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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4101–4150; page 83 of 188.
Hidden Dependence and Aggregate Tail Risk
Corrado De Vecchi, Max Nendel, Steven Vanduffel · 2026 · advanced · risk management
risk management · tail risk
Hidden Limit Orders and Liquidity in Order Driven Markets
Moinas, Sophie · 2010 · advanced · quantitative trading
liquidity · market microstructure
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
Beatrice Foroni, Luca Merlo, Lea Petrella · 2024 · advanced · time series
statistics · stochastic processes · time series
Hidden neighbours: extracting industry momentum from stock networks
Jaeyoun Ahn, Dragos Gorduza, Seonho Park · 2024 · intermediate · portfolio management
financial networks · momentum · portfolio management
Hidden Order in Trades Predicts the Size of Price Moves
Mainak Singha · 2025 · intermediate · time series
market microstructure · time series
Hidden Risks and Optionalities in American Options
Noura El Hassan, Bacel Maddah, Nassim N. Taleb · 2026 · advanced · options
derivatives · option pricing · stochastic processes
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
Kamil Ł. Szydłowski, Jarosław A. Chudziak · 2024 · advanced · machine learning
deep learning · financial machine learning · neural networks · time series
Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
Christian Bayer, Chiheb Ben Hammouda, Raul Tempone · 2018 · advanced · options
monte carlo simulation · numerical methods · option pricing · rough volatility
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market
Chujun He, Zhonghao Huang, Xiangguo Li · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization
Xiaodong Li, Pangjing Wu, Chenxin Zou · 2022 · advanced · quantitative trading
algorithmic trading · deep learning · reinforcement learning · transaction costs
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions
Paul Ghelasi, Florian Ziel · 2023 · intermediate · time series
statistics · time series
Hierarchical Graph Learning for Calendar Spread Strategies in Commodity Futures Markets
Yoonsik Hong, Diego Klabjan · 2026 · advanced · quantitative trading
commodities · deep learning · machine learning · statistical arbitrage
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach
Gamal Mograby · 2025 · advanced · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization
Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting
Hengyi Yang, Sida Lin, Yiyan Qi · 2026 · advanced · machine learning
deep learning · liquidity · machine learning · optimization · portfolio management · time series
Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
Zijie Zhao, Roy E. Welsch · 2024 · advanced · quantitative trading
algorithmic trading · portfolio management · reinforcement learning · risk management · transaction costs
Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)
Cameron Cornell, Lewis Mitchell, Matthew Roughan · 2025 · advanced · time series
causal inference · financial networks · time series
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
Gonzalo Ramirez-Carrillo, David Ortiz-Mora, Alex Aguilar-Larrotta · 2025 · intermediate · portfolio management
portfolio management · portfolio optimization
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
Belloni, Alexandre, Chen, Mingli, Madrid Padilla, Oscar Hernan · 2019 · advanced · statistics
asset pricing · optimization · panel data · regression · statistics
High Dimensional Yield Curves: Models and Forecasting
Clive Bowsher, Roland Meeks · 2006 · advanced · fixed income
econometrics · interest rates · statistics · term structure models · time series
High Frequency Trading and Mini Flash Crashes
Anton Golub, John Keane, Ser-Huang Poon · 2012 · advanced · quantitative trading
high frequency trading · liquidity · market microstructure
High Frequency Trading Strategies
Amy Kwan, Michael A. Goldstein, Richard Philip
high frequency trading · market microstructure · probability
High order approximations and simulation schemes for the log-Heston process
Aurélien Alfonsi, Edoardo Lombardo · 2024 · advanced · stochastic calculus
mathematical finance · monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
High order universal portfolios
Gabriel Turinici · 2023 · advanced · portfolio management
portfolio management · portfolio optimization
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
Christian D. Blakely · 2024 · advanced · quantitative trading
high frequency trading · machine learning · market microstructure
High-dimensional covariance matrix estimators on simulated portfolios with complex structures
Andrés García-Medina · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · statistics
