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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7101–7150; page 143 of 188.

7101. Relative Robust Portfolio Optimization with benchmark regret

      Gonçalo Simões, Mark McDonald, Stacy Williams · 2018 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization

7102. Relaxation Times for Nonextensive Systems Using Gradient Flow for the Maximization of Tsallis Entropy: An Application to Financial Market Dynamics

      Sandhya Devi · 2026 · advanced · time series

      optimization · statistics

7103. Reliability-Aware ETF Tail-Risk Monitoring

      Tenghan Zhong, Keyuan Wu · 2026 · advanced · risk management

      exchange traded funds · market risk · risk management · tail risk

7104. Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration

      Du-Yi Wang, Guo Liang, Kun Zhang · 2026 · advanced · risk management

      machine learning · statistics

7105. Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation

      Zheli Xiong · 2026 · advanced · portfolio management

      portfolio management · regression · statistical inference

7106. Remittances, Banking Status and the Usage of Insurance Schemes

      Dorothee Crayen, Christa Hainz, Christiane Ströh de Martinez · 2012 · intermediate · risk management

      banking · insurance · risk management

7107. Renewable entry costs, project finance and the role of revenue quality in Australia’s National Electricity Market

      Nicholas Gohdes, Paul Simshauser · 2022 · intermediate · other

      capital structure · corporate finance · credit risk · financial economics

7108. Renewable investments in hybridised energy markets: optimising the CfD-merchant revenue mix

      Nicholas Gohdes, Paul Simshauser, Clevo Wilson · 2023 · intermediate · risk management

      risk management

7109. Renewing Reliability: Valuation and Credit Risk Adjustments for Renewable Power Purchase Agreements

      Nicola Bartolini, Silvia Romagnoli, Amia Santini · 2026 · advanced · risk management

      credit risk · stochastic processes

7110. Rent extraction with securities plus cash

      Liu, Tingjun, Bernhardt, Dan · 2019 · advanced · other

      corporate finance · financial economics · mergers and acquisitions

7111. Rents, learning and risk in the financial sector and other innovative industries

      Biais, Bruno, Rochet, Jean-Charles, Woolley, Paul · 2009 · advanced · risk management

      financial economics

7112. Repeated games with asymmetric information and random price fluctuations at finance markets: the case of countable state space

      Victor C. Domansky, Victoria L. Kreps · 2009 · advanced · quantitative trading

      financial economics · probability · stochastic processes

7113. Repenser le financement des entreprises vertueuses et les politiques prudentielles en int{é}grant la solvabilit{é} socio-environnementale

      Laura Chémali, Camille Souffron · 2022 · intermediate · risk management

      banking · climate finance · economic policy · financial stability

7114. Replica approach to mean-variance portfolio optimization

      Varga-Haszonits, Istvan, Caccioli, Fabio, Kondor, Imre · 2016 · advanced · portfolio management

      optimization · portfolio optimization

7115. Replica del valor de un pool (CPM) y hedging de perdidas impermanentes

      Agustín Muñoz González, Juan I. Sequeira y Ariel Dembling · 2024 · advanced · options

      derivatives · mathematical finance · option pricing · options hedging

7116. Replicating Portfolios: Constructing Permissionless Derivatives

      Estelle Sterrett, Waylon Jepsen, Evan Kim · 2022 · advanced · derivatives

      decentralized finance · derivatives · market making · option pricing

7117. Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market

      Penggan Xu · 2025 · advanced · statistics

      behavioral economics · behavioral finance · econometrics · regression

7118. Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags

      Christian P. Fries · 2026 · advanced · risk management

      derivatives · liquidity · liquidity risk · risk management

7119. Repo convexity

      Paul McCloud · 2019 · advanced · fixed income

      derivatives · fixed income · interest rates

7120. Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media

      Antonio Ciccone, Felix Rusche · 2025 · intermediate · statistics

      equity markets · financial economics

7121. Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach

      Yimeng Qiu, Qiwei Han · 2026 · advanced · risk management

      algorithmic trading · financial stability · machine learning · systemic risk

7122. Representation Learning for Regime detection in Block Hierarchical Financial Markets

      Alexa Orton, Tim Gebbie · 2024 · advanced · machine learning

      deep learning · financial machine learning · machine learning · neural networks

7123. Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics

      Gerald H. L. Cheang, Len Patrick Dominic M. Garces · 2020 · advanced · options

      jump processes · option pricing · partial differential equations

7124. Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent

      Gechun Liang, Yifan Sun, Thaleia Zariphopoulou · 2023 · advanced · stochastic calculus

      optimization · stochastic calculus · stochastic differential equations · stochastic processes

7125. Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE

      Gechun Liang, Thaleia Zariphopoulou · 2015 · advanced · stochastic calculus

      optimization · stochastic calculus · stochastic differential equations · stochastic processes

