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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4001–4050; page 81 of 188.

4001. Grounded Event Extraction from SEC 8-K Filings with a Fine-Grained Taxonomy

      Rian Dolphin, Joe Dursun, Jarrett Blankenship · 2026 · advanced · machine learning

      large language models · machine learning · natural language processing

4002. Group Lending versus Individual Lending in Microfinance

      Lehner, Maria · 2009 · intermediate · risk management

      risk management

4003. Group Quantization and Mellin Representations of the Heston Model

      Santiago Garcia · 2026 · advanced · options

      mathematical finance · option pricing

4004. Group Survival Probability under Contagion in Microlending

      Héctor Jasso-Fuentes, Alejandra Quintos, Xinta Yang · 2025 · advanced · risk management

      contagion · credit risk · probability

4005. Group versus Individual Lending in Microfinance

      Lehner, Maria · 2008 · intermediate · risk management

      risk management

4006. Growing the Efficient Frontier on Panel Trees

      Lin William Cong, Guanhao Feng, Jingyu He · 2025 · advanced · portfolio management

      asset pricing · portfolio optimization

4007. Growth of international finance and emerging economies: Elements for alternative approach

      Alves, C., Toporowski, J. · 2019 · intermediate · risk management

      risk management

4008. Growth rate of liquidity provider's wealth in G3Ms

      Cheuk Yin Lee, Shen-Ning Tung, Tai-Ho Wang · 2024 · advanced · quantitative trading

      liquidity · mathematical finance · stochastic differential equations · stochastic processes

4009. GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network

      Yonggai Zhuang, Haoran Chen, Kequan Wang · 2024 · intermediate · machine learning

      deep learning · financial machine learning · machine learning · neural networks

4010. Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making

      Jian Guo, Saizhuo Wang, Yiyan Qi · 2024 · advanced · machine learning

      deep learning · machine learning · neural networks

4011. Habit Formation and the Equity-Premium Puzzle: a Skeptical View

      Oren Sussman, Stefano G. Athanasoulis · 2004 · advanced · other

      asset pricing · financial economics

4012. Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization

      Criscent Birungi, Cody Hyndman · 2026 · advanced · portfolio management

      optimization · portfolio management · stochastic processes

4013. Habit Formation, Surplus Consumption and Return Predictability: International Evidence

      Tom Engsted, Stuart Hyde, Stig V. Møller · 2007 · advanced · statistics

      asset pricing · econometrics

4014. Handling missing data in Burundian sovereign bond market

      Irène Irakoze, Rédempteur Ntawiratsa, David Niyukuri · 2023 · intermediate · fixed income

      regression

4015. Handling model risk with XVAs

      Cyril Bénézet, Stéphane Crépey · 2022 · advanced · risk management

      model risk

4016. HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning

      Francesco Audrino, Jonathan Chassot · 2024 · intermediate · time series

      machine learning · time series · volatility forecasting

4017. Hardening Soft Information: Evidence on Analyst Integration Costs

      Kerry Xiao, Amy Zang · 2025 · intermediate · statistics

      statistics

4018. HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization

      Benjamin Coriat, Eric Benhamou · 2025 · advanced · portfolio management

      deep learning · financial machine learning · large language models · machine learning · natural language processing · portfolio optimization

4019. HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting

      Nabeel Ahmad Saidd · 2026 · advanced · time series

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

4020. Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach

      Haowei Ni, Shuchen Meng, Xupeng Chen · 2024 · advanced · machine learning

      financial machine learning · large language models · machine learning · natural language processing

4021. Harvesting the Variance Risk Premium in Nuclear and Energy Equities: A Short-Put Portfolio Derisking Strategy

      Jilang Miao, Nonna Sorokina · 2026 · intermediate · options

      derivatives · equity markets · option pricing · portfolio management · risk management · volatility trading

4022. Harvesting the Volatility Risk Premium: A Learning-to-Rank Approach

      Maciej Wysocki · 2026 · advanced · quantitative trading

      machine learning · risk management · volatility trading

4023. Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

      McAleer, M.J., Jiménez-Martín, J.A., Pérez-Amaral, T. · 2012 · advanced · risk management

      banking · risk management

4024. Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests

      Kutan, Ali M., Zhou, Su · 2002 · intermediate · time series

      econometrics · foreign exchange · statistical inference · time series

4025. Have the US macro-financial linkages changed? The balance sheet dimension

      Gerba, Eddie · 2015 · advanced · risk management

      credit markets · financial economics

4026. Hawkes-based cryptocurrency forecasting via Limit Order Book data

      Raffaele Giuseppe Cestari, Filippo Barchi, Riccardo Busetto · 2023 · advanced · time series

      cryptocurrencies · time series

4027. Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation

      Alexander Barzykin · 2026 · advanced · quantitative trading

      market making · market microstructure · optimization · stochastic processes

4028. Hazardous times for monetary policy: what do twenty-three million bank loans say about the effects on credit risk-taking?