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Liao Zhu, Sumanta Basu, Robert A. Jarrow · 2018 · advanced · statistics
asset pricing · factor investing
High-Dimensional Granger Causality Tests with an Application to VIX and News
Andrii Babii, Eric Ghysels, Jonas Striaukas · 2019 · advanced · statistics
econometrics · hypothesis testing · regression · statistical inference · statistics · time series
High-Dimensional Learning in Finance
Hasan Fallahgoul · 2025 · advanced · machine learning
financial machine learning · machine learning · statistics
High-Dimensional Mean-Variance Spanning Tests
David Ardia, Sébastien Laurent, Rosnel Sessinou · 2024 · advanced · statistics
hypothesis testing · statistical inference
High-dimensional multivariate realized volatility estimation
Tim Bollerslev, Nour Meddahi, Serge Luther Nyawa Womo · 2019 · advanced · time series
statistics
High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions
Zhaoxing Gao, Sihan Tu, Ruey S. Tsay · 2025 · advanced · statistics
asset pricing · factor investing · regression · statistical inference
High-Frequency Analysis of a Trading Game with Transient Price Impact
Marcel Nutz, Alessandro Prosperi · 2025 · advanced · quantitative trading
high frequency trading · market microstructure · optimal execution · optimization · transaction costs
High-Frequency Exponential-Utility Maximization under Fractional Brownian Motion
Yan Dolinsky · 2026 · advanced · quantitative trading
high frequency trading · optimization · stochastic processes
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
Kang Gao, Perukrishnen Vytelingum, Stephen Weston · 2022 · advanced · quantitative trading
high frequency trading · time series
High-frequency intraday trading for battery storages
David Schaurecker, David Wozabal, Nils Löhndorf · 2025 · intermediate · quantitative trading
algorithmic trading · high frequency trading
High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
Guanlin Li, Xiyan Chen, Yingzheng Liu · 2025 · advanced · quantitative trading
backtesting · high frequency trading
High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process
Timothée Fabre, Ioane Muni Toke · 2025 · advanced · statistics
algorithms · cryptocurrencies · high frequency trading · statistical inference · stochastic processes
High-Frequency Options Trading | With Portfolio Optimization
Sid Bhatia · 2024 · advanced · quantitative trading
algorithmic trading · high frequency trading · option greeks · portfolio optimization
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
Salam Rabindrajit Luwang, Anish Rai, Md. Nurujjaman · 2024 · intermediate · quantitative trading
high frequency trading · statistical inference · statistics · stochastic processes
High-Frequency Trading and Price Informativeness
Jasmin Gider, Simon N. M. Schmickler, Christian Westheide · 2021 · advanced · quantitative trading
high frequency trading · market efficiency · panel data
High-frequency trading in the stock market and the costs of option market making
Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit · 2022 · advanced · quantitative trading
high frequency trading · liquidity · market making · market microstructure · options hedging
High-frequency trading in the stock market and the costs of options market making
Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit · 2024 · advanced · quantitative trading
high frequency trading · liquidity · market making · market microstructure
High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
Sid Bhatia, Sidharth Peri, Sam Friedman · 2024 · intermediate · quantitative trading
high frequency trading · liquidity · machine learning
High-order compact finite difference scheme for option pricing in stochastic volatility models
Bertram Düring, Michel Fournié · 2012 · advanced · options
numerical methods · option pricing · partial differential equations
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids
Bertram Düring, Michel Fournié, Christof Heuer · 2014 · advanced · options
numerical methods · option pricing · partial differential equations
High-Order Expansions of the Optimizer Map via Bell Polynomials
Oleksii Mostovyi, Thaleia Zariphopoulou · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
High-Speed Internet, Financial Technology and Banking in Africa
Angelo D'Andrea, Nicola Limodio · 2019 · intermediate · statistics
banking
High-Throughput Asset Pricing
Andrew Y. Chen, Chukwuma Dim · 2023 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
High-Water Marks and Hedge Fund Management Contracts
William Goetzmann, Jonathan Ingersoll, Stephen Ross · 2001 · advanced · portfolio management
hedge funds
Higher moments under dependence uncertainty with applications in insurance
Carole Bernard, Jinghui Chen, Steven Vanduffel · 2025 · advanced · risk management
copulas · insurance