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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4401–4450; page 89 of 188.

  1. Inferring Option Movements Through Residual Transactions: A Quantitative Model

    Carl von Havighorst, Vincil Bishop · 2024 · intermediate · options

    derivatives

  2. Infinite dimensional portfolio representation as applied to model points selection in life insurance

    Enrico Ferri · 2018 · advanced · risk management

    interest rates · risk management · stochastic calculus

  3. Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences

    Erhan Bayraktar, Emmet Lawless · 2026 · advanced · stochastic calculus

    mathematical finance · optimization

  4. Infinite-mean models in risk management: Discussions and recent advances

    Yuyu Chen, Ruodu Wang · 2024 · advanced · risk management

    insurance · risk management · statistics

  5. Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia

    Kajuth, Florian, Watzka, Sebastian · 2008 · advanced · fixed income

    fixed income · liquidity

  6. Inflation in 2010 and Beyond — Part II

    Michael Katz, Christopher Palazzolo · 2010 · intermediate · portfolio management

    portfolio management

  7. Inflation Models with Correlation and Skew

    Orcan Ogetbil, Bernhard Hientzsch · 2024 · advanced · fixed income

    fixed income · inflation derivatives · model calibration

  8. Inflation Tracking Portfolios

    Christopher Downing, Francis A. Longstaff, Michael A. Rierson · 2012 · intermediate · portfolio management

    equity markets · portfolio management

  9. Inflation, political instability and stockmarket volatility in interwar Germany

    Hans Joachim Voth · 2001 · intermediate · time series

    equity markets

  10. Inflationary Regimes and Asset Class Performance

    CFM · 2021 · intermediate · portfolio management

    trend following

  11. Inflationary Regimes and Asset Class Performance – Part 2: Convexity of Trend Following

    CFM · 2022 · intermediate · quantitative trading

    backtesting · trend following

  12. Influence of jump-at-default in IR and FX on Quanto CDS prices

    A. Itkin, V. Shcherbakov, A. Veygman · 2017 · advanced · fixed income

    credit derivatives · foreign exchange · interest rates · jump processes

  13. Informal Finance: A Theory of Moneylenders

    Andreas Madestam · 2008 · advanced · risk management

    credit markets · financial economics

  14. Information aggregation and learning in a dynamic asset pricing model

    Michele Berardi · 2018 · advanced · statistics

    asset pricing · bayesian statistics · financial economics

  15. Information Aggregation, Security Design, and Currency Swaps

    Mark Grinblatt, Bhagwan Chowdhry, David Levine · 2002 · advanced · other

    corporate finance · derivatives · financial economics · foreign exchange

  16. Information and the Equity Premium

    Gollier, Christian, Schlee, Edward · 2011 · advanced · other

    asset pricing · financial economics

  17. Information asymmetries, volatility, liquidity, and the Tobin Tax

    Danilova, Albina, Julliard, Christian · 2014 · advanced · quantitative trading

    financial economics · market microstructure

  18. Information Asymmetry Index: The View of Market Analysts

    Roberto Frota Decourt, Heitor Almeida, Philippe Protin · 2024 · intermediate · other

    algorithms · regression

  19. Information Content of Equity Analyst Reports

    Asquith, Paul, Mikhail, Michael, Au, Andrea · 2004 · intermediate · statistics

    statistics

  20. Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market

    HyeonJun Kim · 2023 · intermediate · statistics

    equity markets

  21. Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems

    Will Hicks · 2024 · advanced · stochastic calculus

    probability

  22. Information extraction and artwork pricing

    Jaehyuk Choi, Lan Ju, Jian Li · 2023 · intermediate · statistics

    regression

  23. Information Flow in the FTX Bankruptcy: A Network Approach

    Riccardo De Blasis, Luca Galati, Rosanna Grassi · 2024 · intermediate · risk management

