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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7351–7400; page 148 of 188.
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
Sina Molavipour, Alireza M. Javid, Cassie Ye · 2025 · intermediate · fixed income
fixed income · interest rates · machine learning · neural networks
Robustifying Markowitz
Wolfgang Karl Härdle, Yegor Klochkov, Alla Petukhina · 2022 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Robustness and sensitivity analyses for rough Volterra stochastic volatility models
Jan Matas, Jan Pospíšil · 2021 · advanced · options
model calibration · option pricing · rough volatility · stochastic processes
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Jan Pospíšil, Tomáš Sobotka, Philipp Ziegler · 2019 · advanced · options
model calibration · monte carlo simulation · option pricing · stochastic processes
Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making
Ying Chen, Hoa Nguyen, Julian Sester · 2026 · advanced · quantitative trading
high frequency trading · market making · optimization · reinforcement learning
Robustness or Crowding: Experimental Design for Trading Strategy Capacity
Alejandro Rodriguez Dominguez, Miquel Noguer i Alonso · 2026 · advanced · quantitative trading
causal identification · causal inference
Role of Variable Renewable Energy Penetration on Electricity Price and its Volatility Across Independent System Operators in the United States
Olukunle O. Owolabi, Toryn L. J. Schafer, Georgia E. Smits · 2021 · intermediate · time series
regression · statistics
Rolling Forward: Enhancing LightGCN with Causal Graph Convolution for Credit Bond Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier · 2025 · advanced · machine learning
machine learning · neural networks
Rolling intrinsic for battery valuation in day-ahead and intraday markets
Daniel Oeltz, Tobias Pfingsten · 2025 · intermediate · quantitative trading
quantitative trading
Rough Bergomi turns grey
Antoine Jacquier, Adriano Oliveri Orioles, Zan Zuric · 2025 · advanced · options
option pricing · rough volatility · stochastic processes
Rough differential equations for volatility
Ofelia Bonesini, Emilio Ferrucci, Ioannis Gasteratos · 2024 · advanced · stochastic calculus
brownian motion · numerical methods · rough volatility · stochastic processes
Rough electricity: a new fractal multi-factor model of electricity spot prices
Mikkel Bennedsen · 2015 · advanced · time series
stochastic processes · time series
Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing
Yingli Wang, Zhenyu Cui, Lingjiong Zhu · 2025 · advanced · stochastic calculus
option pricing · probability · rough volatility · stochastic processes
Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors
Sri Sairam Gautam B., Isha · 2026 · advanced · risk management
derivatives · mathematical finance · risk management · rough volatility
Rough multifactor volatility for SPX and VIX options
Antoine Jacquier, Aitor Muguruza, Alexandre Pannier · 2021 · advanced · options
derivatives · model calibration · option pricing · rough volatility
Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization
Ali Atiah Alzahrani · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio optimization · risk management · stochastic differential equations
Rough Path-Dependent Volatility Models
Léo Parent · 2024 · advanced · stochastic calculus
mathematical finance · rough volatility · stochastic processes
Rough SABR Forward Market Model
Reo Adachi, Masaaki Fukasawa, Naoki Iida · 2025 · advanced · fixed income
interest rates · option pricing · rough volatility · stochastic calculus
Rough Volatility Across Assets
Saad Mouti · 2026 · advanced · time series
rough volatility · stochastic processes
Rough volatility dynamics in commodity markets
Roberto Daluiso, Héctor Folgar-Cameán, Andrea Pallavicini · 2026 · advanced · options
commodities · derivatives · model calibration · option pricing · rough volatility · stochastic processes
Rough volatility: evidence from option prices
Giulia Livieri, Saad Mouti, Andrea Pallavicini · 2017 · advanced · options
option pricing · rough volatility
Rough volatility: evidence from range volatility estimators
Saad Mouti · 2023 · advanced · time series
rough volatility · stochastic processes · time series · volatility forecasting
Rough volatility: fact or artefact?
