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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7801–7850; page 157 of 188.

7801. Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85)

      Andrew W. Lo · advanced · statistics

      derivatives · hypothesis testing · mathematical finance · option pricing · statistical inference · statistics

7802. Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84)

      Andrew W. Lo · advanced · statistics

      asset pricing · derivatives · hypothesis testing · mathematical finance · option pricing · statistical inference

7803. Statistical theory of the continuous double auction

      Eric Smith, J. Doyne Farmer, Laszlo Gillemot · 2002 · advanced · quantitative trading

      market microstructure · probability · stochastic processes

7804. Statistical Validation of Contagion Centrality in Financial Networks

      Agathe Sadeghi, Zachary Feinstein · 2024 · advanced · risk management

      contagion · financial networks · statistical inference · statistics · systemic risk

7805. Statistically distinguishable rating scale

      Mikhail Pomazanov · 2025 · intermediate · risk management

      credit risk · hypothesis testing · statistical inference

7806. STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET

      Damien Challet, Rémy Chicheportiche, Mehdi Lallouache · 2018 · advanced · quantitative trading

      foreign exchange · statistical inference

7807. Statistics of Extremes for the Insurance Industry

      Hansjoerg Albrecher, Jan Beirlant · 2025 · intermediate · risk management

      extreme value theory · insurance · statistics · tail risk

7808. Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)

      Arkadiusz Lipiecki, Kaja Bilinska, Nicolaos Kourentzes · 2025 · intermediate · time series

      machine learning · neural networks · regression · time series

7809. Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets

      Arkadiusz Lipiecki, Nikolaos Kourentzes, Rafal Weron · 2026 · intermediate · time series

      time series

7810. Sticky Expectations and the Profitability Anomaly

      CFM · 2018 · advanced · statistics

      asset pricing · behavioral finance · financial economics

7811. Stiff Field Theory of Interest Rates and Psychological Future Time

      CFM · 2004 · advanced · fixed income

      interest rates · mathematical finance · stochastic processes · term structure models

7812. Still Not Cheap: Portfolio Protection in Calm Markets

      Roni Israelov · 2015 · intermediate · options

      derivatives · option pricing

7813. STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing

      Dominic Gribben, Carolina Allende, Alba Villarino · 2026 · advanced · options

      derivatives · numerical methods · option pricing

7814. Stochastic Approaches to Asset Price Analysis

      Michael Sekatchev, Zhengxiang Zhou · 2024 · advanced · time series

      statistical inference · stochastic processes

7815. Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach

      Kuo-Ping Chang · 2026 · advanced · options

      derivatives · option pricing

7816. Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies

      Xinman Cheng, Guanxing Fu, Xiaonyu Xia · 2026 · advanced · stochastic calculus

      mathematical finance · optimization · probability · stochastic calculus · stochastic differential equations · stochastic processes

7817. Stochastic Discount Factors with Cross-Asset Spillovers

      Doron Avramov, Xin He · 2026 · advanced · statistics

      asset pricing · optimization

7818. Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network

      Zeyun Hu, Yang Liu · 2025 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

7819. Stochastic Evolution of Distributions - Applications to CDS indices

      Guillaume Bernis, Nicolas Brunel, Antoine Kornprobst · 2017 · advanced · fixed income

      credit derivatives · credit risk · stochastic differential equations · stochastic processes

7820. Stochastic Expansion for the Pricing of Asian and Basket Options

      Fabien Le Floc'h · 2024 · advanced · options

      derivatives · mathematical finance · option pricing · stochastic calculus

7821. Stochastic factors can matter: improving robust growth under ergodicity

      Balint Binkert, David Itkin, Paul Mangers Bastian · 2025 · advanced · portfolio management

      optimization · pairs trading · partial differential equations · portfolio optimization · stochastic processes

7822. Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance

      Michael B. Giles, Christoph Reisinger · 2012 · advanced · stochastic calculus

      monte carlo simulation · numerical methods · partial differential equations · stochastic processes

7823. Stochastic Gradient Descent in the Optimal Control of Execution Costs

      Simeon Kolev · 2024 · intermediate · quantitative trading

      optimal execution · optimization

7824. Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance

      Kardaras, Constantinos · 2024 · advanced · stochastic calculus

      martingales · mathematical finance · stochastic calculus · stochastic processes

7825. Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models

      Mathias Beiglböck, Manuel Hasenbichler, Gudmund Pammer · 2026 · advanced · options

      martingales · model calibration · numerical methods · optimization · stochastic processes

7826. Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans

      Cairns, Andrew J. G., Blake, David, Dowd, Kevin · 2004 · advanced · portfolio management

      optimization · pensions · portfolio management · portfolio optimization · stochastic processes

