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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 201–250; page 5 of 188.

201. A GCN-LSTM Approach for ES-mini and VX Futures Forecasting

     Nikolas Michael, Mihai Cucuringu, Sam Howison · 2024 · advanced · machine learning

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

202. A General CoVaR Based on Entropy Pooling

     Yuhong Xu, Xinyao Zhao · 2025 · advanced · risk management

     systemic risk

203. A general decomposition formula for derivative prices in stochastic volatility models

     Elisa Alòs · 2003 · advanced · options

     derivatives · option pricing · stochastic calculus · stochastic differential equations · stochastic processes

204. A General Framework for Impermanent Loss in Automated Market Makers

     Neelesh Tiruviluamala, Alexander Port, Erik Lewis · 2022 · advanced · quantitative trading

     quantitative trading

205. A General Framework for Importance Sampling with Markov Random Walks

     Cheng-Der Fuh, Yanwei Jia, Steven Kou · 2023 · advanced · risk management

     monte carlo simulation · stochastic processes

206. A General Framework for Portfolio Construction Based on Generative Models of Asset Returns

     Tuoyuan Cheng, Kan Chen · 2023 · advanced · portfolio management

     optimization · performance attribution · portfolio optimization

207. A general framework for pricing and hedging under local viability

     Huy N. Chau, Miklos Rasonyi · 2024 · advanced · options

     derivatives · martingales · mathematical finance · option pricing · options hedging · stochastic processes

208. A General Theory of Arbitrage Pricing: When the Idiosyncratic Risks are Dependent and their Second Moments Do Not Exist

     Jevons C. Lee, Taychang Wang · advanced · statistics

     asset pricing · financial economics · mathematical finance

209. A General Theory of Risk Sharing

     Vasily Melnikov · 2025 · advanced · risk management

     measure theory · optimization · risk management

210. A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance

     Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao · 2019 · advanced · stochastic calculus

     insurance · jump processes · stochastic processes

211. A generalised contagion process with an application to credit risk

     Dassios, Angelos, Zhao, Hongbiao · 2017 · advanced · risk management

     contagion · jump processes · stochastic processes

212. A generalization of Hull and White formula and applications to option pricing approximation

     Elisa Alòs · 2004 · advanced · options

     option pricing · stochastic calculus

213. A Generalized Langevin Model of Latent Liquidity and Concave Price Impact

     Andrey Itkin · 2026 · advanced · quantitative trading

     liquidity · market microstructure · stochastic processes

214. A Generative Adversarial Graph Neural Network for Synthetic Time Series Data

     Marco Gregnanin, Johannes De Smedt, Giorgio Gnecco · 2026 · advanced · machine learning

     deep learning · machine learning · neural networks · time series

215. A generic nonparametric value-at-risk estimator for high dimensions

     Siyuan Sun · 2026 · advanced · risk management

     risk management · statistics · tail risk

216. A Geometric Approach To Asset Allocation With Investor Views

     Alexandre V. Antonov, Koushik Balasubramanian, Alexander Lipton · 2024 · advanced · portfolio management

     mathematical finance · optimization · portfolio management · portfolio optimization

217. A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula

     Adil Reghai, Lama Tarsissi, Gérard Biau · 2026 · advanced · options

     machine learning · neural networks · option pricing

218. A Global Optimal Theory of Portfolio beyond R-$σ$ Model

     Yifan Liu, Shi-Dong Liang · 2026 · intermediate · portfolio management

     portfolio management · portfolio optimization

219. A greedy algorithm for habit formation under multiplicative utility

     Snezhana Kirusheva, Thomas S. Salisbury · 2023 · advanced · portfolio management

     monte carlo simulation · optimization

220. A guide to 130/30 loss harvesting

     Lisa R. Goldberg, Taotao Cai, Ben Schneider · 2024 · intermediate · portfolio management

     backtesting · portfolio management

221. A Haar-Fisz technique for locally stationary volatility estimation

     Fryzlewicz, Piotr, Sapatinas, Theofanis, Subba Rao, Suhasini · 2006 · advanced · time series

     statistics

222. A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model

     Chao Guo, Ning Yao · 2023 · intermediate · options

     derivatives · interest rates · option pricing

223. A Hamiltonian Approach to Floating Barrier Option Pricing

     Qi Chen, Hong-tao Wang, Chao Guo · 2022 · advanced · options

     derivatives · mathematical finance · option pricing

224. A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis

     Deepeka Garg, Benjamin Patrick Evans, Leo Ardon · 2024 · intermediate · risk management

     risk management

225. A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks

     Atika Aouri, Philipp Otto · 2025 · advanced · time series

     econometrics · financial networks · garch · statistics · time series · volatility forecasting

