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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3351–3400; page 68 of 188.
Fast and General Simulation of Lévy-driven Ornstein Uhlenbeck processes for Energy Derivatives
Roberto Baviera, Pietro Manzoni · 2024 · advanced · stochastic calculus
derivatives · monte carlo simulation · numerical methods · stochastic processes
Fast and Slow Optimal Trading with Exogenous Information
Rama Cont, Alessandro Micheli, Eyal Neuman · 2022 · advanced · quantitative trading
high frequency trading · optimization
Fast and Stable Credit Gamma of CVA
Roberto Daluiso · 2023 · advanced · risk management
credit risk · derivatives · monte carlo simulation · numerical methods
Fast Barrier Option Pricing by the COS BEM Method in Heston Model
A. Aimi, C. Guardasoni, L. Ortiz-Gracia · 2023 · advanced · options
numerical methods · option pricing
Fast calibration of two-factor models for energy option pricing
Emanuele Fabbiani, Andrea Marziali, Giuseppe De Nicolao · 2018 · advanced · options
derivatives · model calibration · numerical methods · option pricing
Fast catastrophe bond valuation with neural-network surrogates
Julian Sester, Huansang Xu · 2025 · advanced · machine learning
machine learning · neural networks
Fast Correlation Greeks by Adjoint Algorithmic Differentiation
Luca Capriotti, Mike Giles · 2010 · advanced · options
algorithms · derivatives · monte carlo simulation · numerical methods · option greeks · option pricing
Fast Deep Hedging with Second-Order Optimization
Konrad Mueller, Amira Akkari, Lukas Gonon · 2024 · advanced · options
deep learning · neural networks · optimization · options hedging
Fast Derivative Valuation from Volatility Surfaces using Machine Learning
Lijie Ding, Egang Lu, Kin Cheung · 2025 · advanced · options
derivatives · machine learning · option greeks · option pricing · volatility surface
Fast Learning in Quantitative Finance with Extreme Learning Machine
Liexin Cheng, Xue Cheng, Shuaiqiang Liu · 2025 · advanced · machine learning
financial machine learning · machine learning · neural networks · option pricing
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale
Nicolas Essis-Breton, Patrice Gaillardetz · 2020 · advanced · options
algorithms · numerical methods · optimization · option pricing
Fast reliable pricing and calibration of the rough Heston model
Svetlana Boyarchenko, Marco de Innocentis, Sergei Levendorskiĭ · 2025 · advanced · options
numerical methods · option pricing · rough volatility
Fast swaption pricing in Gaussian term structure models
Jaehyuk Choi, Sungchan Shin · 2018 · advanced · fixed income
interest rates · numerical methods · option pricing · term structure models
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
Jan Rosenzweig · 2026 · intermediate · time series
linear algebra · statistics · time series
Fast-excursion limit of the Heston model
Ryan McCrickerd · 2026 · advanced · stochastic calculus
derivatives · option pricing · stochastic processes
Fast-Vollib: A Fast Implied Volatility Library for Python with PyTorch, JAX, and CUDA Fused-Kernel Backends
Raeid Saqur · 2026 · intermediate · options
option greeks · option pricing
Fast, Reliable, and Error-Bounded Option Pricing with Pretrained Neural Networks: A GJR--GARCH Study
Thijs van den Berg · 2026 · advanced · options
garch · machine learning · monte carlo simulation · neural networks · option pricing
Faster Forward Sensitivities: Reduced stochastic hedge ratios from pathwise algorithmic differentiation
Christian P Fries · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods
Faster Monotone Implied Volatility Solver
Fabien Le Floc'h · 2026 · advanced · options
algorithms · numerical methods · option pricing
FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting
Yilong Zeng, Boyan Tang, Xuanhao Ren · 2025 · advanced · time series
time series · volatility forecasting
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
Jasin Machkour, Daniel P. Palomar, Michael Muma · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · statistical inference
Feasibility-First Satellite Integration in Robust Portfolio Architectures
Roberto Garrone · 2026 · advanced · portfolio management
portfolio management
Feasible Multi-Asset Optimal Execution under Cash Constraints
Ryuji Hashimoto, Namid R. Stillman · 2026 · advanced · quantitative trading
convex optimization · optimal execution · optimization
Features and determinants of risk in investment choices by Private Equity funds
Leonella Gori, Barbara Chizzolini, Stefano Gatti · 2016 · advanced · risk management
risk management
FedIncome: Federated Learning for Income Estimation in Digital Lending Under Data Sovereignty Constraints
