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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7751–7800; page 156 of 188.

7751. Spontaneous symmetry breaking in Quantum Finance

      Ivan Arraut, Alan Au, Alan Ching-biu Tse · 2020 · advanced · options

      mathematical finance

7752. Spot Regressions with Candlesticks

      Yasin Simsek · 2025 · advanced · statistics

      regression · statistical inference

7753. Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors

      Ward, Felix · 2014 · intermediate · risk management

      banking · machine learning

7754. SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks

      Alessio Brini, Giacomo Toscano · 2024 · advanced · time series

      deep learning · machine learning · neural networks · time series · volatility forecasting

7755. Spouse-Protected Tontines: Household Decumulation via Neural-Network Optimization

      Duy-Minh Dang, Yukan Perumal · 2026 · advanced · risk management

      machine learning · neural networks · optimization · risk management · tail risk

7756. Spurious Default Probability Projections in Credit Risk Stress Testing Models

      Bernd Engelmann · 2024 · advanced · risk management

      credit risk · risk management · stress testing

7757. Spurious Predictability in Financial Machine Learning

      Sotirios D. Nikolopoulos · 2026 · advanced · statistics

      backtesting · financial machine learning · hypothesis testing · machine learning · statistical inference

7758. SPX-VIX Risk Computations Via Perturbed Optimal Transport

      Charlie Che, Hanxuan Lin, Yudong Yang · 2026 · advanced · options

      model calibration · optimization · risk management

7759. Square-Root Price Impact Is Necessary for Endogenous Manipulation Cycles in Learning-Agent Markets

      Yang Zhou, Jianwen Chen, Ruipeng Wei · 2026 · advanced · quantitative trading

      quantitative trading

7760. Squeezed Covariance Matrix Estimation: Analytic Eigenvalue Control

      Layla Abu Khalaf, William Smyth · 2025 · advanced · portfolio management

      linear algebra · portfolio optimization

7761. Stabilising Lifetime PD Models under Forecast Uncertainty

      Vahab Rostampour · 2025 · advanced · risk management

      credit risk · statistics · stochastic processes

7762. Stability and Dual Valuation of Contingent Claims under Rockafellian Perturbations

      Wolfgang Breytmann, Julio Deride, Nicolás Hernández · 2026 · advanced · derivatives

      convex optimization · mathematical finance · optimization

7763. Stability of Change-of-Numéraire Reweighting: An Exact Wasserstein Boundary

      Shaosai Huang · 2026 · advanced · stochastic calculus

      probability

7764. Stability of the Epstein-Zin problem

      Michael Monoyios, Oleksii Mostovyi · 2022 · advanced · stochastic calculus

      mathematical finance · optimization · stochastic processes

7765. Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies

      Zorobabel Bicaba, Daniel Kapp, Francesco Molteni · 2011 · advanced · risk management

      banking · economic policy · financial stability · statistics

7766. Stabilizing monetary systems: sterling's currency and credit markets from the 12th to the 21st C

      Anthony Hotson · 2012 · intermediate · risk management

      banking · credit markets

7767. Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation

      Shengwei You, Aditya Joshi, Andrey Kuehlkamp · 2026 · advanced · risk management

      decentralized finance · market risk · risk management · stress testing

7768. Stablecoins and the Emerging Hybrid Monetary Ecosystems

      Hongzhe Wen, Songbai Li, R. S. M. Lau · 2025 · intermediate · risk management

      econometrics

7769. Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers

      Pietro Saggese, Michael Sigmund, Burkhard Raunig · 2026 · intermediate · risk management

      cryptocurrencies · financial stability

7770. StableEval Arena: A Cost-Aware Agentic Benchmark for Stablecoin Price Stability Prediction

      Sean Wan, Dongping Liu, Luyao Zhang · 2026 · intermediate · machine learning

      large language models · machine learning · time series

7771. Stacked Generalization for Robust Prediction of Trust and Private Equity on Financial Performances

      Kaixian Xu, Yunxiang Gan, Alan Wilson · 2024 · intermediate · machine learning

      machine learning · neural networks · regression

7772. Stackelberg Equilibria in Monopoly Insurance Markets with Probability Weighting

      Maria Andraos, Mario Ghossoub, Bin Li · 2026 · advanced · risk management

      insurance · optimization · probability

7773. Standard and stressed value at risk forecasting using dynamic Bayesian networks

      Eden Gross, Ryan Kruger, Francois Toerien · 2025 · advanced · risk management

      backtesting · bayesian statistics · market risk · risk management · stress testing · time series

