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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4151–4200; page 84 of 188.

  1. Higher order measures of risk and stochastic dominance

    Alois Pichler · 2024 · advanced · risk management

    optimization

  2. Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data

    Soroush Omranpour, Guillaume Rabusseau, Reihaneh Rabbany · 2024 · advanced · machine learning

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

  3. Higher order variation and stochastic volatility models

    Ole E. Barndorff-Nielsen, Neil Shephard · 2001 · advanced · stochastic calculus

    martingales · stochastic calculus · stochastic processes

  4. Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression

    Nicola Borri, Denis Chetverikov, Yukun Liu · 2025 · advanced · statistics

    asset pricing · factor investing · regression

  5. Higher-order ATM asymptotics for the CGMY model via the characteristic function

    Allen Hoffmeyer, Christian Houdré · 2026 · advanced · options

    option pricing

  6. Higher-order uncertainty in financial markets: evidence from a consensus pricing service

    Ergun, Lerby, Uthemann, Andreas · 2020 · advanced · derivatives

    derivatives · financial economics

  7. HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE

    Zikai Wei, Anyi Rao, Bo Dai · 2023 · advanced · portfolio management

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

  8. HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

    Wentao Xu, Weiqing Liu, Lewen Wang · 2021 · advanced · time series

    financial machine learning · machine learning

  9. Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels

    Zhang Chen, Chen Kay · 2026 · advanced · stochastic calculus

    asset pricing · martingales · measure theory

  10. Historical Reflections on Interest Rates and the Emergence of the Yield Curve

    Olivier Guéant · 2026 · beginner · fixed income

    interest rates

  11. History and the Equity Risk Premium

    William Goetzmann, Roger Ibbotson · 2005 · intermediate · statistics

    equity markets · financial economics

  12. History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis

    Haochong Xia, Yao Long Teng, Regan Tan · 2026 · advanced · machine learning

    financial machine learning · machine learning · optimization · time series

  13. History Rhymes: Macro-Contextual Retrieval for Robust Financial Forecasting

    Sarthak Khanna, Armin Berger, Muskaan Chopra · 2025 · advanced · time series

    financial machine learning · machine learning · time series

  14. History-Augmented Collaborative Filtering for Financial Recommendations

    Baptiste Barreau, Laurent Carlier · 2020 · advanced · machine learning

    machine learning · neural networks

  15. HiveMind: Contribution-Guided Online Prompt Optimization of LLM Multi-Agent Systems

    Yihan Xia, Taotao Wang, Shengli Zhang · 2025 · advanced · machine learning

    algorithms · large language models · optimization

  16. HLOB -- Information Persistence and Structure in Limit Order Books

    Antonio Briola, Silvia Bartolucci, Tomaso Aste · 2024 · advanced · machine learning

    deep learning · financial machine learning · high frequency trading · market microstructure · neural networks · time series

  17. HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect

    Weikang Zhang, Alison Watts · 2025 · advanced · statistics

    cryptocurrencies · monte carlo simulation · statistical inference · tail risk

  18. Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation

    Mathias Hoffmann, Iryna Stewen · 2014 · intermediate · statistics

    banking · financial economics · housing markets

  19. Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise

    Ziyang Xiong, Zhao Chen, Christina Dan Wang · 2025 · advanced · statistics

    market microstructure · statistical inference

  20. Home Equity Insurance: A Pilot Project

    Andrew Caplin, William Goetzmann, Eric Hangen · 2006 · intermediate · risk management

    housing markets · insurance · real estate

  21. Homeownership as a Life Cycle Goldmine: Evidence from Macrohistory

    Yang Bai, Shize Li, Jialu Shen · 2025 · intermediate · portfolio management

    real estate

  22. Honey, I shrunk the sample covariance matrix

    Olivier Ledoit, Michael Wolf · 2003 · intermediate · portfolio management

    optimization · portfolio optimization · statistics

  23. Hopfield Networks for Asset Allocation

    Carlo Nicolini, Monisha Gopalan, Jacopo Staiano · 2024 · advanced · portfolio management

    machine learning · neural networks · portfolio management · portfolio optimization

  24. Hot money inflows and bank risk-taking: Germany from the 1920s to the Great Depression

    Postel-Vinay, Natacha, Collet, Stephanie · 2024 · intermediate · risk management

    banking

  25. Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading on Solana DEXs: Evidence, Theory, and Design Lessons from a 15-Day Deployment

    Arati Uday Kamat · 2026 · advanced · quantitative trading

    algorithmic trading · cryptocurrencies · decentralized finance · market microstructure · statistical inference

  26. House prices and financial liberalisation in Australia

    David M. Williams · 2009 · intermediate · time series

    econometrics · financial economics · housing markets · interest rates · mortgage markets · time series

