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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 301–350; page 7 of 188.

  1. A Modular Agent-Based Environment for Studying Stock Markets

    Boer-Sorban, K., Kaymak, U., de Bruin, A. · 2005 · intermediate · quantitative trading

    quantitative trading

  2. A Monotone Limit Approach to Entropy-Regularized American Options

    Daniel Chee, Noufel Frikha, Libo Li · 2026 · advanced · options

    option pricing · stochastic calculus · stochastic differential equations

  3. A Motif-Based Framework for Decomposing Risk Spillovers

    Ying-Hui Shao, Yan-Hong Yang, Yun Zhang · 2026 · advanced · risk management

    systemic risk

  4. A Multi Agent Model for the Limit Order Book Dynamics

    Marco Bartolozzi · 2010 · intermediate · quantitative trading

    market microstructure

  5. A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model

    Kei Nakagawa, Masanori Hirano, Kentaro Minami · 2024 · intermediate · time series

    garch

  6. A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies

    Allen, D.E., McAleer, M.J., Singh, A.K. · 2016 · intermediate · portfolio management

    backtesting · hedge funds · optimization · portfolio management · portfolio optimization

  7. A Multi-factor Adaptive Statistical Arbitrage Model

    Wenbin Zhang, Zhen Dai, Bindu Pan · 2014 · advanced · quantitative trading

    statistical arbitrage

  8. A multi-factor market-neutral investment strategy for New York Stock Exchange equities

    Georgios M. Gkolemis, Adwin Richie Lee, Amine Roudani · 2024 · intermediate · portfolio management

    backtesting · factor investing · momentum · portfolio management · portfolio optimization

  9. A multi-factor model for improved commodity pricing: Calibration and an application to the oil market

    Luca Vincenzo Ballestra, Christian Tezza · 2025 · advanced · derivatives

    commodities · derivatives · interest rates · model calibration

  10. A multi-horizon scale for volatility

    Alexander Subbotin · 2008 · advanced · time series

    extreme value theory · statistics · time series

  11. A Multi-step Approach for Minimizing Risk in Decentralized Exchanges

    Daniele Maria Di Nosse, Federico Gatta · 2024 · advanced · quantitative trading

    decentralized finance · optimization · regression · risk management

  12. A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2

    Arati Uday Kamat · 2026 · intermediate · quantitative trading

    cryptocurrencies · decentralized finance · market microstructure

  13. A multi-view contrastive learning framework for spatial embeddings in risk modelling

    Freek Holvoet, Christopher Blier-Wong, Katrien Antonio · 2025 · advanced · risk management

    machine learning

  14. A multidimensional exponential utility indifference pricing model with applications to counterparty risk \n

    Vicky Henderson, Gechun Liang · 2016 · advanced · derivatives

    mathematical finance · numerical methods · stochastic processes

  15. A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks

    Sahab Zandi, Kamesh Korangi, Juan C. Moreno-Paredes · 2025 · advanced · risk management

    contagion · credit risk · data science · financial networks · machine learning · neural networks

  16. A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist

    Wentao Zhang, Lingxuan Zhao, Haochong Xia · 2024 · advanced · machine learning

    machine learning

  17. A Multiplex Network Hawkes Model for Systemic Risk Measurement

    Mante Zelvyte, Jim E. Griffin · 2026 · advanced · risk management

    contagion · financial networks · stochastic processes · systemic risk

  18. A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics

    Asai, M., McAleer, M.J. · 2016 · advanced · time series

    garch · time series

  19. A multivariate generalized independent factor GARCH model with an application to financial stock returns

    García-Ferrer, Antonio, González-Prieto, Ester, Peña, Daniel · 2008 · advanced · time series

    garch · time series

  20. A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics

    Connor Oxenhorn · 2022 · advanced · time series

    cryptocurrencies · stochastic processes

  21. A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing

    Offer Lieberman, Peter C.B. Phillips · 2014 · advanced · time series

    econometrics · statistical inference · stochastic processes · time series

  22. A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers

    Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden · 2023 · advanced · quantitative trading

    liquidity · market making · optimization

  23. A Natural Copula

    Peter B. Lerner · 2023 · advanced · statistics

    copulas · optimization

  24. A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment

    Lydia J. Gabric, Kenneth Q. Zhou · 2025 · advanced · risk management

    insurance · risk management

  25. A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities

    Othmane Zarhali, Cecilia Aubrun, Emmanuel Bacry · 2025 · advanced · time series

    equity markets · rough volatility · statistical inference · time series

  26. A nested factor model for non-linear dependencies in stock returns

    Rémy Chicheportiche, Jean-Philippe Bouchaud · 2015 · advanced · time series

    statistics

  27. A nested MLMC framework for efficient simulations on FPGAs

    Irina-Beatrice Haas, Michael B. Giles · 2025 · advanced · options

    monte carlo simulation · numerical methods · option pricing · stochastic differential equations