226. A hidden Markov model for statistical arbitrage in international crude oil futures markets

     Viviana Fanelli, Claudio Fontana, Francesco Rotondi · 2023 · advanced · quantitative trading

     pairs trading · statistical arbitrage · time series

227. A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting

     Arya Chakraborty, Auhona Basu · 2024 · intermediate · machine learning

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

228. A hierarchical mixture cure model with unobserved heterogeneity for credit risk

     Lore Dirick, Gerda Claeskens, Andrey Vasnev · 2020 · advanced · risk management

     credit risk · statistics

229. A hierarchical resource-efficient deep policy gradient method for continuous-time optimal control problems

     Arash Fahim, Md. Arafatur Rahman · 2025 · advanced · machine learning

     deep learning · neural networks · optimization · stochastic processes

230. A high-frequency approach to Realized Risk Measures

     Federico Gatta, Fabrizio Lillo, Piero Mazzarisi · 2025 · advanced · risk management

     risk management · statistics

231. A High-Level Framework for Practically Model-Independent Pricing

     Marco Airoldi · 2025 · advanced · options

     derivatives · monte carlo simulation · option pricing

232. A high-order recombination algorithm for weak approximation of stochastic differential equations

     Syoiti Ninomiya, Yuji Shinozaki · 2025 · advanced · stochastic calculus

     numerical methods · stochastic differential equations · stochastic processes

233. A Hybrid Approach on Conditional GAN for Portfolio Analysis

     Jun Lu, Danny Ding · 2022 · advanced · portfolio management

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

234. A Hybrid Architecture for Options Wheel Strategy Decisions: LLM-Generated Bayesian Networks for Transparent Trading

     Xiaoting Kuang, Boken Lin · 2025 · advanced · machine learning

     bayesian statistics · large language models · machine learning

235. A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity

     Huiyu Li, Junhua Hu · 2024 · intermediate · machine learning

     deep learning · machine learning · natural language processing · neural networks · time series

236. A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices

     Ujjwala Vadrevu · 2026 · advanced · risk management

     backtesting · machine learning · market risk · risk management · volatility forecasting

237. A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model

     Mara Kalicanin Dimitrov, Ying Ni · 2026 · advanced · options

     monte carlo simulation · numerical methods · option pricing · partial differential equations · stochastic processes

238. A Hybrid Model for Stock Market Forecasting: Integrating News Sentiment and Time Series Data with Graph Neural Networks

     Nader Sadek, Mirette Moawad, Christina Naguib · 2025 · advanced · machine learning

     deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series

239. A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting

     Zheng Cao, Helyette Geman · 2024 · advanced · time series

     natural language processing · volatility forecasting

240. A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods

     Branka Hadji Misheva, Joerg Osterrieder · 2023 · intermediate · machine learning

     financial machine learning · machine learning · time series

241. A hypothesis test for the long-term calibration in rating systems with overlapping time windows

     Patrick Kurth, Max Nendel, Jan Streicher · 2023 · advanced · risk management

     banking · credit risk · hypothesis testing · model calibration · statistical inference · statistics

242. A Joint Model for the Term Structure of Interest Rates and the Macroeconomy

     Hans Dewachter, Marco Lyrio, Konstantijn Maes · 2001 · advanced · fixed income

     interest rates · term structure models

243. A Kernel Technique for Forecasting the Variance-Covariance Matrix

     Ralf Becker, Adam Clements, Robert O'Neill · 2010 · advanced · time series

     statistics

244. A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level

     Yizun Lin, Yongxin He, Zhao-Rong Lai · 2024 · advanced · portfolio management

     numerical methods · optimization · portfolio optimization

245. A Langevin approach to stock market fluctuations and crashes

     Jean-Philippe Bouchaud, Rama Cont · 1998 · advanced · stochastic calculus

     stochastic differential equations · stochastic processes

246. A Laplace-based perspective on conditional mean risk sharing

     Christopher Blier-Wong · 2026 · advanced · risk management

     risk management

247. A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization

     Shuozhe Li, Du Cheng, Leqi Liu · 2026 · advanced · quantitative trading

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

248. A Learning and Control Perspective for Microfinance

     Christian Kurniawan, Xiyu Deng, Adhiraj Chakraborty · 2022 · advanced · risk management

     credit risk

249. A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection

     Maximilien Germain, Huyên Pham, Xavier Warin · 2022 · advanced · portfolio management

     machine learning · numerical methods · optimization · portfolio management · portfolio optimization · stochastic processes

250. A Levered ETF Anomaly Explained

     Stephen W. Bianchi, Lisa R. Goldberg · 2026 · intermediate · portfolio management

     exchange traded funds