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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8351–8400; page 168 of 188.

8351. The fractional volatility model and rough volatility

      R. Vilela Mendes · 2022 · advanced · stochastic calculus

      option pricing · rough volatility · stochastic calculus · stochastic processes

8352. The fundamental representation of pricing adjustments

      Benedict Burnett, Ryan McCrickerd, Benjamin Piau · 2025 · advanced · derivatives

      derivatives · model risk · partial differential equations · stochastic calculus

8353. The Fundamental Structure of Risk: From Characteristics to Covariance

      Alexandre Alouadi, Charles-Albert Lehalle · 2026 · advanced · risk management

      statistics

8354. The Fundamental Theorem of Asset Pricing Under Transaction Costs

      Paolo Guasoni, Emmanuel Lépinette, Miklos Rasonyi · 2012 · advanced · stochastic calculus

      asset pricing · mathematical finance · stochastic processes · transaction costs

8355. The Fundamental Theorem of Asset Pricing, Formalized in Lean 4

      Raphael Coelho · 2026 · advanced · stochastic calculus

      asset pricing · martingales · mathematical finance · measure theory · probability · programming

8356. The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions

      Sergio Pulido · 2014 · advanced · stochastic calculus

      asset pricing · stochastic calculus · stochastic processes

8357. The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach

      Gu, R., Peng, C., Zhang, W. · 2021 · advanced · portfolio management

      portfolio management

8358. The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model

      Ben Boukai · 2021 · advanced · options

      derivatives · option pricing

8359. The Geography of Equity Listing and Financial Centre Competition in Mainland China and Hong Kong

      Karreman, B., van der Knaap, G.A. · 2010 · intermediate · other

      equity markets

8360. The Geometry of Constant Function Market Makers

      Guillermo Angeris, Tarun Chitra, Theo Diamandis · 2023 · advanced · quantitative trading

      quantitative trading

8361. The geometry of higher order modern portfolio theory

      Emil Horobet · 2025 · advanced · portfolio management

      portfolio optimization

8362. The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap

      Daniel Bloch · 2026 · advanced · risk management

      risk management

8363. The Gibbs Posterior and Parametric Portfolio Choice

      Christopher G. Lamoureux · 2026 · advanced · portfolio management

      bayesian statistics · portfolio management · portfolio optimization

8364. The Gini-Bayes Connection: The CAP Slope as Bayes' Theorem, with Applications to Weight of Evidence, Somers' $D$, and Calibration

      Denis Burakov · 2026 · intermediate · risk management

      credit risk · statistics

8365. The global network of liquidity lines

      Bahaj, Saleem, Fuchs, Marie, Reis, Ricardo · 2026 · advanced · risk management

      financial networks · foreign exchange · liquidity

8366. The Golden Rule of Investing

      Pim van. Auteur du texte Vliet, Harald Lohre · 2023 · intermediate · portfolio management

      portfolio management · risk management

8367. The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks

      Urbschat, Florian · 2018 · intermediate · risk management

      banking · financial economics · interest rates

8368. The growing importance of investment funds in capital flows

      Richard Schmidt, Pınar Yeşin · 2022 · intermediate · statistics

      statistics

8369. The GT-Score: A Robust Objective Function for Reducing Overfitting in Data-Driven Trading Strategies

      Alexander Sheppert · 2026 · advanced · machine learning

      financial machine learning · machine learning

8370. The Hedge Fund Game

      Peyton Young, Dean P Foster · 2008 · advanced · other

      financial economics · hedge funds

8371. The Heston stochastic volatility model has a boundary trace at zero volatility

      Bénédicte Alziary, Peter Takáč · 2023 · advanced · options

      partial differential equations

8372. The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options

      Daniel Guterding, Wolfram Boenkost · 2018 · advanced · options

      model calibration · numerical methods · option pricing

8373. The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time

      Thomas Houweling · 2025 · intermediate · quantitative trading

      probability · stochastic processes

8374. The High Frequency Effects of Dollar Swap Lines

      Rohan Kekre, Moritz Lenel · 2023 · advanced · other

      economic policy · foreign exchange · liquidity · liquidity risk

8375. The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements

      Christian Conrad, Michael J. Lamla · 2007 · advanced · time series

      econometrics · foreign exchange · garch · time series

8376. The Hull-White Model under Volatility Uncertainty

      Julian Hölzermann · 2018 · advanced · fixed income

      brownian motion · fixed income · interest rates · stochastic processes · term structure models

