smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7251–7300; page 146 of 188.

  1. Risk-Adjusted Valuation for Real Option Decisions

    Carol Alexander, Xi Chen, Charles Ward · 2021 · advanced · options

    mathematical finance · option pricing · real options

  2. Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures

    Lean, H.H., McAleer, M.J., Wong, W.-K. · 2013 · intermediate · derivatives

    derivatives

  3. Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization

    Emmanuel Lwele, Sabuni Emmanuel, Sitali Gabriel Sitali · 2025 · advanced · portfolio management

    deep learning · optimization · portfolio optimization · reinforcement learning · risk management

  4. Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making

    Safiye Turgay, Serkan Erdoğan, Željko Stević · 2025 · advanced · time series

    deep learning · financial machine learning · machine learning · neural networks · risk management · time series

  5. Risk-aware Trading Portfolio Optimization

    Marco Bianchetti, Gabriele D'Acunto, Gianmarco De Francisci Morales · 2025 · advanced · portfolio management

    algorithms · market risk · numerical methods · optimization · portfolio management · portfolio optimization

  6. Risk-Based Auto-Deleveraging

    Steven Campbell, Natascha Hey, Ciamac C. Moallemi · 2026 · advanced · risk management

    optimization · risk management

  7. Risk-Based Dynamic Asset Allocation With Extreme Tails and Correlations

    Peng Wang, Rodney N. Sullivan, Yizhi Ge · 2012 · advanced · portfolio management

    portfolio management · portfolio optimization · risk management · tail risk

  8. Risk-Constrained Kelly for Mutually Exclusive Outcomes: CRRA Support Invariance and Logarithmic One-Dimensional Calibration

    Christopher D. Long · 2026 · advanced · portfolio management

    mathematical finance · optimization · risk management

  9. Risk-Control Strategies

    Patrice Gaillardetz, Saeb Hachem · 2019 · advanced · risk management

    derivatives · optimization · risk management

  10. Risk-indifference Pricing of American-style Contingent Claims

    Rohini Kumar, Frederick "Forrest" Miller, Hussein Nasralah · 2024 · advanced · options

    derivatives · mathematical finance

  11. Risk-minimizing reinsurance with adverse selection

    Ka Chun Cheung, Sheung Chi Phillip Yam, Fei Lung Yuen · 2025 · advanced · risk management

    insurance · optimization

  12. Risk-Neutral Generative Networks

    Zhonghao Xian, Xing Yan, Cheuk Hang Leung · 2024 · advanced · options

    machine learning · model calibration · neural networks · option pricing

  13. Risk-Neutral Market Simulation

    Magnus Wiese, Phillip Murray · 2022 · advanced · machine learning

    derivatives · machine learning · neural networks · stochastic processes

  14. Risk-neutral option pricing under GARCH intensity model

    Kyungsub Lee · 2019 · advanced · options

    derivatives · garch · option pricing · stochastic processes

  15. Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach

    Liang Hou, Hao Yu, Guosong Xu · 2024 · advanced · options

    derivatives · martingales · monte carlo simulation · option greeks · option pricing · stochastic processes

  16. Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees

    Sebastien Bossu, Michael Grabchak · 2025 · intermediate · options

    derivatives · numerical methods · option pricing

  17. Risk-Neutral Skewness: Return Predictability and Its Sources

    Zahid Rehman, Grigory Vilkov · 2020 · intermediate · options

    asset pricing

  18. Risk-neutral valuation of options under arithmetic Brownian motions

    Qiang Liu, Shuxin Guo · 2024 · advanced · options

    brownian motion · derivatives · mathematical finance · option pricing

  19. Risk-neutral valuation under differential funding costs, defaults and collateralization

    Damiano Brigo, Cristin Buescu, Marco Francischello · 2018 · advanced · derivatives

    credit risk · mathematical finance

  20. Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response

    Svitlana Vyetrenko, Shaojie Xu · 2019 · advanced · quantitative trading

    machine learning · market microstructure · optimal execution · reinforcement learning · risk management · transaction costs

  21. Risk-Sensitive Investment Management via Free Energy-Entropy Duality

    Sebastien Lleo, Wolfgang Runggaldier · 2026 · advanced · portfolio management

    optimization · portfolio optimization · stochastic differential equations

  22. Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets

    Xin Yue Ren, Dena Firoozi · 2024 · advanced · risk management

    optimization · risk management · stochastic differential equations · stochastic processes · systemic risk

  23. Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge

    Jian'an Zhang · 2025 · advanced · quantitative trading

    market making · optimization · options hedging · reinforcement learning · risk management · volatility surface

