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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1801–1850; page 37 of 188.

1801. Comparing Density Forecasts in a Risk Management Context

      Diks, C.G.H., Fang, H. · 2016 · intermediate · risk management

      risk management · statistics

1802. Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model

      Takanobu Mizuta, Isao Yagi · 2023 · advanced · quantitative trading

      quantitative trading

1803. Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management

      Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi · 2026 · advanced · risk management

      optimization · pensions

1804. Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning

      Caio de Souza Barbosa Costa, Anna Helena Reali Costa · 2025 · intermediate · machine learning

      machine learning · optimization · reinforcement learning

1805. Comparing Possible Proxies of Corporate Bond Liquidity

      Patrick Houweling, Albert Mentink, Ton Vorst · 2003 · intermediate · fixed income

      fixed income · liquidity · liquidity risk

1806. Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting

      Robinson Kruse, Christian Leschinski, Michael Will · 2016 · advanced · time series

      econometrics · hypothesis testing · statistical inference · time series

1807. Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression

      Arno Botha, Henko Crewe, Marcel Muller · 2026 · intermediate · risk management

      credit risk · regression

1808. Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks

      Zhang Chern Lee, Wei Yun Tan, Hoong Khen Koo · 2024 · beginner · portfolio management

      optimization · portfolio management · portfolio optimization

1809. Comparison of the effects of investor attention using search volume data before and after mobile device popularization

      Jonghyeon Min · 2021 · intermediate · statistics

      statistics

1810. Compensation-based risk-sharing

      Jan Dhaene, Atibhav Chaudhry, Ka Chun Cheung · 2025 · advanced · risk management

      insurance

1811. Competition and Incentives in a Shared Order Book

      René Aïd, Philippe Bergault, Mathieu Rosenbaum · 2025 · advanced · quantitative trading

      market making · market microstructure · optimization

1812. Competition and opportunistic advice of financial analysts: theory and evidence

      Sette, Enrico · 2007 · intermediate · other

      financial economics

1813. Competition between DEXs through Dynamic Fees

      Leonardo Baggiani, Martin Herdegen, Leandro Sanchez-Betancourt · 2026 · advanced · quantitative trading

      decentralized finance · partial differential equations

1814. Competition Between Mail and Electronic Substitutes in the Financial Sector: A Hotelling Approach

      Cremer, Helmuth, De Donder, Philippe, Dudley, Paul · 2012 · intermediate · other

      banking

1815. Competition in Dealer Markets with Internalisation and Externalisation

      Robert Boyce, Eyal Neuman · 2026 · advanced · quantitative trading

      liquidity · market making · market microstructure

1816. Competition in Portfolio Management: Theory and Experiment

      Elena Asparouhova, Peter Bossaerts, Jernej Copic · 2012 · advanced · portfolio management

      asset pricing · financial economics · portfolio management

1817. Competition in the Chilean banking sector: a cross-country comparison

      Karasulu, Meral · 2007 · intermediate · risk management

      banking · financial economics

1818. Competitive equilibria in trading

      Neil A. Chriss · 2024 · advanced · quantitative trading

      quantitative trading

1819. Competitive Equilibrium with Incomplete Financial Markets

      David Cass · 2006 · advanced · other

      financial economics

1820. Competitive optimal portfolio selection under mean-variance criterion

      Guojiang Shao, Zuo Quan Xu, Qi Zhang · 2025 · advanced · portfolio management

      mathematical finance · optimization · portfolio management · portfolio optimization · stochastic differential equations

1821. Complex discontinuities of the square root of Fredholm determinants in the Volterra Stein-Stein model

      Eduardo Abi Jaber, Maxime Guellil · 2025 · advanced · options

      numerical methods · option pricing

1822. Complex network analysis of cryptocurrency market during crashes

      Kundan Mukhia, Anish Rai, SR Luwang · 2024 · intermediate · risk management

      cryptocurrencies

1823. Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses

      Oday Masoudi, Farhad Shahbazi, Mohammad Sharifi · 2025 · intermediate · time series

      statistics · time series

1824. Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs

      Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden · 2023 · advanced · quantitative trading

