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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 1901–1950; page 39 of 188.

1901. Consumption-portfolio choice with preferences for liquid assets

      Guohui Guan, Jiaqi Hu, Zongxia Liang · 2025 · advanced · portfolio management

      liquidity · optimization · portfolio management · portfolio optimization · transaction costs

1902. Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns

      Carlo Favero · 2005 · advanced · statistics

      asset pricing · econometrics

1903. Contagion as Domino Effect in Global Stock Markets

      Markwat, T.D., Kole, H.J.W.G., van Dijk, D.J.C. · 2008 · intermediate · risk management

      contagion · regression · statistics

1904. Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison

      Dominique Guegan · 2011 · advanced · statistics

      contagion · copulas · statistics

1905. Contagion Effects of the Silicon Valley Bank Run

      Dong Beom Choi, Paul Goldsmith-Pinkham, Tanju Yorulmazer · 2023 · intermediate · risk management

      banking · contagion

1906. Contagion in Derivatives Markets

      H Peyton Young, Mark Paddrik, Sriram Rajan · 2019 · advanced · risk management

      contagion · credit derivatives · credit risk · financial networks · stress testing · systemic risk

1907. Contagion in Financial Networks

      Paul Glasserman, Peyton Young · 2015 · intermediate · risk management

      contagion · financial networks · financial stability · systemic risk

1908. Contagion in financial networks: a threat index

      Gabrielle Demange · 2016 · advanced · risk management

      contagion · financial networks

1909. Contagion on Financial Networks: An Introduction

      Sunday Akukodi Ugwu · 2024 · beginner · risk management

      banking · contagion · financial networks · probability

1910. Contagious Illiquidity I: Contagion through Time

      John Moore · 2013 · advanced · quantitative trading

      liquidity

1911. Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change

      Yan-Hong Yang, Ying-Hui Shao, Wei-Xing Zhou · 2024 · intermediate · time series

      commodities

1912. ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism

      Li Zhao, Rui Sun, Zuoyou Jiang · 2025 · advanced · machine learning

      algorithmic trading · large language models

1913. Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News

      Ross Koval, Nicholas Andrews, Xifeng Yan · 2025 · advanced · machine learning

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

1914. Contingent Claim Valuation under Increasing Profit, Strong Arbitrage, and Arbitrage of the First Kind

      Yukihiro Tsuzuki · 2026 · advanced · options

      derivatives · mathematical finance · option pricing · stochastic processes

1915. Contingent Convertible Bonds in Financial Networks

      Giovanni Calice, Carlo Sala, Daniele Tantari · 2020 · advanced · risk management

      convertible bonds · financial networks · financial stability

1916. Continuous Cash-Overlay Filters for a Static Growth--Defensive Risk Sleeve: Slow-Tail Compensation, V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination

      Zheli Xiong · 2026 · intermediate · portfolio management

      backtesting · portfolio management · risk management

1917. Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk

      Abdulrahman Alswaidan, Cade Jin, Jeffrey D. Varner · 2026 · advanced · time series

      risk management · statistics · stochastic processes · time series

1918. Continuous Program Search

      Matthew Siper, Muhammad Umair Nasir, Ahmed Khalifa · 2026 · advanced · machine learning

      machine learning · optimization

1919. Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence

      Zheli Xiong · 2026 · intermediate · portfolio management

      portfolio management

1920. Continuous-time Duality for Super-replication with Transient Price Impact

      Peter Bank, Yan Dolinsky · 2018 · advanced · stochastic calculus

      liquidity · stochastic calculus · transaction costs

1921. Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs

      Michail Anthropelos, Constantinos Stefanakis · 2024 · advanced · quantitative trading

      asset pricing · mathematical finance · stochastic calculus · stochastic differential equations

1922. Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach

      Huy Chau, Duy Nguyen, Thai Nguyen · 2024 · advanced · machine learning

      optimization · portfolio management · portfolio optimization · reinforcement learning

1923. Continuous-time Optimal Stopping through Deep Reinforcement Learning

      Cosmin Borsa, Michael Ludkovski · 2026 · advanced · options

      deep learning · monte carlo simulation · neural networks · numerical methods · option pricing · reinforcement learning

1924. Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction

      Zhou Fang · 2023 · advanced · portfolio management

      portfolio management · portfolio optimization

1925. Continuous-Time Reinforcement Learning for Asset-Liability Management

      Yilie Huang · 2025 · advanced · machine learning

      machine learning · optimization · reinforcement learning

1926. Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty

      Yanwei Jia · 2024 · advanced · machine learning

      machine learning · martingales · optimization · reinforcement learning · stochastic calculus

