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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1701–1750; page 35 of 188.

  1. Climate value at risk of global financial assets

    Dietz, Simon, Bowen, Alex, Dixon, Charlie · 2016 · advanced · risk management

    risk management

  2. Climate-Conditioned Cascade Modeling for Multi-Peril Reinsurance: Analysis and Controlled Numerical Applications

    N. Karimi, E. Salavati, F. Shokrollahi · 2026 · advanced · risk management

    insurance

  3. Climate-Contingent Finance

    John Nay · 2022 · intermediate · risk management

    climate finance

  4. Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery

    Xiaozhen Wang, Francois Buet-Golfouse · 2026 · advanced · risk management

    financial machine learning · reinforcement learning · risk management

  5. Cliquet option pricing in a jump-diffusion Lévy model

    Markus Hess · 2018 · advanced · options

    derivatives · jump processes · option greeks · option pricing · stochastic processes

  6. Cliquet option pricing with Meixner processes

    Markus Hess · 2018 · advanced · options

    derivatives · jump processes · option pricing · stochastic processes

  7. Close communications: hedge funds, brokers and the emergence of herding

    Kellard, Neil, Millo, Yuval, Simon, Jan · 2017 · intermediate · quantitative trading

    hedge funds

  8. Closed form optimal exercise boundary of the American put option

    Yerkin Kitapbayev · 2019 · advanced · options

    derivatives · option pricing

  9. Closed-End Formula for options linked to Target Volatility Strategies

    Luca Di Persio, Luca Prezioso, Kai Wallbaum · 2019 · advanced · options

    derivatives · option greeks · option pricing · options hedging

  10. CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES

    Minqiang Li, Fabio Mercurio · 2014 · advanced · options

    option pricing · partial differential equations

  11. Closed-form approximations in derivatives pricing: The Kristensen-Mele approach

    Michael Kurz · 2018 · advanced · options

    derivatives · option pricing

  12. Closed-form solutions for generic N-token AMM arbitrage

    Matthew Willetts, Christian Harrington · 2024 · advanced · quantitative trading

    quantitative trading

  13. Closed-form solutions for VIX derivatives in a Legendre empirical model

    Ying-Li Wang, Cheng-Long Xu, Ping He · 2023 · advanced · options

    derivatives · option pricing · partial differential equations · stochastic processes

  14. Closing the Investment Gap: How Targeted Financial Information Reduces Demographic Gaps in ETF Allocation

    Moawad, Jad · 2025 · intermediate · portfolio management

    causal identification · exchange traded funds

  15. Cloud failure and cyber insurance: calibration of stress scenarios and diversification

    Olivier Lopez, Daniel Nkameni · 2026 · advanced · risk management

    insurance · model calibration · risk management · stress testing

  16. CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents

    Bo Qu, Mingguang Chen · 2026 · advanced · machine learning

    algorithmic trading · backtesting · large language models · portfolio management · transaction costs

  17. Cluster GARCH

    Chen Tong, Peter Reinhard Hansen, Ilya Archakov · 2024 · advanced · time series

    garch

  18. Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets

    Bastien Buchwalter, Francis X. Diebold, Kamil Yilmaz · 2025 · advanced · risk management

    econometrics · equity markets · financial networks

  19. Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction

    Hugo Inzirillo · 2024 · advanced · portfolio management

    cryptocurrencies · portfolio management · portfolio optimization

  20. Clustering Financial Time Series: How Long is Enough?

    Gautier Marti, Sébastien Andler, Frank Nielsen · 2016 · intermediate · time series

    machine learning · statistics · time series

  21. Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings

    Deborah Miori, Mihai Cucuringu · 2024 · advanced · machine learning

    decentralized finance · machine learning

  22. ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books

    Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff · 2025 · advanced · quantitative trading

    machine learning · market microstructure

  23. CLVR Ordering of Transactions on AMMs

    Robert McLaughlin, Nir Chemaya, Dingyue Liu · 2024 · advanced · quantitative trading

    decentralized finance

  24. CNN-DRL for Scalable Actions in Finance

    Sina Montazeri, Akram Mirzaeinia, Haseebullah Jumakhan · 2024 · intermediate · machine learning

    deep learning · financial machine learning · machine learning · neural networks · reinforcement learning

