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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6151–6200; page 124 of 188.

6151. Optimal market-neutral currency trading on the cryptocurrency platform

      Hongshen Yang, Avinash Malik · 2024 · intermediate · quantitative trading

      convex optimization · cryptocurrencies · pairs trading

6152. Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks

      Xiaomin Shi, Zuo Quan Xu · 2025 · advanced · portfolio management

      jump processes · mathematical finance · optimization · portfolio management · portfolio optimization · stochastic processes

6153. Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps

      Sigui Brice Dro, Emmanuel Gnabeyeu · 2026 · advanced · portfolio management

      jump processes · mathematical finance · optimization · portfolio management · stochastic calculus · stochastic differential equations

6154. Optimal Multi-Asset Trading With Linear Costs: A Mean-Field Approach

      Matt Emschwiller, Benjamin Petit, Jean-Philippe Bouchaud · 2019 · advanced · quantitative trading

      optimization · transaction costs

6155. Optimal multiple stopping problem and financial applications

      Imene Ben Latifa, Joseph Frederic Bonnans, Mohamed Mnif · 2011 · advanced · options

      jump processes · option pricing · stochastic processes

6156. Optimal mutual insurance against systematic longevity risk

      John Armstrong, James Dalby · 2024 · advanced · risk management

      insurance · optimization · pensions · risk management

6157. Optimal nonparametric estimation of the expected shortfall risk

      Daniel Bartl, Stephan Eckstein · 2024 · advanced · risk management

      risk management · statistical inference · statistics

6158. Optimal Opacity on Financial Markets

      Siegert, Caspar · 2014 · advanced · risk management

      financial economics

6159. Optimal Option Portfolios for Skew-Elliptical t Returns

      Kyle Sung, Traian A. Pirvu · 2026 · advanced · portfolio management

      portfolio optimization · risk management

6160. Optimal Pairs Trading with Time-Varying Volatility

      T. N. Li, A. Tourin · 2021 · advanced · quantitative trading

      numerical methods · optimization · pairs trading

6161. Optimal payoff under Bregman-Wasserstein divergence constraints

      Silvana M. Pesenti, Steven Vanduffel, Yang Yang · 2024 · advanced · portfolio management

      mathematical finance · optimization

6162. Optimal Policy for Macro-Financial Stability

      Gianluca Benigno, Huigang Chen, Chris Otrok · 2012 · advanced · risk management

      economic policy · financial economics · financial stability · optimization

6163. Optimal portfolio allocation with uncertain covariance matrix

      Maxime Markov, Vladimir Markov · 2023 · intermediate · portfolio management

      optimization · portfolio optimization

6164. Optimal Portfolio Choice with Cross-Impact Propagators

      Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann · 2024 · advanced · quantitative trading

      market microstructure · mathematical finance · portfolio management · portfolio optimization

6165. Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach

      Shaofeng Kang, Zeying Tian · 2025 · advanced · portfolio management

      machine learning · portfolio management · portfolio optimization · reinforcement learning · risk management

6166. Optimal Portfolio Design for Statistical Arbitrage in Finance

      Ziping Zhao, Rui Zhou, Zhongju Wang · 2018 · advanced · quantitative trading

      convex optimization · numerical methods · optimization · pairs trading · portfolio optimization · statistical arbitrage

6167. Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network

      Xiaoyue Li, John M. Mulvey · 2023 · advanced · quantitative trading

      neural networks · optimal execution · optimization · transaction costs

6168. Optimal portfolio liquidation with execution cost and risk

      Idris Kharroubi, Huyen Pham · 2010 · advanced · quantitative trading

      liquidity · market microstructure · optimal execution · optimization · transaction costs

6169. Optimal Portfolio Liquidation with Limit Orders

      Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez Tapia · 2012 · advanced · quantitative trading

      market microstructure · optimal execution · optimization · partial differential equations · stochastic processes

6170. Optimal portfolio selection of many players under relative performance criteria in the market model with random coefficients

      Jeong Yin Park · 2022 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization · stochastic differential equations · stochastic processes

6171. Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors

      Wenyuan Wang, Kaixin Yan, Xiang Yu · 2024 · advanced · portfolio management

      martingales · optimization · portfolio optimization · stochastic processes

6172. Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints

      Wenyuan Wang, Kaixin Yan, Xiang Yu · 2024 · advanced · portfolio management

      martingales · optimization · portfolio optimization · stochastic processes

6173. Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition

      Wenyuan Wang, Kaixin Yan, Xiang Yu · 2023 · advanced · portfolio management

      mathematical finance · optimization · portfolio management · portfolio optimization

6174. Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value

      Massimo Guidolin, Stuart Hyde · 2012 · advanced · portfolio management

      equity markets · portfolio management · portfolio optimization · time series

6175. Optimal portfolios with anticipating information on the stochastic interest rate

      Bernardo D'Auria, José Antonio Salmerón · 2017 · advanced · stochastic calculus

      interest rates · portfolio management · portfolio optimization · stochastic calculus · stochastic processes

