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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 251–300; page 6 of 188.

251. A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions

     Yoshihiro Shirai · 2023 · advanced · derivatives

     credit derivatives · mathematical finance · option pricing · stochastic processes

252. A Limit Order Book Model for High Frequency Trading with Rough Volatility

     Yun Chen-Shue, Yukun Li, Jiongmin Yong · 2024 · advanced · quantitative trading

     high frequency trading · market microstructure · rough volatility · stochastic processes

253. A Limit Order Market with Uncertain Informed Trading Participation

     Umut Çetin, Mingwei Lin · 2026 · advanced · quantitative trading

     liquidity · market microstructure

254. A Line Graph-Based Framework for Identifying Optimal Routing Paths in Decentralized Exchanges

     Yu Zhang, Yafei Li, Claudio Tessone · 2025 · intermediate · quantitative trading

     algorithms

255. A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models

     Woocheol Kim, Oliver Linton · 2003 · advanced · time series

     econometrics · time series

256. A lognormal type stochastic volatility model with quadratic drift

     Peter Carr, Sander Willems · 2019 · advanced · stochastic calculus

     stochastic differential equations · stochastic processes

257. A Longitudinal Attribute-Conditioned Neural Network for Modeling Health-State Transition Probabilities in Temporally Irregular Data: The LANTERN Framework

     Bright Kwaku Manu, Beckett Sterner, Petar Jevtic · 2026 · intermediate · risk management

     insurance · machine learning · neural networks

258. A Look at Financial Dependencies by Means of Econophysics and Financial Economics

     M. Raddant, T. Di Matteo · 2023 · intermediate · statistics

     financial economics · financial networks

259. A Machine Learning Approach to Regime Modeling

     Two Sigma · 2021 · intermediate · machine learning

     machine learning · statistics

260. A machine learning approach to volatility forecasting

     Kim Christensen, Mathias Siggaard, Bezirgen Veliyev · 2021 · intermediate · time series

     machine learning · neural networks · time series · volatility forecasting

261. A machine learning workflow to address credit default prediction

     Rambod Rahmani, Marco Parola, Mario G. C. A. Cimino · 2024 · intermediate · risk management

     credit risk · financial machine learning · machine learning · optimization

262. A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations

     Qian Lei, Chi Seng Pun · 2024 · advanced · stochastic calculus

     stochastic calculus · stochastic processes

263. A Market Foundation for Conditional Asset Pricing

     Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci · 2015 · advanced · stochastic calculus

     asset pricing · financial economics · mathematical finance

264. A market resilient data-driven approach to option pricing

     Anindya Goswami, Nimit Rana · 2024 · advanced · options

     data science · option pricing

265. A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting

     Runyao Yu, Julia Lin, Derek W. Bunn · 2026 · intermediate · machine learning

     machine learning · neural networks · time series

266. A Markov approach to credit rating migration conditional on economic states

     Michael Kalkbrener, Natalie Packham · 2024 · advanced · risk management

     credit risk · risk management · stochastic processes

267. A Markov model of a limit order book: thresholds, recurrence, and trading strategies

     Frank Kelly, Elena Yudovina · 2015 · advanced · quantitative trading

     high frequency trading · market microstructure · probability · stochastic processes

268. A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle

     Massimo Guidolin, Francesco Melloni, Manuela Pedio · 2019 · advanced · fixed income

     credit derivatives · credit risk · econometrics · time series

269. A Markov-Chain Measure of Systemic Banking Crisis Frequency

     Tambakis, D. · 2020 · advanced · risk management

     banking · financial stability · stochastic processes · systemic risk

270. A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities

     Chen, Fei, Diebold, Francis X., Schorfheide, Frank · 2012 · advanced · time series

     econometrics · high frequency trading · market microstructure · statistics · time series

271. A Martingale approach to continuous Portfolio Optimization under CVaR like constraints

     Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot · 2025 · advanced · portfolio management

     convex optimization · martingales · portfolio optimization · risk management

272. A mathematical framework for modelling CLMM dynamics in continuous time

     Shen-Ning Tung, Tai-Ho Wang · 2024 · advanced · quantitative trading

     decentralized finance · liquidity · mathematical finance · measure theory

273. A mathematical framework for modelling order book dynamics

     Rama Cont, Pierre Degond, Lifan Xuan · 2023 · advanced · quantitative trading

     market microstructure · mathematical finance · stochastic processes

274. A mathematical proof of the existence of trends in financial time series

     Michel Fliess, Cédric Join · 2009 · advanced · time series

     time series

275. A mathematical study of the excess growth rate

     Steven Campbell, Ting-Kam Leonard Wong · 2025 · advanced · portfolio management

     mathematical finance

276. A mean bound financial model and options pricing

     Yu Li · 2017 · advanced · options

     derivatives · option greeks · option pricing

277. A Mean Field Game between Informed Traders and a Broker

     Philippe Bergault, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading

     market making · market microstructure · optimization · stochastic differential equations · stochastic processes

