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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 801–850; page 17 of 188.

801. An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers

     Theo Diamandis, Max Resnick, Tarun Chitra · 2023 · advanced · quantitative trading

     algorithms · convex optimization · optimization

802. An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps

     Keyuan Wu, Tenghan Zhong, Yuxuan Ouyang · 2025 · advanced · options

     derivatives · machine learning · model calibration · option pricing · rough volatility

803. An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book

     Jiahao Yang, Ran Fang, Ming Zhang · 2025 · intermediate · machine learning

     deep learning · high frequency trading · machine learning · neural networks

804. An Efficient Machine Learning Framework for Option Pricing via Fourier Transform

     Liying Zhang, Ying Gao · 2025 · advanced · options

     algorithms · derivatives · financial machine learning · machine learning · numerical methods · option pricing

805. An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio

     Florian Bourgey, Emmanuel Gobet, Ying Jiao · 2024 · advanced · risk management

     credit risk

806. An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model

     Edoardo Berton, Lorenzo Mercuri · 2021 · advanced · options

     copulas · derivatives · option pricing

807. An Emerging Market Financial Conditions Index: A VAR Approach

     Rémy Charleroy, Michael A. Stemmer · 2014 · advanced · time series

     econometrics · time series

808. An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings

     Erik Berwart, Massimo Guidolin, Andreas Milidonis · 2013 · intermediate · risk management

     risk management

809. An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules

     Giovanni Petrella, Andrea Resti · 2016 · intermediate · risk management

     fixed income · liquidity · liquidity risk

810. An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence

     Wessel Marquering, Marno Verbeek · 1998 · advanced · statistics

     asset pricing · financial economics · transaction costs

811. An Empirical Analysis of Scam Tokens on Ethereum Blockchain

     Vahidin Jeleskovic · 2024 · intermediate · statistics

     cryptocurrencies

812. An empirical analysis of the hedging effectiveness of currency futures

     de Jong, A., de Roon, F.A., Veld, C.H. · 1995 · intermediate · derivatives

     derivatives · foreign exchange · risk management

813. An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics

     Haochen Li, Yi Cao, Maria Polukarov · 2023 · advanced · time series

     market microstructure · volatility forecasting

814. An empirical approach to financial crisis indicators based on random matrices

     Raphaël Douady, Antoine Kornprobst · 2018 · advanced · risk management

     statistics

815. An Empirical Assessment of Characteristics and Optimal Portfolios

     Christopher G. Lamoureux, Huacheng Zhang · 2021 · advanced · portfolio management

     asset pricing · portfolio management · portfolio optimization

816. An Empirical Assessment of the Accounting Semi-Identity Problem's Pervasiveness and Severity

     F. Javier Sánchez-Vidal · 2025 · intermediate · statistics

     econometrics

817. An empirical behavioral model of price formation

     Szabolcs Mike, J. Doyne Farmer · 2005 · advanced · quantitative trading

     behavioral finance · financial economics · market microstructure · stochastic processes

818. An Empirical Comparison of Default Swap Pricing Models

     Patrick Houweling, Ton Vorst · 2002 · intermediate · fixed income

     credit derivatives · credit risk · fixed income

819. An Empirical Implementation of the Shadow Riskless Rate

     Davide Lauria, JiHo Park, Yuan Hu · 2024 · advanced · statistics

     asset pricing · linear algebra · numerical methods

820. An Empirical Investigation of the Forward Interest Rate Term Structure

     Jean‐Philippe Bouchaud, Andrew Matacz · 1999 · advanced · fixed income

     fixed income · interest rates · term structure models

821. An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities

     Kaihua Qin, Liyi Zhou, Pablo Gamito · 2021 · advanced · risk management

     decentralized finance

822. An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap

     Jan Arvid Berg, Robin Fritsch, Lioba Heimbach · 2022 · intermediate · quantitative trading

     decentralized finance · market efficiency · market making

823. An empirical study of market risk factors for Bitcoin

     Shubham Singh · 2024 · intermediate · statistics

     asset pricing

824. An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds

     Rajesh ADJ Jeyaprakash, Senthil Arasu Balasubramanian, Vijay Maddikera · 2025 · intermediate · portfolio management