Sultan Amed, Tanmay Sen, Sayantan Banerjee · 2026 · intermediate · risk management
credit risk · machine learning
Fee Implied Volatility on Uniswap v3: A DEX Native Proxy and Its Limits
Amy Oumayma Khaldoun · 2026 · advanced · options
decentralized finance · derivatives · liquidity · option pricing
Feedbacks: Financial Markets and Economic Activity
Markus K. Brunnermeier, Darius Palia, Karthik A. Sastry · 2019 · advanced · time series
causal identification · econometrics · time series
Fees in AMMs: A quantitative study
Abe Alexander, Lars Fritz · 2024 · advanced · quantitative trading
decentralized finance · optimization
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
Kieran Wood, Samuel Kessler, Stephen J. Roberts · 2023 · advanced · machine learning
deep learning · machine learning · momentum · time series · trend following
Feynman-Kac Derivatives Pricing on the Full Forward Curve
Kevin Mott · 2026 · advanced · fixed income
deep learning · derivatives · fixed income · interest rates · numerical methods · partial differential equations
Fibonacci and the Financial Revolution
William Goetzmann · 2004 · beginner · other
financial economics · interest rates
Fickle Investors: An Impediment to Growth
Andrew Scott, Harald Uhlig · 1999 · advanced · risk management
risk management
Fiduciary Duty in the Municipal Bonds Market
Baridhi Malakar · 2024 · intermediate · fixed income
causal inference · fixed income
Fighting competition from Mobile Network Operators in the banking sector: The case of Kenya
Auriol, Emmanuelle, Gonzalez Fanfalone, Alexia · 2024 · intermediate · risk management
banking · econometrics
Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows
Felix Lokin, Fenghui Yu · 2024 · advanced · quantitative trading
market microstructure · stochastic processes
Fill-Side Behavioral Concentration on Polymarket: Identification Limits under Record-Level Attribution
Maksym Nechepurenko · 2026 · advanced · quantitative trading
quantitative trading
Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
Achintya Gopal · 2024 · advanced · options
deep learning · foreign exchange · machine learning · neural networks · volatility surface
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
Raeid Saqur, Anastasis Kratsios, Florian Krach · 2024 · advanced · machine learning
bayesian statistics · financial machine learning · large language models · machine learning · stochastic processes · time series
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
Marcin Wątorek, Marija Bezbradica, Martin Crane · 2025 · advanced · time series
cryptocurrencies · financial networks · time series
Filtering Credit Risk with Stochastic Discontinuities
Félix B. Tambe-Ndonfack · 2026 · advanced · risk management
credit derivatives · credit risk · stochastic calculus · stochastic processes
Filtering in a hazard rate change-point model with financial and life-insurance applications
Matteo Buttarazzi, Claudia Ceci · 2025 · advanced · stochastic calculus
credit risk · insurance · stochastic differential equations · stochastic processes
Filtering without recursion and some of its uses in financial economics
Simon Donker van Heel, Neil Shephard · 2026 · advanced · time series
optimization · statistics · time series
Filtration Reduction and Completeness in Jump-Diffusion Models
Karen Grigorian, Robert Jarrow · 2023 · advanced · stochastic calculus
derivatives · jump processes · martingales
Finance as Perpetual Orgy. How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” to “manias, panics and renewed-manias”
Palma, J. G. · 2020 · intermediate · risk management
economic policy · financial economics · liquidity
Finance-Grounded Optimization For Algorithmic Trading
Kasymkhan Khubiev, Mikhail Semenov, Irina Podlipnova · 2025 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · optimization
Finance-Informed Neural Network: Learning the Geometry of Option Pricing
Amine M. Aboussalah, Xuanze Li, Cheng Chi · 2024 · advanced · options
machine learning · neural networks · option greeks · option pricing · options hedging · volatility surface
Financial accumulation implies ever-increasing wealth inequality
Yuri Biondi, Stefano Olla · 2020 · intermediate · other
financial economics
Financial and Economic Determinants of Firm Default
Giulio Bottazzi, Marco Grazzi, Angelo Secchi · 2011 · advanced · risk management
credit risk · hypothesis testing · regression · statistical inference · statistics
Financial Anomaly Detection for the Canadian Market
Luigi Caputi, Nicholas Meadows · 2026 · intermediate · risk management
financial machine learning · machine learning · neural networks
Financial applications of Random Matrix Theory: a short review
CFM · 2009 · advanced · statistics
statistics