Browse / Research papers
Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6901–6950; page 139 of 188.
Quantum Adaptive Self-Attention for Financial Rebalancing: An Empirical Study on Automated Market Makers in Decentralized Finance
Chi-Sheng Chen, Aidan Hung-Wen Tsai · 2025 · advanced · quantitative trading
financial machine learning · machine learning
Quantum algorithms for numerical differentiation of expected values with respect to parameters
Koichi Miyamoto · 2021 · advanced · options
algorithms · derivatives · monte carlo simulation · numerical methods
Quantum Amplitude Loading for Rainbow Options Pricing
Francesca Cibrario, Or Samimi Golan, Giacomo Ranieri · 2024 · advanced · options
algorithms · derivatives · option pricing
Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility
Tassa Thaksakronwong, Koichi Miyamoto · 2026 · advanced · programming
algorithms · linear algebra
Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers
Chi-Sheng Chen, Aidan Hung-Wen Tsai · 2025 · advanced · quantitative trading
algorithmic trading · backtesting · decentralized finance · financial machine learning · machine learning
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
Mark-Oliver Wolf, Tom Ewen, Ivica Turkalj · 2023 · advanced · options
derivatives · machine learning · monte carlo simulation · optimization · option pricing
Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series
Tetsuya Takaishi · 2026 · advanced · time series
machine learning · statistics · time series · volatility forecasting
Quantum Computation for Pricing Caps using the LIBOR Market Model
Hao Tang, Wenxun Wu, Xian-Min Jin · 2022 · advanced · derivatives
derivatives · interest rates · monte carlo simulation · numerical methods
Quantum computing approach to realistic ESG-friendly stock portfolios
Francesco Catalano, Laura Nasello, Daniel Guterding · 2024 · advanced · portfolio management
esg · optimization · portfolio management · portfolio optimization
Quantum Computing for Financial Transformation: A Review of Optimisation, Pricing, Risk, Machine Learning, and Post-Quantum Security
Hui Gong, Akash Sedai, Thomas Schroeder · 2026 · intermediate · other
algorithms · machine learning · optimization · option pricing · risk management
Quantum Computing for Multi Period Asset Allocation
Queenie Sun, Nicholas Grablevsky, Huaizhang Deng · 2024 · advanced · portfolio management
portfolio management · portfolio optimization
Quantum computing for multidimensional option pricing: End-to-end pipeline
Julien Hok, Álvaro Leitao · 2026 · advanced · options
derivatives · model calibration · numerical methods · option pricing · probability
Quantum credit loans
Juan Sebastian Ardenghi · 2020 · advanced · fixed income
linear algebra
Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology
Peter P. Rohde, Vijay Mohan, Sinclair Davidson · 2021 · advanced · risk management
cryptocurrencies · financial economics
Quantum effects in an expanded Black-Scholes model
Anantya Bhatnagar, Dimitri D. Vvedensky · 2022 · advanced · options
option pricing · stochastic processes
Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications
Xi-Ning Zhuang, Zhao-Yun Chen, Cheng Xue · 2022 · advanced · stochastic calculus
monte carlo simulation · option pricing · stochastic processes
Quantum Finance: a tutorial on quantum computing applied to the financial market
Askery Canabarro, Taysa M. Mendonça, Ranieri Nery · 2022 · intermediate · portfolio management
algorithms · optimization · portfolio optimization
Quantum generative modeling for financial time series with temporal correlations
David Dechant, Eliot Schwander, Lucas van Drooge · 2025 · advanced · machine learning
financial machine learning · machine learning · time series
Quantum Kernels and the Cross-Section of Stock Returns: Anatomy of a Vanishing Advantage
Junchi Shen · 2026 · intermediate · machine learning
equity markets · financial machine learning · machine learning
Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing
Fernando Alonso, Álvaro Leitao, Carlos Vázquez · 2025 · advanced · options
derivatives · machine learning · monte carlo simulation · numerical methods · option pricing
Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
Hui Gong, Akash Sedai, Francesca Medda · 2025 · advanced · risk management
financial networks · linear algebra · time series
Quantum option pricing using Wick rotated imaginary time evolution
Santosh Kumar Radha · 2021 · advanced · options
algorithms · derivatives · option pricing
Quantum option pricing via the Karhunen-Lo\`{e}ve expansion
Anupam Prakash, Yue Sun, Shouvanik Chakrabarti · 2024 · advanced · options
algorithms · derivatives · option pricing · stochastic processes
Quantum Powered Credit Risk Assessment: A Novel Approach using hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis
Rath Minati, Date Hema · 2025 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda · 2020 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing
Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market
Chi-Sheng Chen, Xinyu Zhang, Ya-Chuan Chen · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · neural networks · reinforcement learning
Quantum Reservoir Computing for Realized Volatility Forecasting
Qingyu Li, Chiranjib Mukhopadhyay, Abolfazl Bayat · 2025 · advanced · time series
machine learning · time series · volatility forecasting
Quantum Reservoir Computing for Statistical Classification in a Superconducting Quantum Circuit
J. J. Prieto-Garcia, A. G. del Pozo-Martín, M. Pino · 2026 · advanced · machine learning
machine learning · statistics
Quantum Speedups for Derivative Pricing Beyond Black-Scholes
Dylan Herman, Yue Sun, Jin-Peng Liu · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing · stochastic differential equations
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
Yen Jui Chang, Wei-Ting Wang, Yun-Yuan Wang · 2025 · advanced · portfolio management
financial networks · optimization · portfolio management · portfolio optimization · stochastic processes
Quantum-Assisted Optimal Rebalancing with Uncorrelated Asset Selection for Algorithmic Trading Walk-Forward QUBO Scheduling via QAOA
Abraham Itzhak Weinberg · 2026 · advanced · portfolio management
algorithmic trading · backtesting · optimization · portfolio optimization · transaction costs
Quantum-Inspired Portfolio Optimization In The QUBO Framework
Ying-Chang Lu, Chao-Ming Fu, Lien-Po Yu · 2024 · intermediate · portfolio management
optimization · portfolio optimization
Quantum-Inspired Tensor Neural Networks for Option Pricing
Raj G. Patel, Chia-Wei Hsing, Serkan Sahin · 2022 · advanced · options
machine learning · neural networks · option pricing · partial differential equations
Quantum-Theoretical Re-interpretation of Pricing Theory
Tian Xin · 2025 · advanced · stochastic calculus
jump processes · mathematical finance · option pricing · partial differential equations
Quasi-Centralized Limit Order Books
Martin D. Gould, Mason A. Porter, Sam D. Howison · 2015 · advanced · quantitative trading
market microstructure
QubitSwap: The Informational Edge in Decentralised Exchanges
Oliver Tronn Scott-Simons, Chris Colman, FrostByte · 2025 · intermediate · quantitative trading
decentralized finance · liquidity · mathematical finance
Quis custodiet quem? Sovereign Debt and Bondholders` Protection Before 1914
Rui Pedro Esteves · 2007 · intermediate · fixed income
fixed income
R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
Yuante Li, Xu Yang, Xiao Yang · 2025 · advanced · machine learning
backtesting · factor investing · financial machine learning · large language models · machine learning · optimization
Radner equilibrium with population growth
Jin Hyuk Choi, Kim Weston · 2025 · advanced · stochastic calculus
asset pricing · financial economics · mathematical finance
RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction
Jingyi Gu, Wenlu Du, Guiling Wang · 2024 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · risk management
RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs
Pranay Anchuri · 2026 · advanced · quantitative trading
decentralized finance · machine learning · optimization · reinforcement learning · stochastic processes
Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: Application to volatility fluctuations in stock markets
Jean-François Muzy, Rachel Baile, Emmanuel Bacry · 2013 · advanced · time series
statistics · stochastic processes · time series
Random matrices and financial portfolio risk management in high dimension
Lamia Lamrani · 2025 · advanced · statistics
portfolio management · risk management · statistics
Random matrix theory and financial correlations
CFM · 1999 · advanced · statistics
linear algebra · risk management · statistics
Random matrix theory and nested clustered portfolios on Mexican markets
Andrés García-Medina, Benito Rodriguéz-Camejo · 2023 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · statistics
Random neural networks for rough volatility
Antoine Jacquier, Zan Zuric · 2023 · advanced · machine learning
deep learning · machine learning · neural networks · numerical methods · partial differential equations · rough volatility
Random processes for long-term market simulations
Gilles Zumbach · 2025 · advanced · time series
monte carlo simulation · time series
Random walks and market efficiency in Chinese and Indian equity markets
Oleg Malafeyev, Achal Awasthi, Kaustubh S. Kambekar · 2017 · intermediate · statistics
econometrics · equity markets · hypothesis testing · market efficiency · statistics · time series
Random walks, liquidity molasses and critical response in financial markets
Jean‐Philippe Bouchaud, Julien Kockelkoren, Marc Potters · 2006 · advanced · quantitative trading
liquidity · market microstructure · time series
Randomization in Optimal Execution Games
Steven Campbell, Marcel Nutz · 2025 · advanced · quantitative trading
mathematical finance · optimal execution · transaction costs