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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7901–7950; page 159 of 188.

  1. StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction

    Shengkun Wang, Taoran Ji, Linhan Wang · 2024 · advanced · machine learning

    financial machine learning · large language models · time series

  2. Storage Options and Endogenous Commodity Prices in Continuous Time

    Nader Karimi, Erfan Salavati, Hojatollah Adibi · 2026 · advanced · stochastic calculus

    commodities · mathematical finance · numerical methods · partial differential equations

  3. Strapped for cash: the role of financial constraints for innovating firms

    Esther Ann Boler, Andreas Moxnes, Karen Helene Ulltveit-Moe · 2023 · advanced · other

    causal identification · corporate finance · credit markets · financial economics

  4. STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades

    Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj · 2025 · intermediate · machine learning

    exchange traded funds · machine learning

  5. Strassen's theorem for biased convex order

    Beatrice Acciaio, Mathias Beiglböck, Evgeny Kolosov · 2025 · advanced · stochastic calculus

    martingales · measure theory · probability · stochastic processes

  6. STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION

    R.P.P.M. Hoevenaars, Roderick D. J. Molenaar, Peter C. Schotman · 2013 · advanced · portfolio management

    bayesian statistics · econometrics · time series

  7. Strategic Asset Allocation with Illiquid Alternatives

    Eric Luxenberg, Stephen Boyd, Mykel Kochenderfer · 2022 · advanced · portfolio management

    convex optimization · liquidity risk · optimization · portfolio management · portfolio optimization · stochastic processes

  8. Strategic competition in informal risk sharing mechanism versus collective index insurance

    Lichen Wang, Shijia Hua, Yuyuan Liu · 2025 · intermediate · risk management

    insurance · risk management

  9. Strategic complementarity of information acquisition in a financial market with discrete demand shocks

    Christophe Chamley · 2007 · advanced · quantitative trading

    financial economics

  10. Strategic Index Reconstitution: Differential Games, Closed-Loop Equilibria and Mean-Field Dynamics

    Lukas-Benedikt Fiechtner, Jose Blanchet · 2026 · advanced · quantitative trading

    financial economics

  11. Strategic Informed Trading and the Value of Private Information

    Michail Anthropelos, Scott Robertson · 2024 · advanced · quantitative trading

    asset pricing · financial economics · market microstructure

  12. Strategic investment, industry concentration and the cross section of returns

    Bustamante, Maria Cecilia · 2011 · advanced · other

    asset pricing · corporate finance · real options

  13. Strategic Learning and Trading in Broker-Mediated Markets

    Alif Aqsha, Fayçal Drissi, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading

    financial economics · liquidity · market microstructure

  14. Strategic Liquidity Supply and Security Design

    Biais, Bruno, Mariotti, Thomas · 2004 · advanced · quantitative trading

    financial economics · liquidity · market microstructure

  15. Strategic news releases in equity vesting months

    Edmans, Alex, Goncalves-Pinto, Luis, Groen-Xu, Moqi · 2018 · intermediate · other

    other

  16. Strategic OTC market making with reputation feedback

    Alexander Barzykin · 2026 · advanced · quantitative trading

    market making · market microstructure · optimization · stochastic processes

  17. Strategic Risk Reduction: Self-Protection and Self-Insurance

    Wing Fung Chong · 2026 · advanced · risk management

    insurance · optimization · risk management · tail risk

  18. Stress Amplified Resilience: ESG and Joint Fragility in Equity Markets

    Minxuan Hu, Jiayu Yi, Ziheng Chen · 2026 · advanced · risk management

    equity markets · esg · liquidity risk · machine learning · tail risk

  19. Stress index strategy enhanced with financial news sentiment analysis for the equity markets

    Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana · 2024 · advanced · quantitative trading

    large language models · natural language processing

  20. Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets

    Manuela Geranio, Valter Lazzari · 2019 · intermediate · statistics

    equity markets

  21. Stress testing the resilience of financial networks

    Hamed Amini, Rama Cont, Andreea Minca · 2012 · advanced · risk management

    contagion · financial networks · stress testing

  22. Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange

    Yuki Sato, Kiyoshi Kanazawa · 2024 · advanced · quantitative trading

    market microstructure · statistics

  23. Strictly monotone mean-variance preferences with applications to portfolio selection

    Yike Wang, Yusha Chen, Jingzhen Liu · 2024 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization

  24. Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning

    An Chen, Giorgio Ferrari, Shihao Zhu · 2023 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization

  25. Strong denoising of financial time-series

    Matthias J. Feiler · 2024 · advanced · machine learning

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

  26. Strong existence and uniqueness of a calibrated local stochastic volatility model

    Scander Mustapha · 2024 · advanced · stochastic calculus

    mathematical finance · model calibration · option pricing · stochastic differential equations · stochastic processes