7774. Standard Benchmarks Fail -- Auditing LLM Agents in Finance Must Prioritize Risk

      Zichen Chen, Jiaao Chen, Jianda Chen · 2025 · advanced · machine learning

      large language models · risk management · stress testing

7775. Start-up Finance, Monitoring and Collusion

      Dessi, Roberta · 2004 · advanced · other

      financial economics

7776. State Aid and Competition in Banking: the Case of China in the Late Nineties

      Xiaoqiang Cheng, Patrick Van Cayseele · 2009 · intermediate · risk management

      banking · econometrics

7777. State spaces of multifactor approximations of nonnegative Volterra processes

      Eduardo Abi Jaber, Christian Bayer, Simon Breneis · 2024 · advanced · stochastic calculus

      stochastic differential equations · stochastic processes

7778. State-dependent Asset Allocation Using Neural Networks

      Reza Bradrania, Davood Pirayesh Neghab · 2022 · intermediate · portfolio management

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

7779. State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing

      Peilun He, Gareth W. Peters, Nino Kordzakhia · 2024 · advanced · fixed income

      fixed income · interest rates · regression · stress testing · term structure models

7780. Static marginal expected shortfall: Systemic risk measurement under dependence uncertainty

      Jinghui Chen, Edward Furman, X. Sheldon Lin · 2025 · advanced · risk management

      systemic risk

7781. Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets

      Jun Deng, Hua Zong, Yun Wang · 2022 · advanced · options

      decentralized finance · derivatives · liquidity · option pricing · options hedging

7782. Stationary Distributions of the Mode-switching Chiarella Model

      Jutta G. Kurth, Jean-Philippe Bouchaud · 2025 · advanced · stochastic calculus

      probability · stochastic processes

7783. Statistical analysis and modeling of the opening and closing auctions of financial markets

      Mohammed Salek · 2024 · advanced · quantitative trading

      equity markets · market microstructure · statistics

7784. Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE

      Katarzyna Maciejowska, Arkadiusz Lipiecki, Bartosz Uniejewski · 2025 · intermediate · time series

      statistics · time series

7785. Statistical applications of the 20/60/20 rule in risk management and portfolio optimization

      Kewin Pączek, Damian Jelito, Marcin Pitera · 2025 · advanced · statistics

      optimization · portfolio optimization · risk management · statistics · tail risk

7786. Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market

      Adam Korniejczuk, Robert Ślepaczuk · 2024 · advanced · quantitative trading

      algorithmic trading · machine learning · pairs trading · risk management · statistical arbitrage · transaction costs

7787. Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions

      Yoonsik Hong, Diego Klabjan · 2025 · advanced · quantitative trading

      financial machine learning · machine learning · statistical arbitrage

7788. Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques

      Marek Adamczyk, Michał Dąbrowski · 2025 · advanced · quantitative trading

      backtesting · deep learning · machine learning · neural networks · pairs trading · statistical arbitrage

7789. Statistical Arbitrage in Rank Space

      Y. -F. Li, G. Papanicolaou · 2024 · advanced · machine learning

      deep learning · machine learning · neural networks · statistical arbitrage

7790. Statistical Arbitrage in the U.S. Equities Market

      Marco Avellaneda, Jeong-Hyun Lee · 2008 · advanced · quantitative trading

      backtesting · statistical arbitrage

7791. Statistical arbitrage portfolio construction based on preference relations

      Fredi Šarić, Stjepan Begušić, Andro Merćep · 2023 · advanced · quantitative trading

      pairs trading · statistical arbitrage

7792. STATISTICAL INFERENCE FOR ROUGH VOLATILITY: CENTRAL LIMIT THEOREMS

      Carsten Chong, Marc Hoffmann, Yanghui Liu · 2022 · advanced · statistics

      rough volatility · statistical inference · statistics · stochastic processes

7793. Statistical inference for rough volatility: Minimax Theory

      Carsten Chong, Marc Hoffmann, Yanghui Liu · 2022 · advanced · statistics

      brownian motion · rough volatility · statistical inference · stochastic processes

7794. Statistical Inference for Score Decompositions

      Timo Dimitriadis, Marius Puke · 2026 · advanced · statistics

      hypothesis testing · statistical inference

7795. Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy

      Christian Bongiorno, Damien Challet · 2022 · advanced · statistics

      causal inference · hypothesis testing · statistical inference · time series

7796. Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?

      Post, G.T. · 2003 · advanced · statistics

      asset pricing · hypothesis testing · statistical inference

7797. Statistical Learning with Sublinear Regret of Propagator Models

      Eyal Neuman, Yufei Zhang · 2023 · advanced · quantitative trading

      algorithmic trading · optimization

7798. Statistical modeling of SOFR term structure

      Teemu Pennanen, Waleed Taoum · 2025 · advanced · fixed income

      derivatives · fixed income · interest rates · term structure models

7799. Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring

      Abdullah Karasan, Alper Hekimoğlu · 2026 · advanced · risk management

      credit risk · hypothesis testing · statistical inference

7800. Statistical properties of stock order books: empirical results and models

      J. -P. Bouchaud, M. Mezard, M. Potters · 2002 · advanced · quantitative trading

      market microstructure · statistics