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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9001–9050; page 181 of 188.

9001. Universality and Heterogeneity of Stylized Facts in Cryptocurrency and Equity Markets

      Jaesung Kim, Changhee Cho, Jae Woo Lee · 2026 · intermediate · time series

      cryptocurrencies · equity markets · statistics · time series

9002. Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts

      Zongxiao Wu, Yizhe Dong, Yaoyiran Li · 2025 · intermediate · risk management

      credit risk · deep learning · large language models · machine learning · natural language processing

9003. Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters

      Abdul Rahman · 2024 · intermediate · quantitative trading

      bayesian statistics · optimization

9004. Unpredictable After All? A short note on exchange rate predictability

      Moerman, G.A. · 2001 · intermediate · time series

      econometrics · foreign exchange · time series

9005. Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis

      Marcos Escobar-Anel, Yiyao Jiao · 2023 · advanced · portfolio management

      capm · esg · portfolio optimization · sustainable investing

9006. Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets

      Oriol Saguillo, Vahid Ghafouri, Lucianna Kiffer · 2025 · advanced · quantitative trading

      quantitative trading

9007. Unravelling the Trading Invariance Hypothesis

      Michael Benzaquen, Jonathan Donier, Jean-Philippe Bouchaud · 2016 · advanced · quantitative trading

      market microstructure

9008. Unsupervised Learning-based Calibration Scheme for Rough Volatility Models

      Changqing Teng, Guanglian Li · 2024 · advanced · options

      deep learning · machine learning · model calibration · rough volatility

9009. Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach

      Shijia Song, Handong Li · 2023 · advanced · risk management

      financial networks · systemic risk · time series

9010. Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance

      Chang Liu · 2025 · advanced · machine learning

      financial machine learning · hedge funds · machine learning · natural language processing

9011. Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective

      Xiaowei Chen, Hong Li, Yufan Lu · 2024 · intermediate · machine learning

      asset pricing · machine learning

9012. Unveiling the directional network behind the financial statements data using volatility constraint correlation

      Tomoshiro Ochiai, Jose C. Nacher · 2020 · advanced · statistics

      statistics

9013. Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets

      Anoop Kumar, Suresh Dodda, Navin Kamuni · 2024 · advanced · statistics

      causal identification · causal inference · fixed income · interest rates · machine learning · regression

9014. Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment

      Bingyao Liu, Iris Li, Jianhua Yao · 2024 · advanced · risk management

      credit risk · deep learning · machine learning · neural networks

9015. Unwinding Stochastic Order Flow: When to Warehouse Trades

      Marcel Nutz, Kevin Webster, Long Zhao · 2023 · advanced · quantitative trading

      optimal execution · stochastic processes · transaction costs

9016. Unwinding Toxic Flow with Partial Information

      Alexander Barzykin, Robert Boyce, Eyal Neuman · 2024 · advanced · quantitative trading

      market making · market microstructure · optimal execution · stochastic processes

9017. Unwitting Markowitz' Simplification of Portfolio Random Returns

      Victor Olkhov · 2025 · intermediate · portfolio management

      portfolio management

9018. Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty

      Corrado De Vecchi, Max Nendel, Jan Streicher · 2024 · advanced · risk management

      risk management · tail risk

9019. Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence

      Matthew Ames, Gareth W. Peters, Guillaume Bagnarosa · 2014 · advanced · risk management

      copulas · foreign exchange · tail risk

9020. US Real Interest Rates and Default Risk in Emerging Economies

      Nathan Foley-Fisher, Bernardo Guimaraes · 2009 · intermediate · fixed income

      financial economics · interest rates

9021. Use Cases of Quantum Optimization for Finance

      Samuel Mugel, Enrique Lizaso, Roman Orus · 2020 · advanced · portfolio management

      algorithms · optimization · portfolio optimization

9022. Use of Machine Learning Techniques to Create a Credit Score Model for Airtime Loans

      Bernard Dushimimana, Yvonne Wambui, Timothy Lubega · 2020 · intermediate · risk management

      credit risk · machine learning

9023. Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models

      John R. Birge · 2023 · advanced · portfolio management

      optimization · portfolio optimization

9024. Using a mean changing stochastic processes exit-entry model for stock market long-short prediction

      Lleo, Sebastien, Zhitlukhin, Mikhail, Ziemba, William · 2021 · intermediate · quantitative trading

