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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9101–9150; page 183 of 188.

  1. Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction

    Namhyoung Kim, Jae Wook Song · 2026 · advanced · machine learning

    deep learning · factor investing · financial machine learning · machine learning · neural networks

  2. Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution

    Alex Chen, Maria Hybinette · 2026 · advanced · machine learning

    financial machine learning · machine learning · time series

  3. Venture Capital, Private Equity and Earnings Quality

    Christof Beuselinck, Marc Deloof, Sophie Manigart · 2004 · intermediate · other

    other

  4. Vertical Integration and Regulation in the Securities Settlement Industry

    Cherbonnier, Frédéric, Rochet, Jean-Charles · 2010 · advanced · other

    banking

  5. VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

    Aashish Bohra, Vivek Vijay · 2026 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  6. View fusion vis-à-vis a Bayesian interpretation of Black-Litterman for portfolio allocation

    Trent Spears, Stefan Zohren, Stephen Roberts · 2023 · advanced · portfolio management

    portfolio management · portfolio optimization

  7. Vine Copula based portfolio level conditional risk measure forecasting

    Emanuel Sommer, Karoline Bax, Claudia Czado · 2022 · advanced · risk management

    copulas · garch · risk management · stress testing

  8. ViperQ: Order Flow Pattern Recognition via Auction Market Theory for Reinforcement Learning Trading

    Asser Moustafa, Rares-Mihail Neagu, Jugal Kalita · 2026 · advanced · quantitative trading

    algorithmic trading · market microstructure · reinforcement learning

  9. Viral but Vanishing: Investment Advisors, Social Media, and Regulation

    Babolmorad, N., Bossaerts, P., Massoud, N. · 2025 · intermediate · other

    financial networks

  10. Viscosity Supersolution Barriers to a Non-local Free Boundary Problem

    Avetik Arakelyan, Lusine Poghosyan · 2026 · advanced · stochastic calculus

    jump processes · mathematical finance

  11. Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict

    Yan-Hong Yang, Ying-Lin Liu, Ying-Hui Shao · 2023 · advanced · time series

    time series

  12. Visibility graphs can make money in financial markets

    Rafał Rak · 2026 · intermediate · quantitative trading

    backtesting · time series

  13. Visual Attention Model for Cross-sectional Stock Return Prediction and End-to-End Multimodal Market Representation Learning

    Ran Zhao, Yuntian Deng, Mark Dredze · 2018 · advanced · machine learning

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

  14. VIX and European options with jumps in the short-maturity regime

    Desen Guo, Dan Pirjol, Xiaoyu Wang · 2026 · advanced · options

    jump processes · option pricing · stochastic processes

  15. VIX options in Bergomi models

    Desen Guo, Dan Pirjol, Lingjiong Zhu · 2026 · advanced · options

    option pricing

  16. VIX options in the SABR model

    Dan Pirjol, Lingjiong Zhu · 2025 · advanced · options

    option pricing · stochastic differential equations · stochastic processes

  17. VIX pricing in the rBergomi model under a regime switching change of measure

    Henrique Guerreiro, João Guerra · 2022 · advanced · options

    monte carlo simulation · option pricing · rough volatility · stochastic processes

  18. Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation

    Kyriakos C. Neanidis · 2015 · intermediate · risk management

    financial stability

  19. Volatile temperatures and their effects on equity returns and firm performance

    Bortolan, Leonardo, Dey, Atreya, Taschini, Luca · 2024 · advanced · statistics

    equity markets

  20. Volatility and arbitrage

    Fernholz, E. Robert, Karatzas, Ioannis, Ruf, Johannes · 2018 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  21. VOLatility Archive for Realized Estimates (VOLARE)

    Fabrizio Cipollini, Giulia Cruciani, Giampiero M. Gallo · 2026 · advanced · time series

    statistics · time series

  22. Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?

    Elvira Caloiero, Massimo Guidolin · 2017 · intermediate · portfolio management

    backtesting · portfolio management · portfolio optimization · volatility trading

  23. Volatility Calibration via Automatic Local Regression

    Ruozhong Yang, Hao Qin, Charlie Che · 2025 · advanced · options

    model calibration · option greeks · option pricing · regression · volatility surface

  24. Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models

    Rama Cont · 2005

    agent-based modeling · behavioral switching · financial time series · garch models · investor inertia · long-range dependence

