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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7651–7700; page 154 of 188.
Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach
Jinho Cha, Long Pham, Thi Le Hoa Vo · 2025 · advanced · risk management
derivatives · optimization
Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
Pieter van Staden, Peter Forsyth, Yuying Li · 2024 · advanced · portfolio management
exchange traded funds · neural networks · optimization · portfolio management · portfolio optimization
Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
Wang Yi, Takashi Hasuike · 2026 · intermediate · portfolio management
financial machine learning · machine learning · optimization · portfolio optimization
SmartDCA superiority
Calvet, Emmanuel, Herranz-Celotti · 2023 · intermediate · quantitative trading
quantitative trading
SME Bank Financing, from a European Perspective
Karen van der Wiel, Andrei Dubovik, Fien van Solinge · 2019 · intermediate · risk management
banking · credit markets
Smile asymptotics for Bachelier implied volatility
Roberto Baviera, Michele Domenico Massaria · 2025 · advanced · options
mathematical finance · option pricing
Smile dynamics – a theory of the implied leverage effect: ERRATUM
Stefano Ciliberti · 2011 · advanced · options
option pricing
Smile dynamics: a theory of the implied leverage effect
Stefano Ciliberti, Jean-Philippe Bouchaud, Marc Potters · 2009 · advanced · options
volatility surface
Smile from the Past: A general option pricing framework with multiple volatility and leverage components
Adam Majewski, Giacomo Bormetti, Fulvio Corsi · 2014 · advanced · options
derivatives · mathematical finance · option pricing
Smile Modelling in Commodity Markets
Emanuele Nastasi, Andrea Pallavicini, Giulio Sartorelli · 2018 · advanced · options
commodities · model calibration · option pricing · stochastic processes
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact
Paulwin Graewe, Ulrich Horst, Eric Séré · 2018 · advanced · quantitative trading
optimal execution · optimization · partial differential equations · stochastic processes
Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint
Weidong Tian, Zimu Zhu · 2022 · advanced · portfolio management
mathematical finance · optimization
SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation
Dmitri Goloubentsev, Natalija Karpichina · 2026 · advanced · machine learning
deep learning · neural networks · optimization
Social capital, trust, and corporate performance: how CSR helped companies during the financial crisis (and why it can keep helping them)
Lins, Karl V., Servaes, Henri, Tamayo, Ane · 2019 · beginner · other
other
Social capital, trust, and firm performance: the value of corporate social responsibility during the financial crisis
Lins, Karl V., Servaes, Henri, Tamayo, Ane · 2017 · intermediate · other
financial economics
Social Connections and Group Banking
Dean S. Karlan · 2005 · intermediate · risk management
banking · causal identification
Social Media Emotions and IPO Returns
Domonkos F. Vamossy · 2023 · intermediate · statistics
behavioral finance
Social Media Emotions and Market Behavior
Domonkos F. Vamossy · 2024 · intermediate · machine learning
machine learning · natural language processing
Social Media, News Media and the Stock Market
Andre Veiga, Ansgar Walther · 2016 · intermediate · statistics
asset pricing · behavioral finance · equity markets
Social Security and the Equity Premium Puzzle
Olovsson, Conny · 2004 · intermediate · statistics
asset pricing · financial economics
Social welfare and price discovery in double auction markets
Teemu Pennanen · 2026 · advanced · quantitative trading
market efficiency
Social Welfare Issues of Financial Literacy
Satchell, S., Williams, O.J. · 2010 · intermediate · other
financial economics
Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms
Janusz Brzeszczynski, Binam Ghimire, Tooraj Jamasb · 2016 · intermediate · portfolio management
asset pricing · sustainable investing
Soft and hard information in equity crowdfunding: network effects in the digitalization of entrepreneurial finance
Estrin, Saul, Khavul, Susanna, Wright, Mike · 2022 · intermediate · other
other
SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
