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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7701–7750; page 155 of 188.

  1. Some remarks on the effect of risk sharing and diversification for infinite mean risks

    Alfred Müller · 2024 · advanced · risk management

    risk management

  2. SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions

    Yizhen Xie, Mengyang Liu · 2026 · advanced · quantitative trading

    financial machine learning · large language models · machine learning · reinforcement learning

  3. Source Exclusion in Regime-Gated Forecasting: A Cross-Market Audit of Equity-Factor Predictability

    Chorok Lee · 2026 · advanced · time series

    statistical inference · time series

  4. Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)

    Sungwoo Kang · 2025 · intermediate · statistics

    market microstructure

  5. Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK

    Colin Mayer, Koen Schoors, Yishay Yafeh · 2001 · intermediate · other

    other

  6. Sovereign and corporate credit risk: Evidence from the Eurozone

    Mascia Bedendo, Paolo Colla · 2015 · intermediate · risk management

    credit markets · credit risk

  7. Sovereign bond spread drivers in EU market in the aftermath of the global financial crisis

    Angela Cheptea, Iuliana Matei · 2012 · intermediate · fixed income

    liquidity · panel data · regression

  8. Sovereign bond yield spreads: a time-varying coefficient approach

    Bernoth, Kerstin, Erdogan, Burcu · 2010 · advanced · fixed income

    econometrics · fixed income · time series

  9. Sovereign Bonds since Waterloo

    Meyer, Josefin, Reinhart, Carmen M., Trebesch, Christoph · 2019 · intermediate · fixed income

    fixed income · time series

  10. Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?

    Ammer, John, Cai, Fang · 2008 · advanced · fixed income

    credit derivatives · credit markets · credit risk · fixed income · liquidity · time series

  11. Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads

    Bustillo, Inés, Perrotti, Daniel, Velloso, Helvia · 2019 · intermediate · fixed income

    credit risk

  12. Sovereign Debt Default and Climate Risk

    Emilio Barucci, Daniele Marazzina, Aldo Nassigh · 2025 · advanced · fixed income

    credit risk

  13. Sovereign Default, Domestic Banks, and Financial Institutions

    Nicola Gennaioli, Alberto Martin, Stefano Rossi · 2012 · advanced · risk management

    banking · panel data

  14. Sovereign Risk and Bank Risk-Taking

    Ari, A. · 2016 · advanced · risk management

    banking

  15. Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction

    Jose E. Gomez-Gonzalez, Jorge M. Uribe, Oscar M. Valencia · 2023 · advanced · fixed income

    fixed income

  16. Sovereign risk premia in the European government bond market

    Bernoth, Kerstin, von Hagen, Jürgen, Schuknecht, Ludger · 2004 · intermediate · fixed income

    credit risk · fixed income · interest rates

  17. Sovereign Risk Premiums in the European Government Bond Market

    Bernoth, Kerstin, Hagen, Jürgen von, Schuknecht, Ludger · 2006 · intermediate · fixed income

    asset pricing · fixed income · interest rates

  18. Sovereign spreads in the Euro Area. Which prospects for a Eurobond?

    Carlo Favero, Alessandro Missale · 2011 · intermediate · fixed income

    contagion · credit risk

  19. Sovereign Wealth Funds and the COVID-19 shock: Economic and Financial Resilience in Resource-Rich Countries

    Bernardo Bortolotti, Veljko Fotak, Chloe Hogg · 2020 · intermediate · risk management

    risk management

  20. Spanning and Intersection: a stochastic dominance approach

    Post, G.T. · 2001 · intermediate · portfolio management

    portfolio management

  21. Spanning Multi-Asset Payoffs With ReLUs

    Sébastien Bossu, Stéphane Crépey, Hoang-Dung Nguyen · 2024 · advanced · options

    derivatives · mathematical finance

  22. Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach

    Francisco Peñaranda, Enrique Sentana · 2010 · advanced · statistics

    asset pricing · hypothesis testing · statistical inference · statistics

  23. Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series

    Zhaoxing Gao · 2024 · advanced · statistics

    statistics · time series

  24. Sparse Attention Combined with RAG Technology for Financial Data Analysis

    Zhaoyan Zhang, Kaixian Xu, Yu Qiao · 2025 · intermediate · machine learning

    large language models · natural language processing · time series

  25. Sparse Index Tracking via Topological Learning

    Anubha Goel, Puneet Pasricha, Juho Kanniainen · 2023 · advanced · portfolio management