6176. Optimal position-building strategies in competition

      Neil A. Chriss · 2024 · advanced · quantitative trading

      quantitative trading

6177. Optimal post-retirement investment under longevity risk in collective funds

      John Armstrong, Cristin Buescu, James Dalby · 2024 · advanced · portfolio management

      optimization · pensions

6178. Optimal Power Generation Portfolios with Renewables: An Application to the UK

      Rowan Adams, Tooraj Jamasb · 2016 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization · risk management

6179. Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes

      Ruibo Ma · 2026 · advanced · stochastic calculus

      mathematical finance · optimization · stochastic calculus · stochastic processes

6180. Optimal Pricing and Hedging of SOFR Derivatives

      Teemu Pennanen, Waleed Taoum · 2026 · advanced · derivatives

      derivatives · interest rates · risk management

6181. Optimal Quoting under Adverse Selection and Price Reading

      Alexander Barzykin, Philippe Bergault, Olivier Guéant · 2025 · advanced · quantitative trading

      market making · market microstructure · optimization

6182. Optimal ratcheting of dividend payout under Brownian motion surplus

      Chonghu Guan, Zuo Quan Xu · 2023 · advanced · stochastic calculus

      brownian motion · optimization · partial differential equations · stochastic processes

6183. Optimal Ratcheting of Dividends with Irreversible Reinsurance

      Tim J. Boonen, Engel John C. Dela Vega · 2024 · advanced · risk management

      insurance · optimization · stochastic processes

6184. Optimal Rebalancing in Dynamic AMMs

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

      optimization · portfolio management

6185. Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets

      Thibaut Mastrolia, Tianrui Xu · 2025 · advanced · quantitative trading

      market making · market microstructure · optimization · partial differential equations · stochastic processes

6186. Optimal redeeming strategy of stock loans under drift uncertainty

      Zuo Quan Xu, Fahuai Yi · 2019 · advanced · stochastic calculus

      mathematical finance · partial differential equations · stochastic processes

6187. Optimal regulation of a fully insured deposit banking system

      Xavier Freixas, Emmanuelle Gabillon · 1996 · advanced · risk management

      banking

6188. Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus

      Yuta Otsuki, Shotaro Yagishita · 2024 · advanced · risk management

      insurance · numerical methods · optimization · probability · risk management

6189. Optimal Reinsurance under Endogenous Default and Background Risk

      Zongxia Liang, Zhaojie Ren, Bin Zou · 2025 · advanced · risk management

      insurance · optimization

6190. Optimal Reinsurance-Dividend Strategy with Fixed Transaction Costs in a Regime-Switching Brownian Risk Model: A Viscosity Solution to the Impulse Control Problem

      Wenyuan Wang, Zuo Quan Xu, Kaixin Yan · 2026 · advanced · risk management

      brownian motion · insurance · optimization · partial differential equations · stochastic processes

6191. Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics

      Morten Oerregaard Nielsen · advanced · statistics

      econometrics · hypothesis testing · statistical inference · time series

6192. Optimal Retirement Choice under Age-dependent Force of Mortality

      Giorgio Ferrari, Shihao Zhu · 2023 · advanced · stochastic calculus

      mathematical finance · optimization · stochastic processes

6193. Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market

      Daniele Marazzina · 2024 · advanced · stochastic calculus

      optimization · stochastic processes

6194. Optimal Risk Management Using Options

      Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson · 1997 · advanced · risk management

      derivatives · market risk · options hedging · risk management

6195. Optimal risk mitigation by deep reinsurance

      Aleksandar Arandjelović, Julia Eisenberg · 2024 · advanced · risk management

      deep learning · insurance · machine learning · neural networks · risk management · stochastic processes

6196. Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach

      Vasily Melnikov · 2025 · advanced · risk management

      convex optimization · optimization

6197. Optimal risk-aware interest rates for decentralized lending protocols

      Bastien Baude, Damien Challet, Ioane Muni Toke · 2025 · advanced · risk management

      decentralized finance · interest rates · liquidity · liquidity risk · optimization

6198. Optimal Risk-Sharing Rules in Network-based Decentralized Insurance

      Heather N. Fogarty, Sooie-Hoe Loke, Nicholas F. Marshall · 2026 · advanced · risk management

      insurance · linear algebra · optimization

6199. Optimal Routing across Constant Function Market Makers with Gas Fees

      Carlos Escudero, Felipe Lara, Miguel Sama · 2026 · advanced · quantitative trading

      decentralized finance · optimization · transaction costs

6200. Optimal Routing for Constant Function Market Makers

      Guillermo Angeris, Tarun Chitra, Alex Evans · 2022 · advanced · quantitative trading

      convex optimization · market making · optimization