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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3101–3150; page 63 of 188.

  1. European Financial Integration through Securitization

    Karolin Kirschenmann, Jesper Riedler, Tobias Schuler · 2018 · intermediate · risk management

    banking · financial economics · securitization

  2. European government bond market integration in turbulent times

    Pilar Abad, Helena Chuliá · 2014 · intermediate · fixed income

    regression

  3. European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning

    Naman Krishna Pande, Puneet Pasricha, Arun Kumar · 2024 · advanced · options

    deep learning · machine learning · numerical methods · option pricing · partial differential equations

  4. European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle

    Martin Kegnenlezom, Patrice Takam Soh, Antoine-Marie Bogso · 2019 · advanced · options

    derivatives · jump processes · numerical methods · option pricing · partial differential equations

  5. European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis

    A. H. Nzokem · 2023 · advanced · options

    numerical methods · option pricing

  6. European Options in Market Models with Multiple Defaults: the BSDE approach

    Miryana Grigorova, James Wheeldon · 2026 · advanced · stochastic calculus

    credit risk · martingales · option pricing · stochastic differential equations · stochastic processes

  7. European Power Option Pricing with Extended Vasicěk Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions

    Jingwei Liu · 2022 · advanced · options

    interest rates · option pricing · stochastic calculus · stochastic processes

  8. European Sovereign Bond and Stock Market Granger Causality Dynamics

    Gomes, Pedro, Kurter, Zeynep O., Morita, Rubens · 2022 · advanced · time series

    econometrics · equity markets · time series

  9. European Stock Market Dynamics Before and After the Introduction of the Euro

    Joseph Friedman, Yochanan Shachmurove · 2005 · intermediate · time series

    econometrics · equity markets · time series

  10. Evaluating AI Investment Strategies

    Irene Aldridge · 2026 · advanced · machine learning

    machine learning

  11. Evaluating and Comparing Risk Model Performance

    Jose Menchero, Anthony Lazanas · 2023 · intermediate · risk management

    volatility forecasting

  12. Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models

    Kei Nakagawa, Masanori Hirano, Yugo Fujimoto · 2024 · intermediate · machine learning

    large language models · natural language processing

  13. Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning

    Robert Taylor · 2024 · advanced · machine learning

    credit derivatives · deep learning · financial machine learning · machine learning · time series · volatility forecasting

  14. Evaluating Financial Relational Graphs: Interpretation Before Prediction

    Yingjie Niu, Lanxin Lu, Rian Dolphin · 2024 · intermediate · machine learning

    financial machine learning · machine learning

  15. Evaluating hedge fund performance: a stochastic dominance approach

    Li, Sheng, Linton, Oliver · 2007 · advanced · portfolio management

    hedge funds · hypothesis testing · portfolio management · statistical inference

  16. Evaluating Investment Performance: The p-index and Empirical Efficient Frontier

    Jing Li, Bowei Guo, Xinqi Xie · 2025 · intermediate · portfolio management

    derivatives

  17. Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices

    Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini · 2024 · advanced · options

    commodities · model calibration · option pricing

  18. Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models

    Rombouts, J.V.K., Verbeek, M.J.C.M. · 2009 · advanced · risk management

    garch · risk management · statistics · time series

  19. Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance

    Chang Liu · 2026 · intermediate · portfolio management

    backtesting

  20. Evaluating the Financial Instability Hypothesis: A Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations

    Antoine Camous, Alejandro Van der Ghote · 2024 · advanced · risk management

    economic policy · financial economics · financial stability

  21. Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model

    Kenichi Hirayama, Akihiko Noda · 2020 · advanced · statistics

    econometrics · financial economics · market efficiency · time series

  22. Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds

    Joop Huij, Blitz, D · 2012 · intermediate · portfolio management

    equity markets · exchange traded funds

  23. Evaluating the Performance of Foreign Exchange Hedges

    Jack D. Glen · intermediate · portfolio management

    foreign exchange · portfolio management

  24. Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds

    David C. Blitz, Joop Huij · 2011 · intermediate · portfolio management

    equity markets · exchange traded funds

  25. Evaluating the Probability of Failure of a Banking Firm

    Moshe Buchinsky, Oved Yosha · 1995 · intermediate · risk management

    banking

  26. Evaluating the resilience of ESG investments in European Markets during turmoil periods

    Barbara Iannone, Pierdomenico Duttilo, Stefano Antonio Gattone · 2025 · intermediate · portfolio management

    equity markets · esg · sustainable investing

  27. Evaluating utility in synthetic banking microdata applications

    Hugo E. Caceres, Ben Moews · 2024 · advanced · risk management

    banking · statistics

  28. Evaluating Volatility and Correlation Forecasts

    Andrew J. Patton, Kevin Keith Sheppard · 2009 · advanced · time series

    statistical inference · statistics · volatility forecasting

  29. Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation

    Chung I Lu · 2023 · advanced · machine learning

    deep learning · portfolio management · portfolio optimization · reinforcement learning

