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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1301–1350; page 27 of 188.

1301. Behavioral heterogeneity in return expectations across equity style portfolios

      Philip A. Stork, Milan Vidojevic, Remco C. J. Zwinkels · 2020 · advanced · statistics

      asset pricing · behavioral finance

1302. Behavioral Machine Learning? Regularization and Forecast Bias

      Murray Z. Frank, Jing Gao, Keer Yang · 2023 · advanced · time series

      financial machine learning · machine learning

1303. Behavioral Participating Insurance: Optimal Investment under Probability Distortion and Aspiration Constraints

      Hao Liu, Yang Liu, Zhenyu Shen · 2026 · advanced · risk management

      behavioral finance · insurance · optimization · probability

1304. Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails

      Ayush Jha, Abootaleb Shirvani, Ali M. Jaffri · 2025 · advanced · portfolio management

      behavioral finance · portfolio optimization · probability · statistics

1305. Behavioural effects on XVA

      Chris Kenyon, Hayato Iida · 2018 · advanced · risk management

      credit risk · derivatives

1306. Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values

      Lake, A. · 2020 · intermediate · statistics

      behavioral finance · housing markets · hypothesis testing

1307. Behind the Benchmark: Dissecting Active Bond Fund Performance

      Vikas Jain, 甘应进 · 2026 · intermediate · fixed income

      exchange traded funds · fixed income · mutual funds

1308. Belief at Risk: Quantifying Agentic AI Model Risk with LLM-Inferred Bayesian State Filters

      Matthew Francis Dixon · 2026 · advanced · risk management

      bayesian statistics · large language models · model risk · risk management · tail risk

1309. Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment

      Christine Laudenbach, Annika Weber, Johannes Wohlfart · 2021 · intermediate · portfolio management

      behavioral finance · equity markets

1310. Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets

      Tejas Ramdas, Martin T. Wells · 2024 · advanced · quantitative trading

      deep learning · financial machine learning · machine learning · market microstructure · neural networks

1311. Benchmark Beating with the Increasing Convex Order

      Jianming Xia · 2023 · advanced · portfolio management

      optimization · portfolio optimization

1312. Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims

      Michael Schmutz, Eckhard Platen, Thorsten Schmidt · 2025 · advanced · risk management

      martingales · risk management

1313. Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance

      Chi-Sheng Chen, Aidan Hung-Wen Tsai · 2025 · intermediate · machine learning

      decentralized finance · deep learning · machine learning · neural networks · time series

1314. Benchmarking Deep Time Series Models for Equity Portfolios

      Aoxin Zhang, Yuhan Cheng, Kwanting Leung · 2026 · advanced · portfolio management

      deep learning · machine learning · optimization · portfolio management · portfolio optimization · time series

1315. Benchmarking Large Language Model Volatility

      Boyang Yu · 2023 · intermediate · machine learning

      large language models · natural language processing

1316. Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives

      Matthew J. Schneider, Rufus Rankin, Prabir Burman · 2024 · intermediate · portfolio management

      portfolio management

1317. Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off

      Prashik N. Somkuwar, K. Srinivasan, G. Raghavan · 2026 · advanced · portfolio management

      optimization · portfolio optimization · tail risk

1318. Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management

      Marc Velay, Bich-Liên Doan, Arpad Rimmel · 2023 · advanced · machine learning

      backtesting · deep learning · machine learning · portfolio management · reinforcement learning

1319. Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

      Jeffrey A. Wurgler, Brendan Bradley, Malcolm P. Baker · 2010 · intermediate · portfolio management

      asset pricing

1320. Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity

      Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi · 2021 · intermediate · statistics

      statistics

1321. Berms without Calibration

      K. E. Feldman · 2025 · advanced · fixed income

      derivatives · fixed income · interest rates · option pricing

1322. Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation

      Koichi Miyamoto · 2021 · advanced · options

      algorithms · derivatives · numerical methods · option pricing

1323. Bernstein Approximations to the Copula Function and Portfolio Optimization

      A. Sancetta, Satchell, S.E. · 2001 · advanced · portfolio management

      copulas · portfolio optimization · statistics

1324. BERT vs GPT for financial engineering

      Edward Sharkey, Philip Treleaven · 2024 · intermediate · machine learning

      commodities · deep learning · financial machine learning · large language models · machine learning · natural language processing

