Browse / Research papers
Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2351–2400; page 48 of 188.
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
Carlo A. Favero, Arie E. Gozluklu, Andrea Tamoni · 2010 · advanced · time series
asset pricing · econometrics · equity markets · regression · time series
Demographics and The Behaviour of Interest Rates
Carlo A. Favero, Arie E. Gozluklu, Haoxi Yang · 2011 · advanced · fixed income
fixed income · interest rates · term structure models · time series
Demographics and the Econometrics of the Term Structure of Stock Market Risk
Carlo A. Favero, Andrea Tamoni · 2010 · advanced · time series
asset pricing · econometrics · market risk · regression · time series · volatility forecasting
Demystifying Illiquid Assets: Expected Returns for Private Equity
Swati Chandra · 2019 · intermediate · portfolio management
portfolio management
Demystifying Illiquid Assets: Expected Returns for Private Real Estate
Swati Chandra · 2019 · intermediate · portfolio management
real estate
Demystifying Managed Futures
Brian K. Hurst, Yao Hua Ooi · 2013 · intermediate · quantitative trading
momentum · time series · trend following
Demystifying the Bergomi-Guyon expansion
Florian Bourgey, Jim Gatheral · 2026 · advanced · options
mathematical finance
Demystifying the trend of the healthcare index: Is historical price a key driver?
Payel Sadhukhan, Samrat Gupta, Subhasis Ghosh · 2026 · intermediate · time series
data science · financial machine learning · machine learning · time series
Denoised Monte Carlo for option pricing and Greeks estimation
Andrzej Daniluk, Evgeny Lakshtanov, Rafal Muchorski · 2024 · advanced · options
monte carlo simulation · numerical methods · option greeks · option pricing · stochastic processes
Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications
Andres Garcia-Medina · 2025 · advanced · machine learning
cryptocurrencies · deep learning · machine learning · neural networks · portfolio optimization
Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls
Junchi Shen, Helin Zhao · 2026 · advanced · machine learning
deep learning · model calibration · stochastic processes
Density Approximation of Affine Jump Diffusions via Closed-Form Moment Matching
Yan-Feng Wu, Jian-Qiang Hu · 2025 · advanced · stochastic calculus
jump processes · stochastic processes
Dependence Analysis between Foreign Exchange Rates: A Semi-Parametric Copula Approach
Azam, Kazim · advanced · statistics
copulas · foreign exchange · time series
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hamza Hanbali, Jan Dhaene, Daniel Linders · 2025 · advanced · risk management
risk management
Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices
Dominique Guegan, Sophie A. Ladoucette · 2005 · advanced · statistics
copulas · statistical inference · statistics · tail risk
Dependence-Informed Sparse Neural Architecture for Stock Return Prediction
Hongyu Lin, Yulin Chen, Yuanrong Wang · 2026 · advanced · machine learning
financial machine learning · machine learning · neural networks
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Zihan Lin, Haojie Liu, Randall R. Rojas · 2025 · advanced · portfolio management
econometrics · financial networks · portfolio optimization · risk management · time series
Dependency structure and scaling properties of financial time series are related
Morales, Raffaello, Di Matteo, T., Aste, Tomaso · 2014 · advanced · time series
time series
Dependency structures in cryptocurrency market from high to low frequency
Antonio Briola, Tomaso Aste · 2022 · intermediate · statistics
cryptocurrencies · financial networks · statistics · time series
Dependent Default Modeling through Multivariate Generalized Cox Processes
Djibril Gueye, Alejandra Quintos · 2025 · advanced · risk management
credit risk · stochastic processes
Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data
Li, Z. M., Laeven, R. J. A., Vellekoop, M. H. · 2019 · advanced · statistics
econometrics · market microstructure
Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays?
