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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 51–100; page 2 of 188.
3D Tensor-based Deep Learning Models for Predicting Option Price
Muyang Ge, Shen Zhou, Shijun Luo · 2021 · intermediate · options
deep learning · machine learning · neural networks · option pricing
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
Kefan Chen, Hussain Ahmad, Diksha Goel · 2025 · intermediate · portfolio management
large language models · natural language processing · portfolio management · portfolio optimization
A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments
Drew M. Thomas · 2025 · intermediate · portfolio management
probability · statistics
A Bayesian Analysis Of The Unit Root In Real Exchange Rates
Schotman P., van Dijk, H. K. · 1989 · intermediate · time series
bayesian statistics · econometrics · hypothesis testing · statistical inference · time series
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises
Guo, X., McAleer, M.J., Wong, W.-K. · 2016 · advanced · statistics
bayesian statistics · financial economics
A Bayesian Confidence Interval for Value-at-Risk
Contreras, P., Satchell, S.E. · 2003 · intermediate · risk management
bayesian statistics · market risk · monte carlo simulation · statistical inference · statistics
A Bayesian methodology for systemic risk assessment in financial networks
Gandy, Axel, Veraart, Luitgard A. M. · 2017 · advanced · risk management
bayesian statistics · financial networks · systemic risk
A Bayesian Model of Intraday Specialist Pricing
Ananth Madhavan, Seymour Smidt · intermediate · quantitative trading
bayesian statistics · market making · market microstructure · statistical inference
A Bayesian quantile time series model for asset returns
Griffin, Jim E., Mitrodima, Gelly · 2020 · advanced · time series
bayesian statistics · statistical inference · statistics · time series
A Bayesian take on option pricing with Gaussian processes
Martin Tegner, Stephen Roberts · 2021 · advanced · options
bayesian statistics · machine learning · model calibration · option pricing
A Bayesian theory of market impact
Louis Saddier, Matteo Marsili · 2023 · advanced · quantitative trading
bayesian statistics · market microstructure
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
Jeffrey A. Wurgler, Brendan Bradley, Malcolm P. Baker · 2010 · intermediate · portfolio management
asset pricing · behavioral finance · equity markets · portfolio management
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
Jing Liu, Maria Grith, Xiaowen Dong · 2026 · advanced · time series
equity markets · hypothesis testing · machine learning
A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets
Matteo Gardini, Piergiacomo Sabino, Emanuela Sasso · 2020 · advanced · stochastic calculus
stochastic processes
A Black-Scholes user's guide to the Bachelier model
Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee · 2021 · intermediate · options
derivatives · option pricing · risk management
A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreads
Tingyi Lin · 2026 · intermediate · risk management
decentralized finance · liquidity
A Brief Guide to Pricing and Taxation of Variable Prepaid Forwards
Joseph Liberman, Nathan Sosner · 2025 · intermediate · derivatives
derivatives · option pricing
A Calculus of Variations Approach to Stochastic Control
Matthew Lorig · 2025 · advanced · stochastic calculus
optimization
A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
Carlo von der Osten, Sabrina Aufiero, Pierpaolo Vivo · 2025 · intermediate · risk management
interest rates
A Cap-Axis Integral Diagnostic of Factor Models
Useong Shin · 2026 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
A Case for AXI
Viktor Tsyrennikov · 2025 · intermediate · risk management
banking · credit markets · credit risk · interest rates
A Case Study of Next Portfolio Prediction for Mutual Funds
Guilherme Thomaz, Denis Maua · 2024 · intermediate · machine learning
machine learning · mutual funds
A case study on different one-factor Cheyette models for short maturity caplet calibration
Arun Kumar Polala, Bernhard Hientzsch · 2024 · advanced · fixed income
fixed income · interest rates · model calibration · stochastic processes
A causal interactions indicator between two time series using extreme variations in the first eigenvalue of lagged correlation matrices
Alejandro Rodriguez Dominguez, Om Hari Yadav · 2023 · advanced · time series
causal inference · statistical inference · time series
A Causal Perspective of Stock Prediction Models