    cryptocurrencies · financial networks

  24. Information geometry of Lévy processes and financial models

    Jaehyung Choi · 2025 · advanced · stochastic calculus

    statistics · stochastic processes

  25. Information Geometry of Risks and Returns

    Andrei N. Soklakov · 2022 · advanced · risk management

    mathematical finance · optimization · risk management

  26. Information in derivatives markets: forecasting prices with prices

    Martin, Ian W. R. · 2025 · intermediate · time series

    derivatives

  27. Information in Mandatory and Voluntary Earnings Announcement Date Forecasts

    Barth, Mary E., Clinch, Greg, Ma, Paul · 2018 · intermediate · statistics

    statistics

  28. Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026

    Maksym Nechepurenko · 2026 · advanced · quantitative trading

    statistical inference · statistics

  29. Information Leakages in the Green Bond Market

    Darren Shannon, Jin Gong, Barry Sheehan · 2025 · intermediate · statistics

    equity markets

  30. Information Mirages and Financial Contagion in Asset Market Experiment

    Noussair, C.N., Xu, Yilong · 2014 · intermediate · risk management

    contagion

  31. Information network modeling for U.S. banking systemic risk

    Nicola, Giancarlo, Cerchiello, Paola, Aste, Tomaso · 2020 · advanced · risk management

    banking · financial networks · systemic risk · time series

  32. Information Networks of Stock Prices

    Muhammad Aldy Hassan, Hokky Situngkir · 2026 · intermediate · statistics

    financial networks · statistics

  33. Information processing on equity prices and exchange rate for cross-listed stocks

    Scherrer, Cristina Mabel · 2021 · advanced · time series

    econometrics · equity markets · foreign exchange · time series

  34. Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market

    Sungwoo Kang · 2026 · advanced · quantitative trading

    equity markets · market microstructure · time series

  35. Information Structures in Stablecoin Markets

    Brian Zhu · 2024 · advanced · risk management

    risk management

  36. Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect

    Taisuke Otsu, Chen Qiu · 2018 · advanced · statistics

    asset pricing · econometrics · statistical inference

  37. Information theoretic causality detection between financial and sentiment data

    Scaramozzino, Roberta, Cerchiello, Paola, Aste, Tomaso · 2021 · intermediate · statistics

    causal inference · equity markets · time series

  38. INFORMATION-BASED TRADING

    George Bouzianis, Lane P. Hughston, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading

    asset pricing · stochastic processes

  39. Information-minimizing stationary financial market dynamics

    Eckhard Platen · 2025 · advanced · stochastic calculus

    financial economics · mathematical finance · optimization · stochastic differential equations · stochastic processes

  40. Information-Theoretic Approach to Financial Market Modelling

    Eckhard Platen · 2026 · advanced · stochastic calculus

    asset pricing · mathematical finance · stochastic differential equations · stochastic processes

  41. Information, Liquidity and Asset Prices

    Benjamin Lester, Andrew Postlewaite, Randall Wright · 2008 · advanced · other

    asset pricing · financial economics · liquidity

  42. Information, Liquidity, and Dynamic Limit Order Markets

    Roberto Riccò, Barbara Rindi, Duane J. Seppi · 2020 · advanced · quantitative trading

    liquidity · market microstructure

  43. Information, Liquidity, Asset Prices and Monetary Policy, Second Version

    Benjamin Lester, Andrew Postlewaite, Randall Wright · 2010 · advanced · other

    asset pricing · economic policy · financial economics · liquidity

  44. Informational black holes in financial markets

    Axelson, Ulf, Makarov, Igor · 2023 · advanced · other

    financial economics

  45. Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach

    Michele Bonollo, Martino Grasselli, Gianmarco Mori · 2025 · advanced · risk management

    risk management · statistics

  46. Informed trading in government bond markets

    Czech, Robert, Huang, Shiyang, Lou, Dong · 2021 · intermediate · fixed income

    fixed income · hedge funds · mutual funds

  47. Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data

    Filip Stefaniuk, Robert Ślepaczuk · 2025 · intermediate · quantitative trading

    algorithmic trading · cryptocurrencies · deep learning · high frequency trading · neural networks · time series

  48. Inhomogeneous Financial Networks and Contagious Links

    Hamed Amini, Andreea Minca · 2014 · advanced · risk management

    contagion · financial networks · financial stability · systemic risk

  49. Innovating Risk Modelling for Global Funds

    Swaraj Gambhir, Thanu George, Kairavi Sivasankar · 2026 · intermediate · risk management

    linear algebra · portfolio management · risk management

  50. Innovative Extensions to Option Pricing: Asymmetric Brownian Motion and Random Walk Approaches

    Jagdish Gnawali, Abootaleb Shirvani, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage · 2026 · advanced · options

    brownian motion · mathematical finance · option pricing · stochastic processes