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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1451–1500; page 30 of 188.

  1. Brexit Risk and Asset Volatility

    Two Sigma · 2016 · intermediate · time series

    time series

  2. Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile

    Petteri Piiroinen, Lassi Roininen, Martin Simon · 2019 · advanced · options

    derivatives · foreign exchange · model calibration · option pricing · tail risk

  3. Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models

    Fredy Pokou, Jules Sadefo Kamdem, François Benhmad · 2025 · advanced · risk management

    backtesting · deep learning · financial machine learning · garch · market risk · reinforcement learning

  4. Bridging financial reporting research and policy: a discussion of “the impact of accounting standards on pension investment decisions”

    Cascino, Stefano · 2018 · intermediate · portfolio management

    causal identification · pensions

  5. Bridging socioeconomic pathways of $$\textrm{CO}_2$$ emission and credit risk

    Florian Bourgey, Emmanuel Gobet, Ying Jiao · 2022 · advanced · risk management

    credit risk · financial economics · optimization

  6. Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks

    Jules Arzel, Noureddine Lehdili · 2026 · advanced · options

    deep learning · derivatives · optimization · option pricing · options hedging

  7. Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data

    James B. Glattfelder, Anton Golub · 2022 · advanced · time series

    brownian motion · time series

  8. Bridging the Reality Gap in Limit Order Book Simulation

    Patrick Noble, Mathieu Rosenbaum, Saad Souilmi · 2026 · advanced · quantitative trading

    market microstructure

  9. Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock

    Julián Andrada-Félix, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2025 · intermediate · fixed income

    fixed income

  10. British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

    William Goetzmann, Andrey Ukhov · 2005 · intermediate · portfolio management

    equity markets · portfolio management · portfolio optimization

  11. Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution

    Siqi Shao, Arshia Ghasemi, Hamed Farahani · 2025 · intermediate · time series

    statistics · stochastic differential equations · stochastic processes

  12. Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective

    Arshia Ghasemi, Siqi Shao, R. A. Serota · 2026 · intermediate · time series

    statistics · stochastic processes

  13. Broker-Trader Partial Information Nash-Equilibria

    Xuchen Wu, Sebastian Jaimungal · 2024 · advanced · quantitative trading

    market microstructure · mathematical finance · optimization · stochastic calculus · stochastic differential equations

  14. Brownian ReLU(Br-ReLU): A New Activation Function for a Long-Short Term Memory (LSTM) Network

    George Awiakye-Marfo, Elijah Agbosu, Victoria Mawuena Barns · 2026 · intermediate · machine learning

    deep learning · machine learning · neural networks · stochastic processes · time series

  15. BSDE representations for optimal switching problems with controlled volatility

    Romuald Elie, Idris Kharroubi · 2014 · advanced · stochastic calculus

    mathematical finance · optimization · stochastic calculus · stochastic differential equations · stochastic processes

  16. Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments

    Bao, T., Hommes, C.H., Makarewicz, T.A. · 2014 · intermediate · statistics

    asset pricing · financial economics

  17. Bubble Investors: What Were They Thinking?

    Ravi Dhar, William Goetzmann · 2006 · intermediate · statistics

    behavioral finance · equity markets · market efficiency

  18. Bubbles and Crashes with Partially Sophisticated Investors

    Bianchi, Milo, Jehiel, Philippe · 2025 · advanced · other

    asset pricing · financial economics

  19. Bubbles in Asset Prices

    Burton G. Malkiel · 2010 · intermediate · risk management

    asset pricing · economic policy · market efficiency

  20. Bubbles vs. Baselines: Token Valuation and Institutional Capital in PoS Networks under EIP-1559

    Mikhail Perepelitsa · 2026 · advanced · portfolio management

    asset pricing · cryptocurrencies · financial economics

  21. Bubbles, crashes and intermittency in agent based market models

    Irene Giardina, Jean‐Philippe Bouchaud · 2002 · advanced · time series

    financial economics · time series

  22. Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures

    Giuseppe C. Calafiore · 2026 · advanced · risk management

    contagion · financial networks · optimization · risk management · systemic risk

  23. Build America Bonds

    Andrew Ang, Vineer Bhansali, Yuhang Xing · 2010 · intermediate · fixed income

    financial economics · fixed income

  24. Building “Net-Zero-Aligned” Portfolios

    Antonios Lazanas, Zarvan Khambatta, Yingjin Gan · 2025 · intermediate · portfolio management

    sustainable investing

  25. Building a Better Commodities Portfolio

    Yao Hua Ooi · 2022 · intermediate · portfolio management

    commodities · portfolio management · risk management

  26. Building an effective financial stability policy framework: lessons from the post-crisis decade

    Demekas, Dimitri G. · 2019 · intermediate · risk management

    financial stability

  27. Building an honest microfinance organization: Embezzlement and the optimality of rigid repayment schedules and joint liability

