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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7001–7050; page 141 of 188.

  1. Realtime price impact detection

    Ilija I Zovko · 2026 · advanced · quantitative trading

    market microstructure · statistical inference · stochastic processes

  2. Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols

    Jiahua Xu, Yebo Feng · 2022 · intermediate · portfolio management

    decentralized finance

  3. Reasoning on Time-Series for Financial Technical Analysis

    Kelvin J. L. Koa, Jan Chen, Yunshan Ma · 2025 · advanced · machine learning

    large language models · machine learning · natural language processing · time series

  4. Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing

    Matthew Willetts, Christian Harrington · 2024 · advanced · quantitative trading

    decentralized finance · portfolio management · transaction costs

  5. Rebuffed: An Empirical Review of Buffer Funds

    Cliff Asness, Jeffrey Cao, Antti Ilmanen · 2025 · intermediate · portfolio management

    options hedging

  6. Recalibrating binary probabilistic classifiers

    Dirk Tasche · 2025 · advanced · machine learning

    machine learning

  7. Recent Advances in Reinforcement Learning in Finance

    Ben Hambly, Renyuan Xu, Huining Yang · 2021 · advanced · machine learning

    market making · neural networks · optimal execution · option pricing · portfolio optimization · reinforcement learning

  8. Reciprocity in Interbank Markets

    Lutz Honvehlmann · 2024 · advanced · risk management

    banking · financial networks · statistics

  9. Reconciling Open Interest with Traded Volume in Perpetual Swaps

    Ioannis Giagkiozis, Emilio Said · 2023 · intermediate · derivatives

    cryptocurrencies · derivatives

  10. Reconciling rough volatility with jumps

    Eduardo Abi Jaber, Nathan de Carvalho · 2024 · advanced · stochastic calculus

    jump processes · rough volatility

  11. Reconnecting investment to stock markets: the role of corporate net worth evaluation

    Gerba, Eddie · 2013 · advanced · other

    equity markets · financial economics

  12. Reconnecting Money to Inflation: The Role of the External Finance Premium

    Chadha, J.S., Corrado, L., Holly, S. · 2008 · advanced · risk management

    banking · credit markets · financial economics

  13. Reconstructing Volatility: Pricing of Index Options under Rough Volatility

    Peter K. Friz, Thomas Wagenhofer · 2022 · advanced · options

    option pricing · rough volatility · stochastic processes

  14. Recovering Posterior Beliefs in Credit Risk: A Latent-State EM Extension of the Information-Geometric Framework

    Lorenzo Quirini · 2026 · advanced · risk management

    credit risk · statistical inference

  15. Recovering Risk-Neutral Moments from Options

    Tjeerd De Vries · 2026 · advanced · options

    foreign exchange · mathematical finance · option pricing · tail risk

  16. Recovering Structural Organization in Noisy Correlation Networks Using Financial Systems as a Testbed

    Imran Ansari, Shashi Jain, Srikanth K. Iyer · 2026 · advanced · statistics

    financial networks · linear algebra · statistics

  17. Recovery from fast crashes: Role of mutual funds

    Ravi Jagannathan, Loriana Pelizzon, Ernst Schaumburg · 2021 · intermediate · quantitative trading

    liquidity · mutual funds

  18. Recreating the South Sea bubble: Lessons from an experiment in financial history

    Giovanni Giusti, Charles Noussair, Joachim Voth · 2013 · intermediate · other

    financial economics

  19. Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data

    Kyungsub Lee · 2023 · advanced · machine learning

    neural networks · stochastic processes

  20. Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks

    Remi Genet · 2025 · advanced · quantitative trading

    deep learning · neural networks · optimal execution · time series

  21. Recurrent Neural Networks with more flexible memory: better predictions than rough volatility

    Damien Challet, Vincent Ragel · 2023 · advanced · machine learning

    deep learning · machine learning · neural networks · time series · volatility forecasting

  22. Recursive Copula Aggregation for Market and Credit Portfolios

    Luisa Tibiletti, Simone Farinelli, Eric Dal Moro · 2026 · advanced · risk management

    copulas · credit risk · market risk · model calibration · risk management

  23. Recursive Optimal Stopping with Poisson Stopping Constraints

    Gechun Liang, Wei Wei, Zhen Wu · 2024 · advanced · stochastic calculus

    jump processes · stochastic calculus · stochastic differential equations · stochastic processes

  24. Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence

    Jing Guo, Xue Dong He · 2021 · advanced · portfolio management

    financial economics

  25. RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels

    Arati U. Kamat · 2026 · intermediate · quantitative trading

    algorithmic trading · cryptocurrencies

  26. Reddit's self-organised bull runs: Social contagion and asset prices

    Winkler, Julian, Semenova, Valentina · 2021 · intermediate · statistics

    behavioral economics · behavioral finance · causal identification · contagion · econometrics · equity markets

