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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7451–7500; page 150 of 188.

7451. Security Issuance, Institutional Investors and Quid Pro Quo

      Gaurab Aryal, Zhaohui Chen, Yuchi Yao · 2022 · advanced · other

      corporate finance · financial economics

7452. Security-voting structure and bidder screening

      At, Christian, Burkart, Mike, Lee, Samuel · 2007 · advanced · other

      corporate governance · financial economics · mergers and acquisitions

7453. Seeing the Goal, Missing the Truth: Human Accountability for AI Bias

      Sean Cao, Wei Jiang, Hui Xu · 2026 · advanced · machine learning

      large language models · machine learning

7454. Seeking Resilient Growth: Why It’s Time for the LGPS to Consider Liquid Alternatives

      Thomas Maloney, Elliott Coleman · 2024 · intermediate · portfolio management

      liquidity · pensions

7455. Selection Confidence Sets for Equally Weighted Portfolios

      Davide Ferrari, Alessandro Fulci, Sandra Paterlini · 2025 · advanced · portfolio management

      portfolio management · statistical inference

7456. Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search

      Antonello Loddo, Shawn X. Ni, Dongchu Sun · 2010 · advanced · time series

      bayesian statistics · regression · statistical inference · time series

7457. Selective Forgetting in Option Calibration: An Operator-Theoretic Gauss-Newton Framework

      Ahmet Umur Özsoy · 2025 · advanced · options

      model calibration · numerical methods · optimization · option pricing

7458. Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics

      Kyungsub Lee · 2024 · advanced · time series

      stochastic processes

7459. Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice

      Jeonggyu Huh, Yeoneung Kim, Seungwon Jeong · 2026 · advanced · portfolio management

      numerical methods · portfolio optimization

7460. Self-Enforcing Stochastic Monitoring and the Separation of Debt and Equity Claims

      Harold L. Cole · 2008 · advanced · other

      financial economics

7461. Self-Evolving Multi-Agent Symbolic Discovery for Financial Fundamental Analysis

      Kelvin J. L. Koa, Filip Orestav, Shengqiong Wu · 2026 · advanced · machine learning

      equity valuation · machine learning

7462. Self-fulfilling debt crises, fiscal policy and investment

      Galli, Carlo · 2019 · advanced · risk management

      credit risk · economic policy

7463. Self-Fulfilling Liquidity and the Coordination Premium

      Guillaume Plantin · 2004 · advanced · quantitative trading

      financial economics · liquidity

7464. Self-protection and insurance demand with convex premium principles

      Qiqi Li, Wei Wang, Yiying Zhang · 2024 · advanced · risk management

      insurance · optimization · risk management

7465. Self-referential behaviour, overreaction and conventions in financial markets

      Matthieu Wyart, Jean‐Philippe Bouchaud · 2006 · advanced · time series

      time series

7466. Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading

      Arishi Orra, Himanshu Choudhary, Manoj Thakur · 2026 · advanced · machine learning

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

7467. Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes

      Xi Li, Rodney N. Sullivan, Danielle Xu · 2013 · intermediate · statistics

      statistics

7468. Semantic Similarity Covariance Matrix Shrinkage

      Bloomberg · advanced · statistics

      natural language processing

7469. Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps

      Andrey Itkin · 2023 · advanced · options

      jump processes · option pricing

7470. Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit

      Andrey Itkin, Dmitry Muravey · 2020 · advanced · options

      option pricing

7471. Semi-Analytical Pricing for General Default Intensity Models

      Ryan Parker, Mark Stedman, Luca Capriotti · 2026 · advanced · fixed income

      credit risk · stochastic processes

7472. Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method

      Andrey Itkin · 2025 · advanced · options

      derivatives · option pricing

7473. Semi-analytical pricing of barrier options in the time-dependent $λ$-SABR model

      Andrey Itkin, Dmitry Muravey · 2021 · advanced · options

      numerical methods · option pricing

7474. Semi-analytical pricing of barrier options in the time-dependent Heston model

      P. Carr, A. Itkin, D. Muravey · 2022 · advanced · options

      option pricing · partial differential equations

7475. Semi-analytical pricing of options written on SOFR futures

      Andrey Itkin, Yerkin Kitapbayev · 2024 · advanced · options

      interest rates · option pricing

7476. Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary

      Alexander Lipton, Vadim Kaushansky, Christoph Reisinger · 2019 · advanced · risk management

      contagion · credit risk · numerical methods · partial differential equations · stochastic processes · systemic risk