  25. Co-Existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model

    Adam Majewski, Stefano Ciliberti, Jean-Philippe Bouchaud · 2018 · advanced · statistics

    asset pricing · bayesian statistics · statistical inference · trend following

  26. Co-Impact: Crowding Effects in Institutional Trading Activity

    Frédéric Bucci, Iacopo Mastromatteo, Zoltán Eisler · 2018 · advanced · quantitative trading

    equity markets · market microstructure

  27. Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market

    Blanco-Arroyo, Omar, Esteve, Vicente, Prats, Maria A. · 2026 · advanced · time series

    econometrics · housing markets · time series

  28. Co-ordination failure and the role of banks in the resolution of financial distress

    Pagratis, Spyros · 2004 · intermediate · risk management

    banking

  29. Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets

    Yutong Lu, Gesine Reinert, Mihai Cucuringu · 2023 · advanced · statistics

    market microstructure · portfolio optimization · statistics

  30. Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation

    Xin Du, Kai Moriyama, Kumiko Tanaka-Ishii · 2023 · advanced · time series

    deep learning · machine learning · neural networks · time series · volatility forecasting

  31. Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm

    M. Mijaíl Martínez-Ramos, Parisa Majari, Andres R. Cruz-Hernández · 2024 · advanced · statistics

    statistics

  32. Coarse Graining Reveals a Fluctuation-theorem-like Asymmetry in Financial Markets

    Jian Gao, Lufeng Zhang, Ping Fang · 2026 · advanced · quantitative trading

    probability · stochastic processes · time series

  33. CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation

    Yuki Tanaka, Ryuji Hashimoto, Takehiro Takayanagi · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · time series

  34. Cognition and Wealth: The Importance of Probabilistic Thinking

    Lee Lillard, Robert J. Willis · 2001 · intermediate · portfolio management

    portfolio management

  35. Cognitive Alpha Mining via LLM-Driven Code-Based Evolution

    Fengyuan Liu, Yi Huang, Sichun Luo · 2025 · advanced · machine learning

    financial machine learning · large language models · machine learning · optimization

  36. Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity

    Yimin Du, Guolin Tang · 2025 · intermediate · machine learning

    machine learning

  37. Coherent estimation of risk measures

    Martin Aichele, Igor Cialenco, Damian Jelito · 2025 · advanced · risk management

    mathematical finance · statistics

  38. Coherent Measures of Risk

    David Heath, Freddy Delbaen, Jean-Marc Eber · 1998

    Coherent Risk Measures · Expected Shortfall · Financial Regulation · Mathematical Finance · Risk Aggregation · Value at Risk

  39. Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation

    Emmanuel Lepinette, Duc Thinh Vu · 2024 · advanced · risk management

    mathematical finance

  40. Coherent risk measures and uniform integrability

    Muqiao Huang, Ruodu Wang · 2024 · advanced · risk management

    probability

  41. Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt

    Pengbin Feng, Yankaiqi Li, Yijiashun Qi · 2024 · advanced · machine learning

    deep learning · neural networks

  42. Collateral constraints and asset prices

    Chabakauri, Georgy, Yueyang Han, Brandon · 2020 · advanced · other

    asset pricing · financial economics

  43. Collateral Restrictions and Liquidity Under-Supply: A Simple Model

    Ana Fostel, John Geanakoplos · 2006 · intermediate · risk management

    financial economics · liquidity

  44. Collective completeness and pricing hedging duality

    Alessandro Doldi, Marco Frittelli, Marco Maggis · 2025 · advanced · stochastic calculus

    asset pricing · mathematical finance

  45. Collective completeness and pricing-hedging duality II

    Alessandro Doldi, Marco Frittelli, Marco Maggis · 2026 · advanced · stochastic calculus

    asset pricing · mathematical finance

  46. Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors

    Kevin Primicerio, Damien Challet, Stanislao Gualdi · 2020 · intermediate · portfolio management

    financial economics · portfolio management · transaction costs

  47. Combination notes: market segmentation and equity transfer

    Schaber, Albert · 2008 · intermediate · fixed income

    securitization

  48. Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses

    Olivier Lopez, Daniel Nkameni · 2025 · advanced · risk management

    insurance · optimization · tail risk

  49. Combined climate stress testing of supply-chain networks and the financial system with nation-wide firm-level emission estimates

    Zlata Tabachová, Christian Diem, Johannes Stangl · 2025 · advanced · risk management

    contagion · stress testing · systemic risk

  50. Combined machine learning for stock selection strategy based on dynamic weighting methods

    Lin Cai, Zhiyang He, Caiya Zhang · 2025 · advanced · machine learning

    backtesting · machine learning