Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7401–7450; page 149 of 188.

7401. Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing

      Young Shin Kim · 2021 · advanced · options

      derivatives · model calibration · monte carlo simulation · option pricing · stochastic processes

7402. Sampler-Robust Optimization under Generative Models

      Ziwei Zhang, Jonathan Yu-Meng Li · 2026 · advanced · machine learning

      machine learning · monte carlo simulation · optimization

7403. Sanctions and Currencies in Global Credit

      Marco Garofalo, Giovanni Rosso, Roger Vicquéry · 2025 · intermediate · risk management

      banking · credit markets · financial economics

7404. SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces

      Hans Buehler, Blanka Horvath, Anastasis Kratsios · 2026 · advanced · options

      numerical methods · option pricing

7405. SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest

      Saber Talazadeh, Dragan Perakovic · 2024 · intermediate · machine learning

      financial machine learning · machine learning · natural language processing

7406. Saving and portfolio allocation before and after job loss

      Christoph Basten, Andreas Fagereng, Kjetil Telle · 2012 · intermediate · portfolio management

      financial economics · panel data

7407. Savings accounts vs. stocks and bonds in household portfolio allocation

      Hochgürtel, S., Alessie, R.J.M., van Soest, A.H.O. · 1997 · intermediate · portfolio management

      econometrics

7408. Savings, Credit, and Insurance: Household Demand for Formal Financial Services in Rural Ghana

      Mirko Bendig, Lena Giesbert, Susan Steiner · 2009 · intermediate · risk management

      econometrics · insurance

7409. Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets

      Ali Atiah Alzahrani · 2026 · advanced · machine learning

      financial machine learning · machine learning · natural language processing

7410. SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series

      Alexandre Alouadi, Grégoire Loeper, Célian Marsala · 2026 · advanced · machine learning

      financial machine learning · machine learning · stochastic processes · time series

7411. SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization

      Jinfeng Pan, Jiahao Chen · 2026 · advanced · portfolio management

      deep learning · financial machine learning · natural language processing · neural networks · portfolio optimization · reinforcement learning

7412. Scalable Agent-Based Modeling for Complex Financial Market Simulations

      Aaron Wheeler, Jeffrey D. Varner · 2023 · advanced · quantitative trading

      quantitative trading

7413. Scalable Bi-causal Optimal Transport via KL Relaxation and Policy Gradients

      Haoyang Cao, Jesse Hoekstra, Renyuan Xu · 2026 · advanced · other

      optimization · stochastic processes

7414. Scalable Pontryagin-Guided Adjoint-to-Control Recovery for Constrained Dynamic Portfolio Choice

      Jaegi Jeon, Jeonggyu Huh, Hyeng Keun Koo · 2026 · advanced · portfolio management

      machine learning · neural networks · numerical methods · optimization · portfolio management · portfolio optimization

7415. Scaling and shape of financial returns distributions modeled as conditionally independent random variables

      Hernán Larralde, Roberto Mota Navarro · 2025 · intermediate · time series

      probability · statistics

7416. Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection

      Ryan Engel, Yu Chen, Pawel Polak · 2025 · advanced · portfolio management

      deep learning · factor investing · machine learning · neural networks · portfolio optimization · regression

7417. Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin

      Didier Sornette, Yu Zhang · 2024 · intermediate · statistics

      cryptocurrencies · statistics

7418. Scaling laws of Stablecoin Transactions: Evidence from USDT and USDC on the Ethereum blockchain

      Kundan Mukhia, Sabat Rai, Vivek Shrivastav · 2026 · intermediate · statistics

      statistical inference · statistics

7419. Scaling Limits for Exponential Hedging in the Brownian Framework

      Yan Dolinksy, Xin Zhang · 2025 · advanced · options

      derivatives · mathematical finance · option pricing

7420. Scaling Limits for Exponential Hedging in Trinomial Models

      Yan Dolinsky, Xin Zhang · 2026 · advanced · options

      mathematical finance · option pricing · options hedging · stochastic processes

7421. Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility

      Sohaib El Karmi · 2026 · advanced · stochastic calculus

      mathematical finance · rough volatility · stochastic processes

7422. Scenario Constraints with Memory: A Finite-State Approach to Quantitative Financial Analysis

      Vitaly Nürnberg · 2026 · advanced · derivatives

      derivatives · mathematical finance · risk management

7423. Scenario Generation for Time Series and Curves: A Comparison of Nonparametric and Semiparametric Bootstrap

      Nicola Baldoni, Michele Sparviero, Lorenzo Viola · 2026 · advanced · time series

      fixed income · interest rates · statistics · stochastic processes · term structure models · time series