8377. The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models

      Natalia Roszyk, Robert Ślepaczuk · 2024 · advanced · time series

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

8378. The Hype Index: an NLP-driven Measure of Market News Attention

      Zheng Cao, Wanchaloem Wunkaew, Helyette Geman · 2025 · intermediate · machine learning

      equity markets · natural language processing

8379. The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China

      Xiaoqiang Cheng, Hans Degryse · 2006 · intermediate · statistics

      banking · financial economics

8380. The impact of big winners on passive and active equity investment strategies

      Maxime Markov, Vladimir Markov · 2022 · intermediate · portfolio management

      equity markets

8381. The Impact of Bitcoin ETF Approval on Bitcoin's Hedging Properties Against Traditional Assets

      Yihan Hong, Hengxiang Feng, Yinghan Wang · 2025 · intermediate · time series

      cryptocurrencies · equity markets · garch · time series

8382. The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market

      Carlo Rosa, Giovanni Verga · 2006 · intermediate · statistics

      market efficiency

8383. The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

      Chang, C-L., Hsu, H-K., McAleer, M.J. · 2013 · intermediate · time series

      econometrics · garch · time series

8384. The impact of class imbalance in logistic regression models for low-default portfolios in credit risk

      Willem D. Schutte, Charl Pretorius, Neill Smit · 2026 · intermediate · risk management

      credit risk · regression · statistics

8385. The Impact of Corporate QE on Liquidity: Evidence from the UK

      Boneva, L., Elliott, D., Kaminska, I. · 2019 · advanced · fixed income

      fixed income · liquidity

8386. The Impact of COVID-19 on Stock Market Volatility in Pakistan

      Ateeb Akhter Shah Syed, Kaneez Fatima · 2021 · intermediate · time series

      econometrics · time series

8387. The impact of COVID-19 on the stock market crash risk in China

      Zhifeng Liu, Toan Luu Duc Huynh, Peng-Fei Dai · 2020 · intermediate · time series

      garch

8388. The Impact of Credit Default Swap Trading on Loan Syndication

      Streitz, Daniel · 2015 · advanced · risk management

      banking · credit derivatives · credit risk · risk management

8389. The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach

      Cong Zhou · 2024 · intermediate · quantitative trading

      liquidity · market making · market microstructure

8390. The Impact of ECB Communication on Financial Market Expectations

      Michael J. Lamla, Sarah M. Rupprecht · 2006 · intermediate · fixed income

      financial economics · interest rates

8391. The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method

      Vahidin Jeleskovic, Yinan Wan · 2024 · intermediate · statistics

      statistics

8392. The impact of financial crises on the risk-return tradeoff and the leverage effect

      Bent Jesper Christensen, Morten Ørregaard Nielsen, Jie Zhu · 2012 · advanced · time series

      econometrics · garch · time series

8393. The Impact of Financial Development on the Relationship between Trade Credit, Bank Credit and Firm Characteristics. A Study on Firm-Level Data from Six MENA Countries

      Jézabel Couppey-Soubeyran, Jérôme Héricourt · 2013 · intermediate · risk management

      banking · financial economics

8394. The Impact of Fiscal Governance on Bond Markets: Evidence from Late Budgets and State Government Borrowing Costs

      Asger Lau Andersen, David Dreyer Lassen, Lasse Holbøll Westh Nielsen · 2010 · intermediate · fixed income

      fixed income

8395. The Impact of Hedge Funds on Asset Markets

      Mathias S. Kruttli, Andrew J. Patton, Tarun Ramadorai · 2015 · advanced · time series

      econometrics · hedge funds · liquidity · time series

8396. The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows

      Carl Chiarella, Giulia Iori, Josep Perello · 2007 · advanced · quantitative trading

      market microstructure

8397. The impact of Hong Kong's anti-ELAB movement on political related firms

      Ziqi Wang · 2023 · intermediate · statistics

      equity markets · financial economics

8398. The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds

      Yan Zhang, Yixiang Tian, Lin Chen · 2024 · intermediate · fixed income

      fixed income

8399. The Impact of Institutional Differences on Derivatives Usage

      Bodnar, G.M., de Jong, A., Macrae, V. · 2001 · intermediate · risk management

      derivatives · foreign exchange · risk management

8400. The Impact Of Interest Rates On Firms Financial Decisions

      Efendi, Rahmadani Srifitri, Septriza Berliana · 2023 · beginner · other

      corporate finance · interest rates