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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6401–6450; page 129 of 188.

  1. Performance of Microfinance Institutions: A Macroeconomic and Institutional Perspective

    Katsushi Imai, Raghav Gaiha, Ganesh Thapa · 2011 · intermediate · risk management

    econometrics · regression

  2. Performance of tail hedged portfolio with third moment variation swap

    Kyungsub Lee, Byoung Ki Seo · 2019 · advanced · derivatives

    derivatives · numerical methods · partial differential equations · stochastic processes · tail risk

  3. Performance-based variable premium scheme and reinsurance design

    Ziyue Shi, David Landriault, Fangda Liu · 2024 · advanced · risk management

    insurance · optimization

  4. Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity

    Lucas A. Souza · 2026 · intermediate · quantitative trading

    time series

  5. Performative Market Making

    Charalampos Kleitsikas, Stefanos Leonardos, Carmine Ventre · 2025 · advanced · quantitative trading

    market making

  6. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US

    Christos S. Savva, Denise R. Osborn, Len Gill · 2006 · advanced · time series

    econometrics · equity markets · time series

  7. Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach

    Wanting He, Wenyuan Li, Yunran Wei · 2025 · advanced · risk management

    pensions · portfolio management · reinforcement learning · risk management · tail risk

  8. Periodic portfolio selection with quasi-hyperbolic discounting

    Yushi Hamaguchi, Alex S. L. Tse · 2024 · advanced · portfolio management

    behavioral economics · mathematical finance · optimization · portfolio management · portfolio optimization

  9. Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players

    Yufan Chen, Lan Wu, Renyuan Xu · 2024 · advanced · quantitative trading

    quantitative trading

  10. Periodicity in Cryptocurrency Volatility and Liquidity

    Peter Reinhard Hansen, Chan Kim, Wade Kimbrough · 2021 · intermediate · time series

    cryptocurrencies · liquidity · time series

  11. PermuteAttack: Counterfactual Explanation of Machine Learning Credit Scorecards

    Masoud Hashemi, Ali Fathi · 2020 · advanced · machine learning

    algorithms · credit risk · financial machine learning · machine learning · optimization

  12. Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations

    Pavel V. Gapeev, Libo Li · 2025 · advanced · options

    brownian motion · derivatives · option pricing · stochastic calculus · stochastic processes

  13. Perpetual callable American volatility options in a mean-reverting volatility model

    Hsuan-Ku Liu · 2021 · advanced · options

    derivatives · option pricing

  14. Perpetual Demand Lending Pools

    Tarun Chitra, Theo Diamandis, Nathan Sheng · 2025 · advanced · derivatives

    decentralized finance · derivatives

  15. Perpetual Futures for Stocks: The SpaceX Pre-IPO Market

    Aditya Gupta, Nick Polson · 2026 · advanced · derivatives

    derivatives · martingales · mathematical finance · stochastic processes

  16. Perpetual Futures Pricing

    Damien Ackerer, Julien Hugonnier, Urban Jermann · 2023 · advanced · derivatives

    asset pricing · derivatives

  17. Persistence of insurance activities and financial stability

    Kubitza, Christian, Regele, Fabian · 2017 · intermediate · risk management

    credit risk · financial stability · insurance

  18. Personality differences and investment decision-making

    Jiang, Zhengyang, Peng, Cameron, Yan, Hongjun · 2024 · intermediate · portfolio management

    equity markets

  19. Personalized Robo-Advising: Enhancing Investment Through Client Interaction

    Agostino Capponi, Sveinn Olafsson, Thaleia Zariphopoulou · 2021 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  20. Persuading large investors

    Alonso, Ricardo, Zachariadis, Konstantinos E. · 2024 · advanced · risk management

    banking · financial economics

  21. Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002

    Andrade, Sandro C., Kohlscheen, Emanuel · intermediate · statistics

    equity markets · financial economics · foreign exchange

  22. Phase transition in a long-memory log-Gaussian Cox process

    Masato Hisakado, Shintaro Mori · 2025 · advanced · stochastic calculus

    stochastic processes

  23. Phase transitions in debt recycling

    Sabrina Aufiero, Preben Forer, Pierpaolo Vivo · 2024 · advanced · risk management

