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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7501–7550; page 151 of 188.

7501. Separating Times for One-Dimensional General Diffusions

      David Criens, Mikhail Urusov · 2022 · advanced · stochastic calculus

      measure theory · stochastic processes

7502. Sequence Classification of the Limit Order Book using Recurrent Neural Networks

      Matthew F Dixon · 2017 · advanced · quantitative trading

      high frequency trading · machine learning · market microstructure · neural networks

7503. Sequential Monte Carlo Methods for Option Pricing

      Pierre del Moral, Ajay Jasra · 2011 · advanced · options

      monte carlo simulation · numerical methods · option pricing

7504. Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms

      Duy Khanh Lam · 2025 · advanced · portfolio management

      portfolio management · portfolio optimization

7505. Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ

      Mathias Mesfin · 2026 · intermediate · machine learning

      deep learning · machine learning · time series

7506. Series expansions and direct inversion for the Heston model

      Simon J. A. Malham, Jiaqi Shen, Anke Wiese · 2020 · advanced · stochastic calculus

      numerical methods · stochastic processes

7507. Series representation of the pricing formula for the European option driven by space-time fractional diffusion

      Jean-Philippe Aguilar, Cyril Coste, Jan Korbel · 2017 · advanced · options

      mathematical finance · option pricing

7508. Set risk measures

      Marcelo Righi, Eduardo Horta, Marlon Moresco · 2024 · advanced · risk management

      mathematical finance · measure theory

7509. Set-valued intrinsic measures of systemic risk

      Jana Hlavinova, Birgit Rudloff, Alexander Smirnow · 2023 · advanced · risk management

      financial networks · systemic risk

7510. Set-valued Star-Shaped Risk Measures

      Bingchu Nie, Dejian Tian, Long Jiang · 2024 · advanced · risk management

      mathematical finance

7511. Settlement Infrastructure, Inside Money Elasticity, and the Network Economics of Distributed Ledger Technology

      Michail Samawi, Hui Gong, Francesca Medda · 2026 · advanced · risk management

      banking · econometrics · financial networks · panel data

7512. Settlement Manipulation in Prediction Markets

      David Dai, Ruizhe Jia, Shihao Yu · 2026 · intermediate · quantitative trading

      financial economics

7513. Severe Weather and Financial (In)stability

      Claudia Foroni Paolo Gelain Marco Lorusso Massimiliano Marcellino · 2026 · advanced · risk management

      banking · financial stability

7514. SFAS 123 Stock-Based Compensation Expense and Equity Market Values

      Barth, Mary E., Kasznik, Ron, Aboody, David · 2003 · advanced · statistics

      equity valuation · regression

7515. Shadow Banking and Financial Regulation

      Patrick Fève, Alban Moura, Olivier Pierrard · 2026 · advanced · risk management

      banking · economic policy

7516. Shadow banking and financial regulation: A small-scale DSGE perspective

      Patrick Fève, Alban Moura, Olivier Pierrard · 2019 · advanced · risk management

      banking · economic policy

7517. Shadow banking and the four pillars of traditional financial intermediation

      Emmanuel Farhi, Jean Tirole · 2021 · advanced · risk management

      banking

7518. Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model

      Fève, Patrick, Moura, Alban, Pierrard, Olivier · 2019 · advanced · risk management

      banking

7519. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs

      Christoph Czichowsky, Rémi Peyre, Walter Schachermayer · 2018 · advanced · stochastic calculus

      brownian motion · mathematical finance · optimization · portfolio optimization · stochastic processes

7520. Shai-am: A Machine Learning Platform for Investment Strategies

      Jonghun Kwak, Jungyu Ahn, Jinho Lee · 2022 · advanced · programming

      financial machine learning · machine learning

7521. Shallow Representation of Option Implied Information

      Jimin Lin · 2026 · advanced · options

      machine learning · neural networks · option pricing

7522. Shannon entropy: an econophysical approach to cryptocurrency portfolios

      Noe Rodriguez-Rodriguez, Octavio Miramontes · 2022 · intermediate · portfolio management

      cryptocurrencies · statistics

7523. SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model

      Luyun Lin, Yiqing Wang · 2025 · intermediate · risk management

      credit risk · financial machine learning · machine learning · model risk

7524. Shape of term structures compatible with flexible choice of diffusion

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

      interest rates · mathematical finance · term structure models

7525. Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models

      Shaïn Afzali, Serena Della Corte, Antonis Papapantoleon · 2026 · advanced · machine learning

      machine learning · model calibration · neural networks · rough volatility · volatility surface