  28. A network analysis of the volatility of high-dimensionalfinancial series

    Barigozzi, Matteo, Hallin, Marc · 2017 · advanced · time series

    contagion · financial networks · statistics · time series

  29. A network-based strategy of price correlations for optimal cryptocurrency portfolios

    Ruixue Jing, Luis Enrique Correa Rocha · 2023 · intermediate · portfolio management

    cryptocurrencies · financial networks · optimization · portfolio optimization

  30. A NEW ADAPTIVE MOVING AVERAGE (VAMA) TECHNICAL INDICATOR FOR FINANCIAL DATA SMOOTHING

    Alex Pierrefeu · 2019 · intermediate · quantitative trading

    quantitative trading

  31. A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles

    Chester Bella, Danny Boahen, Sudeep Biswas · 2023 · intermediate · quantitative trading

    derivatives · liquidity

  32. A New Application of Hoeffding's Inequality Can Give Traders Early Warning of Financial Regime Change

    Daniel Egger, Jacob Vestal · 2025 · intermediate · statistics

    probability

  33. A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem

    Bixing Qiao, Jianfeng Zhang · 2025 · advanced · quantitative trading

    mathematical finance · stochastic calculus · stochastic differential equations · stochastic processes

  34. A New Approach of Valuing Illiquid Asset Portfolios

    Liang Peng · 2001 · intermediate · portfolio management

    liquidity

  35. A new approach to cost of equity for private infrastructure

    C Lennart Baumgärtner, Jorge Cárdenas Prieto, Cameron Hepburn, Robert A Ritz · 2026 · intermediate · other

    asset pricing · financial economics

  36. A new architecture of high-order deep neural networks that learn martingales

    Syoiti Ninomiya, Yuming Ma · 2025 · advanced · machine learning

    deep learning · martingales · neural networks · numerical methods · stochastic differential equations

  37. A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions

    Paul Klemperer · 2009 · advanced · quantitative trading

    banking · liquidity

  38. A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach

    Francesco Cesarone, Massimiliano Corradini, Lorenzo Lampariello · 2023 · intermediate · portfolio management

    behavioral finance · optimization · portfolio management · portfolio optimization

  39. A new characterization of second-order stochastic dominance

    Yuanying Guan, Muqiao Huang, Ruodu Wang · 2024 · advanced · risk management

    risk management

  40. A new decomposition approach to modeling financial returns: Conditioning sign on magnitude

    Arsène Brou, Richard Luger · 2026 · intermediate · time series

    time series

  41. A new encoding of implied volatility surfaces for their synthetic generation

    Zheng Gong, Wojciech Frys, Renzo Tiranti · 2022 · advanced · options

    deep learning · machine learning · neural networks · volatility surface

  42. A new hype or a new hope? Neural networks applied to live market data

    CFM · 2018 · intermediate · machine learning

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

  43. A new measure of risk using Fourier analysis

    Michael Grabinski, Galiya Klinkova · 2024 · intermediate · risk management

    risk management

  44. A New Model for Pricing Collateralized Financial Derivatives

    Tim Xiao · 2018 · advanced · derivatives

    asset pricing · credit risk · derivatives

  45. A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach

    Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen · 2017 · advanced · risk management

    copulas · econometrics · risk management · time series

  46. A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps

    Liyuan Jiang, Shuang Zhou, Keren Li · 2018 · advanced · options

    optimization · option pricing

  47. A new self-exciting jump-diffusion process for option pricing

    Luis A. Souto Arias, Pasquale Cirillo, Cornelis W. Oosterlee · 2022 · advanced · options

    jump processes · numerical methods · option pricing · stochastic processes

  48. A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables

    Chen, J., Li, D., Linton, O. · 2018 · advanced · statistics

    regression · statistics

  49. A new spin on optimal portfolios and ecological equilibria

    Jerome Garnier-Brun, Michael Benzaquen, Stefano Ciliberti · 2021 · advanced · portfolio management

    mathematical finance · optimization · portfolio management · portfolio optimization

  50. A New Traders' Game? -- Empirical Analysis of Response Functions in a Historical Perspective

    Cedric Schuhmann, Benjamin Köhler, Anton J. Heckens · 2025 · advanced · quantitative trading

    market microstructure · time series