    financial economics

  24. Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective

    Bruno Giorgio · 2025 · advanced · time series

    statistics · time series

  25. Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions

    Igor Halperin · 2022 · advanced · stochastic calculus

    stochastic differential equations · stochastic processes

  26. Phenomenology of the interest rate curve

    J. -P. Bouchaud, N. Sagna, R. Cont · 1997 · advanced · fixed income

    interest rates

  27. Phonebanking

    Bouckaert, J., Degryse, H. · 1994 · intermediate · other

    banking

  28. Photonic Quantum Computing vs. Classical Solvers in Constrained Factor Portfolio Optimization

    Nirvik Sahoo, Chyng Wen Tee, Paul Robert Griffin · 2026 · advanced · portfolio management

    factor investing · machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning

  29. Physical Climate Risk in Asset Management

    Michele Azzone, Matteo Ghesini, Davide Stocco · 2025 · advanced · risk management

    jump processes · risk management

  30. Physical Extinction and Long-Run Pricing under Time-Varying Beliefs

    Sourav Majumdar · 2026 · advanced · fixed income

    asset pricing · fixed income · mathematical finance

  31. Physical Momentum in the Indian Stock Market

    Naresh Kumar Devulapally, Tulasi Narendra Das Tripurana · 2023 · intermediate · quantitative trading

    momentum

  32. Physics Informed Neural Network for Option Pricing

    Ashish Dhiman, Yibei Hu · 2023 · advanced · options

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

  33. Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets

    Efstratios Manolakis, Christian Bongiorno, Rosario Nunzio Mantegna · 2026 · advanced · statistics

    financial machine learning · machine learning · neural networks

  34. Piercing the Veil of TVL: DeFi Reappraised

    Yichen Luo, Yebo Feng, Jiahua Xu · 2024 · advanced · risk management

    decentralized finance

  35. PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator

    Raeid Saqur, Yannick Limmer, Anastasis Kratsios · 2026 · advanced · options

    machine learning · numerical methods · option pricing · volatility surface

  36. PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance

    Qianqian Xie, Weiguang Han, Xiao Zhang · 2023 · advanced · machine learning

    large language models · machine learning · natural language processing

  37. PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints

    Bashir Zeimarani, Alireza Khatib, Somayeh Mousavinasr · 2026 · advanced · risk management

    banking

  38. Planning for the Efficient Updating of Mutual Fund Portfolios

    Tomás de la Rosa · 2023 · intermediate · portfolio management

    algorithms · mutual funds · optimization · portfolio management · transaction costs

  39. Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints

    Rüdiger Frey, Theresa Traxler · 2024 · advanced · risk management

    contagion · financial stability · optimization · partial differential equations · systemic risk

  40. Ploutos: Towards interpretable stock movement prediction with financial large language model

    Hanshuang Tong, Jun Li, Ning Wu · 2024 · advanced · machine learning

    deep learning · financial machine learning · large language models · machine learning · natural language processing

  41. PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms

    Kamila Zaman, Alberto Marchisio, Muhammad Kashif · 2024 · advanced · portfolio management

    algorithms · optimization · portfolio optimization

  42. Poisoning Agentic Alpha: Adversarial Vulnerabilities Across Roles and Architectures in Multi-Agent Trading Systems

    CheolWon Na, Hao Ni, Lukasz Szpruch · 2026 · advanced · machine learning

    algorithmic trading · large language models

  43. Policy Portfolios and Portfolio Characteristics

    Joseph Simonian · 2019 · intermediate · portfolio management

    portfolio management

  44. Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels

    Meredith A. Crowley, Ning Meng, Huasheng Song · 2015 · intermediate · statistics

    economic policy · equity markets · regression · statistical inference

  45. Policy Transition Risk, Carbon Premiums, and Asset Prices

    Christoph Hambel, Frederick Van Der Ploeg · 2025 · advanced · risk management

    asset pricing · economic policy · financial economics

  46. Political accountability during crises: evidence from 40 years of financial policies

    Saka, Orkun, Ji, Yuemei, Minaudier, Clement · 2026 · intermediate · risk management

    banking · economic policy · financial economics

  47. Political Booms, Financial Crises

    Herrera, Helios, Ordoñez, Guillermo, Trebesch, Christoph · 2014 · intermediate · risk management

    risk management

  48. Political Conditions and Currency Crises: Empirical Regularities in Emerging Markets

    Steven A. Block · 2002 · intermediate · risk management

    econometrics

  49. Political Cycles and the Stock Market

    Santa-Clara, Pedro, Valkanov, Rossen · 2000 · intermediate · statistics

    equity markets

  50. Political markets as equity price factors

    Auld, T. · 2022 · intermediate · statistics

    asset pricing · equity markets · financial economics