Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4051–4100; page 82 of 188.

4051. Hedging Cryptocurrency Options

      Jovanka Lili Matic, Natalie Packham, Wolfgang Karl Härdle · 2021 · advanced · options

      cryptocurrencies · jump processes · monte carlo simulation · option greeks · option pricing · options hedging

4052. Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis

      Matt Brigida, Kathleen Maceyka · 2025 · intermediate · risk management

      banking · derivatives · interest rates · liquidity risk

4053. Hedging Exposure to Electricity Price Risk in a Value at Risk Framework

      Huisman, R., Mahieu, R.J., Schlichter, F. · 2007 · intermediate · risk management

      derivatives · optimization

4054. Hedging Housing Risk in London

      François Ortalo-Magné, Matteo Iacoviello · intermediate · derivatives

      derivatives · housing markets · real estate · risk management

4055. Hedging in Jump Diffusion Model with Transaction Costs

      Hamidreza Maleki Almani, Foad Shokrollahi, Tommi Sottinen · 2024 · advanced · options

      derivatives · jump processes · option pricing · options hedging · stochastic calculus · stochastic processes

4056. Hedging large risks reduces the transaction costs

      Farhat Selmi, Jean-Philippe Bouchaud · 2000 · advanced · options

      derivatives · options hedging · risk management · transaction costs

4057. Hedging market risk and uncertainty via a robust portfolio approach

      Adele Ravagnani, Mattia Chiappari, Andrea Flori · 2026 · advanced · risk management

      optimization · portfolio management · portfolio optimization · risk management · volatility forecasting

4058. Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility

      Riccardo Alberti, Sven Karbach · 2026 · advanced · derivatives

      derivatives · options hedging · stochastic calculus · stochastic differential equations · stochastic processes

4059. Hedging of Financial Derivative Contracts via Monte Carlo Tree Search

      Oleg Szehr · 2021 · advanced · machine learning

      derivatives · option pricing · options hedging · reinforcement learning

4060. Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs

      Erina Nanyonga, Matt Davison · 2025 · intermediate · options

      derivatives · monte carlo simulation · options hedging · transaction costs

4061. Hedging pressure effects in futures markets

      de Roon, F.A., Nijman, T.E., Veld, C.H. · 2000 · intermediate · derivatives

      asset pricing · derivatives

4062. Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices

      Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2023 · advanced · portfolio management

      algorithmic trading · cryptocurrencies · deep learning · garch · machine learning · neural networks

4063. Hedging strategies in energy markets: the case of electricity retailers

      Boroumand, Raphaël Homayoun, Goutte, Stéphane, Porcher, Simon · 2015 · intermediate · risk management

      market risk · optimization · risk management

4064. Hedging strategies of China Eastern Airlines in 2022: navigating the dual shocks of COVID-19 and the Russia-Ukraine war

      Li, Linzhou · 2025 · intermediate · risk management

      corporate finance · risk management

4065. Hedging the Singularity

      Andrew Y. Chen · 2026 · advanced · derivatives

      asset pricing · equity valuation · financial economics

4066. Hedging variance options on continuous semimartingales

      Peter Carr, Roger Lee · 2009 · advanced · options

      derivatives · option pricing · options hedging · stochastic processes · volatility trading

4067. Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis

      Jagdish Gnawali, W. Brent Lindquist, Svetlozar T. Rachev · 2024 · advanced · options

      derivatives · model calibration · option pricing

4068. Hedging with linear regressions and neural networks

      Ruf, Johannes, Wang, Weiguan · 2022 · advanced · options

      derivatives · machine learning · neural networks · options hedging · regression

4069. Hedging with memory: shallow and deep learning with signatures

      Eduardo Abi Jaber, Louis-Amand Gérard · 2025 · advanced · options

      deep learning · derivatives · financial machine learning · machine learning · options hedging · stochastic processes

4070. Hedging with physical or cash settlement under transient multiplicative price impact

      Dirk Becherer, Todor Bilarev · 2018 · advanced · options

      derivatives · liquidity · mathematical finance · optimization · option pricing · options hedging

4071. Hedging with Sparse Reward Reinforcement Learning

      Yiheng Ding, Gangnan Yuan, Dewei Zuo · 2025 · advanced · options

      deep learning · derivatives · financial machine learning · reinforcement learning · time series

4072. Hellinger distance to normal distribution as market invariant

      Mesrop T. Mesropyan, Vardan G. Bardakhchyan · 2022 · intermediate · portfolio management

      statistics

4073. Henstock--Kurzweil Path Integral in Financial Mathematics: A Machine-Verified Pricing of European and Barrier Options