1927. Continuous-time skewed multifractal processes as a model for financial returns

      Emmanuel Bacry, Laurent Duvernet, Jean-François Muzy · 2012 · advanced · stochastic calculus

      probability · stochastic processes

1928. Contractual resolutions of financial distress

      Nicola Gennaioli, Stefano Rossi · 2012 · advanced · other

      capital structure · corporate finance

1929. Contrarians or Momentum Chasers? Individual Investors’ Behavior When Trading ETFs

      Carlo Da Dalt, David Feldman, G. T. Garvey · 2018 · intermediate · quantitative trading

      behavioral finance · exchange traded funds · momentum

1930. Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds

      Carlo Da Dalt, David Feldman, Gerald Garvey · 2018 · intermediate · quantitative trading

      behavioral finance · exchange traded funds · momentum

1931. Contrastive Learning of Asset Embeddings from Financial Time Series

      Rian Dolphin, Barry Smyth, Ruihai Dong · 2024 · intermediate · machine learning

      financial machine learning · machine learning

1932. Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework

      Nicholas Vinden, Raeid Saqur, Zining Zhu · 2025 · advanced · machine learning

      deep learning · financial machine learning · machine learning · natural language processing

1933. Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam

      Quyen Van, Vy Tran · 2023 · intermediate · other

      mergers and acquisitions · statistical inference

1934. Control-theoretic framework for a quasi-Newton local volatility surface inversion

      Gabriel Turinici · 2008 · advanced · options

      model calibration · numerical methods · optimization · option pricing · volatility surface

1935. Controllable Financial Market Generation with Diffusion Guided Meta Agent

      Yu-Hao Huang, Chang Xu, Yang Liu · 2024 · advanced · machine learning

      deep learning · machine learning

1936. Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders

      Jing Wang, Shuaiqiang Liu, Cornelis Vuik · 2025 · advanced · options

      deep learning · machine learning · neural networks · volatility surface

1937. Controlled McKean--Vlasov Contagion with State-Dependent Killing

      Aoxin Zhang, Yingzhe Wang · 2026 · advanced · risk management

      optimization · stochastic differential equations · stochastic processes

1938. ControversyBERT: Detecting Social Controversies and Their Impact on Stock Returns

      Harald Lohre, Sandra Nolte, Ananthalakshmi Ranganathan · 2023 · intermediate · machine learning

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

1939. Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model

      Emmanuel Coffie · 2025 · advanced · stochastic calculus

      interest rates · numerical methods · stochastic differential equations · stochastic processes

1940. Convergence of the equilibrium prices in a family of financial models

      Elyès Jouini · 2003 · advanced · stochastic calculus

      asset pricing · mathematical finance · stochastic processes

1941. Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models

      Hiroki Yamamichi · 2025 · advanced · portfolio management

      mathematical finance · portfolio optimization · stochastic processes

1942. Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999

      Hans Joachim Voth · 2001 · advanced · statistics

      economic policy · financial economics

1943. Convertible Bond Arbitrageurs as Suppliers of Capital

      Darwin Choi, Mila Getmansky, Brian Henderson · 2009 · advanced · other

      causal identification · convertible bonds · corporate finance · econometrics · hedge funds

1944. Convex Asset Pricing

      Emy Lécuyer, Victor Filipe Martins da Rocha · 2022 · advanced · other

      asset pricing · financial economics · mathematical finance

1945. Convex duality for Epstein-Zin stochastic differential utility

      Matoussi, Anis, Xing, Hao · 2018 · advanced · stochastic calculus

      convex optimization · optimization

1946. Convex Modeling of Price Cross-Impact over Time

      Vincent Yinjun-Wang, Madeleine Udell · 2026 · advanced · quantitative trading

      commodities · convex optimization · optimization

1947. Convex Order Beyond Dimension One: Projection Tests, Counterexamples and Gaussian Mixtures

      Olivier Guéant · 2026 · advanced · risk management

      probability

1948. Convex ordering for stochastic control: the (path dependent) swing contracts case

      Gilles Pagès, Christian Yeo · 2024 · advanced · options

      option pricing · stochastic processes

1949. Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection

      Andries Steenkamp · 2023 · advanced · portfolio management

      convex optimization · optimization · portfolio optimization

1950. Convolution-FFT for option pricing in the Heston model

      Xiang Gao, Cody Hyndman · 2025 · advanced · options

      numerical methods · option pricing