     mutual funds

825. An Empirical Study on the Holiday Effect of China's Time-Honored Companies

     Xianyang Li, Jiayi Xu, Haoxuan Xu · 2023 · intermediate · statistics

     statistics

826. An End to Consensus? The Selective Impact of Corporate Law Reform on Financial Development

     Deakin, S., Sarkar, P., Singh, A. · 2011 · intermediate · other

     other

827. An End-To-End LLM Enhanced Trading System

     Ziyao Zhou, Ronitt Mehra · 2025 · intermediate · machine learning

     large language models · machine learning · natural language processing

828. An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting

     Chufeng Li, Jianyong Chen · 2024 · intermediate · time series

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

829. An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading

     Shuyang Wang, Diego Klabjan · 2023 · advanced · machine learning

     algorithmic trading · cryptocurrencies · deep learning · machine learning · reinforcement learning

830. An Entropic Factor Model for Robust Portfolio Replication

     Argimiro Arratia, Henryk Gzyl · 2026 · advanced · portfolio management

     factor investing · optimization

831. An Equilibrium Model for the Cross-Section of Liquidity Premia

     Johannes Muhle-Karbe, Xiaofei Shi, Chen Yang · 2020 · advanced · stochastic calculus

     asset pricing · liquidity · liquidity risk · stochastic differential equations · transaction costs

832. An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior

     Wing Fung Chong, Ying Hu, Gechun Liang · 2018 · advanced · risk management

     mathematical finance · stochastic differential equations

833. An ergodic theorem for multi-period mutual insurance

     John Armstrong · 2026 · advanced · risk management

     financial economics · insurance

834. An Evaluation of Deep Learning Models for Stock Market Trend Prediction

     Gonzalo Lopez Gil, Paul Duhamel-Sebline, Andrew McCarren · 2024 · intermediate · machine learning

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

835. An Expanded Local Variance Gamma model

     Peter Carr, Andrey Itkin · 2018 · advanced · options

     derivatives · mathematical finance · option pricing · stochastic processes

836. An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring

     Sandeep Neela · 2026 · intermediate · risk management

     market microstructure · statistics · time series

837. An explanation for the distribution characteristics of stock returns

     Bo Li · 2023 · intermediate · statistics

     statistics

838. An Explicit Scheme for Pathwise XVA Computations

     Lokman Abbas-Turki, Stéphane Crépey, Botao Li · 2024 · advanced · derivatives

     monte carlo simulation · neural networks · numerical methods · regression · stochastic differential equations

839. An Explicit Solution for the Problem of Optimal Investment with Random Endowment

     Michael Donisch, Christoph Knochenhauer · 2025 · advanced · portfolio management

     mathematical finance · optimization · portfolio optimization

840. An Explicit Solution to Black-Scholes Implied Volatility

     Wolfgang Schadner · 2026 · advanced · options

     option pricing · probability

841. An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables

     Garvit Arora, Shubhangi Tiwari, Ying Wu · 2024 · intermediate · risk management

     machine learning

842. An extendable, integrated, and dynamic approach to forecasting and stress-testing credit risk

     Marcel Muller, Arno Botha, Conrad Beyers · 2026 · advanced · risk management

     credit risk · monte carlo simulation · stress testing

843. An extended CIR process with stochastic discontinuities

     Claudio Fontana, Simone Pavarana, Thorsten Schmidt · 2025 · advanced · fixed income

     fixed income · interest rates · jump processes · stochastic processes

844. An extended macro-finance model with financial factors

     Hans DEWACHTER, Leonardo IANIA · 2009 · advanced · fixed income

     financial economics · liquidity

845. An extended Merton problem with relaxed benchmark tracking

     Lijun Bo, Yijie Huang, Xiang Yu · 2023 · advanced · portfolio management

     optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic differential equations

846. An Extension of Good-Deal Asset Price Bounds

     Longarela, Iñaki R. · 2001 · advanced · risk management

     asset pricing

847. An extremal fractional Gaussian with a possible application to option-pricing with skew and smile

     Alexander Jurisch · 2018 · advanced · options

     option pricing · stochastic processes

848. An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions

     Krishna Neupane, Igor Griva · 2025 · intermediate · machine learning

     machine learning

849. An Historical Perspective on the Quest for Financial Stability and the Monetary Policy Regime

     Michael D. Bordo · 2017 · intermediate · risk management

     financial stability

850. An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts

     Sotirios D. Nikolopoulos · 2025 · intermediate · risk management

     credit risk