      Gabriel Jiménez, Steven Ongena, José-Luis Peydró · 2013 · advanced · risk management

      banking · causal identification · credit markets · credit risk

4029. Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns

      Sichao He, Yansong Zhang · 2026 · intermediate · time series

      deep learning · machine learning · neural networks · time series

4030. Health shock, medical insurance and financial asset allocation: evidence from CHFS in China

      Liu, Yaxuan, Hao, Yu, Lu, Zhi Nan · 2022 · intermediate · portfolio management

      insurance

4031. Health Status and Portfolio Choice

      Harvey S. Rosen, Stephen Wu · 2001 · intermediate · portfolio management

      financial economics

4032. Healthy... Distress... Default

      Zura Kakushadze · 2019 · advanced · risk management

      asset pricing · credit derivatives · credit risk · stochastic processes

4033. Heat modulated affine stochastic volatility models for forward curve dynamics

      Sven Karbach · 2024 · advanced · fixed income

      partial differential equations · stochastic differential equations · stochastic processes · term structure models

4034. Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration

      Eduardo Abi Jaber, Soukaïna Bruneau, Nathan De Carvalho · 2025 · advanced · fixed income

      model calibration · stochastic differential equations · term structure models

4035. Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?

      Juha Joenväärä, Mikko Kauppila, Robert L. Kosowski · 2021 · intermediate · statistics

      hedge funds

4036. Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer

      Siqiao Zhao, Zhikang Dong, Zeyu Cao · 2024 · advanced · portfolio management

      deep learning · hedge funds · machine learning · portfolio management · portfolio optimization · risk management

4037. Hedge Funds and the Asian Currency Crisis of 1997

      Stephen J. Brown, William N. Goetzmann, James M. Park · 1998 · intermediate · statistics

      foreign exchange · hedge funds

4038. Hedge Funds With Style

      Stephen Brown, William Goetzmann · 2008 · intermediate · portfolio management

      hedge funds

4039. Hedge Funds: Risk and Return

      Burton G. Malkiel, Atanu Saha · 2004 · intermediate · statistics

      hedge funds

4040. Hedge your Monte Carlo

      CFM · 2001 · advanced · options

      derivatives · monte carlo simulation · numerical methods · optimization · option pricing · options hedging

4041. HedgeAgents: A Balanced-aware Multi-agent Financial Trading System

      Xiangyu Li, Yawen Zeng, Xiaofen Xing · 2025 · advanced · machine learning

      algorithmic trading · large language models

4042. Hedged Monte-Carlo: low variance derivative pricing with objective probabilities

      Marc Potters, Jean-Philippe Bouchaud, Dragan Sestovic · 2001 · advanced · options

      derivatives · monte carlo simulation · numerical methods · option pricing · options hedging

4043. Hedger of last resort: Evidence from Brazilian FX interventions, local credit, and global financial cycles

      Rodrigo Barbone Gonzalez, Dmitry Khametshin, José-Luis Peydró · 2022 · advanced · risk management

      banking · causal identification · derivatives · foreign exchange

4044. Hedging against Risk in a Heterogeneous Leveraged Market

      Karlis, Alexandros, Galanis, Giorgos, Terovitis, Spyridon · advanced · risk management

      interest rates · systemic risk

4045. Hedging Along the Global Value Chain: Trade War and Firm Value

      Liyan Han, Lei Li, Huiyi Liao · 2024 · intermediate · statistics

      asset pricing

4046. Hedging American Put Options with Deep Reinforcement Learning

      Reilly Pickard, Finn Wredenhagen, Julio DeJesus · 2024 · advanced · options

      deep learning · options hedging · reinforcement learning

4047. Hedging and Pricing Structured Products Featuring Multiple Underlying Assets

      Anil Sharma, Freeman Chen, Jaesun Noh · 2024 · advanced · options

      derivatives · machine learning · option pricing · options hedging · reinforcement learning · risk management

4048. Hedging Brevity Risk with Mortality-based Securities

      MacMinn, Richard, Richter, Andreas · 2006 · advanced · risk management

      insurance · risk management

4049. Hedging carbon risk with a network approach

      Michele Azzone, Maria Chiara Pocelli, Davide Stocco · 2023 · advanced · portfolio management

      esg · financial networks · portfolio management · risk management

4050. Hedging crop yields against weather uncertainties -- a weather derivative perspective

      Samuel Asante Gyamerah, Philip Ngare, Dennis Ikpe · 2019 · advanced · derivatives

      derivatives · machine learning · option pricing · risk management · stochastic processes