Songci Xu, Qiangqiang Cheng, Chi-Guhn Lee · 2025 · advanced · machine learning
causal inference · machine learning
A Censored Transformed Model for Proportional Outcomes with Boundary Mass and an Application to Loss Given Default Modeling
Yuan Christopher Qiang, Fabio Sigrist · 2026 · advanced · statistics
statistics
A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market
Corsetti, G., Marin, E. A. · 2020 · advanced · statistics
asset pricing · foreign exchange · time series
A Century of Evidence on Trend-Following Investing
Brian K. Hurst, Yao Hua Ooi · 2017 · intermediate · quantitative trading
backtesting · commodities · momentum · trend following
A century of global equity market correlations
Dennis Quinn, Joachim Voth · 2008 · intermediate · statistics
equity markets · financial economics
A Century of Global Stock Markets
William Goetzmann, Philippe Jorion · 2000 · intermediate · statistics
equity markets · financial economics
A Certainty Equivalent Merton Problem
Nicholas Moehle, Stephen Boyd · 2021 · advanced · portfolio management
convex optimization · mathematical finance · optimization · portfolio management · portfolio optimization
A Certified Higher Order Quantum Framework for CSA and Margin-Aware Collateral Optimization
Tao Jin, Stuart Florescu · 2026 · advanced · derivatives
derivatives · optimization
A change of measure formula for recursive conditional expectations
Luca Di Persio, Alessandro Gnoatto, Marco Patacca · 2021 · advanced · stochastic calculus
jump processes · measure theory · stochastic calculus · stochastic differential equations · stochastic processes
A Changing Stock-Bond Correlation
Alfie Brixton, Jordan Brooks, Peter Hecht · 2023 · intermediate · portfolio management
equity markets · fixed income
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
Hyunglip Bae, Haeun Jeon, Minsu Park · 2025 · advanced · portfolio management
optimization · portfolio optimization
A Cholesky-MIDAS model for predicting stock portfolio volatility
Ralf Becker, Adam Clements, Robert O'Neill · 2010 · advanced · time series
time series · volatility forecasting
A Clarifying Note on Long-Horizon Investment and Dollar-Cost Averaging: An Effective Investment Exposure Perspective
Zeusu Sato · 2025 · intermediate · portfolio management
probability
A class of financial products and models where super-replication prices are explicit
Laurence Carassus, Emmanuel Gobet, Emmanuel Temam · 2006 · advanced · options
derivatives · option pricing · options hedging
A class of locally state-dependent models for forward curves
Nils Detering, Silvia Lavagnini · 2025 · advanced · stochastic calculus
partial differential equations · stochastic differential equations · stochastic processes · term structure models
A Classical Model of Speculative Asset Price Dynamics
Sabiou Inoua, Vernon Smith · 2023 · intermediate · other
asset pricing · financial economics
A closed formula for illiquid corporate bonds and an application to the European market
Roberto Baviera, Aldo Nassigh, Emanuele Nastasi · 2019 · advanced · fixed income
fixed income · liquidity risk
A closed-form approximation for pricing geometric Istanbul options
Mohamed Amine Kacef, Kamal Boukhetala · 2021 · intermediate · options
monte carlo simulation · option pricing
A closed-form formula for pricing bonds between coupon payments
Sylvia Gottschalk · 2018 · intermediate · fixed income
fixed income
A closed-form option pricing approximation formula for a fractional Heston model
Elisa Alòs, Yan Yang · 2014 · advanced · options
option pricing · stochastic processes
A Closed-Form Solution for Options with Stochastic Volatility
Steven L. Heston · 1993
Characteristic Functions · Derivatives · Heston Model · Mathematical Finance · Option Pricing · Stochastic Volatility
A closer look at financial development and income distribution
Céline Gimet, Thomas Lagoarde-Ségot · 2011 · intermediate · statistics
banking · financial economics
A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory
Alejandro Rodriguez Dominguez, David Stynes · 2022 · advanced · statistics
hypothesis testing · statistical inference · time series
A Co-evolutionary Approach for Heston Calibration
Julian Gutierrez · 2025 · advanced · options
machine learning · model calibration · optimization · volatility surface
A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges
Abhimanyu Nag, Madhur Prabhakar, Tanuj Behl · 2025 · advanced · quantitative trading
algorithms · decentralized finance
A common risk factor and the correlation between equity and corporate bond returns
Demirovic, Amer, Kabiri, Ali, Tuckett, David · 2020 · advanced · statistics
asset pricing