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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2851–2900; page 58 of 188.
Elastic Cash
Anup Rao · 2023 · intermediate · other
interest rates
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets
Hung Do, Rabindra Nepal, Tooraj Jamasb · 2020 · intermediate · time series
econometrics · time series
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations
Huisman, R., Mahieu, R.J., Schlichter, F. · 2007 · intermediate · portfolio management
derivatives · portfolio management · portfolio optimization · risk management
Electricity Price Forecasting in the Irish Balancing Market
Ciaran O'Connor, Joseph Collins, Steven Prestwich · 2024 · intermediate · time series
deep learning · machine learning · time series
Electricity price modeling and asset valuation: a multi-fuel structural approach
Rene A. Carmona, Michael Coulon, Daniel Schwarz · 2012 · advanced · derivatives
derivatives · mathematical finance · stochastic processes
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
Andrei Renatovich Batyrov · 2024 · advanced · time series
bayesian statistics · stochastic processes · time series · volatility forecasting
Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method
Zhou Fang · 2023 · advanced · quantitative trading
brownian motion · optimization · portfolio optimization · stochastic processes
Elements for a theory of financial risks
Jean-Philippe Bouchaud · 1998 · advanced · risk management
option pricing · risk management · statistics · stochastic processes
Elicitability and identifiability of tail risk measures
Tobias Fissler, Fangda Liu, Ruodu Wang · 2024 · advanced · risk management
tail risk
Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization
Giovanni Dispoto, Marcello Restelli, Carmine Ventre · 2026 · advanced · portfolio management
esg · machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning
Eliciting reference measures of law-invariant functionals
Felix-Benedikt Liebrich, Ruodu Wang · 2025 · advanced · risk management
mathematical finance · measure theory
Embedding and correlation tensor for XRP transaction networks
Abhijit Chakraborty, Tetsuo Hatsuda, Yuichi Ikeda · 2023 · intermediate · statistics
cryptocurrencies · linear algebra
Embracing Downside Risk
Roni Israelov · 2016 · advanced · options
asset pricing · options hedging
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
Silvia Onofri, Andrey Shternshis, Stefano Marmi · 2025 · intermediate · statistics
hypothesis testing · time series
Emergence of Statistical Financial Factors by a Diffusion Process
Jose Negrete, Jaime Joel Ramos · 2026 · advanced · portfolio management
financial networks
Emergent Latent-State Computation under Stochastic Volatility
Xiaoyu Huang, Lulu Wang · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · stochastic processes · time series · volatility forecasting
Emerging Market Corporate Bonds as First-to-Default Baskets
Richard Martin, Yao Ma · 2018 · advanced · fixed income
credit risk · fixed income
Emission-based Interest Rates and the Transition to a Low-carbon Economy
Florian Böser, Chiara Colesanti Senni · 2020 · advanced · fixed income
banking · financial economics · interest rates
Emissions-Robust Portfolios
Khizar Qureshi, H. Oliver Gao · 2026 · advanced · portfolio management
convex optimization · portfolio management · portfolio optimization · sustainable investing
Emoji Driven Crypto Assets Market Reactions
Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle · 2024 · intermediate · machine learning
cryptocurrencies · deep learning · large language models · machine learning · natural language processing
Empirical analysis in limit order book modeling for Nikkei 225 Stocks with Cox-type intensities
Shunya Chomei · 2023 · advanced · quantitative trading
high frequency trading · market microstructure · statistical inference
Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
Zixing Chen, Yihan Qi, Shanlan Que · 2025 · advanced · options
derivatives · option pricing · options hedging
Empirical Asset Pricing via Machine Learning
Shihao Gu, Dacheng Xiu · 2020 · advanced · machine learning
asset pricing · financial machine learning · machine learning · momentum · neural networks
Empirical Asset Pricing with Score-Driven Conditional Betas
Thomas Giroux, Julien Royer, Olivier David Zerbib · 2024 · advanced · statistics
asset pricing · statistical inference
Empirical Confirmation of the Square-Root Law of Market Impact in a U.S. Large-Cap Equity
Aniket Vasaikar · 2026 · advanced · quantitative trading