  25. Volatility Components, Affine Restrictions and Non-Normal Innovations

    Peter Christoffersen, Kris Dorion, Yintian Wang · 2008 · advanced · time series

    garch · option pricing

  26. Volatility Depends on Market Trades and Macro Theory

    Victor Olkhov · 2020 · intermediate · time series

    financial economics · volatility forecasting

  27. Volatility equicorrelation: A cross-market perspective

    Julien Chevallier, Sofiane Aboura · 2014 · advanced · time series

    econometrics

  28. Volatility Estimators and the Inverse Range Process in a Random Volatility Random Walk and Wiener Processes

    Pierre P. Vallois, Charles S. Tapiero · 2008 · advanced · time series

    probability · stochastic processes

  29. Volatility Estmators for Discretely Sampled Lévy Processses

    Yacine Aït-Sahalia, Jean Jacod · 2006 · advanced · statistics

    jump processes · statistical inference · statistics · stochastic processes

  30. Volatility Forecasting

    Torben G. Andersen, Tim Bollerslev, Peter F. Christoffersen · 2005 · advanced · time series

    garch · time series · volatility forecasting

  31. Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data

    Xinyue Fang, Robert Ślepaczuk · 2026 · advanced · time series

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

  32. Volatility forecasting for crude oil futures

    Marzo, Massimiliano, Zagaglia, Paolo · 2007 · intermediate · time series

    garch · statistics · time series · volatility forecasting

  33. Volatility Forecasting in Global Financial Markets Using TimeMixer

    Alex Li · 2024 · advanced · time series

    machine learning · time series · volatility forecasting

  34. Volatility Forecasting with Machine Learning and Intraday Commonality

    Chao Zhang, Yihuang Zhang, Mihai Cucuringu · 2023 · intermediate · time series

    financial machine learning · machine learning · neural networks · volatility forecasting

  35. Volatility forecasts: a continuous time model versus discrete time models

    Veiga, Helena · 2006 · advanced · time series

    econometrics · garch · statistics · stochastic processes · time series · volatility forecasting

  36. Volatility In Natural Gas And Oil Markets

    Robert S. Pindyck · 2003 · intermediate · time series

    commodities · econometrics · hypothesis testing · time series

  37. Volatility in Prediction Markets: A Structural Approach

    Weiye Xi, Ciamac C. Moallemi, Mallesh Pai · 2026 · advanced · time series

    garch · time series · volatility forecasting

  38. Volatility Is Log-Normal—But Not for the Reason You Think

    Martin Tegnér, Rolf Poulsen · 2018 · advanced · time series

    stochastic processes · time series

  39. Volatility is rough

    Jim Gatheral, Thibault Jaisson, Mathieu Rosenbaum · 2014 · advanced · time series

    brownian motion · rough volatility · stochastic processes · volatility forecasting

  40. Volatility made observable at last

    Michel Fliess, Cédric Join, Frédéric Hatt · 2011 · advanced · time series

    time series

  41. Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches

    Anita Behme · 2024 · advanced · time series

    garch · stochastic processes

  42. Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters

    Jayanth Athipatla · 2025 · advanced · derivatives

    numerical methods · option pricing · rough volatility

  43. Volatility Modeling with a Generalized t-distribution

    Andrew Harvey, Rutger-Jan Lange · 2015 · advanced · time series

    garch · statistical inference · statistics

  44. Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions

    Elisa Alòs, Òscar Burés, Rafael de Santiago · 2025 · advanced · options

    model calibration · rough volatility · volatility surface

  45. Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches

    Grané Chávez, Aurea, Veiga, Helena · 2007 · advanced · risk management

    garch · market risk · risk management · time series · volatility forecasting

  46. Volatility models in practice: Rough, Path-dependent or Markovian?

    Eduardo Abi Jaber, Shaun, Li · 2024 · advanced · options

    model calibration · option pricing · rough volatility · stochastic processes · volatility surface

  47. Volatility of Aggregate Volatility and Hedge Fund Returns

    Vikas Agarwal, Eser Arisoy, Narayan y Naik · 2015 · advanced · derivatives

    hedge funds · volatility trading

  48. Volatility options in rough volatility models

    Blanka Horvath, Antoine Jacquier, Peter Tankov · 2018 · advanced · options

    monte carlo simulation · numerical methods · option pricing · options hedging · rough volatility

  49. Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces

    Nicola F. Zaugg, Leonardo Perotti, Lech A. Grzelak · 2024 · advanced · options

    model calibration · volatility surface

  50. Volatility Regressions with Fat Tails

    Jihyun Kim, Nour Meddahi · 2020 · advanced · time series

    econometrics · regression · statistical inference · time series · volatility forecasting