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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4351–4400; page 88 of 188.

4351. Improving S&P 500 Volatility Forecasting through Regime-Switching Methods

      Ava C. Blake, Nivika A. Gandhi, Anurag R. Jakkula · 2025 · advanced · time series

      machine learning · time series · volatility forecasting

4352. Improving Swaption Calibration in Factor HJM Stochastic Volatility Models: A First-Order Correction to Frozen Swap-Rate Loadings

      Bram Brongers · 2026 · advanced · fixed income

      fixed income · interest rates · model calibration · stochastic processes · term structure models

4353. Improving the Estimates of the Risk Premia - Application in the UK Financial Market

      M. Pitsillis, S. Satchell · 2001 · advanced · statistics

      asset pricing · econometrics · regression

4354. In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region

      Tomer Shachmurove, Yochanan Shachmurove · 2007 · intermediate · time series

      econometrics · foreign exchange · time series

4355. In-kind finance

      Burkart, Mike, Ellingsen, Tore · 2002 · intermediate · risk management

      credit markets · financial economics

4356. In-kind finance: a theory of trade credit

      Burkart, Mike, Ellingsen, Tore · 2004 · advanced · risk management

      credit markets

4357. In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models

      Antoine Jacquier, Johannes Muhle-Karbe, Joseph Mulligan · 2025 · advanced · quantitative trading

      quantitative trading

4358. In-sample overfitting: avoiding the pitfalls in data mining

      CFM · 2016 · beginner · statistics

      backtesting

4359. Incentive compatible relationship between ERMII and Close-Cooperation in the Banking Union: The case of Bulgaria and Croatia

      Mari­a J Nieto, Dalvinder Singh · 2020 · intermediate · risk management

      banking

4360. Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion

      Constantin Mellios, Anh Ngoc Lai · 2022 · advanced · portfolio management

      behavioral finance · portfolio management

4361. Incentive Pareto Efficiency in Monopoly Insurance Markets with Adverse Selection

      Maria Andraos, Mario Ghossoub · 2026 · advanced · risk management

      insurance · optimization

4362. Incentive-Compatibility, Limited Liability and Costly Liquidation in Financial Contracting

      Zhengqing Gui, Ernst-Ludwig von Thadden, Xiaojian Zhao · 2018 · advanced · other

      corporate finance · financial economics · optimization

4363. Incidence des crises financières : une analyse empirique à partir des pays émergents

      Mohamed Ben Abdallah, Kalidou Diallo · 2004 · advanced · risk management

      banking · econometrics · panel data

4364. Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns

      Per Krusell, Anthony A. Smith, Jr. · advanced · portfolio management

      asset pricing · financial economics

4365. Income Disaster, Role of Income Support, and Optimal Retirement

      Tae Ung Gang, Seyoung Park, Yong Hyun Shin · 2025 · advanced · portfolio management

      optimization

4366. Incomplete Derivative Markets and Portfolio Insurance

      Charalambos Aliprantis, Donald J. Brown, Werner, J. · 1997 · advanced · derivatives

      derivatives · mathematical finance

4367. Incomplete Financial Markets and Jumps in Asset Prices

      Hervé Crès, Tobias Markeprand, Mich Tvede · 2009 · advanced · stochastic calculus

      asset pricing · financial economics

4368. Incorporating data drift to perform survival analysis on credit risk

      Jianwei Peng, Stefan Lessmann · 2026 · advanced · risk management

      credit risk · machine learning · model calibration · statistics

4369. Incorporating Estimation Risk in Portfolio Choice

      Ter Horst, J.R., de Roon, F.A., Werker, B.J.M. · 2000 · advanced · portfolio management

      portfolio management · portfolio optimization

4370. Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction

      Yu Zheng, Yongxin Yang, Bowei Chen · 2019 · advanced · options

      derivatives · machine learning · neural networks · volatility surface

4371. Incorporating signals into optimal trading

      Charles‐Albert Lehalle, Eyal Neuman · 2019 · advanced · quantitative trading

      optimal execution · optimization · stochastic processes

4372. Incorporating Uncertainty About Alternative Assets in Strategic Pension Fund Asset Allocation

      Wilma de Groot, Laurens A. P. Swinkels · 2008 · intermediate · portfolio management

      pensions · portfolio management · portfolio optimization

4373. Increases in Risk Aversion and Portfolio Choice in a Complete Market

      Philip H. Dybvig · 1988 · advanced · portfolio management

      financial economics · portfolio optimization

4374. Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations

      Davit Gondauri · 2025 · advanced · risk management

      liquidity · liquidity risk · systemic risk

4375. Incremental SVD for Large-Scale Dynamic Matrices: Accuracy, Subspace Stability, Refresh Strategies, and Financial Factor-Based Risk Models