market microstructure · statistics · time series
Empirical distributions of stock returns: european securities markets, 1990-95
Aparicio, Felipe M., Estrada, Javier · 1997 · beginner · statistics
equity markets · hypothesis testing · statistics · time series
Empirical distributions of stock returns: scandinavian securities markets, 1990-95
Aparicio, Felipe M., Estrada, Javier · 1996 · intermediate · statistics
financial economics · hypothesis testing · statistics · time series
Empirical estimator of diversification quotient
Xia Han, Liyuan Lin, Mengshi Zhao · 2025 · advanced · statistics
risk management · statistical inference · statistics
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
Maksym Nechepurenko · 2026 · advanced · statistics
statistical inference
Empirical likelihood for high frequency data
Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu · 2017 · advanced · statistics
hypothesis testing · statistical inference
Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling
Agustín M. de los Riscos, Julio E. Sandubete, Diego Carmona-Fernández · 2025 · advanced · machine learning
neural networks · time series
Empirical Models of the Time Evolution of SPX Option Prices
Alessio Brini, David A. Hsieh, Patrick Kuiper · 2025 · intermediate · options
data science · machine learning · neural networks · option pricing · regression
Empirical Study on the Factors Influencing Stock Market Volatility in China
Jingchu Zhang · 2025 · intermediate · time series
econometrics · foreign exchange · time series
Empirical Tests of Interest Rate Model Pricing Kernels
Joshua Rosenberg · 1999 · advanced · fixed income
asset pricing · fixed income · interest rates · option pricing · term structure models
Employee Ownership, Board Representation, and Corporate Financial Policies
Edith Ginglinger, William Megginson, Timothee Waxin · 2011 · intermediate · other
corporate finance · corporate governance · equity valuation · statistical inference
Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning
Javier Mancilla, André Sequeira, Tomas Tagliani · 2024 · advanced · machine learning
credit risk · financial machine learning · machine learning
EmTract: Extracting Emotions from Social Media
Domonkos F. Vamossy, Rolf Skog · 2021 · advanced · machine learning
deep learning · machine learning · natural language processing · neural networks
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna · 2025 · advanced · portfolio management
linear algebra · machine learning · neural networks · optimization · portfolio optimization
End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios
Christian Bongiorno, Lorenzo Villassero · 2026 · advanced · portfolio management
machine learning · neural networks · optimization · portfolio management · portfolio optimization
End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules?
Austin Pollok, Kevin Robik · 2026 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio management · portfolio optimization · transaction costs
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
Nikita Guseynov, Nana Liu, Chi Seng Pun · 2026 · advanced · options
numerical methods · option pricing · partial differential equations
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
Fabian Krause, Jan-Peter Calliess · 2024 · advanced · quantitative trading
machine learning · neural networks · statistical arbitrage
End-to-End Portfolio Optimization with Quantum Annealing
Sai Nandan Morapakula, Sangram Deshpande, Rakesh Yata · 2025 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization
Endogenous Crashes as Phase Transitions
Revant Nayar, Minhajul Islam · 2024 · advanced · time series
time series
Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
Zachary Feinstein, Andreas Sojmark · 2022 · advanced · risk management
credit risk · financial networks · stochastic processes · systemic risk
Endogenous liquidity and contagion
Rahi, Rohit, Zigrand, Jean-Pierre · 2009 · advanced · quantitative trading
liquidity
Endogenous liquidity crises
Antoine Fosset, Jean-Philippe Bouchaud, Michael Benzaquen · 2020 · advanced · quantitative trading
liquidity · liquidity risk · market microstructure
Endogenous market making and network formation
Chang, Briana, Zhang, Shengxing · 2015 · advanced · quantitative trading
financial networks · market making
Endogenous Randomness from Adversarial Market Learning
Jian Sun · 2026 · advanced · time series
time series
Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis
Ruimeng Hu, Byungdoo Kong · 2026 · advanced · risk management
insurance · optimization