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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6551–6600; page 132 of 188.
Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
Ricardo T. Fernholz, Robert Fernholz · 2023 · advanced · options
derivatives · option pricing
Position building in competition is a game with incomplete information
Neil A. Chriss · 2025 · advanced · quantitative trading
quantitative trading
Position-building in competition with real-world constraints
Neil A. Chriss · 2024 · advanced · quantitative trading
optimization · transaction costs
Positive expectations feedback experiments and number guessing games as models of financial markets
Sonnemans, J., Tuinstra, J. · 2010 · intermediate · other
other
Positive Portfolio Factors
Stephen Brown, William Goetzmann, Mark Grinblatt · 2008 · advanced · portfolio management
asset pricing · factor investing
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity
Kris Boudt, Sébastien Laurent, Asger Lunde · 2014 · advanced · statistics
linear algebra · market microstructure · statistics
Positive Stochastic Collocation for the Collocated Local Volatility Model
Fabien Le Floc'h, Cornelis W. Oosterlee · 2021 · advanced · options
numerical methods · option pricing
Post Selection Estimation of Sharpe Ratios
Steven E. Pav · 2026 · advanced · statistics
statistical inference · statistics
Post trade allocation: how much are bunched orders costing your performance?
Ali Hirsa, Massoud Heidari · 2022 · intermediate · portfolio management
portfolio management
Post-Quantum Secure Federated DeFi for Inclusive Banking
Swati Sachan, Dale Fickett, Richard Buchinger · 2026 · advanced · risk management
banking · decentralized finance
Post-Rejection Follow-up Sampling: Measuring Outcomes of Rejected Decisions in Algorithmic DEX Trading
Arati Uday Kamat · 2026 · intermediate · quantitative trading
algorithmic trading
Post-Screening Portfolio Selection
Yoshimasa Uematsu, Shinya Tanaka · 2026 · advanced · portfolio management
factor investing · portfolio management · portfolio optimization · regression
Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting
Kumar Yashaswi · 2021 · advanced · options
bayesian statistics · garch · option pricing
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał Weron · 2024 · advanced · time series
regression · statistics
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
João B. G. de Brito, Rodrigo Heldt, Cleo S. Silveira · 2025 · intermediate · machine learning
banking · machine learning
Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis
Ummara Mumtaz, Summaya Mumtaz · 2023 · beginner · machine learning
equity markets · large language models · natural language processing
Power and bipower variation with stochastic volatility and jumps
Ole E. Barndorff-Nielsen, Neil Shephard · 2003 · advanced · time series
stochastic processes
Power Laws and Symmetries in a Minimal Model of Financial Market Economy
Liu Ziyin, Katsuya Ito, Kentaro Imajo · 2022 · advanced · other
other
Power laws in market microstructure
Çetin, Umut, Waelbroeck, Henri · 2023 · advanced · quantitative trading
financial economics · market microstructure
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich · 2023 · advanced · portfolio management
mathematical finance · portfolio management · stochastic processes
Power variation & stochastic volatility: a review and some new results
Ole E. Barndorff-Nielsen, Svend Erik Graversen, Neil Shephard · 2003 · advanced · stochastic calculus
stochastic processes
Power-laws in economics and finance: some ideas from physics
CFM · 2000 · intermediate · time series
statistics · time series
Power-Laws in Economy and Finance: Some Ideas from Physics
Jean‐Philippe Bouchaud · 2000 · advanced · time series
statistics · time series
Power-type derivatives for rough volatility with jumps
Liang Wang, Weixuan Xia · 2020 · advanced · options
derivatives · jump processes · rough volatility · stochastic processes
PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading
Duong Hien Chi Kien, Thanh Trung Huynh · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · portfolio management · reinforcement learning · risk management
Practical Deep Reinforcement Learning Approach for Stock Trading
Xiao-Yang Liu, Zhuoran Xiong, Shan Zhong · 2018 · intermediate · quantitative trading
deep learning · optimization · reinforcement learning
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading
Hang Kin Poon · 2025 · intermediate · portfolio management
algorithms · optimization · portfolio optimization
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen · 2005 · advanced · risk management
econometrics · market risk · risk management · time series · volatility forecasting
Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises
Ludovic Calès, Apostolos Chalkis, Ioannis Z. Emiris · 2018 · advanced · risk management
risk management
PRAGMA: Revolut Foundation Model
Maxim Ostroukhov, Ruslan Mikhailov, Vladimir Iashin · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Kim Christensen, Silja Kinnebrock, Mark Podolskij · 2010 · advanced · statistics
market microstructure · statistics
PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
Yanzhao Zou, Dorien Herremans · 2022 · advanced · machine learning
backtesting · cryptocurrencies · deep learning · machine learning · natural language processing · neural networks
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles
George J. Bratsiotis, Konstantinos Theodoridis · 2020 · advanced · risk management
banking · econometrics · liquidity risk
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, S.M., Yuan, Y., McAleer, M.J. · 2009 · intermediate · time series
foreign exchange · garch
Precise asymptotics: robust stochastic volatility models
Peter K. Friz, Paul Gassiat, Paolo Pigato · 2018 · advanced · options
mathematical finance · option pricing · rough volatility · stochastic processes
Precision measurement of the return distribution property of the Chinese stock market index
Peng Liu, Yanyan Zheng · 2022 · intermediate · statistics
statistics
Predicting and Explaining Customer Data Sharing in the Open Banking
João B. G. de Brito, Rodrigo Heldt, Cleo S. Silveira · 2025 · intermediate · machine learning
banking · data science · machine learning
Predicting Bond Returns: 70 Years of International Evidence
Guido Baltussen, Martin P.E. Martens, Olaf Penninga · 2021 · intermediate · fixed income
econometrics · fixed income · statistical inference · time series
Predicting Day-Ahead Stock Returns using Search Engine Query Volumes: An Application of Gradient Boosted Decision Trees to the S&P 100
Christopher Bockel-Rickermann · 2022 · intermediate · machine learning
equity markets · machine learning
Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula
Reinker, Kenneth S., Tower, Edward · 2002 · intermediate · statistics
asset pricing · equity markets · equity valuation
Predicting Exchange Rate Crises: Mexico Revisited
Goldberg, Linda S. · 1990 · intermediate · time series
econometrics · foreign exchange
Predicting Failure of P2P Lending Platforms through Machine Learning: The Case in China
Jen-Yin Yeh, Hsin-Yu Chiu, Jhih-Huei Huang · 2023 · intermediate · risk management
machine learning
Predicting Financial Distress and the Performance of Distressed Stocks
Hilscher, Jens Dietrich, Campbell, John Y., Szilagyi, Jan · 2011 · intermediate · risk management
risk management
Predicting Foreign Exchange EUR/USD direction using machine learning
Kevin Cedric Guyard, Michel Deriaz · 2024 · intermediate · machine learning
financial machine learning · foreign exchange · machine learning · time series
Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models
Pavel Koptev, Vishnu Kumar, Konstantin Malkov · 2026 · advanced · risk management
data science · financial machine learning · machine learning · regression
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
Jaskaran Singh Walia, Aarush Sinha, Naman Saraswat · 2025 · advanced · machine learning
deep learning · large language models · machine learning · reinforcement learning
Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
Peilin Rao, Randall R. Rojas · 2025 · advanced · statistics
causal identification · causal inference · financial machine learning · liquidity · machine learning
Predicting Nature of Default using Machine Learning Techniques
Longden, Elaine · 2021 · intermediate · risk management
credit risk · machine learning
Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
Brian Ezinwoke, Oliver Rhodes · 2025 · advanced · machine learning
financial machine learning · high frequency trading · machine learning · neural networks · optimization
Predicting public market behavior from private equity deals
Paolo Barucca, Flaviano Morone · 2024 · intermediate · machine learning
equity markets · financial machine learning · machine learning