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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2201–2250; page 45 of 188.

  1. Deep Curve-dependent PDEs for affine rough volatility

    Antoine Jacquier, Mugad Oumgari · 2019 · advanced · options

    deep learning · derivatives · numerical methods · option pricing · partial differential equations · rough volatility

  2. Deep Declarative Risk Budgeting Portfolios

    Manuel Parra-Diaz, Carlos Castro-Iragorri · 2025 · advanced · portfolio management

    deep learning · machine learning · neural networks · optimization · portfolio management · portfolio optimization

  3. Deep deterministic portfolio optimisation

    CFM · 2020 · advanced · machine learning

    algorithmic trading · deep learning · machine learning · portfolio optimization · reinforcement learning

  4. Deep deterministic portfolio optimization

    Ayman Chaouki, Stephen Hardiman, Christian Schmidt · 2020 · advanced · machine learning

    algorithmic trading · deep learning · optimization · portfolio optimization · reinforcement learning

  5. Deep equal risk pricing of financial derivatives with non-translation invariant risk measures

    Alexandre Carbonneau, Frédéric Godin · 2021 · advanced · options

    deep learning · derivatives · machine learning · option pricing · options hedging · reinforcement learning

  6. Deep Estimation for Volatility Forecasting

    Léo Parent · 2024 · advanced · time series

    deep learning · machine learning · neural networks · rough volatility · volatility forecasting

  7. Deep Factor Model

    Kei Nakagawa, Takumi Uchida, Tomohisa Aoshima · 2018 · advanced · machine learning

    deep learning · factor investing · machine learning · neural networks

  8. Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment

    Yilun Zhang, Zheng Tang, Hexiang Sun · 2026 · advanced · options

    deep learning · derivatives · financial machine learning · neural networks · option pricing · stochastic differential equations

  9. Deep Gamma Hedging

    John Armstrong, George Tatlow · 2024 · advanced · options

    derivatives · financial machine learning · machine learning · neural networks · options hedging

  10. Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review

    Lars Ericson, Xuejun Zhu, Xusi Han · 2024 · advanced · risk management

    deep learning · garch · machine learning · market risk · neural networks · time series

  11. Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling

    Christophe D. Hounwanou, Yae Ulrich Gaba · 2025 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  12. Deep Generators on Commodity Markets; application to Deep Hedging

    Nicolas Boursin, Carl Remlinger, Joseph Mikael · 2022 · advanced · machine learning

    commodities · deep learning · machine learning · neural networks · options hedging · risk management

  13. Deep Hawkes Process for High-Frequency Market Making

    Pankaj Kumar · 2021 · advanced · quantitative trading

    algorithmic trading · high frequency trading · liquidity · machine learning · market making · market microstructure

  14. Deep Hedging

    Hans Bühler, Lukas Gonon, Josef Teichmann · 2018 · advanced · options

    deep learning · derivatives · machine learning · reinforcement learning

  15. Deep Hedging Bermudan Swaptions

    Kenjiro Oya · 2024 · advanced · options

    deep learning · derivatives · interest rates · machine learning

  16. Deep Hedging of Green PPAs in Electricity Markets

    Richard Biegler-König, Daniel Oeltz · 2025 · advanced · risk management

    deep learning · machine learning · risk management

  17. Deep Hedging to Manage Tail Risk

    Yuming Ma · 2025 · advanced · risk management

    deep learning · machine learning · risk management · tail risk

  18. Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options

    Sheryan Kumar · 2026 · advanced · options

    cryptocurrencies · deep learning · machine learning · neural networks · options hedging · risk management

  19. Deep Hedging with Options Using the Implied Volatility Surface

    Pascal François, Geneviève Gauthier, Frédéric Godin · 2025 · advanced · options

    deep learning · options hedging · transaction costs · volatility surface

  20. Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management

    Travon Lucius, Christian Koch, Jacob Starling · 2025 · advanced · options

    machine learning · options hedging · reinforcement learning · risk management · transaction costs

  21. Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions

    Phillip Murray, Ben Wood, Hans Buehler · 2022 · advanced · options

    financial machine learning · machine learning · reinforcement learning · risk management · stochastic processes

  22. Deep Hedging: Learning to Simulate Equity Option Markets

    Magnus Wiese, Lianjun Bai, Ben Wood · 2019 · advanced · machine learning

    deep learning · financial machine learning · machine learning · neural networks · time series

  23. Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies

    Tom Liu, Stephen Roberts, Stefan Zohren · 2023 · advanced · machine learning

    algorithmic trading · deep learning · machine learning · neural networks

  24. Deep kernel hedging

    Jean-Loup Dupret, Donatien Hainaut, Edouard Motte · 2026 · advanced · options

    deep learning · machine learning · neural networks

  25. Deep learning and American options via free boundary framework

    Chinonso Nwankwo, Nneka Umeorah, Tony Ware · 2022 · advanced · options

    deep learning · numerical methods · option pricing

  26. Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise

    Felipe J. P. Antunes, Yuri F. Saporito, Sebastian Jaimungal · 2025 · advanced · machine learning

    deep learning · machine learning · neural networks · numerical methods · stochastic differential equations