  24. Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions

    Shanyu Han, Yang Liu, Xiang Yu · 2025 · advanced · machine learning

    machine learning · optimization · reinforcement learning · risk management

  25. Risk-Sensitive Specialist Routing for Volatility Forecasting

    Tenghan Zhong · 2026 · advanced · time series

    time series · volatility forecasting

  26. Risk-Sharing and the Creation of Systemic Risk

    Viral V. Acharya, Aaditya M. Iyer, Rangarajan K. Sundaram · 2020 · advanced · risk management

    systemic risk

  27. Risk, utility and sensitivity to large losses

    Martin Herdegen, Nazem Khan, Cosimo Munari · 2024 · advanced · risk management

    tail risk

  28. RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data

    Yupeng Cao, Zhi Chen, Prashant Kumar · 2024 · advanced · machine learning

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

  29. Risks of heterogeneously persistent higher moments

    Jozef Barunik, Josef Kurka · 2021 · advanced · statistics

    asset pricing

  30. Risks on global financial stability induced by climate change: the case of flood risks

    Antoine Mandel, Timothy Tiggeloven, Daniel Lincke · 2021 · advanced · risk management

    financial networks · financial stability · systemic risk

  31. Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements

    Matthias Kaldorf, Florian Wicknig · 2021 · advanced · risk management

    corporate finance · credit risk · economic policy

  32. RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays

    Enzo Duflot, Stanislas Robineau · 2025 · advanced · quantitative trading

    liquidity · market microstructure · optimal execution · reinforcement learning · transaction costs

  33. RLOP: RL Methods in Option Pricing from a Mathematical Perspective

    Ziheng Chen · 2022 · advanced · options

    machine learning · mathematical finance · neural networks · option pricing · options hedging · reinforcement learning

  34. Robo-Advising in Motion: A Model Predictive Control Approach

    Tomasz R. Bielecki, Igor Cialenco · 2026 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  35. Robot See, Robot Do: Imitation Reward for Noisy Financial Environments

    Sven Goluža, Tomislav Kovačević, Stjepan Begušić · 2024 · advanced · machine learning

    machine learning · reinforcement learning

  36. Robust and Efficient Deep Hedging via Linearized Objective Neural Network

    Lei Zhao, Lin Cai · 2025 · advanced · options

    deep learning · neural networks · optimization · options hedging

  37. Robust and Fast Bass Local Volatility

    Hao Qin, Charlie Che, Ruozhong Yang · 2024 · advanced · options

    derivatives · numerical methods · option pricing

  38. Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms

    J. Chen, S. D. Ahipaşaoğlu, N. Zhang · 2024 · advanced · portfolio management

    numerical methods · optimization · portfolio optimization · transaction costs

  39. Robust asset pricing and superhedging duality under model uncertainty with and without short-sale constraints

    Wenqing Zhang, Shuzhen Yang · 2024 · advanced · options

    asset pricing · martingales

  40. Robust Asset-Liability Management

    Tjeerd de Vries, Alexis Akira Toda · 2023 · advanced · fixed income

    fixed income · interest rates · optimization · portfolio optimization · risk management

  41. Robust Bernoulli Mixture Models for Credit Portfolio Risk

    Jonathan Ansari, Eva Lütkebohmert · 2024 · advanced · risk management

    credit risk · risk management

  42. Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization

    Eric Luxenberg, Philipp Schiele, Stephen Boyd · 2022 · advanced · fixed income

    convex optimization · fixed income · interest rates · optimization · portfolio optimization

  43. Robust calibration and arbitrage-free interpolation of SSVI slices

    Pierre Cohort, Jacopo Corbetta, Claude Martini · 2018 · advanced · options

    model calibration · volatility surface

  44. Robust Control for Marked Point Processes under Transition-Rate Uncertainty

    Sascha Desmettre, Philipp C. Hornung · 2026 · advanced · risk management

    insurance · optimization · stochastic processes

  45. Robust Control under Stationary Ambiguity

    Konrad J. Mueller, Amira Akkari, Ben Wood · 2026 · advanced · options

    options hedging

  46. Robust Decisions for Heterogeneous Agents via Certainty Equivalents

    Anne G. Balter, Nikolaus Schweizer · 2021 · advanced · portfolio management

    financial economics · optimization

  47. Robust deep hedging

    Eva Lütkebohmert, Thorsten Schmidt, Julian Sester · 2021 · advanced · options

    deep learning · model risk · option pricing · options hedging · stochastic processes

  48. Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models

    Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff · 2023 · advanced · time series

    machine learning · statistics · time series

  49. Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty

    Meriam El Mansour, Emmanuel Lepinette · 2023 · advanced · options

    derivatives · option pricing · options hedging

  50. Robust distortion risk measures with linear penalty under distribution uncertainty

    Yuxin Du, Dejian Tian, Hui Zhang · 2025 · advanced · risk management

    optimization