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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 851–900; page 18 of 188.

851. An Impact Analysis of Microfinance in Bosnia and Herzegovina

     Valentina Hartarska, Denis Nadolnyak · 2007 · intermediate · portfolio management

     portfolio management

852. An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges

     Yu Zhang, Tao Yan, Jianhong Lin · 2024 · intermediate · quantitative trading

     algorithms

853. An Improved Estimator For Black-Scholes-Merton Implied Volatility

     Hallerbach, W.G.P.M. · 2004 · intermediate · options

     derivatives · option pricing

854. An Impulse Control Approach to Market Making in a Hawkes LOB Market

     Konark Jain, Nick Firoozye, Jonathan Kochems · 2025 · advanced · quantitative trading

     market making · market microstructure · optimization · stochastic processes

855. An Infinite-Dimensional Insider Trading Game

     Christian Keller, Michael C. Tseng · 2026 · advanced · quantitative trading

     financial economics · mathematical finance

856. An information based one-factor asset pricing model

     Ghosh, Anisha, Julliard, Christian, Taylor, Alex · 2016 · advanced · statistics

     asset pricing

857. An Information-Geometric Framework for Bayesian Credit Risk Monitoring

     Lorenzo Quirini · 2026 · advanced · risk management

     bayesian statistics · credit risk · statistical inference · statistics

858. An information-theoretic asset pricing model

     Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P · 2025 · advanced · statistics

     asset pricing

859. An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default

     Sariev, Eduard, Germano, Guido · 2018 · advanced · risk management

     credit risk · machine learning

860. An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans

     Minh-Quan Nguyen, Nhat-Tan Le, Khuong Nguyen-An · 2024 · intermediate · derivatives

     mathematical finance · partial differential equations

861. An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences

     Zongxia Liang, Sheng Wang, Jianming Xia · 2024 · advanced · portfolio management

     mathematical finance · portfolio optimization

862. An Integrated Approach to Hedging and Pricing Eurodollar Derivatives

     Robert Jarrow, Stuart Turnbull · 1996 · advanced · fixed income

     derivatives · fixed income · interest rates

863. An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models

     Sören Bettels, Stefan Weber · 2024 · advanced · risk management

     machine learning · monte carlo simulation · numerical methods

864. An Interpretable Deep Learning Model for General Insurance Pricing

     Patrick J. Laub, Tu Pho, Bernard Wong · 2025 · advanced · risk management

     deep learning · insurance · machine learning · neural networks

865. An Intertemporal CAPM with stochastic volatility

     Campbell, John Y., Giglio, Stefano, Polk, Christopher · 2018 · advanced · portfolio management

     asset pricing

866. An introduction to statistical finance

     Jean‐Philippe Bouchaud · 2002 · intermediate · statistics

     statistics · time series

867. An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability

     Seok Young Hong, Oliver Linton, Hui Jun Zhang · 2015 · advanced · statistics

     econometrics · hypothesis testing · market efficiency · statistical inference · statistics · time series

868. An Investigation of Underwriting Fees for Asset-Backed Securities

     David Puskar, Aron A. Gottesman · 2012 · intermediate · fixed income

     fixed income

869. An investor-led framework of pilot indicators to assess banks on the transition to net zero

     Hastreiter, Nikolaus, Dietz, Simon, Bienkowska, Beata · 2022 · intermediate · risk management

     banking

870. An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns

     Tom Engsted, Stig V. Møller · 2008 · advanced · statistics

     asset pricing · econometrics · hypothesis testing · statistical inference

871. An Offline Learning Approach to Propagator Models

     Eyal Neuman, Wolfgang Stockinger, Yufei Zhang · 2023 · advanced · quantitative trading

     financial machine learning · machine learning · market microstructure · optimal execution

