Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2451–2500; page 50 of 188.

2451. Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

      Merrill, Craig B., Nadauld, Taylor D., Stulz, Rene M. · 2012 · advanced · risk management

      credit risk

2452. Differences of Opinion and International Equity Markets

      Bernard Dumas, Karen Kay Lewis, Emilio Osambela · 2011 · advanced · statistics

      asset pricing · equity markets · financial economics

2453. Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective

      Karen Grigorian, Robert Jarrow · 2025 · advanced · stochastic calculus

      market efficiency · optimization · stochastic differential equations · stochastic processes

2454. Differential information, arbitrage, and subjective value

      Greene, Catherine · 2019 · intermediate · other

      financial economics

2455. Differential Machine Learning

      Brian Huge, Antoine Savine · 2020 · advanced · machine learning

      algorithms · derivatives · machine learning · risk management

2456. Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps

      Takayuki Sakuma · 2026 · advanced · options

      jump processes · machine learning · option greeks · option pricing · stochastic processes

2457. Differential ML with a Difference

      Paul Glasserman, Siddharth Hemant Karmarkar · 2025 · advanced · machine learning

      derivatives · machine learning · neural networks · option greeks · option pricing

2458. Differential Quantile-Based Sensitivity in Discontinuous Models

      Silvana M. Pesenti, Pietro Millossovich, Andreas Tsanakas · 2023 · advanced · risk management

      statistics

2459. DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books

      Zhuohan Wang, Carmine Ventre · 2026 · advanced · machine learning

      deep learning · financial machine learning · machine learning

2460. Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction

      So-Yoon Cho, Jin-Young Kim, Kayoung Ban · 2025 · advanced · machine learning

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

2461. DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation

      Yuan Gao, Haokun Chen, Xiang Wang · 2024 · advanced · machine learning

      deep learning · machine learning

2462. DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models

      Divyanshu Daiya, Monika Yadav, Harshit Singh Rao · 2024 · advanced · machine learning

      deep learning · financial machine learning · machine learning · portfolio management · time series

2463. Diffusion equations: convergence of the functional scheme derived from the Binomial tree with local volatility for non smooth payoff functions.

      Julien Baptiste, Emmanuel Lépinette · 2018 · advanced · options

      numerical methods · partial differential equations

2464. Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure

      Minshuo Chen, Renyuan Xu, Yumin Xu · 2025 · advanced · machine learning

      machine learning · stochastic processes

2465. Diffusion models for dynamic volatility surface generation and data-driven hedging

      Yinbin Han, Jack Yuxiang Zhang, Manuel Torres · 2026 · advanced · options

      deep learning · machine learning · options hedging · risk management · volatility surface

2466. Diffusion Models in Finance: A Survey

      Zhuohan Wang, Carmine Ventre · 2026 · advanced · machine learning

      machine learning · stochastic differential equations · time series

2467. Diffusion on the circle and a stochastic correlation model

      Sourav Majumdar, Arnab Kumar Laha · 2024 · advanced · stochastic calculus

      brownian motion · statistical inference · stochastic processes

2468. Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios

      Himanshu Choudhary, Arishi Orra, Manoj Thakur · 2025 · advanced · portfolio management

      deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning · risk management

2469. Diffusive behavior and the modeling of characteristic times in limit order executions

      Zoltán Eisler, János Kertész, Fabrizio Lillo · 2009 · advanced · quantitative trading

      market microstructure · stochastic processes

2470. Diffusive in plain sight: An inconspicuous law of market impact

      Julius F. Bonart · 2026 · advanced · quantitative trading

      market microstructure

2471. Diffusive Limit of Hawkes Driven Order Book Dynamics With Liquidity Migration

      Levon Mahseredjian · 2025 · advanced · quantitative trading

      liquidity · market microstructure · stochastic processes

2472. DiffVolume: Diffusion Models for Volume Generation in Limit Order Books

      Zhuohan Wang, Carmine Ventre · 2025 · advanced · machine learning

      deep learning · machine learning · market microstructure

2473. Digging into Primary Financial Market: Challenges and Opportunities of Adopting Blockchain

      Ji Liu, Zheng Xu, Yanmei Zhang · 2022 · intermediate · other

      other

2474. Digital Money, Default Risk, and Financial Information: An Experiment on Europe

      Alessandro Castagnetti, Alessandra Cillo, Giuseppe Gurrado, Donato Masciandaro · 2026 · intermediate · risk management

