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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 551–600; page 12 of 188.

551. A unified approach to informed trading via Monge-Kantorovich duality

     Reda Chhaibi, Ibrahim Ekren, Eunjung Noh · 2022 · advanced · quantitative trading

     market microstructure · partial differential equations · probability · stochastic processes

552. A unified approach to xVA with CSA discounting and initial margin

     Francesca Biagini, Alessandro Gnoatto, Immacolata Oliva · 2019 · advanced · risk management

     credit risk · derivatives · stochastic calculus

553. A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives

     Dixon Domfeh, Arpita Chatterjee, Matthew Dixon · 2022 · advanced · derivatives

     bayesian statistics · derivatives · interest rates · stochastic processes

554. A Unified Credit Expansion Theory on Housing Cycle: Causal Evidence for Within- and Cross-Metro Patterns in the Prior, Boom, Bust, and Recovery Periods

     Bo Li · 2026 · advanced · risk management

     causal identification · causal inference · credit markets · econometrics · housing markets · mortgage markets

555. A Unified Framework for Fast Large-Scale Portfolio Optimization

     Weichuan Deng, Pawel Polak, Abolfazl Safikhani · 2023 · advanced · portfolio management

     factor investing · optimization · portfolio optimization

556. A unified theory of order flow, market impact, and volatility

     Johannes Muhle-Karbe, Youssef Ouazzani Chahdi, Mathieu Rosenbaum · 2026 · advanced · quantitative trading

     market microstructure · rough volatility · stochastic processes

557. A Unified Theory of Ownership Concentration, Overlap, and Dependence

     Miquel Noguer i Alonso, Iro Tasitsiomi · 2026 · advanced · risk management

     linear algebra

558. A Unifying Approach for the Pricing of Debt Securities

     Marie-Claude Vachon, Anne Mackay · 2024 · advanced · fixed income

     convertible bonds · fixed income · interest rates · numerical methods · stochastic processes

559. A unifying approach to the empirical evaluation of asset pricing models

     Francisco Peñaranda, Enrique Sentana · 2010 · advanced · statistics

     asset pricing · econometrics · regression

560. A unifying perspective on the collapse to the mean for law-invariant functionals

     Felix-Benedikt Liebrich · 2026 · advanced · risk management

     risk management

561. A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model

     De Jong , F. · 1991 · advanced · time series

     econometrics · foreign exchange · statistical inference · statistics · time series

562. A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data

     Mathias Mesfin · 2026 · intermediate · quantitative trading

     backtesting · time series

563. A Valuation Study of Stock-Market Seasonality and Firm Size

     Zhiwu Chen, Jan Jindra · 2001 · intermediate · statistics

     equity markets

564. A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices

     Luyun Lin, Lixing Lin, Zhen Zhang · 2026 · intermediate · quantitative trading

     quantitative trading

565. A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence

     Antoine Heranval, Olivier Lopez, Didier Ngatcha · 2026 · advanced · risk management

     insurance · machine learning · neural networks · risk management

566. A Welfare Analysis of Fragmented Liquidity Markets

     Guembel, Alexander, Sussman, Oren · 2014 · advanced · risk management

     contagion · financial economics · liquidity · liquidity risk

567. A Wiener Chaos Approach to Martingale Modelling and Implied Volatility Calibration

     Pere Diaz-Lozano, Thomas K. Kloster · 2026 · advanced · options

     martingales · model calibration · option pricing · stochastic processes · volatility surface

568. A3T-GCN for FTSE100 Components Price Forecasting

     A. L. Paredes · 2025 · advanced · machine learning

     deep learning · financial machine learning · neural networks · time series

569. ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models

     Michael Creel, Dennis Kristensen · 2014 · advanced · statistics

     bayesian statistics · jump processes · statistical inference · stochastic processes

570. ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets

     Selim Amrouni, Aymeric Moulin, Jared Vann · 2021 · intermediate · machine learning

     reinforcement learning

571. ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book

     Patrick Cheridito, Jean-Loup Dupret, Zhexin Wu · 2025 · advanced · quantitative trading

     algorithmic trading · machine learning · market microstructure · optimal execution · reinforcement learning

572. ABIDES: Towards High-Fidelity Market Simulation for AI Research

     David Byrd, Maria Hybinette, Tucker Hybinette Balch · 2019 · advanced · quantitative trading

     quantitative trading

573. Abnormal Trading Detection in the NFT Market

     Mingxiao Song, Yunsong Liu, Agam Shah · 2023 · intermediate · machine learning

     data science · machine learning

574. About constant-product automated market makers

     Théodore Conrad, Arthur Vinciguerra, Guillaume Méroué · 2023 · intermediate · quantitative trading

     market making

575. Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning

     Hadi Keramati, Samaneh Jazayeri · 2025 · advanced · machine learning

     linear algebra · machine learning · option pricing · portfolio optimization · reinforcement learning

