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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8901–8950; page 179 of 188.
Turning alphas into betas: arbitrage and the cross-section of risk
Cho, Thummim · 2018 · advanced · statistics
asset pricing · equity markets · financial economics
Turnover liquidity and the transmission of monetary policy
Lagos, Ricardo, Zhang, Shengxing · 2020 · advanced · quantitative trading
asset pricing · equity markets · financial economics · liquidity · market microstructure
Turnover of investment portfolio via covariance matrix of returns
A. V. Kuliga, I. N. Shnurnikov · 2024 · intermediate · quantitative trading
algorithmic trading
Turnover-Adjusted Information Ratio
Feng Zhang, Xi Wang, Honggao Cao · 2021 · intermediate · portfolio management
portfolio management · transaction costs
Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
C. Sarai R. Avila · 2024 · intermediate · time series
natural language processing · time series
Twitter Permeability to financial events: an experiment towards a model for sensing irregularities
Ana Fernández Vilas, Rebeca P. Díaz Redondo, Keeley Crockett · 2023 · intermediate · machine learning
machine learning
Two centuries of trend following
Yves Lempérière, Cyril Deremble, Philip Seager · 2014 · intermediate · quantitative trading
statistical inference · time series · trend following
Two Models of Event Finality: Functional Alignment, Contestability, and Empirical Comparability on Polymarket and Kalshi
Maksym Nechepurenko · 2026 · advanced · other
other
Two Sides of Schur Damping: High-Dimensional Pseudo-Likelihoods and Portfolio Allocation
Peter Cotton · 2026 · advanced · portfolio management
portfolio optimization · statistical inference · statistics
Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship
Qiyue Zhang, Jingtao Shi · 2025 · advanced · portfolio management
jump processes · mathematical finance · optimization · portfolio optimization · stochastic processes
Two-dimensional forward and backward transition rates
Theis Bathke, Marcus Christiansen · 2022 · advanced · risk management
insurance
Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation
Osamu Tsuchiya · 2026 · advanced · fixed income
interest rates · monte carlo simulation · term structure models
Two-fund separation under hyperbolically distributed returns and concave utility functions
Nuerxiati Abudurexiti, Erhan Bayraktar, Takaki Hayashi · 2024 · advanced · portfolio management
optimization · portfolio optimization
Two-Regime Risk Measures under Convex Loss
Mihaela-Adriana Nistor, Ionel Popescu · 2026 · advanced · risk management
convex optimization · optimization · statistics
Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Can, S.U., Einmahl, John, Laeven, Roger · 2021 · advanced · statistics
copulas · hypothesis testing · statistical inference
Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques
Tugce Karatas, Ali Hirsa · 2021 · intermediate · portfolio management
deep learning · exchange traded funds · machine learning · neural networks · portfolio management
U.S. Corporate DB Pension Plans — Today’s Challenges
Martin Leibowitz · 2016 · intermediate · portfolio management
fixed income · interest rates · pensions · risk management
U.S. Equity Derivatives Strategy Impact of Retail Options Trading
Arnab Sen, Barclays Equity Research, Brian Pu · 2020
Barclays · Derivatives · Equity Research · Large-Cap Tech · Options Trading · Retail Investors
UDROP: A Small Contribution to the International Financial Architecture
W.H. Buiter, A Sibert · 1999 · advanced · risk management
risk management
Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective
Jiawei Du, Yi Hong · 2025 · intermediate · fixed income
fixed income · interest rates · time series
Ultra-short-term volatility surfaces
Federico M. Bandi, Nicola Fusari, Guido Gazzani · 2026 · advanced · options
jump processes · option pricing · volatility surface
Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective
Luca Henrichs, Anton J. Heckens, Thomas Guhr · 2025 · advanced · quantitative trading
algorithmic trading · high frequency trading · liquidity
Unbalanced financial globalization
Capelle, Damien, Pellegrino, Bruno · 2025 · advanced · statistics
financial economics
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff
Elyès Jouini, Clotilde Napp · 2010 · advanced · stochastic calculus
asset pricing · behavioral finance · financial economics
