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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3301–3350; page 67 of 188.

3301. Externality of Stock Liquidity to the Cost of Borrowing

      Bill Francis, Iftekhar Hasan, Suresh Babu Mani · 2016 · intermediate · risk management

      causal inference · corporate finance · credit markets · liquidity

3302. Extra-Financial Risk Factors and the Cost of Debt

      Florian Berg · 2016 · intermediate · fixed income

      esg

3303. Extracting Alpha from Financial Analyst Networks

      Dragos Gorduza, Yaxuan Kong, Xiaowen Dong · 2024 · advanced · quantitative trading

      financial networks · machine learning · momentum · neural networks · portfolio management

3304. Extracting Information from Asset Prices: the Methodology of EMU Calculators

      Carlo A. Favero, Francesco Giavazzi, Fabrizio Iacone · advanced · fixed income

      interest rates · term structure models

3305. Extracting predictive information from heterogeneous data streams using Gaussian Processes

      Sid Ghoshal, Stephen Roberts · 2016 · advanced · time series

      bayesian statistics · machine learning · time series

3306. Extracting the news(worthy) from the noise

      CFM · 2020 · intermediate · machine learning

      natural language processing

3307. Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns

      Yuntao Wu, Ege Mert Akin, Charles Martineau · 2025 · intermediate · machine learning

      deep learning · machine learning · natural language processing

3308. Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market

      Katarzyna Chęć, Bartosz Uniejewski, Rafał Weron · 2025 · intermediate · time series

      time series

3309. Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models

      Tristan Guillaume · 2026 · advanced · options

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

3310. Extremal cases of distortion risk measures with partial information

      Mengshuo Zhao, Narayanaswamy Balakrishnan, Chuancun Yin · 2024 · advanced · risk management

      probability · tail risk

3311. Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing

      Wenjun Jiang, Yiying Zhang, Zhenfeng Zou · 2026 · advanced · risk management

      mathematical finance · optimization · probability · risk management

3312. Extreme Coexceedances in New EU Member States’ Stock Markets

      Charlotte Christiansen, Angelo Ranaldo · 2007 · intermediate · statistics

      econometrics · equity markets · regression · statistics

3313. Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example

      Benjamin Köhler, Anton J. Heckens, Thomas Guhr · 2026 · advanced · risk management

      extreme value theory · statistics · tail risk · time series

3314. Extreme-case Range Value-at-Risk under Increasing Failure Rate

      Yuting Su, Taizhong Hu, Zhenfeng Zou · 2025 · advanced · risk management

      risk management

3315. Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options

      Andrew Papanicolaou · 2021 · advanced · options

      mathematical finance · option pricing · tail risk

3316. f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures

      Rui Ding · 2023 · advanced · portfolio management

      capm · mathematical finance · portfolio management · portfolio optimization · risk management

3317. F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50

      Siddharth Gavhale · 2025 · intermediate · quantitative trading

      backtesting

3318. Fact and Fiction About Low-Risk Investing

      Ron Alquist, Andrea Frazzini · 2020 · intermediate · portfolio management

      asset pricing

3319. Fact or friction: Jumps at ultra high frequency

      Kim Christensen, Roel Oomen, Mark Podolskij · 2011 · advanced · statistics

      equity markets · foreign exchange · jump processes · statistics

3320. Fact, Fiction and Momentum Investing

      Andrea Frazzini, Ronen Israel · 2014 · intermediate · portfolio management

      momentum

3321. Fact, Fiction and Value Investing

      Andrea Frazzini, Ronen Israel · 2015 · intermediate · portfolio management

      equity markets

3322. Fact, Fiction, and Factor Investing

      Michele L. Aghassi, Cliff Asness, Charles Fattouche · 2022 · intermediate · portfolio management

      factor investing

3323. Factor Engine: A Python Library for Systematic Financial Factor Computation and Analysis

      Ata Keskin · 2026 · intermediate · programming

      factor investing · python

3324. Factor Exposure Heterogeneity in Green and Brown Stocks

      David Ardia, Keven Bluteau, Gabriel Lortie-Cloutier · 2023 · intermediate · portfolio management

      factor investing

3325. Factor Investing in Sovereign Bond Markets: Deep Sample Evidence

      Guido Baltussen, Martin P.E. Martens, Olaf Penninga · 2021 · intermediate · portfolio management

