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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 7951–8000; page 160 of 188.
Stylized Facts of High-Frequency Bitcoin Time Series
Yaoyue Tang, Karina Arias-Calluari, M. N. Najafi · 2024 · advanced · time series
statistics · stochastic processes · time series
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility
Teräsvirta, Timo, Zhao, Zhenfang · 2007 · intermediate · time series
garch · statistics · time series
Subadditivity re–examined: the case for value-at-risk
Danielsson, Jon, Jorgensen, Bjørn N., Mandira, Sarma · 2005 · intermediate · risk management
risk management
Subgame Perfect Nash Equilibria in Large Reinsurance Markets
Maria Andraos, Mario Ghossoub, Michael B. Zhu · 2025 · advanced · risk management
insurance
Subjective Life Horizon and Portfolio Choice
Spaenjers , Christophe, Spira, Sven Michael · 2013 · intermediate · portfolio management
portfolio management
Subjective Return Expectations, Perceptions, and Portfolio Choice
Hector Calvo-Pardo, Xisco Oliver, Luc Arrondel · 2022 · intermediate · portfolio management
equity markets
Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective
Marcin Rzeszutek, Jørgen Vitting Andersen, Adam Szyszka · 2024 · advanced · time series
behavioral finance
Subleading correction to the Asian options volatility in the Black-Scholes model
Dan Pirjol · 2024 · advanced · options
mathematical finance · option pricing · stochastic processes
Submodular financial markets with frictions
Alain Chateauneuf, Bernard Cornet · 2022 · advanced · derivatives
mathematical finance
Submodular risk measures
Ruodu Wang, Jingcheng Yu · 2026 · advanced · risk management
risk management
Subsidiary Financing: Risk Shifting as a Commitment Device
Gyöngyi Loranth, Alan D. Morrison, Jing Zeng · 2026 · advanced · other
corporate finance
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options
Jaehyuk Choi · 2018 · advanced · options
derivatives · numerical methods · option pricing
Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)
Yun Liao · 2024 · intermediate · statistics
banking · panel data
Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
Yun Liao, Ruihui Xu · 2023 · intermediate · risk management
banking
Super-exponential growth expectations and the global financial crisis
Leiss, Matthias, Nax, Heinrich H., Sornette, Didier · 2015 · advanced · options
derivatives · option pricing
Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
Tahir Choulli, Emmanuel Lepinette · 2024 · advanced · derivatives
stochastic processes
Super-Replication of the Best Pairs Trade in Hindsight
Alex Garivaltis · 2018 · advanced · quantitative trading
algorithmic trading · pairs trading · portfolio management
SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems
Pooja Gupta, Angshul Majumdar, Emilie Chouzenoux · 2021 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Superhedging under Proportional Transaction Costs in Continuous Time
Atiqah Almuzaini, Çağın Ararat, Jin Ma · 2025 · advanced · options
stochastic processes · transaction costs
Supervised Autoencoder MLP for Financial Time Series Forecasting
Bartosz Bieganowski, Robert Slepaczuk · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
Bartosz Bieganowski, Robert Ślepaczuk · 2024 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · machine learning · neural networks · time series
Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes
Ali Hirsa, Tugce Karatas, Amir Oskoui · 2019 · advanced · options
deep learning · derivatives · jump processes · machine learning · model calibration · neural networks
Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting
Tugce Karatas, Federico Klinkert, Ali Hirsa · 2021 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Supervised Similarity for Firm Linkages
Ryan Samson, Adrian Banner, Luca Candelori · 2025 · advanced · quantitative trading
financial machine learning · machine learning · momentum
Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
Joshua Rosaler, Luca Candelori, Vahagn Kirakosyan · 2025 · advanced · machine learning
financial machine learning · fixed income · machine learning
Supervised similarity learning for corporate bonds using Random Forest proximities
Jerinsh Jeyapaulraj, Dhruv Desai, Peter Chu · 2022 · intermediate · machine learning
financial machine learning · machine learning
Supply and demand and the term structure of interest rates
