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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 901–950; page 19 of 188.

901. Analytic Calibration in Andreasen-Huge SABR Model

     K. E. Feldman · 2020 · advanced · options

     model calibration · option pricing

902. Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing

     Mikołaj Łabędzki · 2025 · advanced · options

     model calibration · option pricing · stochastic processes

903. Analytic formula for option margin with liquidity costs under dynamic delta hedging

     Kyungsub Lee, Byoung Ki Seo · 2021 · advanced · options

     liquidity · options hedging

904. Analytic Pricing of Bermudan Swaptions with Few Exercise Dates

     Emiliano Papa · 2026 · advanced · options

     derivatives · fixed income · interest rates · option pricing

905. Analytic Pricing of SOFR Futures Contracts with Smile and Skew

     Aurelio Romero-Bermúdez, Colin Turfus · 2024 · advanced · fixed income

     derivatives · fixed income · interest rates · partial differential equations

906. Analytic RFR Option Pricing with Smile and Skew

     Colin Turfus, Aurelio Romero-Bermúdez · 2023 · advanced · options

     fixed income · interest rates · option pricing · term structure models

907. Analytical approximations of local-Heston volatility model and error analysis

     Romain Bompis, Emmanuel Gobet · 2018 · advanced · options

     mathematical finance · option pricing · stochastic calculus · stochastic differential equations

908. Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications

     Kittisak Chumpong, Khamron Mekchay, Fukiat Nualsri · 2024 · advanced · stochastic calculus

     partial differential equations · stochastic differential equations · stochastic processes

909. Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk

     Hyong Chol O, Dae Song Choe, Gyong-Dok Rim · 2022 · advanced · fixed income

     credit risk · fixed income · option pricing · partial differential equations

910. Analytical quasi maximum likelihood inference in multivariate volatility models

     Hafner, C.M., Herwartz, H. · 2003 · advanced · time series

     garch · statistical inference · statistics

911. Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk

     Juan Jose Francisco Miguelez, Cristin Buescu · 2023 · advanced · derivatives

     credit risk · derivatives · partial differential equations

912. Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets

     Chang, C-L., McAleer, M.J., Tansuchat, R. · 2010 · advanced · time series

     econometrics · garch · time series · volatility forecasting

913. Analyzing Communicability and Connectivity in the Indian Stock Market During Crises

     Pawanesh Pawanesh, Charu Sharma, Niteesh Sahni · 2025 · advanced · risk management

     financial networks · hypothesis testing · machine learning · statistics

914. Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs

     Narayan Tondapu · 2024 · intermediate · time series

     foreign exchange · garch · statistics · time series · volatility forecasting

915. Analyzing distortion riskmetrics and weighted entropy for unimodal and symmetric distributions under partial information constraints

     Baishuai Zuo, Chuancun Yin · 2025 · advanced · risk management

     risk management

916. Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches

     Shafique Ur Rehman, Touqeer Ahmad, Wu Dash Desheng · 2024 · advanced · risk management

     copulas · cryptocurrencies · extreme value theory · garch · tail risk

917. Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach

     Huisheng Wang, H. Vicky Zhao · 2025 · intermediate · portfolio management

     optimization

918. Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis

     Danielsson, Jon, Saltoglu, Burak · 2003 · advanced · quantitative trading

     liquidity · market microstructure

919. Anatomy of a Stablecoin's failure: the Terra-Luna case

     Antonio Briola, David Vidal-Tomás, Yuanrong Wang · 2022 · intermediate · risk management

     cryptocurrencies · financial networks

920. Anatomy of the Market: A Body-Tail Test of Factor Models

     Useong Shin · 2026 · advanced · statistics

     asset pricing · hypothesis testing

921. Anchored Geodesic Analysis for Multivariate Extremes

     Alberto Quaini, Chen Zhou · 2026 · advanced · risk management

     extreme value theory · statistics

922. Anglo-Saxon Capitalism in Crisis? Models of Liberal Capitalism and the Preconditions for Financial Stability

     Konzelmann, S., Fovargue-Davies, M. · 2011 · intermediate · risk management

     economic policy · financial stability

923. Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market

     de Roon, F.A., Veld, C.H. · 1995 · intermediate · fixed income

     convertible bonds · corporate finance

924. Annuities, Bequest and Portfolio Diversification

     Hippolyte d'Albis, Emmanuel Thibault · 2010 · intermediate · portfolio management

