smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3251–3300; page 66 of 188.

  1. Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs

    Emmanuel Lepinette, Amal Omrani · 2025 · advanced · options

    mathematical finance · transaction costs

  2. Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step

    Chinonso Nwankwo, Weizhong Dai · 2020 · advanced · options

    numerical methods · option pricing · partial differential equations

  3. Explicit Signal-Adaptive Sequential Optimal Execution Quotes

    Fenghui Yu · 2026 · advanced · quantitative trading

    market microstructure · optimal execution · optimization

  4. Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms

    Colin D. Grab · 2024 · advanced · machine learning

    algorithmic trading · deep learning · machine learning · reinforcement learning

  5. Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic

    Vito Alessandro Monaco, Antonio Riva, Luca Sabbioni · 2024 · advanced · quantitative trading

    algorithmic trading · foreign exchange · reinforcement learning · risk management · transaction costs

  6. Exploiting the dynamics of commodity futures curves

    Robert J Bianchi, John Hua Fan, Joelle Miffre · 2023 · intermediate · quantitative trading

    commodities · term structure models

  7. Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market

    Pawanesh Pawanesh, Charu Sharma, Niteesh Sahni · 2024 · intermediate · machine learning

    financial networks · machine learning

  8. Exploiting Unfair Advantages: Investigating Opportunistic Trading in the NFT Market

    Priyanka Bose, Dipanjan Das, Fabio Gritti · 2023 · advanced · quantitative trading

    decentralized finance

  9. Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics

    Yuling Max Chen, Bin Li, David Saunders · 2025 · advanced · portfolio management

    mathematical finance · portfolio management · portfolio optimization · reinforcement learning · stochastic processes

  10. Exploratory Mean-Variance with Jumps: An Equilibrium Approach

    Yuling Max Chen, Bin Li, David Saunders · 2025 · advanced · portfolio management

    jump processes · portfolio optimization · reinforcement learning · stochastic processes

  11. Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning

    Sebastien Lleo, Wolfgang Runggaldier · 2026 · advanced · portfolio management

    optimization · portfolio management · reinforcement learning · stochastic processes

  12. Exploratory Utility Maximization Problem with Tsallis Entropy

    Chen Ziyi, Gu Jia-wen · 2025 · advanced · machine learning

    mathematical finance · optimization · reinforcement learning

  13. Exploring Classic Quantitative Strategies

    Jun Lu · 2022 · beginner · quantitative trading

    time series

  14. Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial

    Arno Botha, Tanja Verster, Bernard Scheepers · 2025 · intermediate · risk management

    credit risk · regression

  15. Exploring Dynamic Asset Pricing within Bachelier Market Model

    Nancy Asare Nyarko, Bhathiya Divelgama, Jagdish Gnawali · 2023 · intermediate · stochastic calculus

    brownian motion · interest rates · stochastic processes · term structure models

  16. Exploring emerging markets debt: Bond voyage?

    João Gabriel Giesta de Mello Fernandes, Laurens A. P. Swinkels · 2025 · intermediate · fixed income

    fixed income

  17. Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry

    Yifan He, Svetlozar Rachev · 2023 · intermediate · options

    derivatives

  18. Exploring investor behavior in Bitcoin: a study of the disposition effect

    Jürgen E. Schatzmann, Bernhard Haslhofer · 2020 · intermediate · statistics

    behavioral economics · behavioral finance · cryptocurrencies

  19. Exploring Macroeconomic Sensitivities

    Adrienne Ross · 2014 · intermediate · portfolio management

    portfolio management

  20. Exploring Macroeconomic Sensitivities (Supplement)

    Adrienne Ross · 2017 · intermediate · portfolio management

    portfolio management · risk management

  21. Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer

    Haochuan Wang · 2025 · intermediate · machine learning

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

  22. Exploring Nonlinearities in Financial Systemic Risk

    Wolski, M. · 2013 · advanced · risk management

    systemic risk · time series

  23. Exploring Price Accuracy on Uniswap V3 in Times of Distress

    Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer · 2022 · intermediate · quantitative trading

    decentralized finance · liquidity

  24. Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning

    Jaydip Sen, Hetvi Waghela, Sneha Rakshit · 2024 · intermediate · machine learning

