smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8951–9000; page 180 of 188.

  1. Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model

    Kang Gao, Perukrishnen Vytelingum, Stephen Weston · 2022 · advanced · machine learning

    machine learning · time series

  2. Understanding Managed Futures

    Brian K. Hurst, Yao Hua Ooi · 2010 · beginner · quantitative trading

    quantitative trading

  3. Understanding mechanisms underlying peer effects: evidence from a field experiment on financial decisions

    Bursztyn, Leonardo, Ederer, Florian, Ferman, Bruno · 2014 · advanced · statistics

    causal inference · financial economics

  4. Understanding portfolio efficiency with conditioning information

    Francisco Peñaranda · 2011 · advanced · portfolio management

    asset pricing · capm

  5. Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns

    Gollier, Christian · 2007 · advanced · portfolio management

    interest rates · portfolio optimization

  6. Understanding Short-Term Implied Volatility Dynamics: A Model-Independent Approach Beyond Stochastic Volatility

    Liexin Cheng, Xue Cheng · 2024 · advanced · options

    model calibration · option pricing · volatility surface

  7. Understanding stock market instability via graph auto-encoders

    Dragos Gorduza, Stefan Zohren, Xiaowen Dong · 2025 · advanced · risk management

    deep learning · financial networks · financial stability · neural networks · systemic risk · volatility forecasting

  8. Understanding the Commodity Futures Term Structure Through Signatures

    Hari P. Krishnan, Stephan Sturm · 2025 · advanced · machine learning

    commodities · mathematical finance

  9. Understanding the Effect of Market Risks on New Pension System and Government Responsibility

    Sourish Das, Bikramaditya Datta, Shiv Ratan Tiwari · 2024 · intermediate · risk management

    market risk · monte carlo simulation · pensions · risk management

  10. Understanding the Excess Bond Premium

    Kevin Benson, Ing-Haw Cheng, John Hull · 2024 · intermediate · fixed income

    fixed income

  11. Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model

    Massimo Guidolin, Alexei G. Orlov, Manuela Pedio · 2014 · advanced · fixed income

    econometrics · fixed income · interest rates · time series

  12. Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50

    Subhasis Dasgupta, Pratik Satpati, Ishika Choudhary · 2024 · intermediate · machine learning

    machine learning · natural language processing · regression

  13. Understanding the Long-Only Minimum Variance Portfolio

    Nick L. Gunther, Alec N. Kercheval, Ololade Sowunmi · 2026 · advanced · portfolio management

    optimization · portfolio optimization

  14. Understanding the Tax Efficiency of Market Neutral Equity Strategies

    Swati Chandra · 2017 · intermediate · portfolio management

    portfolio management

  15. Understanding the Tax Efficiency of Relaxed-Constraint Equity Strategies

    Swati Chandra · 2019 · intermediate · portfolio management

    portfolio management

  16. Understanding the Volatility Risk Premium

    Ing-Chea Ang, Roni Israelov, Rodney N. Sullivan · 2018 · intermediate · options

    derivatives

  17. Understanding the worst-kept secret of high-frequency trading

    Sergio Pulido, Mathieu Rosenbaum, Emmanouil Sfendourakis · 2023 · advanced · quantitative trading

    high frequency trading · market making · market microstructure · partial differential equations · stochastic processes

  18. Understanding volatility dynamics in the EU-ETS market

    Maria Eugenia Sanin, Maria Mansanet-Bataller, Francesco Violante · 2015 · intermediate · time series

    garch · statistics · time series

  19. Une analyse temps-fréquences des cycles financiers

    Christophe Boucher, Bertrand Maillet · 2011 · intermediate · time series

    asset pricing · econometrics · time series

  20. Unemployment risk, portfolio choice, and the racial wealth gap

    Ellora Derenoncourt, Chi Hyun Kim, Moritz Kuhn · 2024 · intermediate · portfolio management

    equity markets · portfolio optimization

  21. Unequal and Unstable: Income Inequality and Bank Risk

    Yuliyan Mitkov, Ulrich Schüwer · 2021 · intermediate · risk management

    banking · credit risk · financial economics

  22. Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment

    Gongao Zhang, Haijiang Zeng, Lu Jiang · 2026 · advanced · machine learning

    credit risk · deep learning · financial machine learning · large language models · machine learning · neural networks

  23. Unified Approach for Hedging Impermanent Loss of Liquidity Provision

    Alexander Lipton, Vladimir Lucic, Artur Sepp · 2024 · intermediate · derivatives

    decentralized finance · risk management

  24. Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications

    Jean-Patrick Mascomère, Jérémie Messud, Yagnik Chatterjee · 2025 · intermediate · portfolio management

    optimization · portfolio management · portfolio optimization · statistics

  25. Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions

    Tae Ung Gang, Jin Hyuk Choi · 2024 · advanced · portfolio management

    liquidity · optimization · portfolio optimization · stochastic processes · transaction costs

