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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7551–7600; page 152 of 188.

7551. Short dated smile under Rough Volatility: asymptotics and numerics

      Peter K. Friz, Paul Gassiat, Paolo Pigato · 2021 · advanced · options

      numerical methods · option pricing · rough volatility · stochastic processes

7552. Short Rate Dynamics: A Fed Funds and SOFR perspective

      Karol Gellert, Erik Schlögl · 2021 · advanced · fixed income

      fixed income · interest rates · model calibration · term structure models

7553. Short run bond risk premia

      Mueller, Philippe, Vedolin, Andrea, Zhou, Hao · 2011 · advanced · fixed income

      asset pricing · econometrics · fixed income · interest rates

7554. Short-horizon Duesenberry Equilibrium

      Jaime Alberto Londoño · 2026 · advanced · stochastic calculus

      asset pricing · brownian motion · financial economics · stochastic processes

7555. Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement

      Nadav A. Kitron, Jonathan M. Wengrowicz · 2026 · advanced · time series

      cryptocurrencies · time series

7556. Short-maturity asymptotics for option prices with interest rates effects

      Dan Pirjol, Lingjiong Zhu · 2024 · advanced · options

      interest rates · option pricing

7557. Short-maturity asymptotics for VIX and European options in local-stochastic volatility models

      Dan Pirjol, Xiaoyu Wang, Lingjiong Zhu · 2024 · advanced · options

      option pricing · stochastic processes

7558. Short-maturity options on realized variance in local-stochastic volatility models

      Dan Pirjol, Xiaoyu Wang, Lingjiong Zhu · 2024 · advanced · options

      option pricing

7559. Short-maturity skew stickiness ratio under local volatility

      Masaaki Fukasawa · 2026 · advanced · options

      option pricing

7560. Short-Rate Derivatives in a Higher-for-Longer Environment

      Aram Karakhanyan, Takis Konstantopoulos, Matthew Lorig · 2025 · advanced · fixed income

      derivatives · fixed income · interest rates · stochastic processes

7561. Short-rate models with stochastic discontinuities: a PDE approach

      Alessandro Calvia, Marzia De Donno, Chiara Guardasoni · 2025 · advanced · fixed income

      derivatives · interest rates · jump processes · mathematical finance · numerical methods · partial differential equations

7562. Short-Rate-Dependent Volatility Models

      Tim Leung, Matthew Lorig · 2026 · advanced · options

      derivatives · interest rates · option pricing

7563. Short-run lats rate movements: impact of foreign currency shocks via trade and financial markets

      Martins Kazaks, Duo Qin · 2002 · intermediate · time series

      econometrics · foreign exchange · time series

7564. Short-Selling Bans and Bank Stability

      Alessandro Beber, Daniela Fabbri, Marco Pagano · 2020 · advanced · risk management

      banking · causal identification · financial stability

7565. Short-term barrier option price expansion

      Masaaki Fukasawa · 2026 · advanced · options

      mathematical finance · option pricing · rough volatility · stochastic processes

7566. Short-term investment and equilibrium multiplicity

      Giovanni Cespa · 2002 · advanced · quantitative trading

      asset pricing · financial economics

7567. Short-Term Liquidity Contagion in the Interbank Market

      León, C., Martínez, Constanza, Cepeda, Freddy · 2016 · intermediate · risk management

      banking · contagion · financial networks · liquidity risk · systemic risk

7568. Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms

      Albert Wong, Steven Whang, Emilio Sagre · 2023 · intermediate · machine learning

      machine learning · regression

7569. Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)

      Leonard Mushunje, Maxwell Mashasha, Edina Chandiwana · 2023 · intermediate · time series

      statistics · volatility forecasting

7570. Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model

      Elisa Alòs, Òscar Burés, Josep Vives · 2025 · advanced · options

      jump processes · stochastic calculus

7571. Short-time expansion of characteristic functions in a rough volatility setting with applications

      Carsten H. Chong, Viktor Todorov · 2022 · advanced · stochastic calculus

      rough volatility · statistical inference · stochastic calculus · stochastic processes

7572. Shortermism and excessive risk taking in optimal execution with a target performance

      Emilio Barucci, Yuheng Lan · 2025 · advanced · quantitative trading

      optimal execution · optimization

7573. Shortfall risk minimization in discrete time financial market models

      Noufel Frikha · 2014 · advanced · risk management

      monte carlo simulation · numerical methods · optimization · risk management

7574. Shot-noise cojumps: exact simulation and option pricing

      Qu, Yan, Dassios, Angelos, Zhao, Hongbiao · 2023 · advanced · stochastic calculus

      jump processes · monte carlo simulation · numerical methods · option pricing · stochastic processes

7575. Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies

      Carmine Di Noia, Giorgio Di Giorgio · 1999 · intermediate · risk management

      banking · financial stability

7576. Should derivatives be privileged in bankruptcy?

      Bolton, Patrick, Oehmke, Martin · 2015 · advanced · derivatives

      corporate finance · derivatives · financial economics

7577. Should Securities Regulation Promote Crowdinvesting?

      Hornuf, Lars, Schwienbacher, Armin · 2014 · intermediate · other

      other

7578. Should Taxable Investors Shun Dividends?

      Ronen Israel, Lixin Wang · 2019 · intermediate · portfolio management

      portfolio management

7579. Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?

