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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8701–8750; page 175 of 188.

8701. The Virtue of Sparsity in Complexity

      Nima Afsharhajari, Jonathan Yu-Meng Li · 2026 · advanced · statistics

      asset pricing · machine learning

8702. The VIX index under scrutiny of machine learning techniques and neural networks

      Ali Hirsa, Joerg Osterrieder, Branka Hadji Misheva · 2021 · advanced · options

      deep learning · machine learning · neural networks · option pricing

8703. The VIX-Derived Volatility Model: A VIX-first Joint SPX-VIX Framework

      Nicola F. Zaugg, Lech A. Grzelak · 2026 · advanced · options

      model calibration · option pricing · stochastic processes

8704. The Volatility Effect in China

      David C. Blitz, Matthias Xaver Hanauer, Pim van. Auteur du texte Vliet · 2021 · intermediate · portfolio management

      asset pricing · factor investing

8705. The Volatility Effect: Lower Risk Without Lower Return

      David C. Blitz, Pim van. Auteur du texte Vliet · 2007 · beginner · portfolio management

      asset pricing · equity markets

8706. The Volterra Stein-Stein model with stochastic interest rates

      Eduardo Abi Jaber, Donatien Hainaut, Edouard Motte · 2025 · advanced · options

      interest rates · mathematical finance · option pricing · stochastic processes

8707. The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges

      Qianqian Xie, Weiguang Han, Yanzhao Lai · 2023 · advanced · machine learning

      large language models · machine learning

8708. The Whys of the LOIS: Credit Skew and Funding Spread Volatility

      Stéphane Crépey, Raphaël Douady · 2014 · advanced · fixed income

      credit risk · interest rates · liquidity risk

8709. The Year-End Toll: Frictions Embedded in Option-Implied Rates

      Useong Shin · 2026 · advanced · options

      derivatives · interest rates · option pricing

8710. The yield curve: terms of endearment or terms of endowment?

      Chris Telmer, Stanley E. Zin · advanced · fixed income

      asset pricing · fixed income · term structure models

8711. Thematic Research: Emerging and Frontier Market Equities as Asset Class(es)

      Two Sigma · 2014 · intermediate · portfolio management

      equity markets

8712. Thematic Research: Forecasting Factor Returns

      Two Sigma · 2019 · intermediate · portfolio management

      commodities · credit markets · factor investing

8713. Thematic Research: Introducing the Two Sigma Factor Lens

      Two Sigma · 2018 · intermediate · portfolio management

      factor investing · portfolio management · risk management

8714. THEME: Enhancing Thematic Investing with Semantic Stock Representations and Temporal Dynamics

      Hoyoung Lee, Wonbin Ahn, Suhwan Park · 2025 · advanced · machine learning

      deep learning · financial machine learning · machine learning · natural language processing

8715. Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management

      Tan, A.C., McAleer, M.J. · 2017 · advanced · time series

      regression

8716. Theoretical and Empirical Validation of Heston Model

      Zheng Cao, Xinhao Lin · 2024 · advanced · options

      machine learning · model calibration · monte carlo simulation · optimization · option pricing · stochastic calculus

8717. Theoretical Economics and the Second-Order Economic Theory. What is it?

      Victor Olkhov · 2021 · advanced · time series

      time series

8718. Theoretical Relations Between Risk Premiums and Conditional Variances

      David K. Backus, Allan W. Gregory · 1992 · advanced · time series

      asset pricing

8719. Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction

      Liu Ziyin, Kentaro Minami, Kentaro Imajo · 2021 · advanced · machine learning

      deep learning · machine learning · portfolio management

8720. There is Something Special About Large Investors : Evidence From a Survey of Private Equity Limited Partners

      Da Rin, M., Phalippou, L. · 2014 · intermediate · portfolio management

      portfolio management

8721. They Chose to Not Tell You

      Bruce Knuteson · 2021 · intermediate · statistics

      equity markets

8722. Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model

      David R. Baños, Salvador Ortiz-Latorre, Oriol Zamora Font · 2023 · advanced · risk management

      insurance · partial differential equations · stochastic processes

8723. Thirty years of currency crises in Argentina: external shocks or domestic fragility?

      Kaminsky, Graciela, Mati, Amine, Choueiri, Nada · 2009 · intermediate · risk management

