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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7601–7650; page 153 of 188.
Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
GaÅ‚kiewicz, Dominika · 2014 · advanced · risk management
credit derivatives · derivatives · mutual funds
Similarity metrics for Different Market Scenarios in Abides
Diego Pino, Javier García, Fernando Fernández · 2021 · advanced · machine learning
financial machine learning · machine learning · reinforcement learning
SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation
Yuanzhe Li, Yue Wu, Muyao Zhong · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · model calibration · neural networks
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, C.M. · 2003 · intermediate · options
commodities · derivatives · garch · option pricing · stochastic processes
Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003)
Daniel B. Nelson, Krishna Ramaswamy · advanced · stochastic calculus
numerical methods · probability · stochastic processes
Simple Dynamic Stock/Bond/Gold Portfolios
Nikhil Devanathan, Alexandros E. Tzikas, Stephen P. Boyd · 2026 · advanced · portfolio management
backtesting · convex optimization · portfolio management · portfolio optimization · risk management
Simple moment-based tests for value-at-risk models and discrete distribution
Bontemps, Christian · 2014 · advanced · statistics
hypothesis testing · statistical inference
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
Xiaohong Chen, Oliver Linton, Stefan Schneeberger · 2016 · intermediate · quantitative trading
market microstructure · statistics
Simple Rules for Financial Stability
John B. Taylor · 2013 · intermediate · risk management
banking · economic policy · financial stability
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
Chen, Xiaohong, Fan, Yanqin, Patton, Andrew J. · 2004 · advanced · statistics
copulas · hypothesis testing · statistical inference · time series
Simplified stochastic calculus with applications in economics and finance
Černý, Aleš, Ruf, Johannes · 2020 · advanced · stochastic calculus
jump processes · stochastic calculus · stochastic processes
Simplifying Cyber Cat(astrophe)s with Cyber Kittens: Power Law Plausibility for Cyber Insurance Risks
Max Henderson, Anton Solomko, Henry Simmons · 2026 · intermediate · risk management
insurance · statistics
Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
Leo Ardon, Benjamin Patrick Evans, Deepeka Garg · 2024 · advanced · risk management
machine learning · mortgage markets · optimization · reinforcement learning
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate
Santa-Clara, Pedro · 1997 · advanced · statistics
numerical methods · statistical inference · stochastic processes
Simulated nonparametric estimation of continuous time models of asset prices and returns
Altissimo, Filippo, Mele, Antonio · 2004 · advanced · statistics
monte carlo simulation · statistical inference · stochastic processes
Simulated nonparametric estimation of dynamic models with applications to finance
Altissimo, Filippo, Mele, Antonio · 2005 · advanced · statistics
asset pricing · statistical inference
Simulating and analyzing a sparse order book: an application to intraday electricity markets
Philippe Bergault, Enzo Cognéville · 2024 · advanced · quantitative trading
liquidity · market microstructure · stochastic processes
Simulating and analyzing order book data: The queue-reactive model
Weibing Huang, Charles-Albert Lehalle, Mathieu Rosenbaum · 2013 · advanced · quantitative trading
high frequency trading · market microstructure · stochastic processes
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian
Eduardo Abi Jaber, Elie Attal · 2025 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic processes
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
Lars Fluri, A. Ege Yilmaz, Denis Bieri · 2024 · intermediate · quantitative trading
liquidity
Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging
William Goetzmann, Eduardas Valaitis · 2006 · intermediate · statistics
econometrics · real estate · statistical inference · time series
Simulating Stress Laws under Extremal Dependence: Characterizing What Generative Models Must Preserve
Mantu Gupta, Anand Deo · 2026 · advanced · risk management
extreme value theory · stress testing · tail risk
Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
Gonzalo Bohorquez, John Cartlidge · 2024 · intermediate · quantitative trading
quantitative trading
Simulation of square-root processes made simple: applications to the Heston model