      Ge, S., Li, S., Linton, O. B. · 2024 · advanced · statistics

      statistics

7580. Should We Regulate Financial Information

      Pablo Kurlat, Laura Veldkamp · 2012 · advanced · other

      financial economics

7581. Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions

      Rupendra Yadav, Amita Sharma, Aparna Mehra · 2026 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization · statistics

7582. Sig-SDEs model for quantitative finance

      Imanol Perez Arribas, Cristopher Salvi, Lukasz Szpruch · 2020 · advanced · machine learning

      financial machine learning · machine learning · model calibration · stochastic differential equations · stochastic processes

7583. SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs

      Xianglin Wu, Chiheb Ben Hammouda, Cornelis W. Oosterlee · 2025 · advanced · machine learning

      deep learning · machine learning · neural networks · statistical inference · stochastic differential equations · stochastic processes

7584. Signal Correlation, IC, and PnL Dependence

      Marc Nunes · 2026 · intermediate · statistics

      statistics

7585. Signal from Noise Signal from Noise: A Neural Network-Based Denoising Approach for Measuring Global Financial Spillovers

      Abdullah Karasan, Özge Sezgin Alp · 2025 · advanced · risk management

      machine learning · neural networks · time series

7586. Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime

      Ixandra Achitouv, Vincent Lahoche, Dine Ousmane Samary · 2024 · advanced · statistics

      statistical inference

7587. Signal or Noise in Multi-Agent LLM-based Stock Recommendations?

      George Fatouros, Kostas Metaxas · 2026 · advanced · machine learning

      large language models · portfolio management

7588. Signal-Wise Performance Attribution for Constrained Portfolio Optimisation

      Bruno Durin · 2014 · advanced · portfolio management

      optimization · performance attribution · portfolio optimization

7589. Signaling and financial market impact of chile’s central bank communication: a content analysis approach

      González, Mario, Tadle, Raul Cruz · 2020 · intermediate · statistics

      equity markets · natural language processing

7590. Signature and the Functional Taylor Expansion

      Bruno Dupire, Valentin Tissot‐Daguette · 2025 · advanced · stochastic calculus

      derivatives · risk management

7591. Signature approach for pricing and hedging path-dependent options with frictions

      Eduardo Abi Jaber, Donatien Hainaut, Edouard Motte · 2025 · advanced · options

      derivatives · option pricing · options hedging

7592. Signature Methods in Stochastic Portfolio Theory

      Christa Cuchiero, Janka Möller · 2023 · advanced · portfolio management

      convex optimization · portfolio management · portfolio optimization · stochastic processes

7593. Signature of maturity in cryptocurrency volatility

      Asim Ghosh, Soumyajyoti Biswas, Bikas K. Chakrabarti · 2024 · intermediate · time series

      cryptocurrencies · statistics · time series

7594. Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals

      Owen Futter, Blanka Horvath, Magnus Wiese · 2023 · advanced · portfolio management

      mathematical finance · portfolio management · portfolio optimization

7595. Signature volatility models: pricing and hedging with Fourier

      Eduardo Abi Jaber, Louis-Amand Gérard · 2024 · advanced · options

      numerical methods · option pricing · options hedging · stochastic processes

7596. Signature-based identification of volatility models from path geometry

      Òscar Burés, Rafael De Santiago · 2026 · advanced · machine learning

      machine learning · statistics · stochastic processes

7597. Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals

      Gianmarco Morbelli, Sven Karbach, Mike Derksen · 2026 · advanced · quantitative trading

      algorithmic trading · optimal execution · optimization · statistical arbitrage

7598. Signature-Informed Transformer for Asset Allocation

      Yoontae Hwang, Stefan Zohren · 2025 · advanced · portfolio management

      deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization

7599. Signed network models for portfolio optimization

      Bibhas Adhikari · 2025 · intermediate · portfolio management

      financial networks · optimization · portfolio management · portfolio optimization

7600. Silkswap: An asymmetric automated market maker model for stablecoins

      Nicola Cantarutti, Alex Harker, Carter Woetzel · 2023 · intermediate · quantitative trading

      quantitative trading