  26. Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting

    Jingyi Wei, Steve Yang, Zhenyu Cui · 2025 · advanced · time series

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

  27. UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos

    Zhi Yang, Lingfeng Zeng, Fangqi Lou · 2026 · intermediate · machine learning

    large language models

  28. Uniform Inference and Certified Capacity at a Reflexive Stability Boundary

    Alejandro Rodriguez Dominguez · 2026 · advanced · statistics

    risk management · statistical inference

  29. Uniform Inference for Almost Stochastic Dominance

    Bae, W., Linton, O. B., Whang, Y-J · 2026 · advanced · statistics

    hypothesis testing · monte carlo simulation · statistical inference · statistics

  30. Uniform Pessimistic Risk and its Optimal Portfolio

    Sungchul Hong, Jong-June Jeon · 2023 · advanced · portfolio management

    optimization · portfolio optimization

  31. Uniform-Loss Automated Market Making for Prediction Markets

    Ciamac C. Moallemi, Dan Robinson, Brian Zhu · 2026 · advanced · quantitative trading

    liquidity · market making · martingales · stochastic processes

  32. Unifying Market Microstructure and Dynamic Asset Pricing

    Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev · 2023 · advanced · options

    asset pricing · market microstructure · option pricing

  33. Unihedge -- A decentralized market prediction platform

    Marko Corn, Nejc Rožman · 2021 · intermediate · derivatives

    derivatives

  34. Unimodal maps perturbed by heteroscedastic noise : an application to a financial systems

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

    probability · statistics · stochastic processes

  35. Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks

    Morris, S, Song Shin, H · 1996 · advanced · risk management

    financial economics

  36. Uniqueness and Existence of Linear Equilibrium with a Constrained Trader

    Heeyoung Kwon, Jin Hyuk Choi · 2025 · advanced · quantitative trading

    market making · market microstructure

  37. UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider

    Andreas A. Aigner, Gurvinder Dhaliwal · 2021 · intermediate · quantitative trading

    decentralized finance · liquidity · market risk

  38. Unit Root Vector Autoregression with volatility Induced Stationarity

    Anders Rahbek, Heino Bohn Nielsen · 2012 · advanced · time series

    econometrics · interest rates · statistical inference · statistics · time series

  39. Unit Roots and the Dynamics of Market Shares : An Analysis Using Italian Banking Micro-Panel

    Giannetti, C. · 2008 · intermediate · statistics

    banking · econometrics · panel data

  40. Universal approximation on non-geometric rough paths and applications to financial derivatives pricing

    Fabian A. Harang, Fred Espen Benth, Fride Straum · 2024 · advanced · stochastic calculus

    derivatives · mathematical finance

  41. Universal approximation with signatures of non-geometric rough paths

    Mihriban Ceylan, Anna P. Kwossek, David J. Prömel · 2026 · advanced · stochastic calculus

    stochastic processes

  42. Universal banking failure?: an analysis of the contrasting responses of the Amsterdamsche Bank and the Rotterdamsche Bankvereeniging to the Dutch financial crisis of the 1920s

    Colvin, Christopher Louis · 2007 · intermediate · risk management

    banking · panel data

  43. Universal basic income in a financial equilibrium

    Kim Weston · 2026 · advanced · stochastic calculus

    financial economics · stochastic differential equations

  44. Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks

    Mingzhi Yang, Sheng Wang, Chao Zhang · 2026 · advanced · options

    deep learning · machine learning · stochastic processes · volatility surface

  45. Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market

    Ali Hosseinzadeh · 2025 · advanced · time series

    financial economics · time series

  46. Universal Portfolios

    Thomas M. Cover · 1996

    Algorithmic Investing · Information Theory · Online Portfolio Selection · Portfolio Optimization · Universal Portfolios

  47. Universal portfolios in continuous time: an approach in pathwise Itô calculus

    Xiyue Han, Alexander Schied · 2025 · advanced · portfolio management

    mathematical finance · portfolio management

  48. Universal randomised signatures for generative time series modelling

    Francesca Biagini, Lukas Gonon, Niklas Walter · 2024 · advanced · machine learning

    machine learning · neural networks · time series

  49. Universal scaling and nonlinearity of aggregate price impact in financial markets

    Felix Patzelt, Jean-Philippe Bouchaud · 2018 · advanced · quantitative trading

    market microstructure

  50. Universal Value-at-Risk superadditivity

    Yuyu Chen, Liyuan Lin, Ruodu Wang · 2026 · advanced · risk management

    risk management