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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6201–6250; page 125 of 188.
Optimal Security Design for Risk-Averse Investors
Alex Gershkov, Benny Moldovanu, Philipp Strack · 2023 · advanced · other
financial economics · optimization · securitization
Optimal Security Design under Asymmetric Information and Profit Manipulation
Koufopoulos, Kostas, Kozhan, Roman, Trigilia, Giulio · advanced · other
capital structure · convertible bonds · corporate finance · financial economics
Optimal selling rules for monetary invariant criteria: tracking the maximum of a portfolio with negative drift,
Romuald Elie, Gilles-Edouard Espinosa · 2012 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal semi-static hedging in illiquid markets
Teemu Pennanen, Udomsak Rakwongwan · 2020 · advanced · options
convex optimization · derivatives · numerical methods · optimization · option pricing · options hedging
Optimal Settings for Cryptocurrency Trading Pairs
Di Zhang, Youzhou Zhou · 2022 · advanced · quantitative trading
cryptocurrencies · optimization
Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure
Sungwoo Kang · 2025 · advanced · quantitative trading
market microstructure
Optimal stopping and divestment timing under scenario ambiguity and learning
Andrea Mazzon, Peter Tankov · 2024 · advanced · stochastic calculus
optimization
Optimal strategy and deep hedging for share repurchase programs
Stefano Corti, Roberto Daluiso, Andrea Pallavicini · 2026 · advanced · quantitative trading
machine learning · neural networks · optimal execution · risk management
Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences
Jaskaran Singh · 2026 · advanced · statistics
probability · statistical inference · statistics
Optimal Surplus Management for Insurers under Stochastic Interest Rates and Jump-Driven Liabilities
Nader Karimi, Foad Shokrollahi, Masoumeh Shahmoradi · 2026 · advanced · risk management
insurance · interest rates · jump processes · optimization · partial differential equations · risk management
Optimal Time to Sell a Stock in Black-Scholes Model: Comment on ‘Thou shall buy and hold’
CFM · 2008 · advanced · stochastic calculus
brownian motion · mathematical finance · probability · stochastic processes
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
C. Escudero, F. Lara, M. Sama · 2024 · advanced · quantitative trading
market making · optimization
Optimal Trading in Automated Market Makers with Deep Learning
Sebastian Jaimungal, Yuri F. Saporito, Max O. Souza · 2023 · advanced · quantitative trading
decentralized finance · machine learning · market making · optimal execution
Optimal Trading of Microstructure Mean Reversion
Lucas Rabechini Amaral · 2026 · advanced · quantitative trading
algorithmic trading · market microstructure · optimization
Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
Patrick Chan, Ronnie Sircar, Iosif Zimbidis · 2025 · advanced · quantitative trading
monte carlo simulation · optimization · stochastic processes · transaction costs
Optimal trading using signals
Hadrien De March, Charles-Albert Lehalle · 2018 · advanced · quantitative trading
algorithmic trading · optimal execution · optimization · stochastic processes
Optimal Trading with Linear and (small) Non-Linear Costs
A. Rej, R. Benichou, J. de Lataillade · 2015 · advanced · quantitative trading
optimal execution · optimization · transaction costs
Optimal Trading with Linear Costs
CFM · 2012 · advanced · quantitative trading
optimization · stochastic processes · transaction costs
Optimal Transport Divergences induced by Scoring Functions
Silvana M. Pesenti, Steven Vanduffel · 2023 · advanced · risk management
optimization
Optimal two-parameter portfolio management strategy with transaction costs
Chutian Ma, Paul Smith · 2024 · intermediate · quantitative trading
optimization · portfolio management · transaction costs
Optimal Underreporting and Competitive Equilibrium
Zongxia Liang, Jiayu Zhang, Zhou Zhou · 2026 · advanced · risk management
insurance · optimization
Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
Heming Chen, Xiaojing Cai · 2025 · advanced · portfolio management
cryptocurrencies · optimization · portfolio management · portfolio optimization · transaction costs
Optimising cryptocurrency portfolios through stable clustering of price correlation networks
Ruixue Jing, Ryota Kobayashi, Luis Enrique Correa Rocha · 2025 · advanced · portfolio management
cryptocurrencies · portfolio management · portfolio optimization · tail risk · time series
Optimism, pessimism and financial bubbles
Bertrand Wigniolle · 2014 · advanced · other
financial economics · probability
Optimization and statistical methods for high frequency finance
Marc Hoffmann, Mauricio Labadie, Charles‐Albert Lehalle · 2014 · advanced · quantitative trading
high frequency trading · optimal execution · optimization · stochastic processes
Optimization Method of Multi-factor Investment Model Driven by Deep Learning for Risk Control