     interest rates · portfolio optimization

925. Annuities, Bequests and Portfolio Diversification

     D'ALBIS Hippolyte, THIBAULT Emmanuel · 2009 · advanced · portfolio management

     interest rates · portfolio management · portfolio optimization

926. Anomalies and News

     Joseph Engelberg, R. David McLean, Jeffrey Pontiff · 2018 · intermediate · statistics

     asset pricing

927. Anomalous diffusion and price impact in the fluid-limit of an order book

     Derick Diana, Tim Gebbie · 2023 · advanced · quantitative trading

     market microstructure · numerical methods · stochastic processes

928. Anomalous diffusions in option prices: connecting trade duration and the volatility term structure

     Antoine Jacquier, Lorenzo Torricelli · 2019 · advanced · options

     option pricing · stochastic processes

929. Anomalous Impact in Reaction-Diffusion Financial Models

     Iacopo Mastromatteo, Bence Toth, Jean-Philippe Bouchaud · 2014 · advanced · quantitative trading

     quantitative trading

930. Anomalous impact in reaction-diffusion models

     CFM · 2014 · advanced · quantitative trading

     quantitative trading

931. Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

     Bence Toth, Yves Lemperiere, Cyril Deremble · 2011 · advanced · quantitative trading

     financial economics · liquidity · market microstructure

932. Anomaly detection in European cryptocurrency exchange-traded products

     Julia Kończal, Rafał Połoczański · 2026 · intermediate · quantitative trading

     cryptocurrencies · extreme value theory · machine learning

933. Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy

     Kleyton da Costa · 2023 · advanced · machine learning

     machine learning · neural networks

934. Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks

     Stéphane Crépey, Lehdili Noureddine, Nisrine Madhar · 2022 · advanced · machine learning

     machine learning · market risk · neural networks · time series

935. Anomaly prediction in XRP price with topological features

     Illia Donhauzer, Pierluigi Cesana, Tomoyuki Shirai · 2026 · intermediate · time series

     cryptocurrencies · machine learning

936. Anonymization and Information Loss

     Ke Wu, Baozhong Yang, Zhenkun Ying · 2025 · advanced · machine learning

     large language models · natural language processing

937. Another look at yield spreads: The role of liquidity

     D H Kim · 2002 · intermediate · fixed income

     financial economics · interest rates · liquidity · term structure models

938. Anti-correlation network among China A-shares

     Peng Liu · 2024 · intermediate · statistics

     financial networks

939. Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets

     Michael P. Clements, Ana Beatriz Galvão · 2014 · advanced · time series

     econometrics · equity markets

940. Anticipating the financial crisis: Evidence from insider trading in banks

     Ozlem Akin, José M. Marín, José-Luis Peydró · 2016 · intermediate · risk management

     banking

941. Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup

     Aman Saggu, Lennart Ante, Ender Demir · 2024 · intermediate · statistics

     cryptocurrencies

942. Anticipatory Portfolio Optimization

     Miquel Noguer i Alonso · 2026 · advanced · portfolio management

     optimization · portfolio management · portfolio optimization · stochastic processes

943. Apparent multifractality in financial time series

     Jean-Philippe Bouchaud, Marc Potters, Martin Meyer · 1999 · intermediate · time series

     time series

944. Applicability of Large Corporate Credit Models to Small Business Risk Assessment

     Khalid El-Awady · 2021 · intermediate · risk management

     credit risk · deep learning · machine learning

945. Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers

     Kaynar, B., Birbil, S.I., Frenk, J.B.G. · 2007 · intermediate · portfolio management

     monte carlo simulation · numerical methods · optimization · portfolio optimization · risk management

946. Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs

     Nigar Karimova · 2024 · intermediate · risk management

     credit risk · machine learning

947. Application of Deep Learning for Factor Timing in Asset Management

     Prabhu Prasad Panda, Maysam Khodayari Gharanchaei, Xilin Chen · 2024 · intermediate · machine learning

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

948. Application of deep quantum neural networks to finance

     Takayuki Sakuma · 2020 · advanced · options

     machine learning · neural networks · option greeks · option pricing

949. Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging

     Zofia Bracha, Paweł Sakowski, Jakub Michańków · 2025 · advanced · options

     deep learning · options hedging · reinforcement learning

950. Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock

     Dengxin Huang · 2023 · beginner · machine learning

     machine learning · regression