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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8001–8050; page 161 of 188.
Synchronization in a market model with time delays
Ghassan Dibeh, Omar El Deeb · 2024 · advanced · time series
numerical methods
Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility
Julia Sun, Zheyu Jin, Jiawei Zhang · 2026 · advanced · options
neural networks · option pricing · volatility surface
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
Adil Rengim Cetingoz, Charles-Albert Lehalle · 2025 · advanced · machine learning
financial machine learning · machine learning · portfolio management
Synthetic Financial Data Generation for Enhanced Financial Modelling
Christophe D. Hounwanou, Yae Ulrich Gaba, Pierre Ntakirutimana · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Synthetic or real? The equilibrium effects of credit default swaps on bond markets
Oehmke, Martin, Zawadowski, Adam · 2015 · advanced · fixed income
credit derivatives · credit markets · fixed income
Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
Mohammed Perves · 2024 · intermediate · other
corporate finance · equity valuation · machine learning
Systematic comparison of deep generative models applied to multivariate financial time series
Howard Caulfield, James P. Gleeson · 2024 · advanced · machine learning
deep learning · machine learning · time series
Systematic Covariance Envelopes from Wasserstein Geometry: Evidence from Language-Model Representations
Marcus Gawronsky, Chun-Sung Huang · 2024 · advanced · statistics
asset pricing · natural language processing · statistics
Systematic equity-based credit risk: A CEV model with jump to default
Luciano Campi, Simon Polbennikov, Alessandro Sbuelz · 2009 · advanced · risk management
credit risk · jump processes · mathematical finance · stochastic differential equations
Systematic Review on Reinforcement Learning in the Field of Fintech
Nadeem Malibari, Iyad Katib, Rashid Mehmood · 2023 · intermediate · machine learning
reinforcement learning
Systematization of Knowledge: Synthetic Assets, Derivatives, and On-Chain Portfolio Management
Abrar Rahman, Victor Shi, Matthew Ding · 2022 · intermediate · derivatives
decentralized finance · derivatives
Systemic losses due to counterparty risk in a stylized banking system
Birch, Annika, Aste, Tomaso · 2014 · advanced · risk management
contagion · financial networks · financial stability · systemic risk
Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
Ana Isabel Castillo Pereda · 2026 · advanced · risk management
contagion · equity markets · financial networks · systemic risk
Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis
Ana I. C. Pereda · 2025 · advanced · risk management
contagion · equity markets · financial networks · monte carlo simulation · systemic risk
Systemic risk and the dynamics of temporary financial networks
Gong, Rui, Page, Frank · 2016 · advanced · risk management
financial networks · systemic risk
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
Shiyu Zhang, Zining Wang, Jin Zheng · 2026 · advanced · risk management
decentralized finance · financial networks · systemic risk
Systemic Risk in Financial Networks Revisited: Debt Dilution as a Backdoor Bail-in
Jason Roderick Donaldson, Giorgia Piacentino, Xiaobo Yu · 2026 · advanced · risk management
banking · financial networks · financial stability · liquidity risk · systemic risk
Systemic Risk in the European Insurance Sector
Giovanni Bonaccolto, Nicola Borri, Andrea Consiglio · 2025 · advanced · risk management
insurance · systemic risk
Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks
Qian Hui, Tiandong Wang · 2025 · advanced · risk management
extreme value theory · financial networks · risk management · systemic risk
Systemic Risk of Optioned Portfolios: Controllability and Optimization
Xiaochuan Pang, Shushang Zhu, Xueting Cui · 2022 · advanced · risk management
options hedging · portfolio management · portfolio optimization · risk management · systemic risk
Systemic Risk Radar: A Multi-Layer Graph Framework for Early Market Crash Warning
Sandeep Neela · 2025 · advanced · risk management
deep learning · financial networks · machine learning · systemic risk
Systemic Risk Surveillance
Timo Dimitriadis, Yannick Hoga · 2026 · advanced · risk management
hypothesis testing · statistical inference · systemic risk
Systemic Risk-Shifting in Financial Networks
Elliott, M., Georg, C-P., Hazell, J. · 2020 · advanced · risk management
contagion · financial networks · systemic risk
Systemic risk, interbank relations and liquidity provision by the Central Bank
Xavier Freixas, Bruno Parigi, Jean Charles Rochet · 1999 · advanced · risk management
banking · financial networks · liquidity · liquidity risk · systemic risk