  30. Evaluation of Electricity Market Clearing Mechanisms via Reinforcement Learning: Prices, Remuneration and Competitive Dynamics

    Andrea Altamura, Fabrizio Lacalandra, Antonio Frangioni · 2026 · advanced · machine learning

    machine learning · reinforcement learning

  31. Evaluation of equity-based debt obligations

    Alexander Fromm · 2019 · advanced · stochastic calculus

    mathematical finance · stochastic calculus · stochastic differential equations

  32. Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes

    Gollier, Christian · 2015 · advanced · fixed income

    asset pricing

  33. Evaluation of the Fair Credit Risk Premium in Commercial Lending

    Sofiane Aboura, Emmanuel Lépinette · 2018 · advanced · risk management

    banking · credit risk · mathematical finance

  34. Evaluation Periods and Asset Prices in a Market Experiment

    Gneezy, U., Kapteyn, A., Potters, J.J.M. · 2002 · beginner · portfolio management

    behavioral economics · behavioral finance

  35. Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting

    David Schaurecker, Lasse B. Strand, Kevin O'Sullivan · 2026 · advanced · machine learning

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

  36. Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading

    Yueyi Wang, Qiyao Wei · 2025 · advanced · machine learning

    algorithmic trading · financial machine learning · large language models · natural language processing

  37. Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making

    Luca Lalor, Anatoliy Swishchuk · 2025 · advanced · quantitative trading

    algorithmic trading · high frequency trading · market making · market microstructure · neural networks · reinforcement learning

  38. Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis

    Haibo Wang · 2026 · intermediate · statistics

    exchange traded funds · time series

  39. Event-Time Anchor Selection for Multi-Contract Quoting

    Aditya Nittur Anantha, Shashi Jain, Shivam Goyal · 2025 · advanced · quantitative trading

    algorithmic trading · high frequency trading · liquidity · market microstructure

  40. Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables

    Christopher Angstmann, Tim Gebbie · 2026 · advanced · quantitative trading

    market microstructure · stochastic processes

  41. EverMine: Dissecting the Self-Evolution of Research Capabilities in Long-Horizon Alpha Research

    Siyuan Li, Jiangfeng Zhang, Rui Yao · 2026 · advanced · portfolio management

    portfolio management

  42. Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask

    Lorenzo Silotto, Marco Scaringi, Marco Bianchetti · 2021 · advanced · risk management

    derivatives · interest rates · model risk · monte carlo simulation · numerical methods · risk management

  43. Evidence of Crowding on Russell 3000 Reconstitution Events

    Alessandro Micheli, Eyal Neuman · 2020 · intermediate · quantitative trading

    quantitative trading

  44. Evidence on Financial Globalization and Crisis: Geographic/Bilateral External Balance Sheets

    Sá, P. · 2010 · intermediate · risk management

    financial economics · financial networks

  45. Evolution of Financial Time Series Clusters (Discussion Paper)

    Davide Azzalini, Fabio Azzalini, Mirjana Mazuran · 2019 · intermediate · time series

    time series

  46. Evolution of Market Microstructure in the Age of AI

    Irene Aldridge · 2026 · intermediate · quantitative trading

    high frequency trading · market making · market microstructure

  47. Evolution of Shares in a Proof-of-Stake Cryptocurrency

    Rosu, Ioanid, Saleh, Fahad · 2019 · advanced · stochastic calculus

    cryptocurrencies · martingales · probability · stochastic processes

  48. Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs

    Igor V. Evstigneev, Mohammad Javad Vanaei · 2022 · advanced · other

    asset pricing · behavioral finance · financial economics

  49. Evolutionary Beliefs and Financial Markets

    Elyès Jouini, Clotilde Napp, Yannick Viossat · 2012 · advanced · other

    financial economics

  50. Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance

    Wen-Juan Xu, Chen-Yang Zhong, Fei Ren · 2020 · advanced · quantitative trading

    quantitative trading