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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3851–3900; page 78 of 188.

  1. Funding Adjustments in Equity Linear Products

    Stefania Gabrielli, Andrea Pallavicini, Stefano Scoleri · 2019 · advanced · derivatives

    derivatives

  2. Funding Constraints and Market Illiquidity in the European Treasury Bond Market

    Sophie Moinas, Minh Nguyen, Giorgio Valente · 2018 · advanced · fixed income

    causal identification · fixed income · liquidity

  3. Funding-Aware Optimal Market Making for Perpetual DEXs

    Nam Anh Le · 2026 · advanced · quantitative trading

    derivatives · liquidity · market making

  4. FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs

    Vedant Choudhary, Sebastian Jaimungal, Maxime Bergeron · 2023 · advanced · options

    deep learning · neural networks · statistics · stochastic differential equations · volatility surface

  5. Further evidence on the impact of economic news on interest rates

    Dominique Guegan, Florian Ielpo · 2007 · advanced · fixed income

    econometrics · interest rates · time series

  6. Fusing Narrative Semantics for Financial Volatility Forecasting

    Yaxuan Kong, Yoontae Hwang, Marcus Kaiser · 2025 · advanced · machine learning

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

  7. Future Liquidity, Present Value: Measuring and Pricing Liquidity Risk

    Roni Israelov · 2006 · advanced · statistics

    asset pricing · liquidity · liquidity risk · transaction costs

  8. FX Market Making with Internal Liquidity

    Alexander Barzykin, Robert Boyce, Eyal Neuman · 2025 · advanced · quantitative trading

    algorithmic trading · foreign exchange · liquidity · market making · market microstructure · risk management

  9. G3Ms:Generalized Mean Market Makers

    Daniel Z. Zanger · 2022 · advanced · quantitative trading

    quantitative trading

  10. Game-Theoretic Capital Asset Pricing in Continuous Time

    Vladimir Vovk, Glenn Shafer · 2018 · advanced · portfolio management

    asset pricing · capm · market efficiency · mathematical finance

  11. Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity

    Takeru Matsuda, Akimichi Takemura · 2018 · advanced · options

    mathematical finance · optimization · option pricing · options hedging

  12. Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting

    Yong Zhang, Xinxiao Wu, Yunde Jia · 2026 · advanced · machine learning

    machine learning

  13. GARCH option pricing under skew

    Sofiane Aboura · 2005 · advanced · options

    derivatives · garch · option pricing

  14. GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets

    Zeda Xu, John Liechty, Sebastian Benthall · 2024 · advanced · time series

    deep learning · garch · machine learning · neural networks · time series · volatility forecasting

  15. GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series

    Hibiki Kaibuchi, Yoshinori Kawasaki, Gilles Stupfler · 2022 · advanced · risk management

    extreme value theory · garch · risk management · statistical inference

  16. Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations

    Bernhard K Meister, Henry CW Price · 2024 · advanced · derivatives

    derivatives · stochastic processes

  17. Gate Design and Stage-Dependent Incentives in Retail Proprietary-Trading Evaluations: Why Passing Is Not Standalone Evidence of Skill, and Why the Product Fails to Pay Under Measured Trading Constraints

    Nicholas Hall · 2026 · intermediate · quantitative trading

    transaction costs

  18. Gated Deeper Models are Effective Factor Learners

    Jingjing Guo · 2023 · advanced · machine learning

    deep learning · factor investing · financial machine learning · machine learning · neural networks

  19. Gated Neural Networks for Option Pricing: Rationality by Design

    Yongxin Yang, Yu Zheng, Timothy M. Hospedales · 2016 · advanced · options

    derivatives · financial machine learning · machine learning · neural networks · option pricing

  20. Gatheral double stochastic volatility model with Skorokhod reflection

    Yuliya Mishura, Andrey Pilipenko, Kostiantyn Ralchenko · 2025 · advanced · stochastic calculus

    stochastic calculus · stochastic differential equations · stochastic processes

  21. Gatheral's Conjecture Revisited

    Vladimir Lucic · 2026 · advanced · options

    stochastic processes

  22. Gaucho banking redux

    Paolera, Gerardo Della, Taylor, Alan M. · 2003 · beginner · risk management

    banking · economic policy

  23. Gauge symmetries and the Higgs mechanism in Quantum Finance

    Ivan Arraut · 2023 · advanced · options

    mathematical finance · option pricing

  24. Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios

    Dayne Marcus Lopena, Daniel Buguks, Zhenghao Li · 2026 · advanced · quantitative trading