7424. Scenario-based capital requirements for the interest rate risk of insurance companies

      Schlütter, Sebastian · 2017 · advanced · risk management

      garch · interest rates · time series

7425. Schrödinger bridges with jumps for time series generation

      Stefano De Marco, Huyên Pham, Davide Zanni · 2026 · advanced · machine learning

      jump processes · stochastic processes · time series

7426. Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios

      Peter Cotton · 2024 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

7427. SciPhy Reinforcement Learning for Portfolio Optimization

      Igor Halperin, Andrey Itkin · 2026 · advanced · portfolio management

      financial machine learning · machine learning · portfolio optimization · reinforcement learning · transaction costs

7428. SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management

      Igor Halperin · 2023 · advanced · portfolio management

      optimization · partial differential equations · stochastic processes

7429. Scope for Credit Risk Diversification

      Hanson, S., Pesaran, M.H., Schuermann, T. · 2005 · advanced · risk management

      credit risk · risk management

7430. Score driven asymmetric stochastic volatility models

      Mao, Xiuping, Ruiz Ortega, Esther, Veiga, Helena · 2014 · advanced · time series

      statistics · stochastic processes · time series

7431. Score-Driven Models for Realized Volatility

      Harvey, A., Palumbo, D. · 2019 · advanced · time series

      econometrics · statistics · time series · volatility forecasting

7432. Screening-Off Information and Conditional Risk in Portfolio Choice

      Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management

      portfolio optimization

7433. Search and endogenous concentration of liquidity in asset markets

      Vayanos, Dimitri, Wang, Tan · 2004 · advanced · quantitative trading

      asset pricing · financial economics · liquidity

7434. Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches

      Lee, Charles M. C., Ma, Paul, Wang, Charles C. Y. · 2014 · intermediate · statistics

      algorithms

7435. Seasonal Stochastic Volatility and the Samuelson Effect in Agricultural Futures Markets

      Lorenz Schneider, Bertrand Tavin · 2018 · advanced · time series

      commodities · model calibration · stochastic processes · time series

7436. Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals

      Ralph Kosch, Robin Forsberg · 2026 · advanced · quantitative trading

      backtesting · commodities · regression · statistical inference · time series

7437. Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force

      Bingzhen Genga, Shijie Wanga, Yang Yang · 2025 · advanced · risk management

      insurance · probability

7438. Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum

      Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine · 2026 · advanced · quantitative trading

      market microstructure

7439. Second-Order Esscher Pricing for Lévy Models with Applications: Risk Management and Fear Quantification

      Tahir Choulli, Ella Elazkany, Mich`ele Vanmaele · 2024 · advanced · options

      derivatives · mathematical finance · option pricing · risk management · stochastic processes

7440. Sector Rotation by Factor Model and Fundamental Analysis

      Runjia Yang, Beining Shi · 2023 · intermediate · portfolio management

      factor investing · momentum

7441. Sectoral inter-dependencies drive the loss of structural balance in signed financial networks

      Kartik Dahake, Abhijit Chakraborty · 2026 · advanced · risk management

      financial networks · systemic risk

7442. Securities Auctions under Moral Hazard: An Experimental Study

      Shimon Kogan, John Morgan · advanced · quantitative trading

      financial economics

7443. Securities Lending Haircuts and Indemnification Pricing

      Wujiang Lou · 2021 · intermediate · risk management

      credit risk · risk management

7444. Securities trading by banks and credit supply: Micro-evidence from the crisis

      Puriya Abbassi, Rajkamal Iyer, José-Luis Peydró · 2016 · advanced · risk management

      banking · credit markets

7445. Securitizations in the 1920's

      William Goetzmann, Frank Newman · 2010 · advanced · fixed income

      fixed income · mortgage markets · real estate · securitization

7446. Securitized Banking and the Run on Repo

      Gary Gorton, Andrew Metrick · 2009 · intermediate · risk management

      banking · liquidity risk · securitization

7447. Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away

      Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell · 2012 · advanced · risk management

      banking · securitization · systemic risk

7448. Securitized lending, asymmetric information, and financial crisis

      Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell G. · 2011 · advanced · risk management

      financial stability · securitization

7449. Security design in non-exclusive markets with asymmetric information

      Vladimir Asriyan, Victoria Vanasco · 2021 · advanced · other

      financial economics · securitization

7450. Security Design in the Real World: Why are Securitization Issues Tranched?

      Maciej Firla-Cuchra, Tim Jenkinson · 2005 · intermediate · fixed income

      financial economics · securitization