278. A Mean-Reverting Model of Exchange Rate Risk Premium Using Ornstein-Uhlenbeck Dynamics

     SeungJae Hwang · 2025 · intermediate · time series

     foreign exchange · stochastic processes · time series

279. A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities

     Sidharth Mallik · 2022 · intermediate · portfolio management

     optimization · portfolio management · portfolio optimization

280. A Meta Reinforcement Learning Approach to Goals-Based Wealth Management

     Sanjiv R. Das, Harshad Khadilkar, Sukrit Mittal · 2026 · advanced · machine learning

     machine learning · optimization · portfolio management · reinforcement learning

281. A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP

     Yan Zhang, Lin Chen, Yixiang Tian · 2025 · intermediate · machine learning

     machine learning

282. A Methodology to Measure Impacts of Scenarios Through Expected Credit Losses

     Mahmood Alaghmandan, Meghal Arora, Olga Streltchenko · 2026 · intermediate · risk management

     credit risk · risk management · stress testing

283. A micro view on home equity withdrawal and its determinants. Evidence from Dutch households

     Ebner, André · 2010 · intermediate · statistics

     financial economics

284. A Microstructure Analysis of Coupling in CFMMs

     Althea Sterrett, Austin Adams · 2025 · advanced · quantitative trading

     market microstructure

285. A Midsummer Meme's Dream: Investigating Market Manipulations in the Meme Coin Ecosystem

     Alberto Maria Mongardini, Alessandro Mei · 2025 · intermediate · quantitative trading

     cryptocurrencies · liquidity

286. A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets

     Pouget, Sébastien, Villeneuve, Stéphane, Sébastien Pouget · 2016 · advanced · other

     behavioral economics · behavioral finance · momentum

287. A minimal model of money creation under regulatory constraints

     Victor Le Coz, Michael Benzaquen, Damien Challet · 2024 · intermediate · risk management

     banking · financial networks · liquidity · liquidity risk

288. A mixture transition distribution approach to portfolio optimization

     Riccardo De Blasis, Luca Galati, Filippo Petroni · 2025 · advanced · portfolio management

     financial networks · optimization · portfolio management · portfolio optimization · statistics

289. A model of collateral, investment and adverse selection

     Alberto Martin · 2009 · intermediate · risk management

     credit markets · financial economics

290. A model of corporate liquidity

     Anderson, Ronald W., Carverhill, Andrew · 2005 · advanced · other

     liquidity · liquidity risk · stochastic processes

291. A Model of Cryptocurrencies

     Michael Sockin, Wei Xiong · 2021 · advanced · other

     cryptocurrencies

292. A Model of Optimal Portfolio Selection under Liquidity Risk and Price Impact

     Huyen Pham, Vathana Ly Vath, Mohamed Mnif · 2005 · advanced · portfolio management

     liquidity · liquidity risk · optimization · portfolio management · portfolio optimization · transaction costs

293. A Model of Shadow Banking

     Nicola Gennaioli, Andrei Shleifer, Robert W. Vishny · advanced · risk management

     banking · financial stability · securitization · systemic risk

294. A Model of Stochastic Liquidity

     Masahiro Watanabe · 2003 · advanced · quantitative trading

     bayesian statistics · liquidity · stochastic processes

295. A model of strategic sustainable investment

     Tiziano De Angelis, Caio César Graciani Rodrigues, Peter Tankov · 2024 · advanced · stochastic calculus

     climate finance · optimization · stochastic processes · sustainable investing

296. A Model to Analyse Financial Fragility

     Dimitrios P Tsomocos, Charles A.E. Goodhart, Pojanart Sunirand · 2003 · advanced · risk management

     banking · contagion · credit risk

297. A Model to Analyse Financial Fragility: Applications

     Dimitrios P Tsomocos, Charles A.E. Goodhart, Pojanart Sunirand · 2004 · advanced · risk management

     banking · contagion · financial stability

298. A model-free backward and forward nonlinear PDEs for implied volatility

     Peter Carr, Andrey Itkin, Sasha Stoikov · 2019 · advanced · options

     partial differential equations

299. A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors

     Jiaer He, Roberto Rivera · 2023 · intermediate · derivatives

     statistics

300. A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation

     José-Manuel Peña, Fernando Suárez, Omar Larré · 2023 · advanced · portfolio management

     machine learning · neural networks · portfolio optimization