7477. Semi-closed form prices of barrier options in the Hull-White model

      Andrey Itkin, Dmitry Muravey · 2020 · advanced · options

      option pricing

7478. Semi-closed form prices of barrier options in the time-dependent CEV and CIR models

      Peter Carr, Andrey Itkin, Dmitry Muravey · 2020 · advanced · options

      derivatives · numerical methods · option pricing

7479. Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process

      Peter Carr, Andrey Itkin · 2020 · advanced · options

      numerical methods · option pricing · stochastic processes

7480. Semi-parametric financial risk forecasting incorporating multiple realized measures

      Rangika Peiris, Chao Wang, Richard Gerlach · 2024 · advanced · risk management

      garch · risk management · time series

7481. Semi-static completeness and robust pricing by informed investors

      Acciaio, Beatrice, Larsson, Martin · 2017 · advanced · stochastic calculus

      asset pricing · mathematical finance

7482. Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives

      Konstantinos Chatziandreou, Sven Karbach · 2026 · advanced · options

      derivatives · optimization · options hedging · stochastic calculus · stochastic processes

7483. Semi-structured multi-state delinquency model for mortgage default

      Victor Medina-Olivares, Wangzhen Xia, Stefan Lessmann · 2026 · advanced · risk management

      credit risk · machine learning · neural networks

7484. Semiclassical CEV Option Pricing Model: an Analytical Approach

      Jose A. Capitán, Jose Lope-Alba, Juan J. Morales-Ruiz · 2024 · advanced · options

      option pricing · partial differential equations

7485. Semiparametric Dynamic Copula Models for Portfolio Optimization

      Savita Pareek, Sujit K. Ghosh · 2025 · advanced · portfolio management

      copulas · portfolio optimization · statistics

7486. Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns

      Gregory Connor, Oliver Linton · 2006 · advanced · statistics

      asset pricing · factor investing · regression

7487. Semiparametric multivariate volatility models

      Hafner, C.M., Rombouts, J.V.K. · 2004 · advanced · time series

      garch · statistical inference · time series

7488. Semiparametric Upper Bounds for Option Prices

      AndrewW. Lo · advanced · options

      asset pricing · derivatives · mathematical finance · option pricing

7489. Sensitivities of Asian options in the Black-Scholes model

      Dan Pirjol, Lingjiong Zhu · 2023 · advanced · options

      derivatives · option greeks · option pricing

7490. Sensitivity Analysis of Ruin of an Insurance Company in Ghana

      Daniel Tawiah Pabifio · 2024 · intermediate · risk management

      copulas · insurance · risk management

7491. Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market

      Aabid Karim, Heman Das Lohano · 2024 · intermediate · machine learning

      equity markets · natural language processing

7492. Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises

      Domenica Mino, Cillian Williamson · 2025 · intermediate · time series

      garch · machine learning · natural language processing · statistics · time series

7493. Sentiment correlation in financial news networks and associated market movements

      Xingchen Wan, Jie Yang, Slavi Marinov · 2021 · intermediate · machine learning

      financial networks · natural language processing

7494. Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration

      Lucas Marques Sneller · 2025 · advanced · statistics

      asset pricing · equity markets · time series

7495. Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns

      Roland Fuess, Massimo Guidolin, Christian Koeppel · 2019 · advanced · statistics

      asset pricing · behavioral finance · equity markets · foreign exchange

7496. Sentiment trading with large language models

      Kemal Kirtac, Guido Germano · 2024 · advanced · machine learning

      financial machine learning · large language models · machine learning · natural language processing · regression

7497. Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies

      Qizhao Chen · 2025 · intermediate · portfolio management

      backtesting · cryptocurrencies · large language models · natural language processing · portfolio optimization

7498. Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists

      Jozef Barunik, Cathy Yi-Hsuan Chen, Jan Vecer · 2019 · advanced · time series

      stochastic differential equations · stochastic processes

7499. Separated Signal Libraries: Packing, Saturation, and Joint Spectral Limits

      Marc da Costa Nunes · 2026 · advanced · portfolio management

      portfolio management

7500. Separating equilibria, under-pricing and security design

      Bernhardt, Dan, Koufopoulos, Kostas, Trigilia, Giulio · 2021 · advanced · other

      corporate finance · financial economics