      quantitative trading

1825. Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading

      Sahand Hassanizorgabad · 2024 · intermediate · quantitative trading

      algorithmic trading · backtesting · machine learning · optimization

1826. Composition and growth effects of the current account: a synthesized portfolio view

      Guo, Kai, Jin, Keyu · 2009 · intermediate · portfolio management

      portfolio management

1827. Compound poisson models for weighted networks with applications in finance

      Gandy, Axel, Veraart, Luitgard A. M. · 2021 · advanced · risk management

      financial networks · probability · regression · statistics

1828. Compound V3 Economic Audit Report

      Rik Ghosh, Samrat Gupta, Arka Datta · 2024 · advanced · risk management

      monte carlo simulation · risk management

1829. Compounding Effects in Leveraged ETFs: Beyond the Volatility Drag Paradigm

      Chung-Han Hsieh, Jow-Ran Chang, Hui Hsiang Chen · 2025 · intermediate · time series

      garch · time series

1830. Computable Countermarkets and the Limits of Universal Trading

      Karl Svozil · 2026 · advanced · quantitative trading

      algorithmic trading · algorithms

1831. Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus

      Bilgi Yilmaz · 2018 · advanced · options

      monte carlo simulation · option greeks

1832. Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport

      Linn Engström, Sigrid Källblad, Johan Karlsson · 2024 · advanced · options

      martingales · numerical methods · optimization · option pricing

1833. Computational method for probability distribution on recursive relationships in financial applications

      Jong Jun Park, Kyungsub Lee · 2019 · intermediate · statistics

      numerical methods · probability · stochastic processes

1834. Computational Methods for Production-Based Asset Pricing Models with Recursive Utility

      Eric M. Aldrich, Howard Kung · 2010 · advanced · other

      asset pricing · numerical methods

1835. Computational Reproducibility in Finance: Evidence from 1,000 Tests

      Pérignon, Christophe, Akmansoy, Olivier, Hurlin, Christophe · 2022 · intermediate · programming

      programming

1836. Computationally-intensive Econometrics using a Distributed Matrix-programming Language

      Jurgen A. Doornik, David F. Hendry, Neil Shephard · advanced · programming

      programming

1837. Computing corporate bond returns: a word (or two) of caution

      Martina Andreani, Diogo Palhares, Scott Anthony Richardson · 2023 · intermediate · fixed income

      fixed income

1838. Computing Systemic Risk Measures with Graph Neural Networks

      Lukas Gonon, Thilo Meyer-Brandis, Niklas Weber · 2024 · advanced · risk management

      deep learning · financial networks · machine learning · neural networks · systemic risk

1839. Computing Tarski Fixed Points in Financial Networks

      Leander Besting, Martin Hoefer, Lars Huth · 2026 · advanced · risk management

      algorithms · financial networks

1840. Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks

      Zan Yu, Lianzeng Zhang · 2024 · advanced · risk management

      deep learning · insurance · neural networks · numerical methods

1841. Computing the SSR

      Peter K. Friz, Jim Gatheral · 2024 · advanced · options

      options

1842. Computing trading strategies based on financial sentiment data using evolutionary optimization

      Ronald Hochreiter · 2015 · intermediate · quantitative trading

      optimization

1843. Concave Continuation: Linking Routing to Arbitrage

      Ruichao Jiang, Long Wen · 2026 · advanced · quantitative trading

      quantitative trading

1844. Concentrated Equity: Practice Versus Premise

      Acadian · intermediate · portfolio management

      portfolio management

1845. Concentrated Liquidity Provision: a Reinforcement Learning Perspective

      Georgios Chionas, Charalampos Kleitsikas, Stefanos Leonardos · 2026 · advanced · quantitative trading

      decentralized finance · reinforcement learning

1846. Concentrated Liquidity with Leverage

      Atis Elsts, Krešimir Klas · 2024 · advanced · quantitative trading

      liquidity

1847. Concentrated N-dimensional AMM with Polar Coordinates in Rust

      Vasily Tolstikov, Marcus Wentz, Joseph Schiarizzi · 2025 · advanced · quantitative trading

      liquidity

1848. Concentrated Superelliptical Market Maker

      Vasily Tolstikov · 2024 · advanced · quantitative trading

      liquidity · market making · mathematical finance

1849. Conditional Allocation of Control Rights in Venture Capital Finance

      Gebhardt, Georg, Schmidt, Klaus M. · 2006 · advanced · other

      corporate finance

1850. Conditional Correlations and Principal Regression Analysis for Futures

      CFM · 2020 · advanced · risk management

      regression · statistics