    Doh-Shin Jeon, Domenico Menicucci · 2006 · intermediate · risk management

    insurance

  28. BUILDING ARBITRAGE-FREE IMPLIED VOLATILITY: SINKHORN'S ALGORITHM AND VARIANTS

    Hadrien de March, Pierre Henry-Labordere · 2019 · advanced · options

    numerical methods · optimization · option pricing · volatility surface

  29. Building Cross-Sectional Systematic Strategies By Learning to Rank

    Daniel Poh, Bryan Lim, Stefan Zohren · 2020 · advanced · machine learning

    financial machine learning · machine learning

  30. Building crypto portfolios with agentic AI

    Antonino Castelli, Paolo Giudici, Alessandro Piergallini · 2025 · intermediate · portfolio management

    cryptocurrencies · portfolio optimization

  31. Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds

    E. Benhamou, JJ. Ohana, B. Guez · 2025 · advanced · portfolio management

    financial machine learning · liquidity · machine learning

  32. Bulls, Bears and Excess Volatility: can currency intervention help?

    Corrado, L., Miller, M., Zhang, L. · 2007 · intermediate · time series

    economic policy · foreign exchange

  33. Bundling, Belief Dispersion, and Mispricing in Financial Markets

    Milo Bianchi, Philippe Jehiel · 2019 · intermediate · other

    financial economics

  34. Business Groups in Emerging Markets - Financial Control and Sequential Investment

    Hainz, Christa · 2006 · advanced · other

    corporate finance · financial economics

  35. Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment

    Max Berre, Benjamin Le Pendeven · 2022 · intermediate · statistics

    statistics

  36. Buy the Rumor, Sell the News: When Is News Priced In?

    Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini · 2026 · advanced · statistics

    equity markets · large language models · machine learning · natural language processing

  37. Buyback Derangement Syndrome

    Scott A. Richardson, Todd Hazelkorn · 2018 · intermediate · other

    corporate finance

  38. Buying at Support: The Entry Problem under Multi-Skew Brownian Motion

    Jun Maeda · 2026 · advanced · stochastic calculus

    brownian motion · optimization · stochastic calculus · stochastic processes

  39. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

    Campbell, John, Cochrane, John H. · 1999 · advanced · time series

    asset pricing · equity markets · financial economics

  40. ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space

    Yang Li, Zhi Chen · 2025 · advanced · machine learning

    deep learning · financial machine learning · neural networks

  41. C++ Design Patterns for Low-latency Applications Including High-frequency Trading

    Paul Bilokon, Burak Gunduz · 2023 · advanced · programming

    c++ · high frequency trading · programming

  42. CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy

    Zhengyong Jiang, Jeyan Thiayagalingam, Jionglong Su · 2023 · advanced · portfolio management

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

  43. CAESar: Conditional Autoregressive Expected Shortfall

    Federico Gatta, Fabrizio Lillo, Piero Mazzarisi · 2024 · advanced · risk management

    backtesting · risk management · tail risk · time series

  44. Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide

    James B. Glattfelder, Thomas Houweling · 2024 · beginner · quantitative trading

    quantitative trading

  45. Calibrated Credit Intelligence: Shift-Robust and Fair Risk Scoring with Bayesian Uncertainty and Gradient Boosting

    Srikumar Nayak · 2026 · advanced · risk management

    bayesian statistics · credit risk · machine learning · model calibration · neural networks

  46. Calibrated rank volatility stabilized models for large equity markets

    David Itkin, Martin Larsson · 2024 · advanced · stochastic calculus

    equity markets · model calibration · stochastic processes

  47. Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation

    Andrey Itkin · 2026 · advanced · options

    derivatives · model calibration · option pricing · stochastic processes

  48. Calibrating rough volatility models: a convolutional neural network approach

    Henry Stone · 2018 · advanced · machine learning

    deep learning · neural networks · rough volatility · stochastic processes

  49. Calibrating the Heston model with deep differential networks

    Chen Zhang, Giovanni Amici, Marco Morandotti · 2024 · advanced · options

    deep learning · machine learning · model calibration · neural networks · option pricing

  50. Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps

    Gaetano Agazzotti, Claudio Aglieri Rinella, Jean-Philippe Aguilar · 2025 · advanced · options

    derivatives · jump processes · model calibration · numerical methods · option pricing · stochastic processes