  27. Household finance and the welfare state: a case study of the United States, 1980-­2010

    Gerba, Eddie, Schelkle, Waltraud · 2014 · intermediate · statistics

    causal inference · econometrics · time series

  28. Household Leverage Cycle Around the Great Recession

    Bo Li · 2024 · advanced · risk management

    causal identification · causal inference · credit markets · financial economics

  29. Household Portfolios and Financial Preparedness for Retirement

    Rowena Crawford, Cormac O'Dea · 2020 · advanced · portfolio management

    financial economics

  30. Housing market volatility in the OECD area: Evidence from VAR based return decompositions

    Tom Engsted, Thomas Q. Pedersen · 2013 · intermediate · time series

    econometrics · housing markets · real estate · time series

  31. Housing Wealth or Collateral: How Home Value Shocks Drive Home Equity Extraction and Spending

    Soeren Leth-Petersen, Henrik Yde Andersen · 2019 · intermediate · statistics

    housing markets

  32. Housing Wealth, Credit Conditions and Consumption

    Janine Aron, John Muellbauer · 2006 · advanced · statistics

    credit markets · financial economics · housing markets

  33. How accurate is the asymptotic approximation to the distribution of realised volatility?

    Ole E. Barndorff-Nielsen, Neil Shephard · 2001 · advanced · statistics

    econometrics · statistics · stochastic processes

  34. How can the dual martingale help solving the primal optimal stopping problem?

    Aurélien Alfonsi, Ahmed Kebaier, Jérôme Lelong · 2026 · advanced · options

    martingales · monte carlo simulation · numerical methods · option pricing · stochastic processes

  35. How Covid mobility restrictions modified the population of investors in Italian stock markets

    Paola Deriu, Fabrizio Lillo, Piero Mazzarisi · 2022 · intermediate · statistics

    equity markets

  36. How deep was the September 2001 stock market crisis? putting recent events on the American and French markets into perspective with an index of market shocks

    Maillet, Bertrand, Michel, Thierry · 2002 · intermediate · risk management

    risk management

  37. How Development and Liberalisation of the Financial Sector is Related to Income Inequality: Some New Evidence

    Jakob de Haan, Jan-Egbert Sturm · 2016 · intermediate · statistics

    financial economics · panel data

  38. How Did Japanese Investments Influence International Art Prices?

    Takato Hiraki, Akitoshi Ito, Darius Spieth · 2005 · intermediate · time series

    econometrics · real estate · time series

  39. How Did We Get Here? A Brief History of Expected Returns Formation

    Antti Ilmanen, Thomas Maloney · 2025 · intermediate · time series

    time series

  40. How Digital Asset Treasury Companies Can Survive Bear Markets: The Case of the Strategy and Bitcoin

    Hongzhe Wen · 2025 · advanced · risk management

    cryptocurrencies · liquidity · liquidity risk

  41. How do central bank collateral frameworks affect non-financial firms?

    Matthias Kaldorf, Florian Wicknig · 2021 · intermediate · risk management

    credit risk

  42. How do Conflicting Theories about Financial Markets Coexist?

    Wesley Phoa, Sergio Focardi, Frank Fabozzi · 2006 · intermediate · other

    other

  43. How Do Factor Premia Vary Over Time? A Century of Evidence

    Ronen Israel, Rachel Lee, Ashwin Thapar · 2021 · advanced · statistics

    asset pricing · factor investing · time series

  44. How Do Investors Form Long-Run Return Expectations?

    Antti Ilmanen · 2025 · intermediate · portfolio management

    portfolio management

  45. How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics?

    Keith Hazen, Julapa Jagtiani, Loretta J. Mester · 2026 · intermediate · quantitative trading

    cryptocurrencies · market microstructure

  46. How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market

    John Campbell, Tarun Ramadorai, Benjamin Ranish · 2012 · advanced · risk management

    credit risk · mortgage markets

  47. How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method

    Ying-Hui Shao, Yan-Hong Yang, Wei-Xing Zhou · 2021 · advanced · time series

    economic policy

  48. How Does Financial Liberalization affect Economic Growth?

    Bonfiglioli, Alessandra · 2005 · intermediate · statistics

    banking · financial economics

  49. How does latent liquidity get revealed in the limit order book?

    Lorenzo Dall'Amico, Antoine Fosset, Jean-Philippe Bouchaud · 2019 · advanced · quantitative trading

    liquidity · market microstructure

  50. How Does Liquidity Affect Government Bond Yields?

    Carlo Favero, Marco Pagano, Ernst-Ludwig von Thadden · 2007 · advanced · fixed income

    asset pricing · econometrics · fixed income · liquidity