  27. Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data

    Vincent Gurgul, Stefan Lessmann, Wolfgang Karl Härdle · 2023 · advanced · machine learning

    cryptocurrencies · deep learning · machine learning · natural language processing

  28. Deep Learning Approximation for Stochastic Control Problems

    Jiequn Han, Weinan E · 2016 · advanced · machine learning

    deep learning · machine learning · monte carlo simulation · neural networks · optimization · stochastic processes

  29. Deep learning calibration of option pricing models: some pitfalls and solutions

    A Itkin · 2019 · advanced · options

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

  30. Deep Learning Enhanced Multivariate GARCH

    Haoyuan Wang, Chen Liu, Minh-Ngoc Tran · 2025 · advanced · time series

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

  31. Deep Learning for Conditional Asset Pricing Models

    Hongyi Liu · 2025 · advanced · machine learning

    asset pricing · deep learning · machine learning · neural networks · time series

  32. Deep Learning for Dynamic Programming with Recursive Utility

    Xianhua Peng, Wu Guo · 2026 · advanced · machine learning

    deep learning · machine learning · neural networks

  33. Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions

    Xianhua Peng, Wu Guo, Songyan Wang · 2026 · advanced · machine learning

    deep learning · machine learning · neural networks · numerical methods · optimization

  34. Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets

    Runyao Yu, Derek W. Bunn, Julia Lin · 2026 · intermediate · machine learning

    deep learning · machine learning

  35. Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance

    Adir Saly-Kaufmann, Kieran Wood, Jan Peter-Calliess · 2026 · advanced · machine learning

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

  36. Deep Learning for Forecasting Stock Returns in the Cross-Section

    Masaya Abe, Hideki Nakayama · 2018 · intermediate · machine learning

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

  37. Deep Learning for Limit Order Books

    Justin Sirignano · 2016 · advanced · machine learning

    deep learning · financial machine learning · machine learning · market microstructure · neural networks

  38. Deep Learning for Market by Order Data

    Zihao Zhang, Bryan Lim, Stefan Zohren · 2021 · advanced · quantitative trading

    deep learning · machine learning · market microstructure · neural networks

  39. Deep Learning for Options Trading: An End-To-End Approach

    Wee Ling Tan, Stephen Roberts, Stefan Zohren · 2024 · advanced · quantitative trading

    algorithmic trading · backtesting · deep learning · neural networks

  40. Deep Learning for Portfolio Optimization

    Zihao Zhang, Stefan Zohren, Stephen Roberts · 2020 · intermediate · portfolio management

    deep learning · exchange traded funds · machine learning · portfolio management · portfolio optimization

  41. Deep Learning for Predicting Asset Returns

    Guanhao Feng, Jingyu He, Nicholas G. Polson · 2018 · advanced · machine learning

    asset pricing · deep learning · financial machine learning · machine learning · neural networks

  42. Deep learning for quadratic hedging in incomplete jump market

    Nacira Agram, Bernt Øksendal, Jan Rems · 2024 · advanced · options

    deep learning · derivatives · jump processes · machine learning · option pricing · options hedging

  43. Deep Learning for Reflected BSDEs: Regularization and Error Analysis

    Ruimeng Hu, Yihan Zou · 2026 · advanced · options

    deep learning · neural networks · numerical methods · option pricing · stochastic differential equations · stochastic processes

  44. Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach

    Yuqi Luan · 2025 · intermediate · machine learning

    deep learning · machine learning · neural networks

  45. Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve

    Remi Genet · 2025 · advanced · quantitative trading

    cryptocurrencies · deep learning · machine learning

  46. Deep Learning Forecasting of the U.S. Aggregate Bond Index

    Ajay Kumar Verma, Jul Jon Ramirez General, Yvan Landry Ndzonde Fonkou · 2026 · advanced · time series

    deep learning · machine learning · neural networks · statistics · time series

  47. Deep Learning in Asset Pricing

    Luyang Chen, Markus Pelger, Jason Zhu · 2019 · advanced · machine learning

    asset pricing · deep learning · financial machine learning · machine learning · neural networks

  48. Deep Learning in Finance

    J. B. Heaton, N. G. Polson, J. H. Witte · 2016 · intermediate · machine learning

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

  49. Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study

    Junjie Guo · 2024 · intermediate · machine learning

    deep learning · financial machine learning · machine learning · neural networks · portfolio management

  50. Deep learning interpretability for rough volatility

    Bo Yuan, Damiano Brigo, Antoine Jacquier · 2024 · advanced · machine learning

    deep learning · neural networks · rough volatility