7526. SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR

      Ujjwala Vadrevu · 2026 · advanced · risk management

      machine learning · risk management · stress testing

7527. Shared Models, Selective Trading, and Order Flow

      Victoria Ruojie Li, Arka Prava Bandyopadhyay · 2026 · advanced · quantitative trading

      large language models

7528. Shareholder Activism and Socially Responsible Investors: Equilibrium Changes in Asset Prices and Corporate Behavior

      Gollier, Christian, Pouget, Sébastien · 2009 · advanced · other

      asset pricing

7529. Shareholder gains from equity private placements: Evidence from the Stockholm Stock Exchange

      Molin, Johan · 1996 · intermediate · other

      corporate finance · equity markets

7530. Shareholder Protection and Stock Market Development: An Empirical Test of the Legal Origins Hypothesis

      John Armour, Simon Deakin, Prabirjit Sarkar · 2007 · intermediate · other

      corporate governance · equity markets · panel data

7531. Shareholder Protection, Stock Markets and Cross-Border Mergers

      Frederick S. Ahiabor, Gregory A. James, Frank O. Kwabi · 2018 · intermediate · other

      financial economics · mergers and acquisitions · panel data

7532. Shareholder Wealth Effects of European Domestic and Cross-Border Takeover Bids

      Goergen, M., Renneboog, L.D.R. · 2002 · intermediate · other

      corporate finance · mergers and acquisitions · statistical inference

7533. Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade

      Corsetti, G., LipiÅ„ska, A., Lombardo, G. · 2021 · advanced · risk management

      asset pricing · financial economics · tail risk

7534. Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk

      Fengnan Deng, Anand N. Vidyashankar, Jeffrey F. Collamore · 2025 · advanced · risk management

      credit risk · probability · tail risk

7535. Sharp Transitions and Systemic Risk in Sparse Financial Networks

      Riley James Bendel · 2026 · advanced · risk management

      contagion · financial networks · probability · systemic risk

7536. Sharpe Ratio and Return-VaR Ratio Maximization for Option Portfolios with Skew-Elliptical $t$ Underlying Returns

      Kyle Sung, Traian A. Pirvu · 2026 · advanced · portfolio management

      optimization · portfolio optimization

7537. Sharpe Ratio: Estimation, Confidence Intervals, and Hypothesis Testing

      Matteo Riondato · 2018 · intermediate · statistics

      hypothesis testing · statistical inference · statistics

7538. Sharpening Shapley Allocation: from Basel 2.5 to FRTB

      Marco Scaringi, Marco Bianchetti · 2025 · advanced · risk management

      market risk · monte carlo simulation · risk management

7539. Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict

      Amine Ben Amar, Mondher Bouattour, Makram Bellalah · 2023 · advanced · portfolio management

      causal inference · contagion · portfolio optimization

7540. Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation

      Alexander M. Petersen · 2022 · intermediate · statistics

      causal inference · housing markets · panel data · real estate · regression

7541. Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships

      Demetrio Lacava · 2026 · advanced · time series

      garch · time series

7542. Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study

      Alicia Vidler, Toby Walsh · 2025 · advanced · machine learning

      large language models

7543. Shifting the yield curve for fixed-income and derivatives portfolios

      Michele Leonardo Bianchi, Dario Ruzzi, Anatoli Segura · 2024 · advanced · risk management

      derivatives · fixed income · interest rates · risk management

7544. Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds

      Sá, F., Viani, F. · 2010 · advanced · portfolio management

      equity markets · financial economics

7545. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

      Hammoudeh, S.M., Yuan, Y., McAleer, M.J. · 2008 · advanced · time series

      econometrics · time series

7546. Shock Effects on Stocks, Bonds, and Exchange Rates

      Ray Fair · 2001 · intermediate · statistics

      foreign exchange

7547. Shock-triggered asymmetric response stochastic volatility

      Marín, Juan Miguel, Veiga, Helena · 2023 · advanced · time series

      stochastic processes

7548. Shocks abroad, pain at home? Bank-firm level evidence on the international transmission of financial shocks

      Steven Ongena, José-Luis Peydró, Neeltje van Horen · 2014 · advanced · risk management

      banking · causal identification

7549. Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets

      Qingliang Fan, Ruike Wu, Yanrong Yang · 2024 · advanced · portfolio management

      portfolio optimization · statistics

7550. Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures

      Acciaio, Beatrice, Guyon, Julien · 2020 · advanced · options

      derivatives · option pricing