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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2801–2850; page 57 of 188.

  1. Effective dimensionality reduction for Greeks computation using Randomized QMC

    Luca Albieri, Sergei Kucherenko, Stefano Scoleri · 2025 · advanced · options

    monte carlo simulation · numerical methods · option greeks · statistics

  2. Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets

    Ahmet Goncu · 2021 · intermediate · quantitative trading

    commodities · econometrics · time series

  3. Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

    Hossein Asgharian, Charlotte Christiansen, Rangan Gupta · 2016 · advanced · time series

    econometrics · economic policy · equity markets · time series

  4. Effects of financial crises on productivity, capital and employment

    Oulton, Nicholas, Sebastiá-Barriel, María · 2017 · advanced · risk management

    banking

  5. Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities

    Mario Ghossoub, Michael Boyuan Zhu · 2024 · advanced · risk management

    optimization

  6. Efficiency of Financial Institutions: International Survey and Directions for Future Research

    Allen N. Berger, David B. Humphrey · 1997 · intermediate · statistics

    financial economics

  7. Efficiency of Labour Use in the Swedish Banking Industry: A Stochastic Frontier Approach

    Battese, George E., Heshmati, Almas, Hjalmarsson, Lennart · 1999 · intermediate · statistics

    banking · econometrics · panel data

  8. Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing

    Aditri · 2026 · intermediate · risk management

    model risk · monte carlo simulation · tail risk

  9. Efficiency, predictability and news on the foreign exchange markets : floating exchange rates versus adjustable E.M.S. rates : some experience on the Brussels foreign exchange market for the dollar and the DM

    Filip Abraham · 1983 · intermediate · time series

    foreign exchange · market efficiency

  10. Efficient Algorithms for Computing RiskParity Portfolio Weights

    Denis Biangolino Chaves, Jason Hsu, Feifei Li · 2012 · intermediate · portfolio management

    portfolio management · portfolio optimization

  11. Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model

    Dongli Wu, Bufan Zhang, Xiao Lin · 2022 · advanced · options

    foreign exchange · model calibration · option pricing · volatility surface

  12. Efficient and accurate simulation of the stochastic-alpha-beta-rho model

    Jaehyuk Choi, Lilian Hu, Yue Kuen Kwok · 2024 · advanced · options

    monte carlo simulation · numerical methods · stochastic processes

  13. Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation

    Per A. Mykland, Neil Shephard, Kevin Keith Sheppard · 2012 · advanced · statistics

    jump processes · market microstructure · statistical inference · statistics

  14. Efficient and Near-Optimal Online Portfolio Selection

    Rémi Jézéquel, Dmitrii M. Ostrovskii, Pierre Gaillard · 2022 · advanced · portfolio management

    algorithms · convex optimization · optimization · portfolio management · portfolio optimization

  15. Efficient and Verified Continuous Double Auctions

    Mohit Garg, Suneel Sarswat · 2024 · advanced · programming

    algorithms · data structures

  16. Efficient approximations for utility-based pricing

    Laurence Carassus, Massinissa Ferhoune · 2021 · advanced · derivatives

    derivatives · monte carlo simulation · numerical methods

  17. Efficient Asymmetric Causality Tests

    Abdulnasser Hatemi-J · 2024 · advanced · time series

    econometrics · hypothesis testing · statistical inference · time series

  18. Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization

    Bai, Yuanlu, Balch, Tucker, Chen, Haoxian · 2021 · advanced · machine learning

    bayesian statistics · machine learning · optimization · time series

  19. Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations

    Ankush Agarwal, Ying Liao · 2024 · advanced · fixed income

    credit derivatives · credit risk · model calibration · partial differential equations

  20. Efficient Capital Markets: A Review of Theory and Empirical Work

    Eugene F. Fama

    market efficiency

  21. Efficient estimation of a multivariate multiplicative volatility model

    Christian M. Hafner, Oliver Linton · 2010 · advanced · time series

    garch · statistics · time series

  22. Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns

    Gregory Connor, Matthias Hagmann, Oliver Linton · 2007 · advanced · statistics

    asset pricing · factor investing · financial economics · regression

  23. Efficient exposure computation by risk factor decomposition

    Cornelis S. L. de Graaf, Drona Kandhai, Christoph Reisinger · 2018 · advanced · risk management

    credit risk · derivatives · monte carlo simulation · numerical methods · partial differential equations

  24. Efficient frontier for robust higher-order moment portfolio selection

    Emmanuel F. Jurczenko, Bertrand Maillet, Paul M. Merlin · 2008 · advanced · portfolio management

    optimization · portfolio optimization · statistics

  25. Efficient Hamiltonian Simulation for Solving Option Price Dynamics

    Javier Gonzalez-Conde, Ángel Rodríguez-Rozas, Enrique Solano · 2021 · advanced · options

    derivatives · mathematical finance · option pricing · partial differential equations

