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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1101–1150; page 23 of 188.

1101. Asymmetry and Leverage in Conditional Volatility Models

      McAleer, M.J. · 2014 · advanced · time series

      garch · statistics · stochastic processes · time series

1102. Asymmetry and leverage in realized volatility

      Asai, M., McAleer, M.J., Medeiros, M.C. · 2008 · advanced · time series

      time series

1103. Asymmetry and Long Memory in Volatility Modelling

      Asai, M., McAleer, M.J., Medeiros, M.C. · 2010 · advanced · time series

      econometrics · time series · volatility forecasting

1104. Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns

      Hamed Farahani, R. A. Serota · 2025 · intermediate · statistics

      statistics · tail risk

1105. Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing

      Debdoot Ghosh · 2026 · advanced · portfolio management

      optimization · portfolio optimization

1106. Asymptotic analysis of different covariance matrices estimation for minimum variance portfolio

      Linda Chamakh, Emmanuel Gobet, Jean-Philippe Lemor · 2021 · advanced · portfolio management

      portfolio optimization · probability · statistics

1107. Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations

      Mykhaylo Shkolnikov, Ronnie Sircar, Thaleia Zariphopoulou · 2015 · advanced · stochastic calculus

      optimization · partial differential equations · portfolio management · portfolio optimization · stochastic calculus · stochastic processes

1108. Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling

      Minh Chau Nguyen, Tony S. Wirjanto, Fan Yang · 2025 · advanced · risk management

      insurance · optimization

1109. Asymptotic Arbitrage in Large Financial Markets With Friction

      Emmanuel Lépinette, Lavinia Ostafe · 2012 · advanced · stochastic calculus

      mathematical finance · measure theory · transaction costs

1110. Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives

      Max Nendel · 2026 · advanced · risk management

      insurance · risk management

1111. Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall

      Stéphane Crépey, Noufel Frikha, Azar Louzi · 2023 · advanced · risk management

      statistics

1112. Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs

      Masaaki Fujii, Akihiko Takahashi, Masayuki Takahashi · 2017 · advanced · machine learning

      deep learning · machine learning · numerical methods

1113. Asymptotic fractional-order stochastic dominance with bounded relative risk aversion

      Jiehua Xie, Liulei Sun, Wei Zou · 2026 · advanced · portfolio management

      portfolio management

1114. Asymptotic Inference about Predictive Accuracy Using High Frequency Data

      Jia Li, Andrew J. Patton · 2013 · advanced · statistics

      statistical inference

1115. Asymptotic Invariance of Kelly Allocation Under Power-Law Asset Dynamics: Evidence from Bitcoin

      Ivan J. Vera-Marun · 2026 · advanced · portfolio management

      portfolio management · portfolio optimization

1116. Asymptotic methods for transaction costs

      Eberhard Mayerhofer · 2024 · advanced · quantitative trading

      optimization

1117. Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks

      Tiantian Mao, Gilles Stupfler, Fan Yang · 2024 · advanced · risk management

      extreme value theory

1118. Asymptotic Results for GMM Estimators of Stochastic Volatility Models

      Geert Dhaene, Olivier Vergote · 2003 · advanced · statistics

      statistical inference · time series

1119. Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models

      Sourojyoti Barick · 2026 · advanced · statistics

      extreme value theory · jump processes · statistical inference · stochastic processes

1120. Asymptotic Static Hedge via Symmetrization

      Jiro Akahori, Flavia Barsotti, Yuri Imamura · 2018 · advanced · options

      option pricing · options hedging · partial differential equations

1121. Asymptotically-informed neural networks for Black-Scholes implied volatility computation

      Samira Amiriyan, Youness Boutaib · 2026 · advanced · options

      machine learning · neural networks · numerical methods

1122. Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility

      Dan Pirjol, Lingjiong Zhu · 2023 · advanced · options

      jump processes · option pricing · stochastic processes

1123. Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion

      Dan Pirjol, Lingjiong Zhu · 2023 · advanced · fixed income

      brownian motion · stochastic processes

1124. Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model

      Jonathan Klinge, Maren Diane Schmeck · 2026 · advanced · risk management

      insurance · probability · stochastic processes

1125. Asymptotics of Sum of Heavy-tailed Risks with Copulas

      Fan Yang, Yi Zhang · 2024 · advanced · risk management

      copulas · risk management · tail risk

1126. Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims

      Bingzhen Geng, Yang Liu, Hongfu Wan · 2024 · advanced · risk management

      insurance · monte carlo simulation · systemic risk · tail risk

1127. Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface

      Dan Pirjol, Lingjiong Zhu · 2020 · advanced · options

      stochastic differential equations · stochastic processes · volatility surface

1128. Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets

      Peer Nagy, Jan-Peter Calliess, Stefan Zohren · 2023 · advanced · quantitative trading

      algorithmic trading · deep learning · market microstructure · reinforcement learning

