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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 351–400; page 8 of 188.

  1. A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits

    Tsogt-Ochir Enkhbayar · 2024 · advanced · machine learning

    deep learning · machine learning · neural networks · optimization · risk management

  2. A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility

    Eduardo Rossi, Paolo Santucci de Magistris · 2009 · advanced · time series

    econometrics · time series

  3. A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations

    Michael W. Brandt, Francis X. Diebold, April · advanced · time series

    statistics

  4. A Noise-Aware Quantum Algorithm for Credit Valuation Adjustments on Real Quantum Hardware

    Guillem Borràs Espert, Francisco Gómez Casanova, Luis de Pedro Sánchez · 2026 · advanced · risk management

    credit risk

  5. A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning

    Yang Liu, Yuhao Liu, Yunran Wei · 2026 · advanced · machine learning

    bayesian statistics · machine learning · neural networks · optimization · reinforcement learning

  6. A non-Gaussian option pricing model with skew

    Lisa Borland, Jean‐Philippe Bouchaud · 2007 · advanced · options

    mathematical finance · option pricing · partial differential equations

  7. A non-parametric index of corporate governance in the banking industry: an application to Indian data

    Gulati, Rachita, Kattumuri, Ruth, Kumar, Sunil · 2020 · intermediate · other

    banking · corporate governance

  8. A nonlinear structural model for volatility clustering

    Gaunersdorfer, A., Hommes, C.H. · 2005 · intermediate · time series

    time series

  9. A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data

    Lam, Clifford, Feng, Phoenix · 2018 · advanced · statistics

    statistics

  10. A nonparametric test for rough volatility

    Carsten H. Chong, Viktor Todorov · 2024 · advanced · statistics

    hypothesis testing · rough volatility · statistical inference · stochastic processes

  11. A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting

    Cheng Zhang · 2026 · intermediate · time series

    statistics

  12. A Note On 'Predicting Returns With Financial Ratios'

    Ivo Welch, Amit Goyal · 2004 · advanced · time series

    asset pricing · econometrics · time series

  13. A note on a PDE approach to option pricing under xVA

    Falko Baustian, Martin Fencl, Jan Pospíšil · 2021 · advanced · options

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

  14. A note on bequest preferences in utility maximisation for modern tontines

    Thomas Bernhardt · 2025 · advanced · portfolio management

    mathematical finance · optimization

  15. A note on continuity and asymptotic consistency of measures of risk and variability

    Niushan Gao, Foivos Xanthos · 2024 · advanced · risk management

    risk management

  16. A note on extremality and completeness in financial markets with infinitely many risky assets

    Luciano Campi · 2004 · advanced · stochastic calculus

    asset pricing · martingales · mathematical finance · measure theory · probability

  17. A note on markets with semi-static trading strategies

    Miklós Rásonyi · 2026 · advanced · stochastic calculus

    derivatives · mathematical finance

  18. A note on robust convex risk measures

    Marcelo Righi, Fernanda Müller · 2024 · advanced · risk management

    optimization

  19. A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity

    Yuri Imamura, Takashi Kato · 2025 · intermediate · risk management

    risk management

  20. A note on the CAPM with endogenously consistent market returns

    Andreas Krause · 2021 · intermediate · portfolio management

    asset pricing · capm · financial economics

  21. A note on the differences between European and international methodologies of banking regulation and supervision

    Goodhart, C. A. E., Sato, Hideki · 2024 · intermediate · risk management

    banking

  22. A note on the Malliavin differentiability of the Heston volatility

    Elisa Alòs, Christian-Olivier Ewald · 2005 · advanced · stochastic calculus

    stochastic calculus · stochastic processes

  23. A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'

    Jaehyuk Choi, Lixin Wu · 2020 · advanced · options

    numerical methods · option pricing · stochastic processes

  24. A note on the sum-stability of exchange rate returns

    Hans Dewachter, Geert Gielens · 1991 · advanced · statistics

    extreme value theory · foreign exchange · hypothesis testing · monte carlo simulation · statistics

  25. A note on two notions of arbitrage

    Allouch, Nizar · 2001 · advanced · other

    financial economics

  26. A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes

    Syed Ali Asad Rizvi, Stephen J. Roberts, Michael A. Osborne · 2017 · intermediate · time series

    machine learning · regression · statistics · time series · volatility forecasting