  26. Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold

    Jiahao Cui, Qiushi Li, Yuezhi Pen · 2022 · intermediate · portfolio management

    cryptocurrencies · portfolio management · portfolio optimization

  27. Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options

    Yun-Feng Tu, Chuan-Hsiang Han · 2025 · advanced · options

    derivatives · monte carlo simulation · numerical methods · option pricing

  28. Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks

    Dohyun Ahn, Agostino Capponi · 2026 · advanced · risk management

    credit risk · financial networks · fixed income · monte carlo simulation · numerical methods · systemic risk

  29. Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws

    Ruslan Tepelyan, Daniel Lam · 2026 · advanced · portfolio management

    numerical methods · optimization

  30. Efficient Nested Estimation of CoVaR: A Decoupled Approach

    Nifei Lin, Yingda Song, L. Jeff Hong · 2024 · advanced · risk management

    monte carlo simulation · numerical methods · systemic risk

  31. Efficient portfolios in financial markets with proportional transaction costs

    Luciano Campi, Elyès Jouini, Vincent Porte · 2013 · advanced · portfolio management

    foreign exchange · mathematical finance · optimization · portfolio management · portfolio optimization · transaction costs

  32. Efficient Pricing and Calibration of High-Dimensional Basket Options

    Lech A. Grzelak, Juliusz Jablecki, Dariusz Gatarek · 2022 · advanced · options

    derivatives · model calibration · numerical methods · option pricing · stochastic processes

  33. Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation

    Keegan Mendonca, Vasileios E. Kontosakos, Athanasios A. Pantelous · 2018 · advanced · options

    derivatives · monte carlo simulation · numerical methods · option pricing

  34. Efficient representation of supply and demand curves on day-ahead electricity markets

    Mariia Soloviova, Tiziano Vargiolu · 2020 · advanced · time series

    algorithms · numerical methods

  35. Efficient Semiparametric Estimation of the Fama-French Model and Extensions

    Gregory Connor, Matthias Hagmann, Oliver Linton · 2012 · advanced · statistics

    asset pricing · factor investing · regression

  36. Efficient Simulation and Calibration of the Rough Bergomi Model via Wasserstein Distance

    Changqing Teng, Guanglian Li · 2025 · advanced · options

    model calibration · monte carlo simulation · numerical methods · option pricing · rough volatility

  37. Efficient simulation of prices for European call options under Heston stochastic-local volatility model: a comparison of methods

    Meng cai, Tianze Li · 2025 · advanced · options

    numerical methods · option pricing · stochastic differential equations · stochastic processes

  38. Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model

    Congxin He, Yue Kuen Kwok · 2026 · advanced · options

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

  39. Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification

    Cassidy K. Buhler, Hande Y. Benson · 2023 · advanced · portfolio management

    machine learning · optimization · portfolio optimization

  40. Efficient trading strategies in financial markets with proportional transaction costs

    Luciano Campi, Elyès Jouini, Vincent Porte · 2011 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · transaction costs

  41. EFFICIENT VOLATILITY ESTIMATION IN A TWO-FACTOR MODEL

    Olivier Féron, Pierre Gruet, Marc Hoffmann · 2018 · advanced · statistics

    statistical inference · stochastic processes · term structure models

  42. Efficiently Inefficient Markets for Assets and Asset Management

    Nicolae Gârleanu · 2015 · intermediate · portfolio management

    financial economics · market efficiency

  43. Effort-Centric Fairness in Lending Decisions

    Shiqi Fang, Zexun Chen, Jake Ansell · 2026 · advanced · machine learning

    machine learning · optimization

  44. Eigen Portfolios: From Single Component Models to Ensemble Approaches

    ZhengXiang Zhou, Yuqi Luan · 2025 · intermediate · portfolio management

    linear algebra · portfolio management · statistics

  45. Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data

    Luan M. T. de Moraes, Antônio M. S. Macêdo, Giovani L. Vasconcelos · 2025 · advanced · statistics

    statistics · time series

  46. Eigenvalue tests for the number of latent factors in short panels

    Alain-Philippe Fortin, Patrick Gagliardini, Olivier Scaillet · 2022 · advanced · statistics

    hypothesis testing · panel data · statistical inference

  47. Eigenvector dynamics: General theory and some applications

    Romain Allez, Jean-Philippe Bouchaud · 2012 · advanced · risk management

    linear algebra · statistics

  48. Eigenvector dynamics: theory and some applications

    Romain Allez, Jean-Philippe Bouchaud · 2011 · advanced · risk management

    risk management

  49. Eigenvector overlaps of sample covariance matrices with intersecting time periods

    Volodymyr Riabov, Konstantin Tikhonov, Jean-Philippe Bouchaud · 2025 · advanced · statistics

    statistics

  50. Eighteenth-century Irish interest rates – market failure in a booming economy

    Kelly, Paul V. · 2024 · intermediate · fixed income

    credit markets · interest rates · time series