  27. Strong Solutions and Quantization-Based Numerical Schemes for a Class of Non-Markovian Volatility Models

    Martino Grasselli, Gilles Pagès · 2025 · advanced · stochastic calculus

    mathematical finance · numerical methods · stochastic differential equations · stochastic processes

  28. Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital

    Ian Berk, Massimo Guidolin, Monia Magnani · 2023 · intermediate · statistics

    asset pricing · equity markets · esg

  29. Structural Changes in Corporate Bond Underpricing

    Florian Nagler, Giorgio Ottonello · 2017 · advanced · fixed income

    fixed income

  30. Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach

    Kundan Mukhia, Imran Ansari, Md. Nurujjaman · 2026 · advanced · statistics

    equity markets · statistics

  31. Structural Estimation of Time-Varying Spillovers:an Application to International Credit Risk Transmission

    Lukas Boeckelmann, Arthur Stalla-Bourdillon · 2021 · advanced · time series

    credit risk · econometrics · garch · time series

  32. Structural importance and evolution: an application to financial transaction networks

    Seabrook, Isobel, Barucca, Paolo, Caccioli, Fabio · 2022 · advanced · risk management

    equity markets · financial networks · linear algebra

  33. Structural Limits of OHLCV-Based Intraday Momentum Signals in MNQ Futures: A Systematic Falsification Study

    Mathias Mesfin · 2026 · intermediate · quantitative trading

    backtesting · momentum · transaction costs

  34. Structural Modelling of Financial Constraints on Investment: Where Do We Stand?

    Jean-Bernard Chatelain · 2003 · intermediate · statistics

    econometrics

  35. Structural Optimism in Public Pension Plan Return Forecasts

    Two Sigma · 2017 · intermediate · portfolio management

    pensions

  36. Structural relationships between cryptocurrency prices and monetary policy indicators

    Jennifer Castle, Takamitsu Kurita · 2022 · intermediate · time series

    cryptocurrencies · econometrics · time series

  37. Structure and determinants of financial covenants in leveraged buyouts - evidence from an economy with strong creditor rights

    Achleitner, Ann-Kristin, Braun, Reiner, Tappeiner, Florian · 2009 · intermediate · other

    corporate finance

  38. Structure of Monetary Assets in Transition Economies: Financial Innovation and Structural Transformation

    Gérard Duchêne, Ramona Jimborean, Boris Najman · 2006 · intermediate · statistics

    banking · econometrics · financial economics · panel data

  39. Structure-Aware Variational State Preparation for Quantum Basket Option Pricing

    Dongwoo Kim, Zhenyu Cui, Daniel K. Park · 2026 · advanced · options

    derivatives · option pricing

  40. Structured climate financing: valuation of CDOs on inhomogeneous asset pools

    N. Packham · 2020 · advanced · risk management

    climate finance · copulas · credit risk · risk management

  41. Structured Dictionary Learning of Rating Migration Matrices for Credit Risk Modeling

    Michaël Allouche, Emmanuel Gobet, Clara Lage · 2024 · advanced · risk management

    credit risk · machine learning

  42. Structured Event Representation and Stock Return Predictability

    Gang Li, Dandan Qiao, Mingxuan Zheng · 2025 · advanced · machine learning

    deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks

  43. Structured factor copulas for modeling the systemic risk of European and United States banks

    Hoang Nguyen, Audronė Virbickaitė, M. Concepción Ausín · 2024 · advanced · risk management

    contagion · copulas · credit risk · systemic risk

  44. Structured portfolio analysis under SharpeOmega ratio

    Rania Hentati, Jean-Luc Prigent · 2012 · intermediate · portfolio management

    derivatives · optimization · portfolio optimization

  45. Style Investing in Fixed Income

    Diogo Palhares, Scott A. Richardson · 2018 · intermediate · portfolio management

    factor investing · fixed income

  46. Style Investing in Fixed Income Markets

    Scott A. Richardson · 2018 · intermediate · portfolio management

    factor investing · fixed income

  47. Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market

    Hamza Bodor, Laurent Carlier · 2024 · intermediate · quantitative trading

    market microstructure · statistics

  48. Stylized Facts and Their Microscopic Origins: Clustering, Persistence, and Stability in a 2D Ising Framework

    Hernán Ezequiel Benítez, Claudio Oscar Dorso · 2025 · advanced · time series

    time series

  49. Stylized facts in money markets: an empirical analysis of the eurozone data

    Victor Le Coz, Nolwenn Allaire, Michael Benzaquen · 2024 · advanced · risk management

    banking · financial networks · liquidity

  50. Stylized facts in Web3

    Wei-Ru Chen, A. Christian Silva, Shen-Ning Tung · 2024 · intermediate · statistics

    cryptocurrencies · decentralized finance · statistics · time series