      Alexander S. Ushakov, Yury N. Berdinsky · 2026 · advanced · options

      calculus · derivatives · option pricing

4074. Herding and Contrarian Behavior in Financial Markets - An Internet Experiment

      Drehmann, Mathias, Oechssler, Jörg, Roider, Andreas · 2004 · intermediate · quantitative trading

      quantitative trading

4075. Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis

      Park, A., Sgroi, D. · 2009 · intermediate · quantitative trading

      financial economics

4076. Herding and Contrarian Behaviour in Financial Markets

      Park, A., Sabourian, H. · 2009 · advanced · quantitative trading

      quantitative trading

4077. Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing

      Park, Andreas, Sgroi, Daniel · intermediate · quantitative trading

      quantitative trading

4078. Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism

      Jan Novotny · 2026 · advanced · quantitative trading

      liquidity · liquidity risk · market microstructure

4079. Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity

      Jan Novotny · 2026 · advanced · quantitative trading

      contagion · liquidity · market microstructure · systemic risk

4080. Herding and Liquidity in Order-Book Markets. III. Leverage and the Onset of Endogenous Liquidity Crises under Weak Anchoring

      Jan Novotny · 2026 · advanced · quantitative trading

      liquidity risk · market microstructure

4081. Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences

      Baddeley, M., Burke, C., Schultz, W. · 2012 · advanced · statistics

      regression

4082. Herding through learning in an asset pricing model

      Michele Berardi · 2016 · advanced · statistics

      asset pricing · financial economics

4083. Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs

      An Pham Ngoc Nguyen, Martin Crane, Thomas Conlon · 2024 · intermediate · statistics

      contagion · cryptocurrencies · exchange traded funds

4084. Herding, Contrarianism and Delay in Financial Market Trading

      Park, A., Sgroi, D. · 2009 · intermediate · quantitative trading

      quantitative trading

4085. Herding, Information Cascades and Volatility Spillovers in Futures Markets

      McAleer, M.J., Radalj, K. · 2013 · intermediate · time series

      commodities · econometrics · time series

4086. Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion

      Jiahao Weng · 2026 · intermediate · quantitative trading

      behavioral finance · financial networks · momentum

4087. Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes

      Li Chen, Guang Zhang · 2021 · advanced · options

      jump processes · numerical methods · option pricing · stochastic processes

4088. Heston vol-of-vol and the VVIX

      Jherek Healy · 2025 · advanced · options

      model calibration · stochastic processes

4089. Heterogeneity of household stock portfolios in a national market

      Matteo Milazzo, Federico Musciotto, Jyrki Piilo · 2025 · intermediate · portfolio management

      equity markets

4090. Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors

      Massimo Massa, William Goetzmann · 2001 · intermediate · statistics

      asset pricing · panel data

4091. Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006, pp.1109-1186

      Hommes, C.H. · 2005 · advanced · other

      asset pricing · behavioral finance · financial economics

4092. Heterogeneous Beliefs and Asset Pricing in Discrete Time

      Clotilde Napp, Elyès Jouini · 2006 · advanced · other

      asset pricing · financial economics

4093. Heterogeneous Beliefs Model of Stock Market Predictability

      Jiho Park · 2024 · advanced · time series

      asset pricing · financial economics · momentum

4094. Heterogeneous criticality in high frequency finance: a phase transition in flash crashes

      Turiel, Jeremy D., Aste, Tomaso · 2022 · advanced · risk management

      high frequency trading · systemic risk

4095. Heterogeneous Expectations and Bond Markets

      Wei Xiong, Hongjun Yan, Review Financial · 2009 · advanced · fixed income

      asset pricing · fixed income

4096. Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach

      Nektarios Aslanidis, Aurelio Bariviera, George Kapetanios · 2025 · advanced · statistics

      cryptocurrencies · regression

4097. Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks

      Jung-Wook Kim, Jason Lee, Randall Morck · 2004 · advanced · quantitative trading

      econometrics · equity markets · market microstructure

4098. Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework

      Anders G Frøseth · 2026 · advanced · stochastic calculus

      financial economics · partial differential equations · stochastic processes

4099. Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics

      Haochuan Wang · 2025 · intermediate · quantitative trading

      capm · monte carlo simulation

4100. Heterogenous Macro-Finance Model: A Mean-field Game Approach

      Hoang Vu, Tomoyuki Ichiba · 2025 · advanced · stochastic calculus

      financial economics · mathematical finance · stochastic processes