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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6801–6850; page 137 of 188.

6801. Profit-Generating Entities or Cash-Management Vehicles? Unpacking the Financial Performance of Savings Groups Worldwide

      Emma Bossuyt, Bert D’espallier, Roy Mersland · 2023 · intermediate · risk management

      risk management

6802. Project Finance as a Risk-Management Tool in International Syndicated Lending

      Hainz, Christa, Kleimeier, Stefanie · 2006 · advanced · risk management

      financial economics · risk management

6803. Project finance with Asian wind swaps: are 'average price' derivatives bankable in Australia's NEM?

      Paul Simshauser · 2026 · advanced · derivatives

      derivatives · optimization · risk management

6804. Project Samara Research Paper

      Rakesh Arora, Umar Faruqui, Scott Hendry · 2026 · intermediate · fixed income

      fixed income

6805. Projection of Functionals and Fast Pricing of Exotic Options

      Valentin Tissot-Daguette · 2021 · advanced · options

      derivatives · monte carlo simulation · numerical methods · option pricing

6806. Projective system approach to the martingale characterization of the absence of arbitrage

      Balbás, Alejandro, Mirás, Miguel Ángel, Muñoz-Bouzo, María José · 2001 · advanced · stochastic calculus

      martingales · measure theory · probability

6807. Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity

      Arman Abgaryan, Utkarsh Sharma, Joshua Tobkin · 2024 · intermediate · risk management

      decentralized finance · liquidity

6808. Proof of Stake economy under centralized exchanges--a mean field model

      Wenpin Tang · 2026 · advanced · quantitative trading

      financial economics · market microstructure

6809. Proof-Carrying No-Arbitrage Surfaces: Constructive PCA-Smolyak Meets Chain-Consistent Diffusion with c-EMOT Certificates

      Jian'an Zhang · 2025 · advanced · options

      derivatives · model calibration · numerical methods · optimization · option pricing · stochastic processes

6810. Proof-of-Stake Dynamics: The Elusive Price Anchor and Endogenous Volatility Harvesting

      Mikhail Perepelitsa · 2026 · advanced · other

      cryptocurrencies

6811. Proofs for the New Definitions in Financial Markets

      Atilla Aras · 2023 · advanced · risk management

      risk management

6812. Proofs that the Gerber Statistic is Positive Semidefinite

      S. Gerber, H. Markowitz, P. Ernst · 2023 · intermediate · statistics

      statistics

6813. Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models

      Caroline Hillairet, Olivier Lopez · 2021 · advanced · risk management

      insurance · stochastic processes

6814. Proper-score observation-driven filters: local geometry, estimation, and continuous-time limits

      Giulia Livieri, Gianluca Palmari · 2026 · advanced · time series

      statistical inference · statistics · stochastic processes · time series

6815. Properties of the entropic risk measure EVaR in relation to selected distributions

      Yuliya Mishura, Kostiantyn Ralchenko, Petro Zelenko · 2024 · advanced · risk management

      risk management

6816. Property Derivatives for Managing European Real-Estate Risk

      Frank Fabozzi, Robert Shiller, Radu Tunaru · 2009 · intermediate · derivatives

      derivatives · real estate · risk management

6817. Proportional clearing mechanisms in financial systems: an axiomatic approach

      Pedro Calleja, Francesc Llerena · 2023 · advanced · risk management

      financial networks

6818. Propose, Don't Judge: An Anytime-Valid Referee for LLM Agents That Mine Investment Factors

      Bo Qu, Mingguang Chen, Licheng Wang · 2026 · advanced · statistics

      factor investing · hypothesis testing · statistical inference

6819. Prospect Theory and Asset Prices

      Nicholas Barberis, Ming Huang, Tano Santos · advanced · other

      asset pricing · behavioral finance · financial economics

6820. Prospects of Imitating Trading Agents in the Stock Market

      Mateusz Wilinski, Juho Kanniainen · 2025 · intermediate · machine learning

      financial machine learning · machine learning

6821. ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets

      Andrés L. Suárez-Cetrulo, Alejandro Cervantes, David Quintana · 2025 · advanced · time series

      garch · time series

6822. Proud to Not Own Stocks: How Identity Shapes Financial Decisions

      Luca Henkel, Christian Zimpelmann · 2023 · intermediate · other

      causal inference

6823. Provisions and Economic Capital for Credit Losses

      Dorinel Bastide, Stéphane Crépey · 2024 · advanced · risk management

      credit risk

6824. Proxies for daily volatility

      Robin de Vilder, Marcel P. Visser · 2007 · advanced · time series

      statistics

6825. Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk

      Tenghan Zhong · 2026 · advanced · risk management

      model calibration · risk management · statistical inference

6826. PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets

      Shuo Sun, Molei Qin, Xinrun Wang · 2023 · advanced · machine learning

      portfolio management · reinforcement learning · risk management

6827. PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets

      Yang Liu, Zhenyu Shen · 2024 · advanced · portfolio management

      financial economics · optimization · portfolio management · portfolio optimization

