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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1851–1900; page 38 of 188.

1851. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns

      Tansuchat, R., Chang, C-L., McAleer, M.J. · 2010 · advanced · time series

      econometrics · garch · time series

1852. Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics

      Helin Zhao, Junchi Shen · 2025 · advanced · machine learning

      deep learning · derivatives · machine learning · neural networks · stochastic processes

1853. Conditional Eurobonds and the Eurozone Sovereign Debt Crisis

      John Muellbauer · 2013 · advanced · fixed income

      econometrics · economic policy

1854. Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks

      Matteo Citterio, Marco D'Errico, Gabriele Visentin · 2024 · advanced · machine learning

      deep learning · financial networks · machine learning · neural networks

1855. Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance

      Qingkai Zhang, L. Jeff Hong, Houmin Yan · 2025 · advanced · risk management

      credit risk · machine learning · risk management

1856. Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness

      Andrea Coletta, Joseph Jerome, Rahul Savani · 2023 · advanced · machine learning

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

1857. Conditional Heteroskedasticity in the Volatility of Asset Returns

      Ding, Y. · 2021 · advanced · time series

      garch · statistics · time series

1858. Conditional Leibniz Derivative Estimation with an Application to American Call Min-Options

      Xingyu Ren, Michael C. Fu, Pierre L'Ecuyer · 2026 · advanced · options

      monte carlo simulation

1859. Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management

      Jun Cai, Tiantian Mao, Zhiqiao Song · 2026 · advanced · portfolio management

      convex optimization · optimization · portfolio management · portfolio optimization · risk management

1860. Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market

      Pesaran, M.H. · 2010 · advanced · time series

      market risk · risk management · time series

1861. Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning

      Anthony Coache, Sebastian Jaimungal, Álvaro Cartea · 2022 · advanced · machine learning

      deep learning · neural networks · reinforcement learning · risk management

1862. Conditioning on a Volatility Proxy Compresses the Apparent Timescale of Collective Market Correlation

      Yuda Bi, Vince D Calhoun · 2026 · intermediate · time series

      statistics · time series

1863. Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments

      Foldes, Lucien · 1989 · advanced · stochastic calculus

      martingales · optimization · portfolio optimization · stochastic calculus · stochastic processes

1864. Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs

      Stephen Brown · 1999 · advanced · portfolio management

      hedge funds

1865. Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria

      Céline Gimet · 2007 · intermediate · risk management

      banking · contagion · financial stability

1866. Confidence intervals for empirical convergence rates of randomised quasi-Monte Carlo, with applications to option pricing

      Giacomo Case · 2025 · advanced · statistics

      monte carlo simulation · numerical methods · statistical inference · statistics

1867. Conflicts of interest, information provision and competition in banking

      Patrick Bolton, Xavier Freixas, Joel Shapiro · 2004 · advanced · risk management

      banking · financial economics

1868. Conformal Predictive Portfolio Selection

      Masahiro Kato · 2024 · advanced · portfolio management

      machine learning · neural networks · portfolio optimization

1869. Conglomerate entrenchment under optimal financial contracting

      Faure-Grimaud, Antoine, Inderst, Roman · 2004 · intermediate · other

      corporate finance

1870. Conglomeration with bankruptcy costs: Separate or joint financing?

      Albert Banal-Estañol, Marco Ottaviani · 2010 · advanced · other

      corporate finance

1871. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs

      Clotilde Napp, Elyès Jouini · 2007 · advanced · other

      asset pricing · financial economics · mathematical finance

1872. Conservation of Short-term Flows: Signed Optimal Transport

      Jiaxing Weng · 2026 · advanced · other

      optimization

1873. Considering the shareholder perspective: value-based management systems and stock market performance

      Rapp, Marc Steffen, Schellong, Daniel A., Schmidt, Maximilian · 2010 · intermediate · other

      other

1874. Consistent asset modelling with random coefficients and switches between regimes

      Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak · 2024 · advanced · stochastic calculus

      jump processes · option pricing · stochastic processes

1875. Consistent Estimation of the High-Dimensional Efficient Frontier

      Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin · 2024 · advanced · portfolio management

      statistics

1876. Consistent pricing of bivariate interest rate exotics via constrained Schrödinger optimal transport

      Patrick Roome · 2026 · advanced · fixed income

      derivatives · fixed income · interest rates · optimization · option pricing

1877. Consistent time travel for realistic interactions with historical data: reinforcement learning for market making

      Vincent Ragel, Damien Challet · 2024 · advanced · quantitative trading

      algorithmic trading · market making · market microstructure · reinforcement learning