Systemic values-at-risk and their sample-average approximations
Wissam AlAli, Çağın Ararat · 2024 · advanced · risk management
financial networks · systemic risk
t ‐statistics for weighted means in credit risk modeling
Lisa R. Goldberg, Alec N. Kercheval, Kiseop Lee · 2005 · intermediate · statistics
hypothesis testing · statistical inference · statistics
T ail -GAN: Learning to Simulate Tail Risk Scenarios
Rama Cont, Mihai Cucuringu, Renyuan Xu · 2025 · advanced · risk management
machine learning · risk management · tail risk
Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
Kishan Padayachy, Ronald Richman, Mario V. Wüthrich · 2026 · advanced · risk management
deep learning · insurance · machine learning · neural networks
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation
Ollie Olby, Rory Baggott, Namid Stillman · 2025 · advanced · machine learning
deep learning · machine learning · market microstructure · time series
TabReason: A Reinforcement Learning-Enhanced LLM for Accurate and Explainable Tabular Data Prediction
Tommy Xu, Zhitian Zhang, Xiangyu Sun · 2025 · advanced · machine learning
large language models · machine learning · reinforcement learning
Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
Joshua Le Grice · 2026 · advanced · machine learning
algorithmic trading · bayesian statistics · deep learning · machine learning
Tackling estimation risk in Kelly investing using options
Fabrizio Lillo, Piero Mazzarisi, Ioanna-Yvonni Tsaknaki · 2025 · intermediate · portfolio management
optimization · options hedging · portfolio management
Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk
Christian Kubitza · 2021 · advanced · risk management
systemic risk
Tactical Asset Allocation with Macroeconomic Regime Detection
Daniel Cunha Oliveira, Dylan Sandfelder, André Fujita · 2025 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization
Tactical Tilts and Foregone Diversification
AQR Capital Management · 2014 · intermediate · portfolio management
portfolio management
tail behavior of a threshold autoregressive stochastic volatility model
Aliou Diop, Dominique Guegan · 2005 · advanced · time series
statistics · stochastic processes · time series
Tail Option Pricing Under Power Laws
Nassim Nicholas Taleb, Brandon Yarckin, Chitpuneet Mann · 2019 · advanced · options
derivatives · option pricing · tail risk
Tail protection for long investors: convexity at work
CFM · 2016 · advanced · quantitative trading
portfolio management · trend following
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
Zong Ke, Yuchen Yin · 2024 · advanced · risk management
machine learning · optimization · risk management · tail risk
Tail Risk Analysis for Financial Time Series
Anna Kiriliouk, Chen Zhou · 2024 · advanced · risk management
extreme value theory · risk management · tail risk · time series
Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach
Andrea Teruzzi · 2023 · advanced · risk management
cryptocurrencies · extreme value theory · systemic risk · tail risk
Tail risk forecasting with semi-parametric regression models by incorporating overnight information
Cathy W. S. Chen, Takaaki Koike, Wei-Hsuan Shau · 2024 · advanced · risk management
regression · risk management · statistics
Tail Risk in Momentum Strategy Returns
Kent Daniel, Ravi Jagannathan, Soohun Kim · 2012 · advanced · quantitative trading
asset pricing · momentum · tail risk
Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns
Miquel Noguer I Alonso, Ali Al Fallouji · 2026 · advanced · risk management
jump processes · options hedging · risk management · tail risk · trend following
Tail Risk Premia and Return Predictability
Tim Bollerslev, Viktor Todorov, Lai Xu · 2014 · advanced · time series
asset pricing · tail risk
Tail-Aware Density Forecasting of Locally Explosive Time Series: A Neural Network Approach
Elena Dumitrescu, Julien Peignon, Arthur Thomas · 2026 · advanced · time series
machine learning · monte carlo simulation · neural networks · tail risk · time series
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
Jian'an Zhang · 2025 · advanced · options
financial engineering · optimization · reinforcement learning · risk management · tail risk
Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics
Jian'an Zhang · 2025 · advanced · quantitative trading
market microstructure · portfolio optimization · reinforcement learning · risk management · transaction costs
Taming large events: portfolio selection for strongly fluctuating assets
CFM · 1998 · advanced · portfolio management
portfolio management · portfolio optimization · risk management · tail risk
Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments
Bernardo Bortolotti, Veljko Fotak, Giacomo Loss · 2017 · intermediate · other
financial economics