6828. Pseudo linear pricing rule for utility indifference valuation

      Vicky Henderson, Gechun Liang · 2014 · advanced · derivatives

      mathematical finance

6829. Public Credit Guarantees and Access to Finance

      Gozzi, Juan Carlos, Schmukler, Sergio · intermediate · risk management

      risk management

6830. Public debt and financial stability, a matter of sustainability? The case of the UK pension funds turmoil of September 2022

      Colin Vuilletet · 2025 · intermediate · risk management

      financial economics · financial stability · liquidity risk · pensions

6831. Public Debt as Private Liquidity: Optimal Policy

      Angeletos, George-Marios, Collard, Fabrice, Dellas, Harris · 2020 · advanced · fixed income

      economic policy · financial economics · liquidity

6832. Public Opinion as an Option: Leveraging Prediction Markets to Hedge Exposure to Spot Crypto Volatility

      Prashanth Bhaskara, Aadit Jerfy · 2026 · intermediate · options

      cryptocurrencies · derivatives · options hedging · risk management

6833. Public policies for private finance

      De Haas, Ralph, González-Uribe, Juanita · 2025 · intermediate · risk management

      economic policy · financial economics

6834. Public Trader Identity: Adverse Selection and Return Predictability

      Daojing Zhai · 2026 · advanced · quantitative trading

      market microstructure

6835. Publication Bias in Asset Pricing Research

      Andrew Y. Chen, Tom Zimmermann · 2022 · advanced · statistics

      asset pricing · statistical inference

6836. Push-response anomalies in high-frequency S&P 500 price series

      Dmitrii Vlasiuk, Mikhail Smirnov · 2025 · intermediate · quantitative trading

      equity markets · hypothesis testing · market microstructure · statistics · time series

6837. Putting the price in asset pricing

      Cho, Thummim, Polk, Christopher · 2024 · advanced · statistics

      asset pricing · equity valuation · financial economics

6838. QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols

      Dev Churiwala, Bhaskar Krishnamachari · 2022 · advanced · quantitative trading

      decentralized finance · machine learning · market making · optimization · reinforcement learning

6839. Qlib: An AI-oriented Quantitative Investment Platform

      Xiao Yang, Weiqing Liu, Dong Zhou · 2020 · intermediate · programming

      financial machine learning · machine learning

6840. QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES

      Christian Francq, Le Quyen Thieu · 2018 · advanced · time series

      garch · statistical inference · time series

6841. QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance

      Terence Lim, Kumar Muthuraman, Michael Sury · 2026 · advanced · machine learning

      factor investing · large language models · panel data

6842. QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning

      Jingfeng Pan, Jiahao Chen · 2025 · advanced · quantitative trading

      algorithmic trading · financial machine learning · machine learning · portfolio management · reinforcement learning

6843. Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback

      Jaehyun Kim, Hyungbin Park · 2026 · advanced · fixed income

      fixed income · interest rates · stochastic calculus · stochastic differential equations · stochastic processes

6844. Quadratic Hawkes processes for financial prices

      Pierre Blanc, Jonathan Donier, Jean‐Philippe Bouchaud · 2016 · advanced · time series

      jump processes · stochastic processes · time series

6845. Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time

      Jun Deng, Bin Zou · 2020 · advanced · options

      mathematical finance · optimization

6846. Quadratic Portfolio Credit Risk models with Shot-noise Effects

      Gaspar, Raquel M., Schmidt, Thorsten · 2005 · advanced · risk management

      credit risk · fixed income · jump processes · stochastic processes

6847. Quadratic Volatility from the Pöschl-Teller Potential and Hyperbolic Geometry

      Joel Saucedo · 2025 · advanced · options

      mathematical finance · option pricing · partial differential equations

6848. Quality Minus Junk

      Andrea Frazzini · 2018 · intermediate · portfolio management

      asset pricing · equity markets · factor investing

6849. Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making

      Bouna Niang · 2026 · advanced · quantitative trading

      fixed income · market making · market microstructure · optimization

6850. Quant GANs: Deep Generation of Financial Time Series

      Magnus Wiese, Robert Knobloch, Ralf Korn · 2019 · advanced · machine learning

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