7126. Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents

      Weicheng Xue · 2026 · advanced · machine learning

      large language models · risk management

7127. Representativeness of News and Exchange Rate Dynamics

      Manzan, S., Westerhoff, F. · 2002 · intermediate · time series

      behavioral finance · foreign exchange

7128. Reproducing kernel Hilbert space methods for modelling the discount curve

      Andreas Celary, Paul Krühner, Zehra Eksi · 2025 · advanced · fixed income

      fixed income · regression · stochastic processes · term structure models

7129. Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions

      Gallant, A. Ronald, Tauchen, George · 1997 · advanced · fixed income

      statistical inference · stochastic processes

7130. Reputation and Credit without Collateral in Africa’s Formal Banking

      Janvier D. Nkurunziza · 2005 · intermediate · risk management

      banking · credit markets · financial economics

7131. Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning

      Shuochen Bi, Yufan Lian, Ziyue Wang · 2024 · intermediate · risk management

      machine learning · risk management

7132. Research of an optimization model for servicing a network of ATMs and information payment terminals

      G. A. Nigmatulin, O. B. Chaganova · 2022 · intermediate · time series

      machine learning · neural networks · optimization · time series

7133. Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm

      Yu Cheng, Qin Yang, Liyang Wang · 2024 · intermediate · risk management

      banking · credit risk · machine learning · neural networks · risk management

7134. Research on Optimal Portfolio Based on Multifractal Features

      Yong Li · 2024 · intermediate · portfolio management

      optimization · portfolio optimization · time series

7135. Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning

      Yuxin Fan, Zhuohuan Hu, Lei Fu · 2024 · intermediate · machine learning

      algorithms · high frequency trading · machine learning · neural networks

7136. Reserve Accumulation, Growth and Financial Crises

      Gianluca Benigno, Luca Fornaro · 2012 · advanced · risk management

      economic policy · financial economics · foreign exchange

7137. ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall

      Yichi Zhang, Ke Zhu, Zhoufan Zhu · 2026 · advanced · risk management

      backtesting · deep learning · machine learning · neural networks · risk management · tail risk

7138. Residual Learning in Empirical Asset Pricing

      Dexin Peng, Xiaoyu Wang · 2026 · advanced · machine learning

      asset pricing · deep learning · financial machine learning · machine learning · neural networks

7139. Residual Supply and the Price of Risk Absorption

      Ziyao Wang · 2026 · advanced · quantitative trading

      asset pricing · financial economics · mutual funds

7140. Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution

      Andrew Na, Justin Wan · 2023 · advanced · quantitative trading

      deep learning · neural networks · optimal execution · optimization

7141. Resilience to Contagion in Financial Networks

      Hamed Amini, Rama Cont, Andreea Minca · 2016 · advanced · risk management

      contagion · financial networks

7142. Resisting Manipulative Bots in Meme Coin Copy Trading: A Multi-Agent Approach with Chain-of-Thought Reasoning

      Yichen Luo, Yebo Feng, Jiahua Xu · 2026 · advanced · quantitative trading

      cryptocurrencies · large language models

7143. Resolution Is Not Settlement, Part I: Oracle Adjudication and Semantic Governance on Polymarket

      Maksym Nechepurenko · 2026 · advanced · derivatives

      derivatives

7144. Resolution Is Not Settlement, Part II: Protocol Finality and Observed Redemption on Polymarket

      Maksym Nechepurenko · 2026 · intermediate · derivatives

      derivatives

7145. Resolution of a Financial Puzzle

      Brennan, Michael J., Xia, Yihong · 1998 · advanced · portfolio management

      financial economics · portfolio management

7146. Resolution-Aware Perpetual Futures on Binary Prediction Markets: Failure Modes and Mechanical Stress Tests Using Polymarket Data

      Maksym Nechepurenko · 2026 · advanced · derivatives

      derivatives · risk management · stress testing

7147. Responding to the housing and financial crises: mortgage lending, mortgage products and government policies

      Scanlon, Kathleen, Lunde, Jens, Whitehead, Christine M. E. · 2011 · intermediate · risk management

      economic policy · housing markets · mortgage markets

7148. Responsible Investment and Responsible Consumption

      Hendrik Hakenes, Eva Schliephake · 2022 · intermediate · portfolio management

      financial economics · sustainable investing

7149. Responsible investments in life insurers' optimal portfolios under solvency constraints

      Schlütter, Sebastian, Fianu, Emmanuel Senyo, Gründl, Helmut · 2022 · advanced · risk management

      insurance · optimization · portfolio management

7150. Restructuring Risk in Credit Default Swaps: An Empirical Analysis

      Antje Berndt, Robert Jarrow, ChoongOh Kang · 2006 · advanced · fixed income

      credit derivatives · credit risk · derivatives