  27. A Novel approach to portfolio construction

    T. Di Matteo, L. Riso, M. G. Zoia · 2026 · advanced · portfolio management

    machine learning · portfolio management

  28. A novel approach to quantify volatility prediction

    Suchetana Sadhukhan, Shiv Manjaree Gopaliya, Pushpdant Jain · 2022 · intermediate · time series

    regression · statistics · time series · volatility forecasting

  29. A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes

    Hamza Bodor, Laurent Carlier · 2024 · advanced · quantitative trading

    market microstructure · model calibration

  30. A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques

    Tomasz Mroziewicz, Robert Ślepaczuk · 2026 · intermediate · quantitative trading

    cryptocurrencies · optimization

  31. A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting

    Riaz Ud Din, Salman Ahmed, Saddam Hussain Khan · 2024 · advanced · machine learning

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

  32. A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks

    Jie Zou, Jiashu Lou, Baohua Wang · 2022 · advanced · quantitative trading

    algorithmic trading · deep learning · neural networks · reinforcement learning · time series

  33. A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management

    MohammadAmin Fazli, Mahdi Lashkari, Hamed Taherkhani · 2022 · advanced · portfolio management

    deep learning · machine learning · neural networks · portfolio management · portfolio optimization · reinforcement learning

  34. A novel k-generation propagation model for cyber risk and its application to cyber insurance

    Na Ren, Xin Zhang · 2024 · advanced · risk management

    contagion · insurance · probability

  35. A Novel Loss Function for Deep Learning Based Daily Stock Trading System

    Ruoyu Guo, Haochen Qiu, Xuelun Hou · 2025 · intermediate · machine learning

    deep learning · financial machine learning · machine learning · time series

  36. A novel portfolio construction strategy based on the core-periphery profile of stocks

    Imran Ansari, Charu Sharma, Akshay Agrawal · 2024 · advanced · portfolio management

    financial networks · optimization · portfolio optimization

  37. A novel robust mixed integer linear programming model for index tracking problem under no rebalancing: heuristic optimization approach

    Danial Ramezani, Mostafa Abouei Ardakan, Mohamadreza Dehghani Ahmadabad · 2026 · advanced · portfolio management

    algorithms · optimization · portfolio management · portfolio optimization

  38. A novel scaling approach for unbiased adjustment of risk estimators

    Marcin Pitera, Thorsten Schmidt, Łukasz Stettner · 2023 · advanced · risk management

    risk management

  39. A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option pricing approximations

    Suren Harutyunyan, AdriÀ Masip BorrÀs · 2018 · intermediate · options

    numerical methods · option pricing

  40. A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics

    Len Patrick Dominic M. Garces, Gerald H. L. Cheang · 2021 · advanced · options

    jump processes · numerical methods · option pricing · partial differential equations

  41. A parallel monetary system based on the redeemable self-decaying money -- The ultimate hedge and safe haven of private wealth in the rising wave of over issuance of fiat and token money/stablecoin

    Boliang Lin, Ruixi Lin · 2025 · intermediate · other

    other

  42. A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing

    Mark Stedman, Luca Capriotti · 2024 · advanced · fixed income

    derivatives · interest rates · mathematical finance · option pricing · stochastic processes

  43. A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimization

    Luis Lozano · 2026 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  44. A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent Lévy Jumps

    R. Drissi · 2026 · advanced · machine learning

    jump processes · numerical methods · partial differential equations

  45. A performance measure of Zero-dollar Long/Short equally weighted portfolios

    Monica Billio, Ludovic Calès, Dominique Guegan · 2010 · intermediate · portfolio management

    portfolio management

  46. A Perron-Frobenius comonotonic approximation for sums of lognormals

    Chunle Huang · 2026 · advanced · risk management

    linear algebra · risk management · tail risk

  47. A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

    Takano, Y., Sotirov, R. · 2010 · advanced · portfolio management

    optimization · portfolio optimization

  48. A Portfolio's Common Causal Conditional Risk-neutral PDE

    Alejandro Rodriguez Dominguez · 2024 · advanced · portfolio management

    causal inference · copulas · mathematical finance · partial differential equations · portfolio management · risk management

  49. A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money

    Baquero, G., Verbeek, M.J.C.M. · 2005 · intermediate · statistics

    hedge funds

  50. A posteriori error bounds for the Uncertain Volatility Model

    Lokman A Abbas-Turki, Chassagneux Jean-Fran{\c c}ois, Jean-Philippe Lemor · 2026 · advanced · options

    numerical methods · option pricing