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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 951–1000; page 20 of 188.
Application of Neural Networks to House Pricing and Bond Rating
Daniëls, H.A.M., Kamp, B., Verkooijen, W.J.H. · 1997 · intermediate · machine learning
machine learning · neural networks · real estate
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks
Stefano Scoleri, Marco Bianchetti, Sergei Kucherenko · 2026 · advanced · options
monte carlo simulation · numerical methods · option greeks · option pricing
Application of the Kelly Criterion to Prediction Markets
Bernhard K Meister · 2024 · intermediate · portfolio management
probability
Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting
Xitai Yu · 2023 · intermediate · time series
time series
Applications of Mean Field Games in Financial Engineering and Economic Theory
Rene Carmona · 2020 · advanced · stochastic calculus
financial engineering · mathematical finance · optimization
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
Frensi Zejnullahu, Maurice Moser, Joerg Osterrieder · 2022 · intermediate · machine learning
algorithmic trading · deep learning · neural networks · reinforcement learning
Applying Deep Learning to Calibrate Stochastic Volatility Models
Abir Sridi, Paul Bilokon · 2023 · advanced · options
deep learning · machine learning · model calibration · neural networks · option pricing
Applying Informer for Option Pricing: A Transformer-Based Approach
Feliks Bańka, Jarosław A. Chudziak · 2025 · intermediate · options
deep learning · machine learning · neural networks · option pricing · time series
Applying News and Media Sentiment Analysis for Generating Forex Trading Signals
Oluwafemi F Olaiyapo · 2024 · intermediate · machine learning
foreign exchange · machine learning · natural language processing
Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
Arno Botha, Tanja Verster · 2025 · intermediate · risk management
credit risk
Approaching multifractal complexity in decentralized cryptocurrency trading
Marcin Wątorek, Marcin Królczyk, Jarosław Kwapień · 2024 · advanced · time series
cryptocurrencies · time series
Approximate Arbitrage
Bernardo, Antonio, Ledoit, Olivier · 1999 · advanced · derivatives
mathematical finance
Approximate Design-Based Intervals for Downsampled Cross-Sectional Market Aggregates: A Randomized Design for Bandwidth-Constrained Financial Data Pipelines
Minmin Zeng · 2026 · advanced · statistics
statistical inference · statistics
APPROXIMATE HEDGING IN A LOCAL VOLATILITY MODEL WITH PROPORTIONAL TRANSACTION COSTS
Emmanuel Lépinette, Tuan Tran Quoc · 2014 · advanced · options
derivatives · option pricing · options hedging · transaction costs
Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model
Yuecai Han, Xudong Zheng · 2022 · advanced · options
brownian motion · derivatives · option pricing · stochastic processes
Approximate XVA for European claims
Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti · 2020 · advanced · risk management
credit risk · derivatives · numerical methods · stochastic differential equations
Approximation and regularity results for the Heston model and related processes
Edoardo Lombardo · 2025 · advanced · stochastic calculus
numerical methods · stochastic differential equations · stochastic processes
Approximation of stochastic insurer balance-sheet results using signatures of economic scenarios
Hervé Andrès, Alexandre Boumezoued, Arthur Bourdon · 2026 · intermediate · risk management
insurance · regression
Approximation of supply curves
Andres M. Alonso, Zehang Li · 2023 · intermediate · quantitative trading
quantitative trading
Approximation of the distribution of a stationary Markov process with application to option pricing
Gilles Pagès, Fabien Panloup · 2009 · advanced · stochastic calculus
numerical methods · option pricing · stochastic differential equations · stochastic processes
Arbitrage Analysis in Polymarket NBA Markets
Guang Cheng, Jiaxin Yang, Haoxuan Zou · 2026 · intermediate · quantitative trading
algorithmic trading · liquidity · market microstructure
Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
Thai Ha-Huy, Cuong Le Van, Nguyen Manh-Hung · 2016 · advanced · other
financial economics
Arbitrage and endogenous market integration
Zigrand, Jean-Pierre · 1999 · advanced · quantitative trading
financial economics · liquidity
Arbitrage and equilibrium with portofolio constraints
Bernard Cornet, Ramu Gopalan · 2009 · advanced · other