Unbiased Monte Carlo Greeks for Discontinuous Payoffs
Evgeny Lakshtanov · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods · option greeks
Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
Tomoyuki Ichiba, Qijin Shi · 2025 · advanced · stochastic calculus
mathematical finance
Unbiased simulation of Asian options
Bruno Bouchard, Xiaolu Tan · 2025 · advanced · options
monte carlo simulation · numerical methods · stochastic calculus · stochastic differential equations
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
Chiara Amorino, Arnaud Gloter · 2020 · advanced · stochastic calculus
jump processes · statistical inference · statistics · stochastic differential equations · stochastic processes
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Mnacho Echenim, Emmanuel Gobet, Anne-Claire Maurice · 2022 · advanced · options
cryptocurrencies · model calibration · option pricing
Uncertain Climate Policy and the Role of the Financial Stress Transmission Channel
Massimo Guidolin, Serena Ionta · 2026 · intermediate · time series
bayesian statistics · equity markets · time series
Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility
Massimo Guidolin, Serena Ionta · 2026 · advanced · risk management
bayesian statistics · causal identification · time series
Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
Aman Saggu, Lennart Ante, Kaja Kopiec · 2024 · intermediate · statistics
cryptocurrencies
Uncertainty and financial market resilience: Evidence from China
Si-Yao Wei, Kun-Liang Jiang, Wei-Xing Zhou · 2024 · intermediate · risk management
risk management
Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia
Vedolin, Andrea · 2012 · advanced · options
asset pricing · financial economics
Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure
Dominique Guegan, Bertrand K. Hassani, Kehan Li · 2016 · intermediate · risk management
risk management
Uncertainty in the financial market and application to forecastabnormal financial fluctuations
Shige Peng, Shuzhen Yang, Wenqing Zhang · 2024 · advanced · risk management
risk management
Uncertainty Quantification in Portfolio Temperature Alignment
Hendrik Weichel, Aleksandr Zinovev, Heikki Haario · 2024 · advanced · risk management
bayesian statistics · climate finance · monte carlo simulation
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
Yan Liu, Ye Luo, Zigan Wang · 2026 · advanced · portfolio management
asset pricing · machine learning
Uncertainty-Aware Deep Hedging
Manan Poddar · 2026 · advanced · options
deep learning · machine learning · neural networks · options hedging · risk management
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
Hans Buehler, Blanka Horvath, Yannick Limmer · 2025 · advanced · risk management
model risk · optimization · risk management
Uncertainty, volatility and the persistence norms of financial time series
Simon Rudkin, Wanling Qiu, Pawel Dlotko · 2021 · advanced · time series
regression · time series
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing
Lloyd, S. P. · 2017 · advanced · fixed income
economic policy · financial economics · interest rates
Uncovering Market Disorder and Liquidity Trends Detection
Etienne Chevalier, Yadh Hafsi, Vathana Ly Vath · 2023 · advanced · quantitative trading
jump processes · liquidity risk
Uncovering Representation Bias for Investment Decisions in Open-Source Large Language Models
Fabrizio Dimino, Krati Saxena, Bhaskarjit Sarmah · 2025 · intermediate · machine learning
large language models
Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
Han-Yu Zhu, Peng-Fei Dai, Wei-Xing Zhou · 2024 · advanced · risk management
econometrics · time series
Understanding a Tax-Aware Defensive Equity Long-Short Strategy
Steven Liu · 2020 · intermediate · portfolio management
portfolio management
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
Avirup Chakraborty · 2025 · intermediate · time series
garch · market efficiency · time series
Understanding Defensive Equity
Andrea Frazzini, Jacques A. Friedman, Hoon Kim · 2012 · intermediate · portfolio management
backtesting
Understanding Exchange Rates Dynamics
Peter Martey Addo, Monica Billio, Dominique Guegan · 2013 · intermediate · time series
foreign exchange · time series
Understanding Inflation-Indexed Bond Markets
John Y. Campbell, Robert J. Shiller, Luis M. Viceira · 2009 · intermediate · fixed income
financial economics · fixed income · interest rates