    deep learning · machine learning · neural networks · time series

  25. Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study

    Sedar Olmez, Akhil Ahmed, Keith Kam · 2023 · intermediate · risk management

    insurance

  26. Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator

    Hideyuki Takagi · 2021 · intermediate · time series

    time series

  27. Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts

    Erdong Chen, Mengzhong Ma, Zixin Nie · 2024 · intermediate · quantitative trading

    derivatives

  28. Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic

    Ariston Karagiorgis, Antonis Ballis, Konstantinos Drakos · 2024 · intermediate · statistics

    cryptocurrencies · statistics

  29. Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models

    Constandina Koki, Stefanos Leonardos, Georgios Piliouras · 2020 · advanced · time series

    bayesian statistics · cryptocurrencies · statistical inference · time series

  30. Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction

    Tian Guo, Emmanuel Hauptmann · 2025 · advanced · machine learning

    large language models · machine learning · natural language processing

  31. Exponential conditional volatility models

    Harvey, Andrew · 2010 · advanced · time series

    garch · statistical inference · statistics · time series

  32. Exponential GARCH Modeling with Realized Measures of Volatility

    Peter Reinhard Hansen, Zhuo Huang · 2012 · advanced · time series

    econometrics · garch · statistics · time series

  33. Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact

    Yan Dolinsky · 2025 · advanced · quantitative trading

    optimization · stochastic calculus · stochastic differential equations

  34. Exponential investors with weakly mean-reverting prices

    Balazs Hoffmann, Miklos Rasonyi · 2026 · advanced · stochastic calculus

    optimization · stochastic processes

  35. Exponential Smoothing, Long Memory and Volatility Prediction

    Tommaso Proietti · 2015 · advanced · time series

    econometrics · statistics · time series · volatility forecasting

  36. Exponential Utility Maximization in a Discrete Time Gaussian Framework

    Yan Dolinsky, Or Zuk · 2023 · advanced · portfolio management

    mathematical finance · optimization

  37. Exponential utility maximization in small/large financial markets

    Miklós Rásonyi, Hasanjan Sayit · 2022 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization

  38. Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations

    Tobin Hanspal, Annika Weber, Johannes Wohlfart · 2020 · intermediate · statistics

    equity markets

  39. Expressions of Market-Based Correlations Between Prices and Returns of Two Assets

    Victor Olkhov · 2024 · intermediate · statistics

    statistics

  40. Extended Convolution Bounds on the Fréchet Problem: Robust Risk Aggregation and Risk Sharing

    Peng Liu, Yang Liu, Houhan Teng · 2025 · advanced · risk management

    optimization · probability · risk management

  41. Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method

    Yuchao Dong, Harry Zheng · 2025 · advanced · stochastic calculus

    mathematical finance · optimization · stochastic processes

  42. Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots

    Akitoshi Kimura · 2026 · advanced · quantitative trading

    market microstructure · statistical inference · stochastic processes

  43. Extending Deep Learning Models for Limit Order Books to Quantile Regression

    Zihao Zhang, Stefan Zohren, Stephen Roberts · 2019 · advanced · machine learning

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

  44. Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts

    Jingjing Chai, Wolfram Horneff, Raimond Maurer · 2009 · advanced · portfolio management

    portfolio management · portfolio optimization

  45. Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall

    Eden Gross, Ryan Kruger, Francois Toerien · 2025 · advanced · risk management

    backtesting · bayesian statistics · garch · market risk · risk management

  46. Extension of random matrix theory to the L-moments for robust portfolio allocation

    Ghislain Yanou · 2008 · advanced · portfolio management

    portfolio management · portfolio optimization · statistics

  47. Extensions to the Wealth Tax Neutrality Framework

    Anders G Frøseth · 2026 · advanced · portfolio management

    stochastic processes

  48. External financial dependence and firms' crisis performance across Europe

    Eppinger, Peter S., Neugebauer, Katja · 2022 · intermediate · risk management

    financial economics

  49. External financing costs and banks' loan supply: does the structure of the bank sector matter

    Ostergaard, Charlotte · 2000 · advanced · risk management

    banking · causal identification · financial economics · panel data

  50. Externalities and financial crisis – enough to cause collapse?

    Miller, Marcus, Zhang, Lei · 2019 · intermediate · risk management

    banking · financial stability · liquidity risk · systemic risk