  27. Redemption or Abstinence? Original Sin, Currency Mismatches and Counter-Cyclical Policies in the New Millenium

    Ricardo Hausmann, Ugo Panizza · 2010 · intermediate · risk management

    financial economics

  28. Reduced cross-border lending and financing costs of SMEs

    Bremus, Franziska, Neugebauer, Katja · 2018 · intermediate · risk management

    banking · credit markets

  29. Reduced Form Capital Optimization

    Yadong Li, Dimitri Offengenden, Jan Burgy · 2019 · advanced · risk management

    banking · optimization

  30. Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems

    Julia Ackermann, Thomas Kruse, Mikhail Urusov · 2022 · advanced · quantitative trading

    optimal execution · optimization · stochastic processes

  31. Reducing the Volatility of Cryptocurrencies -- A Survey of Stablecoins

    Ayten Kahya, Bhaskar Krishnamachari, Seokgu Yun · 2021 · beginner · risk management

    cryptocurrencies

  32. Reference-dependent asset pricing with a stochastic consumption-dividend ratio

    Luca De Gennaro Aquino, Xuedong He, Moris Simon Strub · 2024 · advanced · other

    asset pricing · behavioral economics · behavioral finance · mathematical finance

  33. Refinancing cross-subsidies in the mortgage market

    Fisher, Jack, Gavazza, Alessandro, Liu, Lu · 2024 · intermediate · fixed income

    mortgage markets

  34. Refined expansions of the skew-stickiness ratio in stochastic volatility models

    Florian Bourgey, Jules Delemotte, Stefano De Marco · 2026 · advanced · options

    options

  35. Refining and Robust Backtesting of A Century of Profitable Industry Trends

    Alessandro Massaad, Rene Moawad, Oumaima Nijad Fares · 2024 · intermediate · quantitative trading

    backtesting · momentum · trend following

  36. Reflexivity as Prompt: Does Awareness of Self-Reinforcing Market Dynamics Improve LLMs as Financial Market Forecasters?

    Eugene Park · 2026 · intermediate · machine learning

    large language models

  37. Reforming securities and derivatives trading in the EU: from EMIR to MiFIR

    Ferrarini, Guido, Saguato, Paolo · 2013 · advanced · risk management

    derivatives · systemic risk

  38. Refundable income annuities: Feasibility of money-back guarantees

    Moshe A. Milevsky, Thomas S. Salisbury · 2021 · advanced · risk management

    insurance · mathematical finance

  39. Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets

    Salam Rabindrajit Luwang, Buddha Nath Sharma, Kundan Mukhia · 2026 · advanced · time series

    statistics · time series

  40. Regime Shifts and Bond Returns

    Jacob Boudoukh, Matthew Richardson, Tom Smith · 1999 · advanced · fixed income

    fixed income · time series

  41. Regime Shifts and Volatility Spillovers on International Stock Markets

    Hassler., John · 1997 · advanced · time series

    asset pricing · econometrics · time series

  42. Regime switching in volatilities and correlation between stock and bond markets

    Chen, Runquan · 2009 · advanced · time series

    econometrics · garch · statistics · time series

  43. Regime-Adaptive Continual Learning for Portfolio Management

    Chaofan Pan, Lingfei Ren, Linbo Xiong · 2026 · advanced · machine learning

    financial machine learning · machine learning · portfolio management · reinforcement learning

  44. Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning

    Ajay Kumar Verma, Nunik Srikandi Putri, Neo Paul Lesupi · 2026 · advanced · portfolio management

    machine learning · portfolio management · portfolio optimization · reinforcement learning · time series

  45. Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500

    Krzysztof Ozimek · 2026 · advanced · statistics

    algorithmic trading · backtesting · regression · statistical inference

  46. Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting

    Junyi Ye, Gargi Vijay Borde · 2026 · advanced · time series

    deep learning · financial machine learning · machine learning · neural networks · time series · volatility forecasting

  47. Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options

    Stéphane Goutte, Amine Ismail, Huyên Pham · 2017 · advanced · options

    model calibration · statistical inference · stochastic differential equations · stochastic processes

  48. RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets

    Yiyao Zhang, Diksha Goel, Hussain Ahmad · 2025 · advanced · portfolio management

    machine learning · optimization · portfolio management · portfolio optimization

  49. Regimes

    Amara Mulliner, Campbell R. Harvey, Chao Xia · 2025 · intermediate · time series

    time series

  50. Regimes in the Order Flow

    Ramzi Jebali · 2026 · advanced · quantitative trading

    bayesian statistics · statistical inference · time series