      stochastic processes

9025. Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market

      Komlos, John, Flandreau, Marc · 2002 · intermediate · time series

      econometrics · foreign exchange · market efficiency · time series

9026. Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914

      Komlos, John, Flandreau, Marc · 2006 · intermediate · time series

      econometrics · foreign exchange · market efficiency · statistics · time series

9027. Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio

      Ying Wu, Garvit Arora, Xuan Mei · 2024 · intermediate · risk management

      credit risk · real estate

9028. Using equity premium survey data to estimate future wealth

      Freeman, Mark C., Groom, Ben · 2014 · intermediate · portfolio management

      portfolio optimization · probability · statistics

9029. Using Experimental Economics to Measure Social Capital And Predict Financial Decisions

      Dean S. Karlan · 2005 · intermediate · risk management

      credit markets

9030. Using four different online media sources to forecast the crude oil price

      M. Elshendy, A. Fronzetti Colladon, E. Battistoni · 2021 · intermediate · time series

      time series

9031. Using Individual Stocks or Portfolios in Tests of Factor Models

      Andrew Ang, Jun Liu, Krista B. Schwarz · 2008 · advanced · statistics

      asset pricing · regression · statistical inference

9032. Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients

      Nolan Alexander, William Scherer · 2024 · advanced · portfolio management

      machine learning · portfolio management · portfolio optimization

9033. Using Mathematics to Make Money

      James H. Simons · 2023

      Hedge Funds · Investment History · Mathematics · Quant Biography · Renaissance Technologies

9034. Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market

      Katerina Rigana, Ernst-Jan Camiel Wit, Samantha Cook · 2021 · advanced · risk management

      causal inference · contagion · financial networks · foreign exchange

9035. Using Networks and Partial Differential Equations to Predict Bitcoin Price

      Yufang Wang, Haiyan Wang · 2020 · advanced · time series

      partial differential equations

9036. Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty

      Fabien A. Roques, William J. Nuttall, David M. Newbery · 2006 · intermediate · other

      monte carlo simulation

9037. Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models

      Andrey Itkin, Peter Carr · 2010 · advanced · options

      jump processes · numerical methods · option pricing · partial differential equations

9038. Using quantile time series and historical simulation to forecast financial risk multiple steps ahead

      Richard Gerlach, Antonio Naimoli, Giuseppe Storti · 2025 · advanced · risk management

      risk management · statistics · time series

9039. Using the Yield Curve to Forecast Recessions … do you feel lucky?

      CFM · 2022 · intermediate · time series

      interest rates

9040. Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks

      Snell, Andy, Tonks, Ian · 1996 · advanced · quantitative trading

      econometrics · market microstructure · time series

9041. Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation

      Pedro Polvora, Daniel Sevcovic · 2021 · advanced · options

      mathematical finance · numerical methods · option pricing · partial differential equations · transaction costs

9042. Utility indifference pricing and hedging for structured contracts in energy markets

      Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria · 2017 · advanced · derivatives

      derivatives · mathematical finance · stochastic processes

9043. Utility indifference valuation for non-smooth payoffs with an application to power derivatives

      Benedetti, Giuseppe, Campi, Luciano · 2016 · advanced · derivatives

      derivatives · mathematical finance · partial differential equations · stochastic calculus · stochastic differential equations

9044. Utility Maximisation with Model-independent Constraints

      Alexander M. G. Cox, Daniel Hernandez-Hernandez · 2025 · advanced · portfolio management

      derivatives · mathematical finance · optimization · portfolio optimization · stochastic processes

9045. Utility-based acceptability indices

      Marcin Pitera, Miklós Rásonyi · 2023 · advanced · portfolio management

      financial economics · optimization · portfolio management · portfolio optimization

9046. Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact

      Ibrahim Ekren, Sergey Nadtochiy · 2019 · advanced · options

      optimization · option pricing · options hedging · partial differential equations

9047. Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions

      Craig S Wright · 2026 · advanced · statistics

      econometrics · transaction costs

9048. Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation

      Guanyuan Yu, Qing Li, Yu Zhao · 2025 · advanced · risk management

      deep learning · financial networks · financial stability · machine learning · neural networks

9049. Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization

      Shamima Nasrin Tumpa, Kehelwala Dewage Gayan Maduranga · 2024 · intermediate · machine learning

      backtesting · cryptocurrencies · deep learning · machine learning · neural networks · time series

9050. VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling

      Yiming Ma, Xinyu Chen · 2026 · advanced · machine learning

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