Eduardo Abi Jaber · 2024 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
Simulation of stochastic volatility models via operator splitting schemes
Lilian Hu, Congxin He, Yue Kuen Kwok · 2026 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic processes
Simultaneous determination of market value and risk premium in the valuation of firms
Stefan Lutz · 2011 · intermediate · other
corporate finance · equity valuation
Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
Ivan Guo, Nicolas Langrené, Jiahao Wu · 2023 · advanced · options
machine learning · neural networks · numerical methods · option pricing
Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk
Chiheb Ben Hammouda, Truong Ngoc Nguyen · 2026 · advanced · risk management
monte carlo simulation · numerical methods · optimization · systemic risk
Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model
Chiheb Ben Hammouda, Abderrahmene Ben Romdhane, Michael Samet · 2026 · advanced · options
numerical methods · option pricing · rough volatility
Single-Asset Adaptive Leveraged Volatility Control
Nikhil Devanathan, Dylan Rueter, Stephen Boyd · 2026 · intermediate · portfolio management
portfolio management · risk management
Single-Index Quantile Factor Model with Observed Characteristics
Xu, R., Fan, Q. · 2025 · advanced · statistics
econometrics · statistics
Single-Period Portfolio Selection via Information Projection
Bo-Yu Yang, Michael Gastpar · 2026 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization
Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions
Artur Doshchyn · 2023 · advanced · statistics
asset pricing · financial economics · liquidity · liquidity risk
Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options
Chinonso Nwankwo, Weizhong Dai · 2022 · advanced · options
numerical methods · option pricing · partial differential equations
Sizing the bets in a focused portfolio
Vuko Vukcevic, Robert Keser · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · probability · risk management
Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options
Maciej Wysocki · 2025 · advanced · options
risk management · volatility trading
Skew and implied leverage effect: smile dynamics revisited
CFM · 2013 · advanced · options
options
Skewness and kurtosis implied by option prices: a second comment
Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan · 2002 · advanced · options
derivatives · option pricing
Skewness Dispersion and Stock Market Returns
Mykola Babiak, Jozef Barunik, Josef Kurka · 2026 · intermediate · statistics
asset pricing · equity markets
Skewness Expectations and Portfolio Choice
Tilman H. Drerup, Matthias Wibral, Christian Zimpelmann · 2022 · intermediate · portfolio management
behavioral finance
skfolio: Portfolio Optimization in Python
Carlo Nicolini, Matteo Manzi, Hugo Delatte · 2025 · intermediate · portfolio management
machine learning · optimization · portfolio optimization
Skill and Luck in Private Equity Performance
Korteweg, Arthur G., Sorensen, Morten · 2014 · intermediate · portfolio management
portfolio management
Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
Otar Sepper · 2026 · advanced · risk management
derivatives · liquidity · liquidity risk · market microstructure · risk management
Slow Decay of Impact in Equity Markets
X. Brokmann, E. Serie, J. Kockelkoren · 2015 · advanced · quantitative trading
equity markets
Slow Decay of Impact in Equity Markets: Insights From the ANcerno Database
Frédéric Bucci, Michael Benzaquen, Fabrizio Lillo · 2018 · intermediate · quantitative trading
equity markets · market microstructure
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
Kieran Wood, Stephen Roberts, Stefan Zohren · 2021 · advanced · quantitative trading
backtesting · deep learning · machine learning · momentum · neural networks · time series
Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production
Egbert Dierker, Hildegard Dierker, Birgit Grodal · 2001 · advanced · other
financial economics
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
Martin Friesen, Stefan Gerhold, Kristof Wiedermann · 2024 · advanced · stochastic calculus
rough volatility · stochastic processes
Small-time moderate deviations for the randomised Heston model
Antoine Jacquier, Fangwei Shi · 2018 · advanced · stochastic calculus
probability · stochastic processes
Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model
Martin Forde, Stefan Gerhold, Benjamin Smith · 2019 · advanced · options
option pricing · rough volatility · stochastic processes