1325. BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights

      Enmin Zhu, Jerome Yen · 2024 · intermediate · machine learning

      deep learning · machine learning · natural language processing

1326. Bertrand oligopoly in insurance markets with Value at Risk Constraints

      Kolos Csaba Ágoston, Veronika Varga · 2024 · advanced · risk management

      insurance

1327. Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information

      Mengshuo Zhao, Chuancun Yin · 2024 · advanced · risk management

      optimization

1328. Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets

      Haoying Dai · 2025 · advanced · options

      option greeks · options hedging

1329. Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention

      CY Yan, Steve Keol, Xo Co · 2025 · intermediate · quantitative trading

      decentralized finance · liquidity · market making

1330. Betting Against (Bad) Beta

      Miguel C. Herculano · 2024 · advanced · portfolio management

      asset pricing · capm · factor investing

1331. Betting Against Beta

      Andrea Frazzini · 2014 · intermediate · portfolio management

      asset pricing · capm · equity markets · factor investing

1332. Betting against Quant: Examining the Factor Exposures of Thematic Indexes

      David C. Blitz · 2021 · intermediate · portfolio management

      asset pricing · factor investing

1333. Betting and financial markets are cointegrated on election night

      Auld, T. · 2022 · advanced · quantitative trading

      market efficiency · time series

1334. Betting Around the Clock: Time Change and Long Term Model Risk

      Umberto Cherubini · 2026 · advanced · stochastic calculus

      mathematical finance · stochastic processes

1335. Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models

      Karmanpartap Singh Sidhu, Pranshi Saxena · 2026 · intermediate · options

      garch · jump processes · monte carlo simulation · option pricing · volatility forecasting

1336. Beyond capacity: contractual form in electricity reliability obligations

      Han Shu, Jacob Mays · 2022 · advanced · risk management

      financial economics · risk management · stochastic processes

1337. Beyond carbon pricing: the role of banking and monetary policy in financing the transition to a low-carbon economy

      Campiglio, Emanuele · 2015 · intermediate · risk management

      banking · credit markets · economic policy · financial economics

1338. Beyond Cash Flows: A Multi-Agent AI Framework for Valuing Clinical-Stage, Cross-Border Biotechnology

      Yuhan Fang · 2026 · advanced · machine learning

      equity valuation · large language models

1339. Beyond Co-Movement: Locality by Exposures Enables a Joint Factor-Graph Framework for Portfolio Diversification

      Sara Chehab, Giorgos Iacovides, Parisa Yazdanparast · 2026 · advanced · portfolio management

      factor investing · machine learning · optimization · portfolio management · portfolio optimization

1340. Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios

      Bernd Johannes Wuebben · 2026 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization

1341. Beyond Direct Indexing: Dynamic Direct Long-Short Investing

      Joseph Liberman, Stanley Krasner, Nathan Sosner · 2023 · intermediate · portfolio management

      factor investing

1342. Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization

      Xin Li, Yan Ke, Longbing Cao · 2026 · advanced · portfolio management

      esg · machine learning · optimization · portfolio optimization · sustainable investing

1343. Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction

      M. Sipke Dom, Clint Howard, Maarten Jansen · 2025 · advanced · portfolio management

      optimization · portfolio optimization

1344. Beyond Lognormal Sums: A Four-Moment Probability Framework for Basket and Spread Option Pricing

      Dongdong Hu, Hasanjan Sayit, Steve Tchoneteck · 2026 · advanced · options

      derivatives · option pricing · probability · statistics

1345. Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics

      Andrew Lesniewski, Giulio Trigila · 2024 · advanced · machine learning

      deep learning · machine learning · numerical methods · stochastic differential equations · stochastic processes

1346. Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction

      Yunqi Liang, Hasan Ugur Koyluoglu, Fuat Alican · 2026 · advanced · portfolio management

      copulas · statistics · tail risk

1347. Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction

      Dehao Dai, Ding Ma, Dou Liu · 2026 · advanced · machine learning

      financial machine learning · large language models · machine learning · natural language processing

1348. Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI

      Allen Yikuan Huang, Zheqi Fan · 2026 · advanced · portfolio management

      factor investing · large language models

1349. Beyond Rough Volatility: Decoupling Memory and Scaling via a Generalized Langevin Equation

      Andrey Itkin · 2026 · advanced · stochastic calculus

      rough volatility · stochastic differential equations · stochastic processes

1350. Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling

      Alexis Lazanas, Spyridon Karpouzis · 2026 · advanced · machine learning

      deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series