1878. Consistent Time-Homogeneous Modeling of SPX and VIX Derivatives

      Andrew Papanicolaou · 2018 · advanced · options

      derivatives · stochastic processes

1879. Consolidation, Market Power and Cost Economies in the Banking Industry. Empirical Evidence from Argentina

      Delfino, Maira Eugenia · intermediate · other

      banking · econometrics

1880. Constant Proportion Portfolio Insurance in presence of Jumps in Asset Prices

      Rama Cont, Peter Tankov · 2007 · advanced · risk management

      jump processes · portfolio management · risk management

1881. Constrained by law: The impact of fiduciary duties on portfolios and prices in US equity markets

      Cassella, Stefano, Rizzo, A.E., Spalt, Oliver · 2026 · intermediate · portfolio management

      equity markets · financial economics · portfolio management

1882. Constrained deep learning for pricing and hedging european options in incomplete markets

      Nicolas Baradel · 2025 · advanced · options

      deep learning · derivatives · machine learning · neural networks · optimization · option pricing

1883. Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach

      Albert Dorador · 2024 · intermediate · portfolio management

      optimization · portfolio optimization · risk management

1884. Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients

      Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · risk management

      insurance · jump processes · optimization · stochastic differential equations

1885. Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients

      Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · risk management

      insurance · jump processes · optimization · portfolio optimization · stochastic differential equations

1886. Constrained portfolio optimization in a life-cycle model: A deep pricing kernel approach

      Wenyuan Li, Pengyu Wei · 2024 · advanced · portfolio management

      mathematical finance · optimization · portfolio management · portfolio optimization

1887. Constrained Portfolio Optimization via Quantum Approximate Optimization Algorithm (QAOA) with XY-Mixers and Trotterized Initialization: A Hybrid Approach for Direct Indexing

      Javier Mancilla, Theodoros D. Bouloumis, Frederic Goguikian · 2026 · advanced · portfolio management

      backtesting · optimization · portfolio management · portfolio optimization

1888. Constrained stochastic LQ control with regime switching and application to portfolio selection

      Ying Hu, Xiaomin Shi, Zuo Quan Xu · 2022 · advanced · portfolio management

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

1889. Construct sparse portfolio with mutual fund's favourite stocks in China A share market

      Ke Zhang · 2023 · intermediate · portfolio management

      mutual funds · optimization · portfolio management · portfolio optimization

1890. Constructing a NFT Price Index and Applications

      Hugo Schnoering, Hugo Inzirillo · 2022 · intermediate · statistics

      statistics

1891. Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models

      Hanyong Cho, Jang Ho Kim · 2026 · intermediate · machine learning

      large language models · optimization · portfolio management · portfolio optimization

1892. Constructing an Investment Fund through Stock Clustering and Integer Programming

      Maysam Khodayari Gharanchaei, Prabhu Prasad Panda · 2024 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization

1893. Constructing elicitable risk measures

      Akif Ince, Marlon Moresco, Ilaria Peri · 2025 · advanced · risk management

      risk management

1894. Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning

      Joel Ong, Dorien Herremans · 2023 · advanced · portfolio management

      backtesting · deep learning · machine learning · momentum · neural networks · portfolio management

1895. Construction and Hedging of Equity Index Options Portfolios

      Maciej Wysocki, Robert Ślepaczuk · 2024 · advanced · options

      derivatives · option pricing · options hedging

1896. Consumer Loans, Heterogeneous Interest Rates, and Inequality

      Bonomo, M., Cavalcanti, T., Chertman, F. · 2025 · advanced · risk management

      credit markets · financial economics · interest rates

1897. Consumption-investment optimization problem in a Lévy financial model with transaction Costs and ladle strategies

      Emmanuel Lépinette, Tuan Quoc Tran · 2020 · advanced · portfolio management

      mathematical finance · optimization · portfolio management · stochastic processes · transaction costs

1898. Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets

      Zixin Feng, Dejian Tian, Harry Zheng · 2024 · advanced · stochastic calculus

      martingales · optimization · stochastic calculus · stochastic differential equations · stochastic processes

1899. Consumption-Investment Problem in Rank-Based Models

      David Itkin · 2025 · advanced · stochastic calculus

      optimization · partial differential equations · portfolio management · stochastic processes

1900. Consumption-Investment with anticipative noise

      Mario Ayala, Benjamin Vallejo Jiménez · 2026 · advanced · stochastic calculus

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