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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3201–3250; page 65 of 188.

  1. Existence and convergence of discrete-time Kyle models with multiple insiders

    Jin Choi, Kasper Larsen · 2026 · advanced · quantitative trading

    market microstructure · mathematical finance

  2. Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets

    Christoph Czichowsky, Martin Herdegen, David Martins · 2024 · advanced · stochastic calculus

    asset pricing · mathematical finance · stochastic processes

  3. Existence of pseudo-equilibria in a financial economy

    Philippe Bich, Bernard Cornet · 2009 · advanced · other

    financial economics

  4. Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels

    Hervé Andrès, Benjamin Jourdain · 2024 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  5. Exogenous and endogenous price jumps belong to different dynamical classes

    Riccardo Marcaccioli, Jean-Philippe Bouchaud, Michael Benzaquen · 2022 · advanced · time series

    time series

  6. Expanding the rough Heston model in $H$

    Paul P. Hager, Dörte Kreher · 2026 · advanced · stochastic calculus

    mathematical finance · rough volatility

  7. Expansion formulas for European quanto options in a local volatility FX-LIBOR model

    Julien Hok, Philip Ngare, Antonis Papapantoleon · 2018 · advanced · options

    derivatives · foreign exchange · interest rates · option pricing · stochastic calculus

  8. Expansion method for pricing foreign exchange options under stochastic volatility and interest rates

    Kenji Nagami · 2019 · advanced · options

    foreign exchange · interest rates · monte carlo simulation · option pricing

  9. Expansionary yet different: credit supply and real effects of negative interest rate policy

    Margherita Bottero, Camelia Minoiu, José-Luis Peydró · 2020 · advanced · risk management

    banking · causal inference · credit markets · economic policy · interest rates

  10. Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds

    Julia Anna Bingler · 2022 · intermediate · fixed income

    fixed income

  11. Expectation and Price in Incomplete Markets

    Paul McCloud · 2020 · advanced · derivatives

    derivatives · measure theory · optimization

  12. Expectations and Bubbles in Asset Pricing Experiments

    Hommes, C.H., Sonnemans, J., Tuinstra, J. · 2002 · intermediate · statistics

    asset pricing

  13. Expectations and Investment

    Nicola Gennaioli, Yueran Ma, Andrei Shleifer · 2016 · intermediate · other

    corporate finance · financial economics

  14. Expectations Data in Asset Pricing

    Klaus Adam, Stefan Nagel · 2022 · advanced · statistics

    asset pricing · financial economics

  15. Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts

    Eugene Larsen-Hallock, Adam Rej, David Thesmar · 2022 · intermediate · time series

    time series

  16. Expectations, Bond Yields and Monetary Policy

    Albert Lee Chun · 2010 · advanced · fixed income

    fixed income · interest rates · term structure models

  17. Expected Business Conditions and Bond Risk Premia

    Jonas Nygaard Eriksen · 2015 · advanced · fixed income

    asset pricing · fixed income · regression

  18. Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice

    Masahiro Kato · 2026 · advanced · portfolio management

    portfolio optimization · statistics

  19. Experience, Screening and Syndication in Venture Capital Investments

    Casamatta, Catherine, Haritchabalet, Carole · 2007 · advanced · other

    other

  20. Experimental Based, Agent Based Stock Market

    Grazzini, J. · 2011 · intermediate · quantitative trading

    quantitative trading

  21. Experiments on Expectations in Macroeconomics and Finance

    Assenza, T., Bao, T., Massaro, D. · 2014 · intermediate · other

    asset pricing · financial economics

  22. EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION

    Olivier Guedj, Jean‐Philippe Bouchaud · 2005 · intermediate · statistics

    equity markets

  23. Expiring Assets in Automated Market Makers

    Kenan Wood, Maurice Herlihy, Hammurabi Mendes · 2024 · advanced · quantitative trading

    liquidity · market making

  24. Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach

    Xue Wen Tan, Stanley Kok · 2025 · advanced · machine learning

    deep learning · financial machine learning · machine learning · natural language processing · neural networks