asset pricing · financial economics
Arbitrage and price revelation with private beliefs
Lionel de Boisdeffre · 2012 · advanced · other
financial economics
Arbitrage and sampling uncertainty in financial stochastic programming models
Berkelaar, A.B., Hoek, H., Lucas, A. · 1999 · advanced · portfolio management
optimization · pensions · stochastic processes
Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
Abhijit Chakraborty, Yuichi Ikeda · 2024 · advanced · statistics
cryptocurrencies
Arbitrage in Estimate Nothing: an example
Johannes Brutsche, Julian Sester, Thorsten Schmidt · 2026 · advanced · stochastic calculus
mathematical finance · probability
Arbitrage in stationary markets
Igor Evstigneev, Dhruv Kapoor · 2006 · advanced · stochastic calculus
probability · stochastic processes
Arbitrage networks
Rahi, Rohit, Zigrand, Jean-Pierre · 2008 · advanced · quantitative trading
financial networks
Arbitrage on Decentralized Exchanges
Xue Dong He, Chen Yang, Yutian Zhou · 2025 · advanced · quantitative trading
quantitative trading
Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives
Raymond Brummelhuis, Zhongmin Luo · 2018 · advanced · fixed income
credit derivatives · credit risk · derivatives
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence
Massimo Guidolin, Andrea Ricci · 2018 · intermediate · statistics
asset pricing · equity markets
Arbitrage theory for non convex financial market models
Emmanuel Lépinette, Tuan Tran · 2017 · advanced · stochastic calculus
mathematical finance · stochastic processes · transaction costs
Arbitrage with bounded Liquidity
Christoph Schlegel, Quintus Kilbourn · 2025 · advanced · quantitative trading
financial economics · liquidity · mathematical finance
Arbitrage-Aware Multi-Step Forecasting of Implied Volatility Surfaces: Modelling Surface Trajectories Using Latent Diffusion
Dominik Manuel Buchegger, Lukas Gonon · 2026 · advanced · options
deep learning · machine learning · volatility forecasting · volatility surface
Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints
Xiang Gao, Cody Hyndman · 2025 · advanced · fixed income
fixed income · interest rates · machine learning · neural networks · term structure models
Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
Jiwook Jang, Patrick J. Laub, Tak Kuen Siu · 2025 · advanced · risk management
insurance · jump processes · monte carlo simulation · stochastic processes
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Brian Ning, Sebastian Jaimungal, Xiaorong Zhang · 2021 · advanced · options
deep learning · machine learning · stochastic differential equations · volatility surface
Arbitrage-Free Multi-Maturity Risk-Neutral Marginals
Hao Qin, Ruozhong Yang, Charlie Che · 2026 · advanced · options
probability
Arbitrage-Free Option Price Surfaces via Chebyshev Tensor Bases and a Hamiltonian Fog Post-Fit
Robert Jenkinson Alvarez · 2025 · advanced · options
convex optimization · numerical methods · option pricing
Arbitrage-Free Price-Update and Price-Impact Functions
Werner Stanzl, Gur Huberman · 2001 · advanced · quantitative trading
financial economics · market microstructure
Arbitrage-Free Pricing with Diffusion-Dependent Jumps
Hamza Virk, Yihren Wu, Majnu John · 2025 · advanced · stochastic calculus
jump processes · stochastic differential equations · stochastic processes
Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
Robin J. Brenner, Kenneth F. Kroner · 1999 · advanced · time series
asset pricing · econometrics · time series
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. · 2004 · advanced · statistics
hedge funds · hypothesis testing · market risk · statistical inference
Are AI Risks Priced in the U.S. Stock Market? Evidence from Financial News Factors
Yanhui Shen · 2026 · advanced · statistics
asset pricing · equity markets · statistical inference
Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets
German Forero-Laverde · 2016 · intermediate · statistics
equity markets · statistics
Are Banks Liquidity Transformers?
Deep, Akash, Schaefer, Guido · 2004 · intermediate · risk management
banking · liquidity
Are Banks Too Big to Fail or Too Big to Save? International Evidence from Equity Prices and CDS Spreads
Demirgüc-Kunt, A., Huizinga, H.P. · 2010 · intermediate · risk management
banking · credit derivatives · credit risk · equity markets
Are Charter Value and Supervision Aligned? A Segmentation Analysis
Juan Aparicio, Miguel A. Duran, Ana Lozano-Vivas · 2024 · advanced · risk management
banking · regression