Nahid Rahman, Joseph Al-Chami, Jeremy Clark · 2025 · intermediate · quantitative trading
market microstructure
Solar Term Anomaly in China Stock Market: Evidence from Shanghai Index
Zhou Tianbao, Li Xinghao, Zhao Junguang · 2022 · beginner · statistics
regression
Solution of option pricing equations using orthogonal polynomial expansion
Falko Baustian, Kateřina Filipová, Jan Pospíšil · 2019 · advanced · options
mathematical finance · numerical methods · option pricing · partial differential equations
Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk
Hyong-Chol O, Tae-Song Kim, Tae-Song Choe · 2021 · advanced · options
credit risk · derivatives · option pricing · partial differential equations
Solution to the Equity Premium Puzzle
Atilla Aras · 2020 · advanced · other
financial economics
Solution to the Equity Premium Puzzle with Time-Varying Variables
Atilla Aras · 2025 · intermediate · statistics
asset pricing · financial economics
Solvability of the Gaussian Kyle model with imperfect information and risk aversion
Reda Chhaibi, Ibrahim Ekren, Eunjung Noh · 2025 · advanced · quantitative trading
market microstructure · measure theory · stochastic processes
Solving Asset Pricing Models with Habit Persistence
Collard, Fabrice, Fève, Patrick, Ghattassi, Imen · 2003 · advanced · other
asset pricing · mathematical finance
Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production
Albert Marcet · 1991 · advanced · stochastic calculus
asset pricing · numerical methods
Solving Optimal Execution Problems via In-Context Operator Networks
Tingwei Meng, Moritz Voß, Nils Detering · 2025 · advanced · quantitative trading
deep learning · machine learning · neural networks · optimal execution
Solving optimal stopping problems with Deep Q-Learning
John Ery, Loris Michel · 2021 · advanced · options
deep learning · derivatives · neural networks · option pricing · reinforcement learning
Solving Stochastic Saddlepoint Systems: A Qualitative Treatment With Economic Applications
Miller, Marcus, Weller, Paul · advanced · stochastic calculus
stochastic processes
Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
Emmanuel Gnabeyeu, Omar Karkar, Imad Idboufous · 2024 · advanced · options
deep learning · machine learning · model calibration · reinforcement learning · volatility surface
Some Applications of First-Passage Ideas to Finance
Rémy Chicheportiche, Jean‐Philippe Bouchaud · 2014 · advanced · stochastic calculus
optimization · probability · stochastic processes · transaction costs
Some asymptotics for short maturity Asian options
Humayra Shoshi, Indranil SenGupta · 2023 · advanced · options
option pricing
Some Computations for Optimal Execution with Monotone Strategies
Yan Dolinsky · 2024 · advanced · quantitative trading
liquidity · optimal execution · optimization
Some econometric results for the Blanchard-Watson bubble model
Søren Johansen, Theis Lange · 2011 · advanced · time series
econometrics · stochastic processes · time series
Some Economics of Banking Reform
John Vickers · 2012 · intermediate · risk management
banking · systemic risk
Some general results on risk budgeting portfolios
Claudia Fassino, Pierpaolo Uberti · 2026 · advanced · portfolio management
numerical methods · portfolio management
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sebastien, Ziemba, Bill · 2014 · intermediate · time series
equity markets · interest rates
Some known facts about financial data
Eric de Bodt, Joseph Rynkiewicz, Marie Cottrell · 2004 · intermediate · machine learning
neural networks
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold · 2003 · advanced · time series
jump processes · time series · volatility forecasting
Some PDE results in Heston model with applications
Edoardo Lombardo · 2025 · advanced · options
partial differential equations
Some pricing tools for the Variance Gamma model
Jean-Philippe Aguilar · 2019 · advanced · options
mathematical finance · option pricing
Some properties of Euler capital allocation
Lars Holden · 2024 · advanced · risk management
monte carlo simulation · risk management
Some recent developments in stochastic volatility modelling
Ole E. Barndorff-Nielsen, Elisa Nicolato, Neil Shephard · 2001 · advanced · stochastic calculus
mathematical finance · option pricing · stochastic processes