      causal inference · financial economics

2475. Digital Transformation and Corporate Financial Asset Allocation: Evidence from China

      Yundan Guo, Han Liang, Li Shen · 2025 · intermediate · other

      corporate finance · financial economics

2476. Dimensionality reduction techniques to support insider trading detection

      Adele Ravagnani, Fabrizio Lillo, Paola Deriu · 2024 · advanced · machine learning

      financial machine learning · machine learning

2477. Direct Inversion for the Squared Bessel Process and Applications

      Simon J. A. Malham, Anke Wiese, Yifan Xu · 2024 · advanced · stochastic calculus

      monte carlo simulation · numerical methods · stochastic processes

2478. Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network

      Bekiros, S., Georgoutsos, D. · 2006 · intermediate · machine learning

      machine learning · neural networks · time series

2479. Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence

      Peter F. Christoffersen, Francis X. Diebold, Roberto S. Mariano · 2006 · advanced · time series

      econometrics · time series · volatility forecasting

2480. Directional Liquidity and Geometric Shear in Pregeometric Order Books

      João P. da Cruz · 2026 · advanced · quantitative trading

      liquidity · market microstructure

2481. Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books

      Timothée Hornek, Sergio Potenciano Menci, Ivan Pavić · 2025 · intermediate · time series

      time series

2482. Disability insurance with collective health claims: A mean-field approach

      Christian Furrer, Philipp C. Hornung · 2025 · advanced · risk management

      insurance · stochastic processes

2483. Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing

      Fallou Niakh, Arthur Charpentier, Caroline Hillairet · 2025 · advanced · risk management

      insurance

2484. Disclosed Human-Capital Disruption and Firm-Specific Risk

      Ang Zhang · 2026 · intermediate · risk management

      machine learning · natural language processing

2485. Disclosure under Noisy Information Processing

      Jeremy Bertomeu, Edwige Cheynel, Peicong Hu · 2026 · advanced · other

      other

2486. DisclosureBeta: A Measurement-Channel Theory for Regime-Conditioned Betas from LLM-Read Risk Disclosures

      Ping Kuen Wong · 2026 · advanced · statistics

      asset pricing · machine learning · natural language processing · statistical inference

2487. Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh

      Farhana Rahman · 2022 · intermediate · statistics

      mutual funds · panel data · regression

2488. Discounting the distant future: What do historical bond prices imply about the long term discount rate?

      J. Doyne Farmer, John Geanakoplos, Matteo G. Richiardi · 2023 · advanced · fixed income

      fixed income · interest rates · stochastic processes · term structure models

2489. Discovering parametrizations of implied volatility with symbolic regression

      Martin Keller-Ressel, Hannes Nikulski · 2026 · advanced · options

      machine learning · regression

2490. Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability

      Mainak Singha · 2025 · advanced · quantitative trading

      factor investing

2491. Discrete approximation of risk-based prices under volatility uncertainty

      Jonas Blessing, Michael Kupper, Alessandro Sgarabottolo · 2024 · advanced · options

      derivatives · mathematical finance · option pricing

2492. Discrete asset pricing under transaction costs and model uncertainty with and without short-sale constraints

      Wenqing Zhang · 2026 · advanced · stochastic calculus

      asset pricing · mathematical finance · transaction costs

2493. Discrete devaluations and multiple equilibria in a first generation model of currency crises

      Fernando Broner · 2007 · advanced · risk management

      risk management

2494. Discrete dividends after maturity adjust the stock and strike prices

      Kevin W. Lu · 2026 · intermediate · options

      derivatives · mathematical finance · option pricing

2495. Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment

      Hagerud, Gustaf E. · 1997 · advanced · options

      garch · option pricing · options hedging

2496. Discrete time optimal investment under model uncertainty

      Laurence Carassus, Massinissa Ferhoune · 2023 · advanced · portfolio management

      mathematical finance · optimization · portfolio optimization

2497. Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning

      Xiangyu Cui, Xun Li, Yun Shi · 2023 · advanced · portfolio management

      optimization · portfolio management · portfolio optimization · reinforcement learning

2498. Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching

      Vitaliy Golomoziy, Kamil Kladivko, Yuliya Mishura · 2025 · advanced · stochastic calculus

      mathematical finance · probability · stochastic differential equations · stochastic processes

2499. Discrete-valued Levy processes and low latency financial econometrics

      Ole E. Barndorff-Nielsen, David G. Pollard, Neil Shephard · 2010 · advanced · statistics

      econometrics · statistics · stochastic processes

2500. Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion

      Kerstin Lamert, Benjamin R. Auer, Ralf Wunderlich · 2023 · advanced · quantitative trading

      brownian motion · mathematical finance · stochastic processes · transaction costs