smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2701–2750; page 55 of 188.

  1. Dynamic Competition, Innovation and Strategic Financing

    Matthew Spiegel, Heather Tookes · 2008 · advanced · other

    corporate finance · financial economics

  2. Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence

    Hakim, M.S., McAleer, M.J. · 2009 · advanced · time series

    econometrics · foreign exchange · time series

  3. Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)

    Süleyman Basak · advanced · portfolio management

    asset pricing · financial economics

  4. Dynamic Copula Models and High Frequency Data

    Irving Arturo De Lira Salvatierra, Andrew J. Patton · 2013 · advanced · time series

    copulas · time series

  5. Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning

    Chuting Sun, Qi Wu, Xing Yan · 2023 · advanced · portfolio management

    machine learning · neural networks · portfolio management · portfolio optimization · risk management · tail risk

  6. Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model

    Ahmad Aghapour, Erhan Bayraktar, Fengyi Yuan · 2025 · advanced · portfolio management

    financial machine learning · machine learning · optimization · portfolio management

  7. Dynamic Datasets and Market Environments for Financial Reinforcement Learning

    Xiao-Yang Liu, Ziyi Xia, Hongyang Yang · 2023 · intermediate · machine learning

    machine learning · reinforcement learning

  8. Dynamic equilibrium with rare events and heterogeneous epstein-zin investors

    Chabakauri, Georgy · 2015 · advanced · other

    asset pricing · financial economics · mathematical finance

  9. Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients

    George Samartzis, Nikitas Pittis · 2022 · intermediate · portfolio management

    financial economics

  10. Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)

    Jiahao Zhu, Hengzhi Wu · 2024 · advanced · portfolio management

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

  11. Dynamic Factor Allocation Leveraging Regime-Switching Signals

    Yizhan Shu, John M. Mulvey · 2024 · advanced · portfolio management

    factor investing · portfolio optimization · statistics

  12. Dynamic factor analysis of carbon allowances prices: From classic Arbitrage Pricing Theory to Switching Regimes

    Marius-Cristian Frunza, Dominique Guegan, Antonin Lassoudière · 2010 · advanced · time series

    asset pricing · econometrics · time series

  13. Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange

    Brian Godwin Lim, Dominic Dayta, Benedict Ryan Tiu · 2025 · intermediate · time series

    econometrics · statistics · time series

  14. Dynamic Factor Correlation Model

    Chen Tong, Peter Reinhard Hansen · 2025 · advanced · time series

    statistics · time series

  15. Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints

    Jianjun Gao, Chengneng Jin, Yun Shi · 2025 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  16. Dynamic Factor Models with Forward-Looking Views

    Anas Abdelhakmi, Andrew E. B. Lim · 2025 · advanced · portfolio management

    portfolio optimization

  17. Dynamic firm behaviour and financial leverage clienteles

    van Schijndel, G.J.C.T. · 1984 · advanced · other

    capital structure · corporate finance · financial economics

  18. Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks

    Xiang Ao, Jingxuan Zhang, Xinyu Zhao · 2026 · advanced · machine learning

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

  19. Dynamic Function Market Maker

    Arman Abgaryan, Utkarsh Sharma · 2023 · advanced · quantitative trading

    decentralized finance · market making · risk management

  20. Dynamic Global Currency Hedging

    Bent Jesper Christensen, Rasmus T. Varneskov · 2016 · advanced · risk management

    foreign exchange · regression

  21. Dynamic graph neural networks for enhanced volatility prediction in financial markets

    Pulikandala Nithish Kumar, Nneka Umeorah, Alex Alochukwu · 2024 · advanced · time series

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

  22. Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations

    Yunhua Pei, Jin Zheng, John Cartlidge · 2024 · advanced · machine learning

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

  23. Dynamic hedging in incomplete markets: a simple solution

    Basak, Suleyman, Chabakauri, Georgy · 2011 · advanced · risk management

    mathematical finance · risk management

  24. Dynamic Hedging using Generated Genetic Programming Implied Volatility Models

    Sana Ben Hamida, Fathi Abid, Wafa Abdelmalek · 2012 · advanced · options

    options hedging

  25. Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach

    Jinhui Li, Wenjia Xie, Luis Seco · 2025 · advanced · portfolio management

    bayesian statistics · machine learning · optimization · portfolio management · portfolio optimization

  26. Dynamic Investment-Driven Insurance Pricing and Optimal Regulation

    Bingzheng Chen, Zongxia Liang, Shunzhi Pang · 2024 · advanced · risk management

    insurance

  27. Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics

    Adam Baybutt · 2024 · advanced · statistics

    asset pricing · econometrics · statistics

  28. Dynamic Liquidity Provision in Decentralized Markets: Strategy Optimization and Performance Evaluation in Concentrated Liquidity AMMs

