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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6951–7000; page 140 of 188.

  1. Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities

    Lech A. Grzelak · 2022 · advanced · fixed income

    interest rates · term structure models

  2. Randomized Control in Performance Analysis and Empirical Asset Pricing

    Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos · 2024 · advanced · portfolio management

    factor investing · monte carlo simulation

  3. Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness

    Sergio Bianchi, Daniele Angelini · 2025 · advanced · time series

    statistical inference · statistics · time series

  4. Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options

    Isidro Moroso Varona, Jakub Michańków, Paweł Sakowski · 2026 · advanced · risk management

    credit risk · derivatives · machine learning · monte carlo simulation · neural networks · numerical methods

  5. Randomized Signature Methods in Optimal Portfolio Selection

    Erdinc Akyildirim, Matteo Gambara, Josef Teichmann · 2023 · advanced · portfolio management

    financial machine learning · machine learning · portfolio optimization

  6. Range-based covariance estimation using high-frequency data: The realized co-range

    Bannouh, K., van Dijk, D.J.C., Martens, M.P.E. · 2008 · intermediate · statistics

    statistics

  7. Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think

    Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold · 1999 · advanced · time series

    statistics

  8. Rank-Dependent Predictable Forward Performance Processes

    Bahman Angoshtari, Shida Duan · 2024 · advanced · stochastic calculus

    mathematical finance

  9. Ranking Metrics: Extending Acceptability and Performance Indexes

    Asmerilda Hitaj, Elisa Mastrogiacomo, Ilaria Peri · 2026 · intermediate · risk management

    risk management

  10. Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments

    Rinel Foguen Tchuendom, Dena Firoozi, Michèle Breton · 2025 · advanced · other

    other

  11. Rare Disasters and the Term Structure of Interest Rates

    Jerry Tsai · 2013 · advanced · fixed income

    asset pricing · interest rates · term structure models

  12. Rare event simulation related to financial risks: efficient estimation and sensitivity analysis

    Ankush Agarwal, Stefano de Marco, Emmanuel Gobet · 2017 · advanced · risk management

    monte carlo simulation · stochastic processes

  13. Rational Bubbles Attached to Real Assets

    Tomohiro Hirano, Alexis Akira Toda · 2024 · advanced · other

    asset pricing · financial economics

  14. Rational Decisions, Random Matrices and Spin Glasses

    Stefano Galluccio, Jean-Philippe Bouchaud, Marc Potters · 1998 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  15. Rational Finance Approach to Behavioral Option Pricing

    Jiexin Dai, Abootaleb Shirvani, Frank J. Fabozzi · 2020 · advanced · options

    asset pricing · behavioral finance · derivatives · option pricing · transaction costs

  16. Rational Herd Behavior and the Globalization of Securities Markets

    Calvo, Guillermo A., Mendoza, Enrique · 1997 · intermediate · portfolio management

    financial economics · portfolio optimization

  17. Rational Models for Inflation-Linked Derivatives

    Henrik Dam, Andrea Macrina, David Skovmand · 2018 · advanced · derivatives

    derivatives · inflation derivatives · model calibration · term structure models

  18. Rational Pessimism: Predicting Equity Returns using Tobin's q and Price/Earnings Ratios

    Harney, Matthew, Tower, Edward · 2002 · intermediate · statistics

    asset pricing · equity markets · equity valuation

  19. Re-Default Risk of Modified Mortgages

    Chen Jian, Jin Xiang, Tyler T. Yang · 2014 · intermediate · risk management

    credit risk

  20. Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach

    Eric Benhamou, Jean-Jacques Ohana, Alban Etienne · 2025 · advanced · quantitative trading

    bayesian statistics · trend following

  21. Re(Visiting) Time Series Foundation Models in Finance

    Eghbal Rahimikia, Hao Ni, Weiguan Wang · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · time series

  22. Reaction-boundary variance and adjoint-consistent local-volatility projection

    Chris Angstmann, Tim Gebbie · 2026 · advanced · options

    liquidity · market microstructure · mathematical finance · stochastic processes

  23. Real Effects of Financial Market Integration: Evidence from an ECB Collateral Framework Change

    Pia Hüttl, Matthias Kaldorf · 2022 · advanced · risk management

    banking · credit markets

  24. Real Effects of Securitization

    Tobias Berg, Daniel Streitz, Michael Wedow · 2015 · advanced · risk management

    banking · causal identification · credit markets · financial economics · securitization