Andrew Kuritzkes, Til Schuermann, Scott Weiner · 2002 · advanced · risk management
banking · insurance · risk management
Deposit Market Competition, Wholesale Funding, and Bank Risk
Craig, B.R., Dinger, V. · 2010 · intermediate · risk management
banking
Deposit Volatility, Liquidity and Long-Term Investment: Evidence from a Natural Experiment in Pakistan
M. Ali Choudhary, Nicola Limodio · 2017 · intermediate · risk management
banking · causal identification · financial economics · liquidity risk
Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress
Arul Rhik Mazumder, Shreyan Ronit Mazumder · 2026 · advanced · risk management
risk management
Der Internal Capital Adequacy Assessment Process als regulatorischer Treiber eines aktiven Kreditportfoliomanagements
Gann, Philipp · 2008 · intermediate · risk management
banking · credit risk · risk management
Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds
Gann, Philipp · 2010 · advanced · fixed income
credit markets · credit risk · fixed income · liquidity · liquidity risk · panel data
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven
de Jong, A., Macrae, V., Nijman, T.E. · 2000 · beginner · derivatives
corporate finance · derivatives
Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
Jongmoo Jay Choi, Elyas Elyasiani · 1996 · intermediate · risk management
banking · foreign exchange · interest rates · regression
Derivative pricing and hedging on Carbon Market
Marius-Cristian Frunza, Dominique Guegan · 2010 · advanced · options
econometrics · jump processes · model calibration · option pricing · options hedging
Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control
Miquel Noguer I Alonso · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · option greeks · option pricing
Derivatives and Default Risk
Scholz, Sebastian · 2010 · intermediate · risk management
derivatives · financial economics
Derivatives Discounting Explained
Wujiang Lou · 2020 · advanced · derivatives
derivatives
Derivatives of Risk Measures
Battulga Gankhuu · 2024 · advanced · risk management
calculus · derivatives
Derivatives Pricing in Non-Arbitrage Market
N. S. Gonchar · 2020 · advanced · stochastic calculus
derivatives · martingales · mathematical finance · option pricing · stochastic processes
Derivatives pricing using signature payoffs
Imanol Perez Arribas · 2018 · advanced · derivatives
derivatives · mathematical finance · option pricing
Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
Arno Botha, Mohammed Gabru, Marcel Muller · 2026 · intermediate · risk management
credit risk · regression
Design and analysis of momentum trading strategies
Richard J. Martin · 2021 · intermediate · quantitative trading
momentum · statistics
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market
Jaydip Sen, Abhishek Dutta · 2022 · intermediate · portfolio management
portfolio management · portfolio optimization
Design and Empirical Study of a Large Language Model-Based Multi-Agent Investment System for Chinese Public REITs
Zheng Li · 2026 · advanced · quantitative trading
algorithmic trading · backtesting · large language models · machine learning · real estate
Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
Liyang Wang, Yu Cheng, Xingxin Gu · 2024 · intermediate · risk management
machine learning · market risk · neural networks · risk management
Design and pricing of a transparent parametric-modeled loss CAT bond: application to German windstorm
John Ery, Erwan Koch · 2026 · advanced · risk management
extreme value theory · insurance · model calibration
Design and valuation of multi-region CoCoCat bonds
Jacek Wszoła, Krzysztof Burnecki, Marek Teuerle · 2025 · advanced · risk management
convertible bonds · financial engineering · fixed income · insurance
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
Tianyi Ma · 2025 · advanced · fixed income
decentralized finance · fixed income · interest rates
Design of a Deep Learning Credit Risk Early Warning System Integrating Multi-source Heterogeneous Data
LiYang Wang, Zhen Zhong, Zhen Tian · 2026 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Designating market maker behaviour in limit order book markets
Panayi, Efstathios, Peters, Gareth W., Danielsson, Jon · 2018 · advanced · quantitative trading
liquidity · market making · market microstructure
Designing Agentic AI-Based Screening for Portfolio Investment
Mehmet Caner, Agostino Capponi, Nathan Sun · 2026 · advanced · portfolio management
large language models · portfolio management · portfolio optimization
Designing an incentive-compatible safety net in a financial system in transition: the case of Serbia
Marinkovic, Srdjan T. · 2005 · intermediate · risk management
banking
Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
Jaydip Sen · 2022 · intermediate · quantitative trading
pairs trading · regression · time series
Designing funding rates for perpetual futures in cryptocurrency markets
Jaehyun Kim, Hyungbin Park · 2025 · advanced · derivatives
derivatives · mathematical finance