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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9351–9383; page 188 of 188.

9351. Winners and losers from Sovereign debt inflows: evidence from the stock market

      Fernando Broner, Alberto Martin, Lorenzo Pandolfi · 2019 · intermediate · statistics

      equity markets

9352. Winning Investment Strategies Based on Financial Crisis Indicators

      Antoine Kornprobst · 2017 · advanced · quantitative trading

      linear algebra

9353. Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB

      Valentina Semenova, Dragos Gorduza, William Wildi · 2023 · advanced · quantitative trading

      large language models · natural language processing · time series

9354. Wisdom of the institutional crowd

      Kevin Primicerio, Damien Challet, Stanislao Gualdi · 2017 · intermediate · portfolio management

      portfolio management · transaction costs

9355. Wishart conditional tail risk measures: An analytic approach

      Jose Da Fonseca, Patrick Wong · 2026 · advanced · risk management

      risk management · stochastic processes · tail risk

9356. Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework

      Anas Benabid, Harry Bensusan, Nicole El Karoui · 2008 · advanced · options

      numerical methods · option pricing · stochastic processes · volatility surface

9357. With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression

      Hans Joachim Voth · 2000 · intermediate · other

      asset pricing · economic policy · equity markets · financial economics

9358. Withdrawal Success Optimization

      Hayden Brown · 2023 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization · probability

9359. Workplace sustainability or financial resilience? Composite-financial resilience index

      Elham Daadmehr · 2024 · advanced · risk management

      risk management

9360. Worst Case Portfolio Optimization and HJB-Systems

      Ralf Korn, Mogens Steffensen · advanced · portfolio management

      partial differential equations · portfolio management · portfolio optimization

9361. Worst-case values of target semi-variances with applications to robust portfolio selection

      Jun Cai, Zhanyi Jiao, Tiantian Mao · 2024 · advanced · risk management

      optimization · portfolio management · portfolio optimization · risk management

9362. Worst-cases of distortion riskmetrics and weighted entropy with partial information

      Baishuai Zuo, Chuancun Yin · 2024 · advanced · risk management

      optimization

9363. Would Ambiguity Averse Investors Hedge Risk in Equity Markets?

      Gertsman, Gleb, Frehen, Rik, Werker, Bas J.M. · 2019 · advanced · portfolio management

      asset pricing · derivatives · options hedging

9364. WSVI: A Dimensionless Shape Family for Implied Volatility and Its Static No-Arbitrage Structure

      Charles Clevenger, Xiang Wan · 2026 · advanced · options

      options

9365. X-efficiency and economies of scale in pension fund administration and investment

      Alserda, G.A.G., Bikker, J.A., van der Lecq, S.G. · 2017 · intermediate · statistics

      pensions

9366. X-Value adjustments: accounting versus economic management perspectives

      Alberto Elices · 2020 · advanced · risk management

      credit risk · derivatives

9367. XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation

      Sahaj Raj Malla, Shreeyash Kayastha, Rumi Suwal · 2026 · intermediate · time series

      machine learning · regression · time series

9368. XVA Valuation under Market Illiquidity

      Weijie Pang, Stephan Sturm · 2020 · advanced · risk management

      derivatives · liquidity risk · option pricing · stochastic differential equations

9369. Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization

      Ya-Juan Wang, Yi-Shuai Niu, Artan Sheshmani · 2026 · advanced · portfolio management

      optimization · portfolio optimization

9370. Yet another asymptotic formula for implied volatility

      Masaaki Fukasawa · 2026 · advanced · options

      option pricing · stochastic processes

9371. Yield curve estimation by kernel smoothing

      Linton, Oliver, Mammen, Enno, Nielsen, J. · 2004 · advanced · fixed income

      fixed income · interest rates · statistics

9372. Yield Curve Estimation by Kernel Smoothing Methods

      Oliver Linton, Enno Mammen, Jens Perch Nielsen · 2000 · advanced · fixed income

      fixed income · interest rates · statistics

9373. Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage

      Fusheng Luo, H'elyette Geman · 2026 · advanced · fixed income

      deep learning · fixed income · interest rates · machine learning · neural networks · partial differential equations

9374. Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach

      Jaehyuk Choi, Desheng Ge, Kyu Ho Kang · 2021 · intermediate · time series

      machine learning

9375. You Are in a Drawdown. When Should You Start Worrying?

      Adam Rej, Philip Seager, Jean-Philippe Bouchaud · 2018 · advanced · risk management

      brownian motion · probability · stochastic processes

9376. You Can't Always Trend When You Want

      Abhilash Babu, Ari Levine, Yao Hua Ooi · 2020 · intermediate · portfolio management

      performance attribution · trend following

9377. Your AI, Not Your View: The Bias of LLMs in Investment Analysis

      Hoyoung Lee, Junhyuk Seo, Suhwan Park · 2025 · advanced · machine learning

      large language models · natural language processing

9378. Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron

      Sahong Park, Suhwan Park, Hoyoung Lee · 2026 · advanced · machine learning

      large language models · machine learning

9379. Zero-Copy Semantic Contagion: An In-Memory Streaming Architecture for Evolving Attention Graphs

      Kabir Murjani · 2026 · advanced · machine learning

      natural language processing

9380. Zero-Coupon Treasury Rates and Returns using the Volatility Index

      Jihyun Park, Andrey Sarantsev · 2024 · advanced · fixed income

      fixed income · interest rates · statistics · stochastic processes · term structure models · time series

9381. Zero-Leverage Puzzle

      Mykola Pinchuk · 2023 · intermediate · other

      capital structure · corporate finance · financial economics

9382. zLend: A Dual-Scope Cash-Flow Reconstruction Framework for On-Chain Credit Underwriting

      Girish G N, Ashutosh Sahoo, Akshay SP · 2026 · advanced · risk management

      credit risk · decentralized finance

9383. Zooming In on Equity Factor Crowding

      Valerio Volpati, Michael Benzaquen, Zoltán Eisler · 2020 · advanced · quantitative trading

      equity markets · factor investing · market microstructure · momentum