  25. Real exchange rate persistence: the case of the Swiss franc-US dollar rate

    Katarina Juselius, Katrin Assenmacher · 2014 · advanced · time series

    econometrics · foreign exchange · time series

  26. Real Interest Rates and Index Linked Gilts

    Donald Robertson, James Symons · 1993 · intermediate · fixed income

    fixed income · interest rates

  27. Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

    Shmuel Kandel, Aharon R. Ofer, Oded Sarig · intermediate · fixed income

    fixed income · hypothesis testing · interest rates

  28. Real Interest Rates, Saving and Investment

    Smith, Jennifer C. · advanced · fixed income

    financial economics · interest rates

  29. Real Options and American Derivatives: the Double Continuation Region

    Anna Battauz, Marzia De Donno, Alessandro Sbuelz · 2013 · advanced · options

    derivatives · option pricing · real options

  30. Real-Time Diffusion of Information on Twitter and the Financial Markets

    Ali Tafti, Ryan Zotti, Wolfgang Jank · 2016 · intermediate · quantitative trading

    equity markets

  31. Real-time identification of the onset of financial rogue waves

    Rosie Hayward, Orla Lennon, Fabio Biancalana · 2026 · advanced · time series

    time series

  32. Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets

    Torben G. Andersen, Tim Bollerslev, Francis X. Diebold · 2004 · advanced · statistics

    asset pricing · econometrics · equity markets · foreign exchange

  33. Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)

    Marcel Bluhm, Adrian Cachinero Vasiljević, Sébastien Derivaux · 2024 · intermediate · risk management

    liquidity · liquidity risk · risk management

  34. Real-world models for multiple term structures: a unifying HJM semimartingale framework

    Claudio Fontana, Eckhard Platen, Stefan Tappe · 2024 · advanced · fixed income

    fixed income · interest rates · stochastic calculus · stochastic processes · term structure models

  35. Real-world options: smile and residual risk

    Jean-Philippe Bouchaud, Giulia Iori, Didier Sornette · 1994 · advanced · options

    option pricing · options hedging

  36. RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?

    Yuyang Dai, Yan Lin, Zhuohan Xie · 2026 · intermediate · machine learning

    large language models

  37. Realised power variation and stochastic volatility models

    Ole E. Barndorff-Nielsen, Neil Shephard · 2001 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  38. Realised Volatility Forecasting: Machine Learning via Financial Word Embedding

    Eghbal Rahimikia, Stefan Zohren, Ser-Huang Poon · 2021 · intermediate · time series

    financial machine learning · machine learning · natural language processing · time series · volatility forecasting

  39. Realistic Market Impact Modeling for Reinforcement Learning Trading Environments

    Lucas Riera Abbade, Anna Helena Reali Costa · 2026 · advanced · quantitative trading

    financial machine learning · machine learning · market microstructure · optimal execution · reinforcement learning · transaction costs

  40. Realized candlestick wicks

    Yifan Li, Ingmar Nolte, Sandra Nolte · 2025 · advanced · time series

    statistics

  41. Realized GARCH, CBOE VIX, and the Volatility Risk Premium

    Peter Reinhard Hansen, Zhuo Huang, Chen Tong · 2021 · advanced · time series

    asset pricing · econometrics · garch

  42. Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models

    Viktor Todorov, Iaryna Grynkiv, George Tauchen · 2010 · advanced · time series

    jump processes · statistical inference

  43. Realized Local Volatility Surface

    Yuming Ma, Shintaro Sengoku, Kazuhide Nakata · 2025 · advanced · options

    volatility surface

  44. Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

    Asai, M., Chang, C-L., McAleer, M.J. · 2016 · advanced · time series

    statistics · stochastic processes · time series

  45. Realized mixed-frequency factor models for vast dimensional covariance estimation

    Karim Bannouh, Martin P.E. Martens, Roel C. A. Oomen · 2012 · advanced · statistics

    statistics

  46. Realized Regularized Regressions

    Aleksey Kolokolov, Shifan Yu · 2026 · advanced · statistics

    regression · statistical inference · stochastic processes

  47. Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory

    Asai, M., McAleer, M.J., Peiris, S. · 2017 · advanced · time series

    statistical inference · stochastic processes · time series

  48. Realized Stochastic Volatility with General Asymmetry and Long Memory

    Asai, M., Chang, C-L., McAleer, M.J. · 2017 · advanced · time series

    econometrics · statistical inference · time series · volatility forecasting

  49. Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning

    Andreas Teller, Uta Pigorsch, Christian Pigorsch · 2025 · advanced · time series

    financial machine learning · machine learning · time series · volatility forecasting

  50. Reallocation, competition, and productivity: evidence from a financial liberalization episode

    Varela, Liliana · 2018 · advanced · other

    financial economics