    portfolio management · statistical arbitrage

  25. Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate

    Jun Yu, Peter C.B. Phillips · 2001 · advanced · fixed income

    interest rates · statistical inference · stochastic processes

  26. Gaussian Normalized Coordinates and Risk-Neutral CDF Deformations

    Jian Sun · 2026 · advanced · options

    options

  27. Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations

    Stéphane Crépey, Matthew F Dixon · 2020 · advanced · risk management

    credit risk · derivatives · monte carlo simulation

  28. Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate

    Ludovic Goudenège, Andrea Molent, Antonino Zanette · 2021 · advanced · derivatives

    interest rates · machine learning · numerical methods · stochastic processes

  29. Gender and Banking : Are Women Better Loan Officers?

    Beck, T.H.L., Behr, P., Guttler, A. · 2009 · intermediate · risk management

    banking · credit risk

  30. Gender and credit risk: a view from the loan officer's desk

    José Garcia Montalvo, Marta Reynal-Querol · 2019 · intermediate · risk management

    banking · credit risk

  31. Gender Differences in Financial Advice

    Tabea Bucher-Koenen, Andreas Hackethal, Johannes Koenen · 2021 · intermediate · statistics

    statistics

  32. Gender, Investment Financing and Credit Constraints

    Pelger, Ines · 2011 · intermediate · other

    corporate finance · credit markets · financial economics

  33. General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework

    Jean-Loup Dupret, Edouard Motte · 2026 · advanced · risk management

    insurance · optimization · risk management · stochastic processes

  34. General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks

    Tatsuru Kikuchi · 2025 · advanced · risk management

    contagion · financial networks · stochastic processes · systemic risk

  35. GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION

    Olivier Guéant, Charles-Albert Lehalle · 2013 · advanced · quantitative trading

    optimal execution · optimization · stochastic processes

  36. General properties of rational stock-market fluctuations

    Mele, Antonio · 2004 · advanced · stochastic calculus

    asset pricing · financial economics · mathematical finance

  37. General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations

    Hyong-Chol O, Tae-Song Choe · 2022 · advanced · options

    option pricing · partial differential equations

  38. General Semi-Markov Model for Limit Order Books: Theory, Implementation and Numerics

    Anatoliy Swishchuk, Katharina Cera, Julia Schmidt · 2016 · advanced · quantitative trading

    market microstructure · numerical methods · stochastic processes

  39. Generalised geometric Brownian motion: Theory and applications to option pricing

    Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov · 2020 · advanced · options

    brownian motion · derivatives · option pricing · stochastic processes

  40. Generalizable Multi-Agent Framework for Quantitative Trading of US Education Funds

    Kaixian Xu, Zhaoyan Zhang, Alan Wilson · 2024 · intermediate · quantitative trading

    quantitative trading

  41. Generalized Arbitrage-Free SVI Volatility Surfaces

    Gaoyue Guo, Antoine Jacquier, Claude Martini · 2016 · advanced · options

    mathematical finance · volatility surface

  42. Generalized Autoregressive Conditional Heteroskedasticity

    Tim Bollerslev

    econometrics · garch · statistical inference · statistics · stochastic processes · time series

  43. Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices

    Bonomo, Marco, Garcia, René, Meddahi, Nour · 2010 · advanced · time series

    asset pricing

  44. Generalized Distribution Prediction for Asset Returns

    Ísak Pétursson, María Óskarsdóttir · 2024 · intermediate · machine learning

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

  45. Generalized Duality for Model-Free Superhedging given Marginals

    Arash Fahim, Yu-Jui Huang, Saeed Khalili · 2019 · advanced · options

    mathematical finance

  46. Generalized dynamic factor models and volatilities estimation and forecasting

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

    statistics · time series · volatility forecasting

  47. Generalized dynamic factor models and volatilities: recovering the market volatility shocks

    Barigozzi, Matteo, Hallin, Mark · 2015 · advanced · time series

    econometrics · statistics · time series

  48. Generalized Expected Discounted Penalty Function at General Drawdown for Lévy Risk Processes

    Wenyuan Wang, Ping Chen, Shuanming Li · 2019 · advanced · risk management

    insurance · stochastic processes

  49. Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection

    Andrzej Cichocki, Sergio Cruces, Auxiliadora Sarmiento · 2024 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  50. Generalized Factor Neural Network Model for High-dimensional Regression

    Zichuan Guo, Mihai Cucuringu, Alexander Y. Shestopaloff · 2025 · advanced · machine learning

    machine learning · neural networks · regression · statistics