  25. Explainable AI in Request-for-Quote

    Qiqin Zhou · 2024 · intermediate · quantitative trading

    machine learning · market making · regression

  26. Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering

    Marc Schmitt · 2024 · intermediate · machine learning

    credit risk · financial machine learning · machine learning

  27. Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models

    Manuel Naviglio, Fabrizio Lillo · 2026 · advanced · machine learning

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

  28. Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach

    Mao Guan, Xiao-Yang Liu · 2021 · advanced · machine learning

    deep learning · portfolio management · reinforcement learning

  29. Explainable Federated Learning for U.S. State-Level Financial Distress Modeling

    Lorenzo Carta, Fernando Spadea, Oshani Seneviratne · 2025 · intermediate · machine learning

    credit risk · financial machine learning · machine learning

  30. Explainable Patterns in Cryptocurrency Microstructure

    Bartosz Bieganowski, Robert Ślepaczuk · 2026 · intermediate · quantitative trading

    cryptocurrencies · data science · financial machine learning · machine learning · market microstructure

  31. Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent

    Alejandra de la Rica Escudero, Eduardo C. Garrido-Merchan, Maria Coronado-Vaca · 2024 · advanced · machine learning

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

  32. Explainable Prediction of Economic Time Series Using IMFs and Neural Networks

    Pablo Hidalgo, Julio E. Sandubete, Agustín García-García · 2025 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  33. Explainable Regime Aware Investing

    Amine Boukardagha · 2026 · advanced · portfolio management

    machine learning · portfolio management · statistical inference · time series

  34. Explainable Risk Classification in Financial Reports

    Xue Wen Tan, Stanley Kok · 2024 · intermediate · machine learning

    deep learning · financial machine learning · natural language processing

  35. Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100

    Sukru Selim Calik, Andac Akyuz, Zeynep Hilal Kilimci · 2025 · intermediate · machine learning

    deep learning · financial machine learning · machine learning · time series

  36. Explaining and Predicting Sovereign Credit Risk with Exchange Rate Volatility

    Martin P.E. Martens, Johan G. Duyvesteyn · 2011 · advanced · risk management

    credit risk · foreign exchange · time series

  37. Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution

    Martin M. Andreasen, Kasper Jørgensen · 2016 · advanced · statistics

    asset pricing · financial economics

  38. Explaining Currency Crises: A Duration Model Approach

    M M Tudela · 2001 · advanced · statistics

    econometrics

  39. Explaining hedge fund index returns

    CFM · 2017 · intermediate · portfolio management

    hedge funds · regression · trend following

  40. Explaining Launch Spreads on Structured Bonds

    Maciej Firla-Cuchra · 2005 · advanced · fixed income

    credit risk · securitization

  41. Explaining London's Dominance in International Financial Services, 1870-1913

    Sarah Cochrane · 2009 · intermediate · other

    banking

  42. Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices

    Platon Monokroussos, Dimitrios D. Thomakos, Thomas A. Alexopoulos · 2016 · intermediate · risk management

    banking

  43. Explaining Risks: Axiomatic Risk Attributions for Financial Models

    Dangxing Chen · 2025 · intermediate · machine learning

    financial machine learning · machine learning

  44. Explaining the forward interest rate term structure

    Andrew Matacz, Jean-Philippe Bouchaud · 1999 · advanced · fixed income

    fixed income · interest rates · term structure models

  45. Explaining Variations in Private Equity: A Panel Approach

    Leachman, Lori, Kumar, Vinay, Orleck, Scott · 2002 · intermediate · statistics

    financial economics · panel data

  46. Explicit characterization of the super-replication strategy in financial markets with partial transaction costs

    Imen Bentahar, Bruno Bouchard · 2007 · advanced · options

    optimization · options hedging · stochastic processes

  47. Explicit Finite-Sum Tail Risk Measures for Hierarchical Market--Credit Copula Aggregation

    Luisa Tibiletti, Simone Farinelli, Eric Dal Moro · 2026 · advanced · risk management

    copulas · credit risk · market risk · risk management · tail risk

  48. Explicit local volatility formula for Cheyette-type interest rate models

    Alexander Gairat, Vyacheslav Gorovoy, Vadim Shcherbakov · 2025 · advanced · fixed income

    interest rates

  49. Explicit option valuation in the exponential NIG model

    Jean-Philippe Aguilar · 2020 · advanced · options

    derivatives · option pricing · stochastic processes

  50. Explicit Rational Formulae for Bachelier (Normal) Implied Volatility

    Fabien Le Floc'h · 2026 · intermediate · options

    option pricing