872. An Old Friend: The Stock Market's Shiller P/E

     Cliff Asness · 2012 · beginner · time series

     equity markets · equity valuation

873. An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems

     Amine Ben Amar · 2018 · intermediate · time series

     financial economics · interest rates · time series

874. An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics

     Ana Isabel Castillo Pereda · 2026 · intermediate · risk management

     contagion · financial networks · systemic risk

875. An operator-level ARCH Model

     Alexander Aue, Sebastian Kühnert, Gregory Rice · 2026 · advanced · time series

     statistical inference · statistics · stochastic processes · time series

876. An Optimal Transport approach to arbitrage correction: application to Volatility Stress-Tests

     Marius Chevallier, Stefano De Marco, Pierre-Emmanuel Lévy-dit-Vehel · 2025 · advanced · options

     derivatives · optimization · stress testing · volatility surface

877. An optimal transport foundation for a class of dynamically consistent risk measures

     Sven Fuhrmann, Michael Kupper, Max Nendel · 2026 · advanced · risk management

     stochastic processes

878. An overall perspective on banking regulation

     Xavier Freixas · 2003 · intermediate · risk management

     banking · financial stability

879. An SFP--FCC Method for Pricing and Hedging Early-exercise Options under Lévy Processes

     Tat Lung, Chan · 2019 · advanced · options

     derivatives · numerical methods · option pricing · options hedging

880. An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing

     Sina Kazemian, Ghazal Farhani, Amirhessam Yazdi · 2025 · advanced · options

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

881. Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond

     Sourojyoti Barick, Sudip Ratan Chandra · 2025 · advanced · stochastic calculus

     jump processes · monte carlo simulation · stochastic processes

882. Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches

     Xuefan, Pan · 2023 · intermediate · machine learning

     natural language processing

883. Analysis of bank leverage via dynamical systems and deep neural networks

     Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano · 2023 · advanced · risk management

     banking · deep learning · neural networks · time series

884. Analysis of Contagion in China's Stock Market: A Hawkes Process Perspective

     Junwei Yang · 2025 · advanced · time series

     contagion · stochastic processes · time series

885. Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance

     Kirill Kolmykov · 2023 · intermediate · other

     decentralized finance

886. Analysis of frequent trading effects of various machine learning models

     Jiahao Chen, Xiaofei Li · 2023 · intermediate · quantitative trading

     algorithmic trading · algorithms · high frequency trading · machine learning · neural networks

887. Analysis of market efficiency in main stock markets: using Karman-Filter as an approach

     Beier Liu, Haiyun Zhu · 2024 · intermediate · quantitative trading

     market efficiency

888. Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios

     Chudik, A., Pesaran, M. H., Smith, R. P. · 2025 · advanced · statistics

     econometrics · panel data

889. Analysis of Optimal Portfolio Management Using Hierarchical Clustering

     Kapil Panda · 2023 · intermediate · portfolio management

     machine learning · portfolio management · portfolio optimization

890. Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market

     Tetsuya Takaishi, Ting Ting Chen, Zeyu Zheng · 2013 · intermediate · time series

     statistics · time series

891. Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation

     Shuto Endo, Takanobu Mizuta, Isao Yagi · 2025 · intermediate · quantitative trading

     algorithmic trading

892. Analysis of the Impact of the Union Budget Announcements on the Indian Stock Market: A Fractal Perspective

     Mridul Patel, Geetika Verma, Andrew Eberhard · 2025 · intermediate · statistics

     statistics

893. Analysis of the optimal exercise boundary of American put options with delivery lags

     Gechun Liang, Zhou Yang · 2018 · advanced · options

     derivatives · option pricing

894. Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective

     Javier Gómez Morales · 2026 · intermediate · statistics

     linear algebra · statistics · time series

895. Analysis of the RMM-01 Market Maker

     Waylon Jepsen, Colin Roberts · 2023 · advanced · quantitative trading

     market making · option pricing

896. Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation

     Zhenyu Cui, Anne MacKay, Marie-Claude Vachon · 2022 · advanced · derivatives

     stochastic processes

897. Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach

     Hyong Chol O, Tae Song Kim · 2020 · advanced · fixed income

     credit risk · fixed income

898. Analyst Reports and Stock Performance: Evidence from the Chinese Market

     Rui Liu, Jiayou Liang, Haolong Chen · 2024 · intermediate · machine learning

     deep learning · machine learning · natural language processing · neural networks

899. Analytic approximation for Bachelier option prices and applications

     Elisa Alòs, Òscar Burés · 2026 · advanced · options

     option pricing · stochastic calculus

900. Analytic Approximation of Finite‐Maturity Timer Option Prices

     Minqiang Li, Fabio Mercurio · 2014 · advanced · options

     derivatives · option pricing · stochastic processes