576. Accelerating Machine Learning Training Time for Limit Order Book Prediction

     Mark Joseph Bennett · 2022 · intermediate · machine learning

     high frequency trading · machine learning

577. Accounting Discretion of Banks During a Financial Crisis

     Huizinga, H.P., Laeven, L. · 2009 · intermediate · risk management

     banking

578. Accounting for leases and corporate investment

     Chen, Ciao-Wei, Correia, Maria, Urcan, Oktay · 2023 · intermediate · other

     corporate finance

579. Accounting Noise and the Pricing of CoCos

     Mike Derksen, Peter Spreij, Sweder van Wijnbergen · 2018 · advanced · fixed income

     fixed income

580. Accuracy of Deep Learning in Calibrating HJM Forward Curves

     Fred Espen Benth, Nils Detering, Silvia Lavagnini · 2020 · advanced · options

     commodities · model calibration · neural networks · option pricing · term structure models

581. Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm

     Álvaro Rubio-García, Samuel Fernández-Lorenzo, Juan José García-Ripoll · 2023 · advanced · portfolio management

     optimization · portfolio management · portfolio optimization · transaction costs

582. Achieving a Given Financial Goal with Optimal Deferred Term Insurance Purchasing Policy

     Yuqi Li, Lihua Zhang · 2022 · advanced · risk management

     insurance · optimization · stochastic differential equations · stochastic processes

583. Acquisition finance and market timing

     Vermaelen, Theo, Xu, Moqi · 2014 · intermediate · other

     capital structure · mergers and acquisitions

584. ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification

     Juntao Li, Liang Zhang · 2026 · advanced · machine learning

     deep learning · financial machine learning · machine learning · time series

585. Action-Space Entropy Regularization in Bayesian Markowitz

     Andy Au · 2026 · advanced · portfolio management

     bayesian statistics · mathematical finance · optimization · portfolio management · portfolio optimization

586. Action-State Dependent Dynamic Model Selection

     Francesco Cordoni, Alessio Sancetta · 2023 · advanced · portfolio management

     optimization · portfolio management · reinforcement learning

587. Active Financial Intermediation: Evidence on the Role of Organizational Specialization and Human Capital

     Laura Bottazzi, Marco Da Rin, Thomas Hellmann · 2004 · intermediate · other

     financial economics

588. Active Portfolio Management in Concentrated Equity Markets

     Brian Ceco, Xiaofei Shi, Ting-Kam Leonard Wong · 2026 · advanced · portfolio management

     backtesting · portfolio management · portfolio optimization · stochastic differential equations · stochastic processes · transaction costs

589. Active Risk Management and Banking Stability

     Silva Buston, C.F. · 2013 · advanced · risk management

     banking · credit risk · financial stability · risk management

590. Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change

     Martial Phélippé-Guinvarc, Jean Cordier · 2023 · intermediate · risk management

     insurance

591. Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps

     Foad Shokrollahi, Davood Ahmadian, Luca Vincenzo Ballestra · 2021 · advanced · options

     brownian motion · option pricing · stochastic processes

592. Actuarial Transform Pricing

     Oleg A. Ruban, Luiz Vitiello, Ser‐Huang Poon · 2010 · advanced · derivatives

     mathematical finance

593. Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation

     Karim Barigou, Daniël Linders, Fan Yang · 2021 · advanced · risk management

     insurance

594. Adaptative predictability of stock market returns

     Casas Villalba, Maria Isabel, Mao, Xiuping, Veiga, Helena · 2020 · advanced · time series

     econometrics · regression · statistics · time series · volatility forecasting

595. Adapted Law Invariance and Time-Consistent Dynamic Risk Measures

     Mathias Beiglböck, Silvana M. Pesenti, Maxime Sylvestre · 2026 · advanced · risk management

     probability

596. Adapting Altman's bankruptcy prediction model to the compositional data methodology

     Fatemeh Keivani, Germà Coenders, Geòrgia Escaramís · 2026 · intermediate · risk management

     credit risk · machine learning · regression

597. Adapting extreme value statistics to financial time series: dealing with bias and serial dependence

     Laurens de Haan, Cécile Mercadier, Chen Zhou · 2016 · advanced · statistics

     extreme value theory · statistical inference · tail risk · time series

598. Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study

     Vincent Maciejewski · 2026 · advanced · programming

     high frequency trading

599. Adapting the CVA model to Leland's framework

     P. Amster, A. P. Mogni · 2018 · advanced · options

     credit risk · derivatives · mathematical finance · option pricing · partial differential equations · transaction costs

600. Adaptive Agents and Data Quality in Agent-Based Financial Markets

     Colin M. Van Oort, Ethan Ratliff-Crain, Brian F. Tivnan · 2023 · advanced · quantitative trading

     market microstructure