    portfolio management · portfolio optimization

  26. Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio

    Eisuke Yamagata, Shunsuke Ono · 2023 · advanced · portfolio management

    numerical methods · optimization · portfolio management · portfolio optimization

  27. Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities

    Daniel Guterding · 2022 · advanced · options

    numerical methods · option pricing

  28. Sparse Portfolio Optimization for US Pension Fund Quantitative Trading

    Alan Wilson, Kaixian Xu, Yu Qiao · 2023 · advanced · portfolio management

    optimization · pensions · portfolio management · portfolio optimization

  29. Sparse Portfolio Selection via Topological Data Analysis based Clustering

    Anubha Goel, Damir Filipović, Puneet Pasricha · 2024 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  30. Sparse spanning portfolios and under-diversification with second-order stochastic dominance

    Stelios Arvanitis, Olivier Scaillet, Nikolas Topaloglou · 2024 · advanced · portfolio management

    optimization · portfolio optimization

  31. Spatial Asset Pricing: A First Step

    Francois Ortalo-Magne, Andrea Prat · 2010 · advanced · portfolio management

    asset pricing · financial economics · housing markets · real estate

  32. Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies

    Wee Ling Tan, Stephen Roberts, Stefan Zohren · 2023 · advanced · quantitative trading

    backtesting · deep learning · financial machine learning · machine learning · momentum · neural networks

  33. Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance

    David Reinhardt · 2026 · advanced · portfolio management

    optimization · statistics

  34. Specification Analysis of Reduced-Form Credit Risk Models

    Antje Berndt · advanced · risk management

    credit risk · hypothesis testing · statistical inference

  35. Specification Lasso and an Application in Financial Markets

    Dong, C., Li, S. · 2021 · advanced · statistics

    regression

  36. Spectral Dynamics and Regularization for High-Dimensional Copulas

    Koos B. Gubbels, Andre Lucas · 2026 · advanced · statistics

    copulas · statistics

  37. Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics

    Anders G Frøseth · 2026 · advanced · portfolio management

    linear algebra · machine learning · neural networks · portfolio management · portfolio optimization

  38. Spectral signatures of structural change in financial networks

    Valentina Macchiati, Emiliano Marchese, Piero Mazzarisi · 2024 · advanced · risk management

    financial networks · systemic risk

  39. Speculation, risk premia and expectations in the yield curve

    Francisco Barillas, Kristoffer Nimark · 2013 · advanced · fixed income

    asset pricing · fixed income · interest rates · term structure models

  40. Speculative and precautionary demand for liquidity in competitive banking markets

    Dietrich, Diemo, Gehrig, Thomas · 2021 · intermediate · risk management

    banking · financial economics · liquidity

  41. Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information

    Heinemann, Frank, Nagel, Rosemarie, Ockenfels, Peter · 2002 · intermediate · risk management

    risk management

  42. Speculative Attacks and Risk Management

    Pathak, Parag A., Tirole, Jean · 2006 · advanced · risk management

    financial economics · foreign exchange · risk management

  43. Speculative dynamics in the term structure of interest rates

    Kristoffer Nimark · 2012 · advanced · fixed income

    asset pricing · fixed income · interest rates · term structure models

  44. Speculative securities

    José M. Marín, Rohit Rahi · 1997 · advanced · derivatives

    financial economics

  45. Speculative Trading and Stock Market Volatility

    Jones, Johnathan D., Mulherin, J. Harold, Titman, Sheridan · 1990 · intermediate · time series

    equity markets · time series

  46. Sperner's lemma and competitive equilibrium with incomplete financial markets

    Thanh Le, Cuong Le Van, Ngoc-Sang Pham · 2024 · advanced · other

    financial economics

  47. Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach

    Amarendra Mohan, Ameer Tamoor Khan, Shuai Li · 2025 · advanced · portfolio management

    machine learning · neural networks · portfolio management · portfolio optimization

  48. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro

    C S Savva, D R Osborn, L Gill · 2005 · advanced · time series

    econometrics · equity markets · garch · time series

  49. Spline-DCS for Forecasting Trade Volume in High-Frequency Finance

    Ito, R. · 2016 · advanced · time series

    high frequency trading · time series

  50. Split-Session Cluster GARCH for Overnight and Intraday Returns: The Role of Tail Heterogeneity

    Xinxian Chen, Peter Reinhard Hansen, Chen Tong · 2026 · advanced · time series

    garch · statistics · tail risk · time series