Greenwood, Robin, Hanson, Samuel, Vayanos, Dimitri · 2024 · intermediate · fixed income
fixed income · interest rates · term structure models
Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability
Asef Yılkı · 2026 · advanced · machine learning
asset pricing · financial machine learning · large language models · machine learning · natural language processing
Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data
Luisa Roa, Andrés Rodríguez-Rey, Alejandro Correa-Bahnsen · 2021 · intermediate · risk management
credit risk · machine learning · neural networks
Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics
Arthur Steve Tchoneteck, Tingjia Zhang, Frederi Viens · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing · stochastic processes · volatility surface
Surprise in short interest
Matthias Xaver Hanauer, Pavel Lesnevski, Esad Smajlbegovic · 2023 · intermediate · statistics
asset pricing · equity markets
Surprise! Higher Dividends = Higher Earnings Growth
Robert D. mname Arnott, Clifford S. Asness · 2003 · intermediate · time series
equity markets
Surrogate Monte Carlo
A. Christian Silva, Fernando F. Ferreira · 2021 · intermediate · time series
monte carlo simulation · time series
Surveying Generative AI's Economic Expectations
Leland Bybee · 2023 · intermediate · machine learning
large language models
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
Baquero, G., ter Horst, J.R., Verbeek, M.J.C.M. · 2002 · advanced · statistics
hedge funds
Survive another day: does uncertain financing affect the composition of investment?
Garicano, Luis, Steinwender, Claudia · 2013 · intermediate · other
causal identification · corporate finance · financial economics · panel data
Survive Another Day: Using Changes in the Composition of Investments to Measure the Cost of Credit Constraints
Luis Garicano, Claudia Steinwender · 2013 · advanced · other
causal identification · corporate finance · credit markets
Survivorship Bias in Emerging Market Small-Cap Indices: Evidence from India's NIFTY Smallcap 250
Harjot Singh Ranse · 2026 · intermediate · portfolio management
backtesting · equity markets
Sustainability and trust: financial inclusion in the Global South
Úbeda, Fernando, Mendez, Alvaro, Forcadell, Francisco Javier · 2023 · intermediate · risk management
banking · esg
Sustainability-linked finance: bridging nature disclosure gaps in Southeast Asia
Resendiz, Jose L., Ranger, Nicola, Sulaeman, Johan · 2025 · advanced · risk management
risk management
Sustainable and responsible management of central banks’ pension and own portfolios
Kyriakopoulou, Danae, Hyrske, Anna · 2022 · intermediate · portfolio management
esg · portfolio management · sustainable investing
Sustainable banking and trust in the global South
Ubeda, Fernando, Mendez, Alvaro, Forcadell, Francisco Javier · 2024 · intermediate · risk management
banking · causal identification · esg
Sustainable Commodities Investing
Michele L. Aghassi · 2025 · intermediate · portfolio management
commodities · esg · sustainable investing
Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?
Lara Spaans, Jeroen Derwall, Joop Huij · 2024 · intermediate · statistics
causal inference · esg · mutual funds · statistical inference · sustainable investing
Sustainable Investment: ESG Impacts on Large Portfolio
Ruike Wu, Yonghe Lu, Yanrong Yang · 2026 · advanced · portfolio management
esg · optimization · portfolio management · portfolio optimization · statistics · sustainable investing
Sustainable Systematic Credit
Peter Diep, Lukasz Pomorski, Scott A. Richardson · 2022 · intermediate · fixed income
credit markets · esg · fixed income · portfolio optimization · sustainable investing
Switching between states and the COVID-19 turbulence
Ilias Aarab · 2025 · advanced · time series
asset pricing · equity markets
Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow
Alejandro Rodriguez Dominguez · 2026 · advanced · quantitative trading
market microstructure · stochastic processes
Symmetric or Asymmetric Interest Rate Adjustments? Evidence from Greece, Bulgaria and Slovenia
Stelios Karagiannis, Yannis Panagopoulos, Prodromos Vlamis · 2010 · intermediate · fixed income
econometrics · hypothesis testing · interest rates
Symmetry classification and invariant solutions of the classical geometric mean reversion process
Jin Zhang, Dapeng Gao · 2025 · advanced · stochastic calculus
partial differential equations