Ruisi Li, Xinhui Gu · 2025 · advanced · portfolio management
deep learning · factor investing · machine learning · neural networks · risk management
Optimization of capital injections and absolutely continuous dividend payments in a diffusion model
Hélène Guérin, Dante Mata, Jean-François Renaud · 2026 · advanced · stochastic calculus
optimization · stochastic processes
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
Vahidin Jeleskovic, Claudio Latini, Zahid I. Younas · 2023 · advanced · portfolio management
copulas · cryptocurrencies · garch · portfolio management · portfolio optimization
Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
Alexandre Boumezoued, Adel Cherchali, Vincent Lemaire · 2025 · advanced · risk management
monte carlo simulation · numerical methods · risk management
Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business
Luis van Sandbergen · 2025 · advanced · quantitative trading
backtesting · optimization
Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
Zoltan Eisler, Johannes Muhle-Karbe · 2024 · advanced · quantitative trading
optimal execution · transaction costs
Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
Sherly Alfonso-Sánchez, Jesús Solano, Alejandro Correa-Bahnsen · 2023 · advanced · risk management
banking · financial machine learning · machine learning · optimization · reinforcement learning
Optimizing Deep Reinforcement Learning for American Put Option Hedging
Reilly Pickard, F. Wredenhagen, Y. Lawryshyn · 2024 · advanced · options
derivatives · neural networks · options hedging · reinforcement learning · transaction costs
Optimizing expected shortfall under an ℓ1 constraint—an analytic approach
Papp, Gábor, Kondor, Imre, Caccioli, Fabio · 2021 · advanced · risk management
market risk · optimization · risk management
Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost
Sahar Yarmohammadtoosky Dinesh Chowdary Attota · 2024 · intermediate · risk management
credit risk · data science · machine learning · regression
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
Shuo Han, Yinan Chen, Jiacheng Liu · 2023 · intermediate · portfolio management
monte carlo simulation · optimization · portfolio optimization · time series · transaction costs
Optimizing Market Making using Multi-Agent Reinforcement Learning
Yagna Patel · 2018 · advanced · quantitative trading
algorithmic trading · machine learning · market making · reinforcement learning
Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk
Vikranth Lokeshwar Dhandapani, Shashi Jain · 2024 · advanced · options
machine learning · monte carlo simulation · neural networks · numerical methods · option pricing
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
Keon Vin Park · 2025 · intermediate · portfolio management
backtesting · machine learning · optimization · portfolio management · portfolio optimization
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
Ali Habibnia, Mahdi Soltanzadeh · 2024 · advanced · portfolio management
cryptocurrencies · deep learning · portfolio management · portfolio optimization · reinforcement learning · risk management
Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
Sabrina Khurshid, Mohammed Shahid Abdulla, Gourab Ghatak · 2024 · advanced · machine learning
optimization · risk management
Optimizing Sparse Mean-Reverting Portfolio
Sung Min Yoon · 2024 · advanced · portfolio management
convex optimization · optimization · portfolio optimization
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
Ahmad Makinde · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · optimization · time series
Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning
Hengxi Zhang, Zhendong Shi, Yuanquan Hu · 2023 · advanced · quantitative trading
reinforcement learning
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting
Adamantios Ntakaris, Moncef Gabbouj, Juho Kanniainen · 2023 · advanced · machine learning
deep learning · financial machine learning · high frequency trading · neural networks · time series
Option hedging for small investors under liquidity costs
Soner, H. Mete, Cetin, Umut, Touzi, Nizar · 2010 · advanced · options
derivatives · liquidity · option pricing · options hedging · partial differential equations
Option Market Making via Reinforcement Learning
Zhou Fang, Haiqing Xu · 2023 · advanced · quantitative trading
market making · reinforcement learning
Option market making with hedging-induced market impact
Paulin Aubert, Etienne Chevalier, Vathana Ly Vath · 2025 · advanced · quantitative trading
market making · market microstructure · options hedging · stochastic processes
Option prices and implied volatility dynamics under Bayesian learning
Allan Timmerman, Massimo Guidolin · 2001 · intermediate · options
bayesian statistics · derivatives · mathematical finance · option pricing
Option prices and model-free measurement of implied herd behavior in stock markets
Daniël Linders, Jan Dhaene, Wim Schoutens · 2015 · advanced · options
derivatives · option pricing