    Andrey Urusov, Rostislav Berezovskiy, Anatoly Krestenko · 2025 · advanced · quantitative trading

    backtesting · decentralized finance · liquidity · machine learning · market making · market microstructure

  29. Dynamic loan portfolio management in a three time step model

    Deb Narayan Barik, Siddhartha P. Chakrabarty · 2025 · intermediate · risk management

    banking · capital structure

  30. Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach

    Qian Lei, Chi Seng Pun, Jingxiang Tang · 2024 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic differential equations

  31. Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning

    Damian Lebiedź, Robert Ślepaczuk · 2026 · advanced · quantitative trading

    cryptocurrencies · deep learning · machine learning · pairs trading · reinforcement learning · risk management

  32. Dynamic Physical Hedging amid Jump Losses, Reconstruction-Price Uncertainty, Population Interactions

    Paramahansa Pramanik, Michael Bowdin · 2026 · advanced · risk management

    insurance · jump processes · mathematical finance · optimization · partial differential equations · stochastic calculus

  33. Dynamic portfolio and mortgage choice for homeowners

    Hemert, Otto van, Jong, Franck de, Driessen, Joost · 2005 · advanced · portfolio management

    interest rates · portfolio management · portfolio optimization · real estate · stochastic processes

  34. Dynamic Portfolio Optimization under CVaR Constraints

    Anran Hu, Silvana M. Pesenti, Xiaofei Shi · 2026 · advanced · portfolio management

    convex optimization · optimization · portfolio management · portfolio optimization · risk management

  35. Dynamic portfolio optimization with inverse covariance clustering

    Wang, Yuanrong, Aste, Tomaso · 2023 · advanced · portfolio management

    portfolio management · portfolio optimization

  36. Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency

    Diego Vallarino · 2024 · advanced · portfolio management

    algorithms · machine learning · neural networks · portfolio management · portfolio optimization · transaction costs

  37. Dynamic Portfolio Selection by Augmenting the Asset Space

    Brandt, Michael W., Santa-Clara, Pedro · 2004 · intermediate · portfolio management

    optimization · portfolio management · portfolio optimization

  38. Dynamic portfolio selection for nonlinear law-dependent preferences

    Zongxia Liang, Jianming Xia, Fengyi Yuan · 2023 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization

  39. Dynamic portfolio selection under generalized disappointment aversion

    Zongxia Liang, Sheng Wang, Jianming Xia · 2024 · advanced · portfolio management

    mathematical finance

  40. Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio

    Jing Xu, Yung-Cheng Hsu, William Biscarri · 2024 · advanced · machine learning

    financial machine learning · machine learning · optimization · reinforcement learning

  41. Dynamic programming principle and computable prices in financial market models with transaction costs.

    Emmanuel Lépinette, Duc Thinh Vu · 2023 · advanced · options

    mathematical finance · optimization · options hedging · transaction costs

  42. Dynamic Realized Minimum Variance Portfolio Models

    Donggyu Kim, Minseog Oh · 2023 · advanced · portfolio management

    high frequency trading · portfolio management · portfolio optimization · statistics

  43. Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework

    Junyi Guo, Xia Han, Hao Wang · 2025 · advanced · risk management

    insurance · optimization · risk management

  44. Dynamic reinsurance via martingale transport

    Beatrice Acciaio, Brandon Garcia Flores, Antonio Marini · 2026 · advanced · risk management

    insurance · martingales · optimization · risk management · stochastic processes

  45. Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects

    Haibo Wang, Jun Huang, Lutfu S Sua · 2026 · advanced · risk management

    banking · contagion · econometrics · systemic risk · time series

  46. Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions

    Thomas. Olivier Léautier, Genviève Gauthier,, Diego Amaya, · 2015 · advanced · risk management

    capital structure · corporate finance · optimization · risk management

  47. Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications

    Bruno Biais, Thomas Mariotti, Guillaume Plantin · 2007 · advanced · other

    asset pricing · corporate finance · mathematical finance · stochastic processes

  48. Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach

    Bruno E. Holtz, Ricardo S. Ehlers, Adriano K. Suzuki · 2025 · advanced · time series

    bayesian statistics · monte carlo simulation · statistical inference · time series

  49. Dynamic slippage control and rejection feedback in spot FX market making

    Alexander Barzykin · 2026 · advanced · quantitative trading

    algorithmic trading · foreign exchange · market making · market microstructure · optimization · stochastic processes

  50. Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis

    Tatsuru Kikuchi · 2025 · advanced · risk management

    causal inference · contagion · financial networks · systemic risk