

      econometrics · statistical inference · statistics · time series

5767. Nonlocal onset of instability in an asset pricing model with heterogeneous agents

      Gaunersdorfer, A., Hommes, C.H., Wagener, F.O.O. · 2003 · advanced · time series

      financial economics

5768. Nonparameteric forecasting of multivariate probability density functions

      Dominique Guegan, Matteo Iacopini · 2018 · advanced · time series

      copulas · probability · statistics · time series

5769. Nonparametric Analysis of Hedge Funds Lifetimes

      Serge Darolles, Jean‐Pierre Florens, Guillaume Simon · 2010 · advanced · statistics

      econometrics · hedge funds · statistics

5770. Nonparametric Assessment of Hedge Fund Performance

      Almeida, Caio, Ardison, Kim, Garcia, René · 2019 · advanced · statistics

      asset pricing · hedge funds

5771. Nonparametric Beta Kernel Estimator for Long Memory Time Series

      Bouezmarni, Taoufik, Van Bellegem, Sébastien · 2009 · advanced · time series

      statistics · time series

5772. Nonparametric calibration of jump-diffusion option pricing models.

      Rama Cont, Peter Tankov · 2004 · advanced · options

      jump processes · model calibration · numerical methods · optimization · option pricing

5773. Nonparametric estimates of option prices via Hermite basis functions

      Carlo Marinelli, Stefano d'Addona · 2022 · advanced · options

      option pricing

5774. Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach

      Andrew Jeffrey, Linton, Oliver Linton, Thong Nguyen · 2001 · advanced · fixed income

      fixed income · interest rates · statistics · term structure models

5775. Nonparametric estimation of conditional beta pricing models

      Ferreira, Eva, Gil-Bazo, Javier, Orbe, Susan · 2008 · advanced · statistics

      asset pricing · statistical inference

5776. Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff

      Hong, S-Y., Linton, O. · 2018 · advanced · statistics

      econometrics · regression · statistical inference · statistics · time series

5777. Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data

      Bu, R., Li, D., Linton, O. · 2022 · advanced · statistics

      statistics

5778. Nonparametric Estimation of Self- and Cross-Impact

      Natascha Hey, Eyal Neuman, Sturmius Tuschmann · 2025 · advanced · quantitative trading

      market microstructure · statistical inference

5779. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

      Yacine Aït-Sahalia, Andrew W. Lo · advanced · options

      derivatives · option pricing · statistical inference · statistics

5780. Nonparametric Euler Equation Identi?cation and Estimation

      Escanciano, J C., Hoderlein, S., Lewbel, A. · 2020 · advanced · statistics

      asset pricing

5781. Nonparametric Euler Equation Identification andEstimation

      Juan Carlos Escanciano, Stefan Hoderlein, Arthur Lewbel · 2015 · advanced · statistics

      asset pricing · econometrics · statistics

5782. Nonparametric likelihood for volatility under high frequency data

      Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu · 2015 · advanced · statistics

      statistical inference · statistics

5783. Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos

      Oliver Linton, Mototsugu Shintani · 2003 · advanced · statistics

      hypothesis testing · neural networks · regression · statistical inference · statistics · time series

5784. Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos

      Oliver Linton, Mototsugu Shintani · 2002 · advanced · statistics

      hypothesis testing · regression · statistical inference · statistics · time series

5785. Nonparametric Option Pricing with Generalized Entropic Estimators

      Caio Almeida, Gustavo Freire, Rafael Azevedo · 2022 · advanced · options

      derivatives · mathematical finance · option pricing · statistics

5786. Nonparametric Predictive Regressions for Stock Return Prediction

      Cheng, T., Gao, J., Linton, O. · 2019 · advanced · time series

      econometrics · regression · statistics · time series

5787. Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models

      Frido Rolloos · 2020 · advanced · options

      derivatives · option pricing · options hedging · volatility trading

5788. Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information

      Koo, B., La Vecchia, D., Linton, O. · 2019 · advanced · fixed income

      fixed income · interest rates · panel data · statistics

5789. Norms Based on Generalized Expected-Shortfalls and Applications

      Shuyu Gong, Taizhong Hu, Zhenfeng Zou · 2025 · advanced · risk management

      optimization · risk management

5790. Northern Ireland in turmoil: a quantitative analysis of the impact of the Troubles on the Irish Stock Market

      Donohoe, Maitiú · 2024 · intermediate · statistics

      equity markets · statistical inference

5791. Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision

      Agathe Sadeghi, Dingyue Liu, Ciamac Moallemi · 2026 · advanced · quantitative trading

      liquidity · performance attribution

5792. Not Risk Parity Funds

      Michael A. Mendelson · 2018 · beginner · risk management

      risk management

5793. Note on a Theoretical Justification for Approximations of Arithmetic Forwards

      Álvaro Romaniega · 2024 · advanced · fixed income

      interest rates

5794. Notes on Correlation Stress Tests

      Piotr Chmielowski · 2025 · advanced · risk management

      risk management · stress testing

5795. Notes on the SWIFT method based on Shannon Wavelets for Option Pricing

      Fabien Le Floc'h · 2020 · advanced · options

      numerical methods · option pricing

5796. Notes on the yield curve

      Martin, Ian, Ross, Steve · 2019 · advanced · fixed income

      fixed income · interest rates · term structure models

5797. Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy

      Biswarup Chakraborty · 2025 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization · risk management

5798. NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading

      Hsiang-Hui Liu, Han-Jay Shu, Wei-Ning Chiu · 2023 · intermediate · quantitative trading

      algorithmic trading · backtesting · machine learning · momentum · neural networks · time series

5799. NUFFT for the Fast COS Method

      Fabien LeFloc'h · 2025 · advanced · options

      numerical methods · option pricing

5800. Null-Validated Topological Signatures of Financial Market Dynamics

      Samuel W. Akingbade · 2026 · advanced · time series

      hypothesis testing · statistical inference · time series