      Stilyan Staykov · 2026 · advanced · risk management

      linear algebra · numerical methods

4376. Index insurance under demand and solvency constraints

      Olivier Lopez, Daniel Nkameni · 2025 · advanced · risk management

      insurance

4377. Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

      Jiang, G.J., van der Sluis, P.J. · 2000 · advanced · options

      interest rates · option pricing · stochastic processes

4378. Index Tracking via Learning to Predict Market Sensitivities

      Yoonsik Hong, Yanghoon Kim, Jeonghun Kim · 2022 · advanced · portfolio management

      deep learning · machine learning · portfolio management · portfolio optimization

4379. Indexes, currencies, and the political economy of sovereign bond market access

      Cormier, Ben, Naqvi, Natalya · 2025 · intermediate · fixed income

      fixed income

4380. Indian Derivatives Market Evolution and Challenge

      Shruthi B. C., N. Suresh · 2022 · beginner · derivatives

      derivatives

4381. Indian Stock Market Prediction using Augmented Financial Intelligence ML

      Anishka Chauhan, Pratham Mayur, Yeshwanth Sai Gokarakonda · 2024 · intermediate · machine learning

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

4382. Indifference pricing of pure endowments in a regime-switching market model

      Alessandra Cretarola, Benedetta Salterini · 2023 · advanced · risk management

      insurance · stochastic differential equations · stochastic processes

4383. Individual and collective stock dynamics: intra-day seasonalities

      Romain Allez, Jean-Philippe Bouchaud · 2011 · intermediate · time series

      statistics · time series

4384. Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?

      Schmitz, Philipp, Glaser, Markus, Weber, Martin · 2006 · intermediate · statistics

      behavioral finance · econometrics · statistical inference · time series

4385. Individual Investors and Volatility

      Thierry Foucault, David Sraer, David Thesmar · 2011 · advanced · time series

      causal inference

4386. Individual Stock-Option Prices and Credit Spreads

      Martijn Cremers, Joost Driessen, Pascal Maenhout · 2005 · intermediate · fixed income

      credit markets · credit risk · derivatives

4387. Industrial structure and financial capital flows

      Jin, Keyu · 2009 · advanced · other

      financial economics

4388. Inefficiencies of Carbon Trading Markets

      Nicola Borri, Yukun Liu, Aleh Tsyvinski · 2024 · intermediate · quantitative trading

      financial economics · market efficiency

4389. Inefficiency of CFMs: hedging perspective and agent-based simulations

      Samuel Cohen, Marc Sabaté Vidales, David Šiška · 2023 · advanced · quantitative trading

      liquidity

4390. Inefficient investment waves

      Zhiguo, He, Kondor, Peter · 2016 · advanced · other

      corporate finance · financial economics · liquidity

4391. Inefficient Liquidity Provision

      John Geanakoplos, Kieran James Walsh · 2017 · advanced · risk management

      financial economics · liquidity · liquidity risk

4392. Inequality and Financial Fragility

      Yuliyan Mitkov · 2019 · advanced · risk management

      banking · financial economics · financial stability

4393. Inequality, stock market participation, and the equity premium

      Favilukis, Jack · 2007 · advanced · statistics

      asset pricing · equity markets · financial economics

4394. Inequality, tax avoidance and financial instability

      Landier, Augustin, Plantin, Guillaume · 2011 · intermediate · risk management

      financial economics · financial stability

4395. Inference about Realized Volatility using Infill Subsampling

      Ilze Kalnina, Oliver Linton · 2007 · advanced · statistics

      statistical inference · stochastic processes

4396. Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

      Charles S. Bos, Neil Shephard · 2004 · advanced · time series

      foreign exchange · statistical inference · stochastic processes · time series

4397. Inference for stochastic volatility models using time change transformations

      Kalogeropoulos, Konstantinos, Roberts, Gareth O., Dellaportas, Petros · 2010 · advanced · statistics

      bayesian statistics · monte carlo simulation · statistical inference · stochastic differential equations · stochastic processes

4398. Inference from high-frequency data: A subsampling approach

      Kim Christensen, Mark Podolskij, Nopporn Thamrongrat · 2015 · advanced · statistics

      statistical inference · statistics

4399. Inferring financial stock returns correlation from complex network analysis

      Ixandra Achitouv · 2024 · advanced · portfolio management

      financial networks · portfolio optimization

4400. Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing

      Christopher Regan, Ying Xie · 2025 · advanced · machine learning

      large language models · market microstructure · options hedging