1129. At-the-money short-time call-price asymptotics for new classes of exponential Lévy models

      Allen Hoffmeyer, Christian Houdré · 2026 · advanced · options

      mathematical finance · option pricing · stochastic processes

1130. Atlas-X Equity Financing: Unlocking New Methods to Securely Obfuscate Axe Inventory Data Based on Differential Privacy

      Antigoni Polychroniadou, Gabriele Cipriani, Richard Hua · 2024 · advanced · quantitative trading

      algorithms · time series

1131. ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination

      Charidimos Papadakis, Angeliki Dimitriou, Giorgos Filandrianos · 2025 · advanced · machine learning

      algorithmic trading · large language models · machine learning

1132. Attention Factors for Statistical Arbitrage

      Elliot L. Epstein, Rose Wang, Jaewon Choi · 2025 · advanced · quantitative trading

      factor investing · financial machine learning · machine learning · statistical arbitrage · transaction costs

1133. Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction

      Sahab Zandi, Kamesh Korangi, María Óskarsdóttir · 2024 · advanced · risk management

      banking · credit risk · deep learning · machine learning · neural networks

1134. Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book

      Jiwon Jung, Kiseop Lee · 2024 · advanced · quantitative trading

      deep learning · neural networks · time series

1135. Attracting investor attention through advertising

      Lou, Dong · 2009 · intermediate · statistics

      equity markets

1136. Attributing Differences Between Forecast Runs to Input Changes, With Applications to CCAR and CECL Exercises

      Xuan Mei, Junze Lin · 2026 · advanced · risk management

      credit risk

1137. Attributing Forecast Gaps to Component Models in Complex Model Suites

      Xuan Mei, Junze Lin · 2026 · advanced · risk management

      credit risk

1138. Attribution Methods in Asset Pricing: Do They Account for Risk?

      Dangxing Chen, Yuan Gao · 2024 · advanced · machine learning

      asset pricing · financial machine learning · machine learning

1139. Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation

      Wenbin Wu · 2026 · advanced · machine learning

      large language models

1140. Auditing Collector-Generated Graduation Labels on Pump.fun: Measurement Error and Temporal Non-Generalization

      Arati Uday Kamat · 2026 · advanced · statistics

      model calibration · statistical inference · statistics

1141. Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility

      Ding, Y. · 2021 · advanced · time series

      garch · statistics · time series · volatility forecasting

1142. Augmenting Fundamental Analysis with Large Language Models: A RAG-Based System for Generating Investor Briefs

      Bartosz Ziółko, Kacper Dobrzeniewski · 2026 · intermediate · machine learning

      large language models · natural language processing

1143. Aumann and Serrano’s economic index of risk for sums of gambles

      Minqiang Li · 2014 · intermediate · risk management

      risk management

1144. Auto-Balancer: Harnessing idle network resources for enhanced market stability

      Arman Abgaryan, Utkarsh Sharma · 2025 · advanced · quantitative trading

      market microstructure

1145. Auto-Regressive Control of Execution Costs

      Simeon Kolev · 2024 · intermediate · quantitative trading

      optimal execution · regression

1146. Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)

      Jiahua Xu, Yebo Feng, Daniel Perez · 2023 · advanced · machine learning

      decentralized finance · deep learning · machine learning · reinforcement learning

1147. Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading

      Francesca Cibrario, Ron Cohen, Emanuele Dri · 2025 · advanced · options

      algorithms · derivatives · option pricing

1148. Autodeleveraging as Online Learning

      Tarun Chitra, Nagu Thogiti, Mauricio Jean Pieer Trujillo Ramirez · 2026 · advanced · risk management

      derivatives · optimization

1149. Autodeleveraging: Impossibilities and Optimization

      Tarun Chitra · 2025 · advanced · derivatives

      derivatives

1150. Automate Strategy Finding with LLM in Quant Investment

      Zhizhuo Kou, Holam Yu, Junyu Luo · 2024 · advanced · machine learning

      algorithmic trading · factor investing · financial machine learning · large language models