      financial economics

8724. Three Different Ways Synchronization Can Cause Contagion in Financial Markets

      Naji Massad, Jørgen Vitting Andersen · 2018 · advanced · risk management

      contagion

8725. Three Liquidity Crises in Retrospective: Implications for Central Banking Today

      Sauer, Stephan · 2007 · intermediate · risk management

      financial stability · liquidity · liquidity risk

8726. Three little arbitrage theorems

      Mauricio Contreras G., Roberto Ortiz H · 2021 · advanced · options

      mathematical finance · option pricing · partial differential equations

8727. Three Remarks On Asset Pricing

      Victor Olkhov · 2021 · advanced · other

      asset pricing · mathematical finance

8728. Three-Currency HJM for Brazilian Credit Markets

      Raphael Coelho · 2026 · advanced · fixed income

      credit risk · fixed income · interest rates · term structure models

8729. Three-level qualitative classification of financial risks under varying conditions through first passage times

      Carlos Bouthelier-Madre, Carlos Escudero · 2025 · advanced · risk management

      brownian motion · credit risk · probability · stochastic processes

8730. Thresholded ConvNet ensembles: neural networks for technical forecasting

      Sid Ghoshal, Stephen J. Roberts · 2020 · advanced · machine learning

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

8731. Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach

      Barbara Dömötör, Ferenc Illés · 2025 · advanced · risk management

      credit risk · model calibration

8732. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies

      Julio Carrillo, Enrique G. Mendoza, Victoria Nuguer · 2017 · advanced · risk management

      credit markets · economic policy · financial economics

8733. Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding

      Jaehyuk Choi, Jeonggyu Huh, Nan Su · 2023 · advanced · options

      numerical methods

8734. Tilted Nonparametric Estimation of Volatility Functions

      Peter C.B. Phillips, Ke-Li Xu · 2010 · advanced · statistics

      econometrics · regression · statistics

8735. Time consistent portfolio strategies for a general utility function

      Oumar Mbodji · 2026 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

8736. Time Deep Gradient Flow Method for pricing American options

      Jasper Rou · 2025 · advanced · options

      machine learning · neural networks · numerical methods · option pricing · partial differential equations

8737. Time evaluation of portfolio for asymmetrically informed traders

      Bernardo D'Auria, Carlos Escudero · 2024 · advanced · stochastic calculus

      portfolio optimization · stochastic calculus · stochastic processes

8738. Time Instability of the Fama-French Multifactor Models: An International Evidence

      Koichiro Moriya, Akihiko Noda · 2022 · advanced · statistics

      asset pricing · regression · statistical inference

8739. Time Preference and the 'Equity Premium Puzzle

      Benninga, Simon, Protopapadakis, Aris · 1989 · advanced · other

      asset pricing · financial economics

8740. Time reversal invariance in finance

      Gilles Zumbach · 2007 · advanced · time series

      foreign exchange · statistics · stochastic processes · time series

8741. Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction

      Chengyue Huang, Yahe Yang · 2024 · intermediate · risk management

      machine learning · time series

8742. Time Series Foundation Models for Multivariate Financial Time Series Forecasting

      Ben A. Marconi · 2025 · advanced · machine learning

      deep learning · financial machine learning · machine learning · time series · volatility forecasting

8743. Time series momentum

      Lasse Heje Pedersen, Tobias J. Moskowitz, Yao Hua Ooi · 2025

      Asset Pricing · Futures · Market Efficiency · Momentum · Time Series · Trading Strategies

8744. Time Series Momentum Trading Strategy and Autocorrelation Amplification

      K. J. Hong, S. Satchell · 2013 · intermediate · quantitative trading

      momentum · statistics · time series

8745. Time series of commodity futures prices

      Black, Jane, Tonks, Ian · 1999 · intermediate · time series

      commodities · derivatives

8746. Time-Causal VAE: Robust Financial Time Series Generator

      Beatrice Acciaio, Stephan Eckstein, Songyan Hou · 2024 · advanced · machine learning

      deep learning · machine learning · neural networks · time series

8747. Time-consistent catastrophe risk management under the path-dependent effects

      Liyuan Cui, Wenyuan Li · 2025 · advanced · risk management

      insurance · optimization · risk management · rough volatility · stochastic calculus · stochastic processes

8748. Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market

      Jiaqin Wei, Jianming Xia, Qian Zhao · 2024 · advanced · portfolio management

      optimization · portfolio management

8749. Time-consistent portfolio selection with monotone mean-variance preferences

      Yike Wang, Yusha Chen, Jingzhen Liu · 2025 · advanced · portfolio management

      mathematical finance · optimization · stochastic calculus · stochastic differential equations

8750. Time-dependent scaling patterns in high frequency financial data

      Nava, Noemi, Di Matteo, Tiziana, Aste, Tomaso · 2016 · advanced · time series

      time series