Rama Cont, Purba Das · 2022 · advanced · time series
rough volatility · statistical inference · statistics
Rough-Heston Local-Volatility Model
Enrico Dall'Acqua, Riccardo Longoni, Andrea Pallavicini · 2022 · advanced · options
derivatives · model calibration · option pricing · rough volatility · stochastic processes
Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold · 2007 · advanced · time series
econometrics · jump processes · statistics · volatility forecasting
Routing Frictions and Executable Liquidity in Fragmented Markets
Wen-Ting Wang · 2026 · advanced · quantitative trading
liquidity · transaction costs
Rules of Thumb for Banking Crises in Emerging Markets
Paolo Manasse, Roberto Savona, Marika Vezzoli · 2013 · intermediate · risk management
banking
Rural Financial Markets in Developing Countries
Jonathan Conning, Christopher Udry · 2005 · intermediate · risk management
credit markets · financial economics
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou · 2024 · advanced · time series
commodities · econometrics · time series
Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Štefan Lyócsa, Tomáš Plíhal · 2022 · advanced · time series
econometrics · foreign exchange · time series
Russian banking: a comeback of the state
Andrei Vernikov · 2010 · intermediate · risk management
banking
RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
Yilun Wang, Shengjie Guo · 2024 · advanced · time series
deep learning · machine learning · neural networks · time series
S-shaped Utility Maximization with VaR Constraint and Partial Information
Dongmei Zhu, Ashley Davey, Harry Zheng · 2025 · advanced · portfolio management
mathematical finance · optimization
S&P 500 Stock's Movement Prediction using CNN
Rahul Gupta · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
S&P 500 Trend Prediction
Shasha Yu, Qinchen Zhang, Yuwei Zhao · 2024 · intermediate · machine learning
data science · financial machine learning · machine learning · neural networks · regression
S$^{3}$G: Stock State Space Graph for Enhanced Stock Trend Prediction
Yao Lu, Kaiyi Hu, Luyan Zhang · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
SABR smiles for RFR caplets
Sander Willems · 2020 · advanced · options
fixed income · interest rates · option pricing
SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile
Osamu Tsuchiya · 2026 · advanced · fixed income
derivatives · interest rates · volatility surface
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE
Raphaël Douady, Zeyu Cao · 2020 · advanced · stochastic calculus
stochastic calculus · stochastic differential equations · stochastic processes
SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction
Jirong Zhuang, Xuan Wu · 2025 · advanced · options
financial machine learning · machine learning · volatility surface
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
A. M. Ferreiro, J. A. García, J. G. López-Salas · 2024 · advanced · fixed income
derivatives · interest rates · model calibration · numerical methods · optimization · option pricing
SAE-FiRE: Enhancing Earnings Surprise Predictions Through Sparse Autoencoder Feature Selection
Huopu Zhang, Yanguang Liu, Miao Zhang · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing
Safeguarding macro-financial stability under carbon pricing and rapid energy transition
Fierro, Luca E., Reissl, Severin, Lamperti, Francesco · 2026 · advanced · risk management
financial stability
Safer Rations, Riskier Portfolios : Banks’ responses to Government Aid
Duchin, R., Sosyura, D. · 2012 · advanced · risk management
banking
Safety First Portfolio Insurance
Mark Broadie, William Goetzmann · 2008 · intermediate · portfolio management
portfolio management · risk management
SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity
Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos · 2026 · advanced · quantitative trading
market making · reinforcement learning
Same Book, Different Fills: Partial Identification of FIFO Execution from Aggregate Order Books
Riya Danait, Yuliana Zamora, Ioana Boier · 2026 · advanced · quantitative trading
backtesting · market microstructure
Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
Federico Vittorio Cortesi, Giuseppe Iannone, Giulia Crippa · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · optimization · volatility forecasting
Same Text, Different Numbers: The Divergence of LLM-Based Measures
Hamid Boustanifar, Sasan Mansouri · 2026 · advanced · machine learning
large language models · natural language processing
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot · 2024 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management