      factor investing · fixed income · portfolio management

3326. Factor Investing in the Corporate Bond Market

      Patrick Houweling, Jeroen van Zundert · 2017 · intermediate · portfolio management

      factor investing · fixed income

3327. Factor models for Chinese A-shares

      Matthias Xaver Hanauer, Maarten Jansen, Laurens A. P. Swinkels · 2023 · intermediate · statistics

      asset pricing · equity markets · factor investing

3328. Factor models of stock returns: GARCH errors versus time-varying betas

      Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas · 2016 · intermediate · time series

      econometrics · garch · time series

3329. Factor Momentum Everywhere

      Tarun Gupta · 2019 · intermediate · portfolio management

      asset pricing · factor investing · momentum

3330. Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization

      Xuefeng Gao, Mengying He, Xuedong He · 2025 · advanced · portfolio management

      deep learning · financial machine learning · machine learning · neural networks · portfolio optimization

3331. FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining

      Zhuohan Wang, Carmine Ventre · 2026 · advanced · portfolio management

      factor investing · financial machine learning · machine learning

3332. FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment

      Qinhong Lin, Ruitao Feng, Yinglun Feng · 2026 · advanced · machine learning

      backtesting · factor investing · financial machine learning · machine learning · programming

3333. FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

      Yitong Duan, Weiran Wang, Jian Li · 2025 · advanced · machine learning

      factor investing · machine learning

3334. FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery

      Yanlong Wang, Jian Xu, Hongkang Zhang · 2026 · advanced · quantitative trading

      factor investing

3335. Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litecoin, and Monero

      Yhlas Sovbetov · 2025 · intermediate · time series

      cryptocurrencies · econometrics · time series

3336. Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide

      Robert Parham · 2023 · intermediate · statistics

      statistics

3337. Fair pricing and hedging under small perturbations of the numéraire on a finite probability space

      William Busching, Delphine Hintz, Oleksii Mostovyi · 2022 · advanced · stochastic calculus

      mathematical finance · stochastic processes

3338. Fair Pricing in Long-Term Insurance: A Unified Framework

      Hong Beng Lim, Mengyi Xu, Kenneth Q. Zhou · 2026 · intermediate · risk management

      insurance · regression

3339. Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach

      Jin Sun, Kevin Fergusson, Eckhard Platen · 2019 · advanced · risk management

      insurance · optimization

3340. Fair profit sharing ratios of Islamic investment contracts

      Abass Sagna · 2025 · intermediate · other

      other

3341. Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions

      Zbigniew Palmowski, Joanna Tumilewicz · 2017 · advanced · derivatives

      insurance · mathematical finance · stochastic processes

3342. Fair Value Accounting and Financial Stability

      Guillaume Plantin, Haresh Sapra, Hyun Song Shin · 2008 · intermediate · risk management

      financial stability

3343. Fair Volatility: A Framework for Reconceptualizing Financial Risk

      Sergio Bianchi, Daniele Angelini · 2025 · advanced · time series

      stochastic processes

3344. Fairness and Strategy-Proofness in Automated Market Makers

      Frank M. V. Feys · 2026 · advanced · quantitative trading

      quantitative trading

3345. Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach

      Tim J. Boonen, Xinyue Fan, Zixiao Quan · 2025 · intermediate · risk management

      insurance · machine learning · optimization

3346. Fake stationary rough Heston volatility: Microstructure-inspired foundations

      Emmanuel Gnabeyeu, Gilles Pagès, Mathieu Rosenbaum · 2026 · advanced · stochastic calculus

      rough volatility · stochastic processes

3347. Falling interest rates and credit reallocation: Lessons from general equilibrium

      Vladimir Asriyan, Luc Laeven, Alberto Martin · 2022 · advanced · risk management

      credit markets · financial economics · interest rates

3348. Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects

      Peter Belcak, Jan-Peter Calliess, Stefan Zohren · 2020 · intermediate · programming

      programming

3349. Fast and explicit European option pricing under tempered stable processes

      Gaetano Agazzotti, Jean-Philippe Aguilar · 2025 · advanced · options

      derivatives · mathematical finance · option pricing · stochastic processes

3350. Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior

      David Ardia, Clément Aymard, Tolga Cenesizoglu · 2023 · intermediate · quantitative trading

      behavioral finance