7827. Stochastic Loss Reserving: Dependence and Estimation

      Andrew Fleck, Edward Furman, Yang Shen · 2024 · advanced · risk management

      insurance · statistical inference · statistics

7828. Stochastic Mortality Model with Fractional Lévy Dynamics

      Congxin He, Lilian Hu, Yue Kuen Kwok · 2026 · advanced · risk management

      numerical methods · stochastic processes

7829. Stochastic mortality, macroeconomic risks, and life insurer solvency

      Hanewald, Katja, Post, Thomas, Gründl, Helmut · 2011 · advanced · risk management

      insurance · stochastic processes

7830. Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management

      Hanyue Huang, Qiguo Sun, Xibei Yang · 2025 · advanced · options

      derivatives · optimization · portfolio optimization · risk management · stochastic calculus

7831. Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution

      Mingxin Guo, Zuo Quan Xu · 2024 · advanced · stochastic calculus

      optimization · partial differential equations · stochastic processes

7832. Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing

      Jinniao Qiu, Antony Ware, Yang Yang · 2024 · advanced · options

      deep learning · derivatives · model calibration · numerical methods · option pricing · stochastic differential equations

7833. Stochastic PDEs for large portfolios with general mean-reverting volatility processes

      Ben Hambly, Nikolaos Kolliopoulos · 2019 · advanced · risk management

      brownian motion · credit risk · partial differential equations · stochastic differential equations · stochastic processes

7834. Stochastic Perron's Method for the Probability of lifetime ruin problem under transaction costs

      Erhan Bayraktar, Yuchong Zhang · 2014 · advanced · stochastic calculus

      optimization · partial differential equations

7835. Stochastic Policy Gradient Methods in the Uncertain Volatility Model

      Lokman A Abbas-Turki, Jean-Fran{\c c}ois Chassagneux, Jean-Philippe Lemor · 2026 · advanced · options

      monte carlo simulation · neural networks · option pricing · reinforcement learning

7836. Stochastic portfolio theory with price impact

      David Itkin · 2025 · advanced · quantitative trading

      mathematical finance · portfolio management · stochastic processes

7837. Stochastic Portfolio Theory: A Machine Learning Perspective

      Yves-Laurent Kom Samo, Alexander Vervuurt · 2016 · advanced · portfolio management

      machine learning · portfolio management

7838. Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures

      Chen Hu, Kouxiao Zhang · 2025 · advanced · quantitative trading

      market microstructure · stochastic differential equations · stochastic processes

7839. Stochastic simulation framework for the Limit Order Book using liquidity motivated agents

      Efstathios Panayi, Gareth Peters · 2015 · advanced · quantitative trading

      market microstructure · model calibration · optimization · stochastic processes

7840. Stochastic skew in currency options☆

      Peter W. Carr, Liuren Wu · 2007 · advanced · options

      foreign exchange · option pricing · stochastic processes

7841. Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows

      Nicole El Karoui, Mohamed M'Rad · 2010 · advanced · stochastic calculus

      optimization · portfolio optimization · stochastic calculus · stochastic processes

7842. Stochastic Volatility

      Torben G. Andersen, Luca Benzoni · 2010 · advanced · time series

      option pricing · statistical inference · stochastic processes

7843. Stochastic Volatility in Mean Models with Heavy Tails: A Fast Approximate Bayesian Inference Using Hidden Markov Models

      Bruno E. Holtz, Carlos A. Abanto-Valle, Ricardo S. Ehlers · 2026 · advanced · time series

      bayesian statistics · statistics · stochastic processes · time series

7844. Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach

      Yuhao Liu, Pingping Jiang, Gongqiu Zhang · 2025 · advanced · options

      deep learning · model calibration · neural networks · option pricing · partial differential equations · stochastic processes

7845. Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting

      Anna Perekhodko, Robert Ślepaczuk · 2025 · advanced · time series

      deep learning · financial machine learning · machine learning · neural networks · stochastic processes · time series

7846. Stochastic volatility with leverage: fast likelihood inference

      Yasuhiro Omori, Siddhartha Chib, Neil Shephard · 2004 · advanced · time series

      bayesian statistics · monte carlo simulation · statistical inference

7847. Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation

      Nunik Srikandi Putri, Ajay Kumar Verma, Neo Paul Lesupi · 2026 · advanced · options

      interest rates · model calibration · option pricing · stochastic processes · volatility surface

7848. Stochastic volatility: likelihood inference and comparison with ARCH models

      Sangjoon Kim, Neil Shephard · 1994 · advanced · time series

      bayesian statistics · garch · monte carlo simulation · statistical inference · stochastic processes

7849. Stock and Bond Relationships in Asia

      Johansson, Anders C. · 2010 · advanced · time series

      equity markets · stochastic processes · time series

7850. Stock exchange price currents, financial information and market transparency: an introduction

      Joost Jonker, Angelo Riva · 2022 · intermediate · quantitative trading

      quantitative trading