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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 401–450; page 9 of 188.
A Practical Approach to Financial Crisis Indicators Based on Random Matrices
Antoine Kornprobst, Raphael Douady · 2015 · advanced · risk management
statistics
A Practical Guide to Quantitative Volatility Trading
Daniel Bloch · 2016
derivatives · mathematical finance · option pricing · volatility surface · volatility trading
A Practical Guide to Strip Caplet Volatilities
Fabien Le Floc'h · 2026 · advanced · options
derivatives · interest rates · numerical methods
A Practical Machine Learning Approach for Dynamic Stock Recommendation
Hongyang Yang, Xiao-Yang Liu, Qingwei Wu · 2025 · intermediate · machine learning
machine learning · regression
A Practitioner's Guide to AI+ML in Portfolio Investing
Mehmet Caner Qingliang Fan · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization · statistics
A Preference-Free Formula to Value Commodity Derivatives
Rodriguez, J.C. · 2007 · advanced · derivatives
asset pricing · commodities · derivatives · stochastic processes
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers
Gourinchas, Pierre-Olivier, Ray, Walker, Vayanos, Dimitri · 2025 · advanced · fixed income
asset pricing · financial economics · fixed income · foreign exchange · interest rates · term structure models
A preferred-habitat model of the term structure of interest rates
Vayanos, Dimitri, Vila, Jean-Luc · 2009 · intermediate · fixed income
asset pricing · fixed income · interest rates · term structure models
A Price-Based Framework for Stochastic Portfolio Theory
Jongbong An, Donghan Kim · 2026 · advanced · portfolio management
stochastic processes
A primal-dual decomposition based interior point approach to two-stage stochastic linear programming
Berkelaar, A.B., Dert, C.L., Oldenkamp, K.P.B. · 1999 · advanced · portfolio management
numerical methods · optimization
A Probabilistic Approach to Nonparametric Local Volatility
Martin Tegnér, Stephen Roberts · 2019 · advanced · options
bayesian statistics · derivatives · model calibration · option pricing · statistical inference · volatility surface
A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
Mihaela-Adriana Nistor, Ionel Popescu · 2026 · advanced · risk management
convex optimization
A proposal for an open-source financial risk model
Ho Hwang, Jong · 2014 · intermediate · risk management
risk management
A proposal for impact-adjusted valuation: critical leverage and execution risk
CFM · 2012 · advanced · risk management
liquidity · liquidity risk
A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
Len Patrick Dominic M. Garces, Gerald H. L. Cheang · 2020 · advanced · options
jump processes · option pricing · stochastic processes
A q-binomial extension of the CRR asset pricing model
Jean-Christophe Breton, Youssef El-Khatib, Jun Fan · 2021 · advanced · derivatives
probability · stochastic processes
A Quantum algorithm for linear PDEs arising in Finance
Filipe Fontanela, Antoine Jacquier, Mugad Oumgari · 2019 · advanced · options
derivatives · option pricing · partial differential equations
A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation
Titos Matsakos, Adrian Lomas · 2025 · advanced · portfolio management
algorithms · optimization · portfolio optimization
A Random Forest approach to detect and identify Unlawful Insider Trading
Krishna Neupane, Igor Griva · 2024 · intermediate · machine learning
data science · financial machine learning · machine learning
A random forest based approach for predicting spreads in the primary catastrophe bond market
Despoina Makariou, Pauline Barrieu, Yining Chen · 2020 · intermediate · machine learning
machine learning
A Range-Based Multivariate Model for Exchange Rate Volatility
Tims, B., Mahieu, R.J. · 2003 · advanced · time series
foreign exchange · statistics · stochastic processes · time series
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models
Mark Podolskij, Daniel Ziggel · 2008 · advanced · statistics
hypothesis testing · statistical inference · statistics · stochastic differential equations · stochastic processes
A Rank Approach to Equity Forecast Construction
Satchell, S.E., Wright, S.M. · 2005 · intermediate · portfolio management
factor investing · statistics
A Reappraisal of the Allocation Puzzle through the Portfolio Approach
Benhima Kenza · 2012 · advanced · portfolio management
financial economics
A Recommitment Strategy for Long Term Private Equity Fund Investors
de Zwart, G.J., Frieser, B., van Dijk, D.J.C. · 2007 · intermediate · portfolio management
portfolio management
A reconsideration of Minsky’s financial instabilityhypothesis
Bhattacharya, Sudipto, Goodhart, Charles, Tsomocos, Dimitrios P. · 2015 · advanced · risk management
financial stability
A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS
Alessio Lapolla · 2025 · advanced · stochastic calculus
jump processes · stochastic processes
A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures
Torben G. Andersen, Tim Bollerslev, Xin Huang · 2007 · advanced · time series
econometrics · statistics
A Reflective LLM-based Agent to Guide Zero-shot Cryptocurrency Trading
Yuan Li, Bingqiao Luo, Qian Wang · 2024 · advanced · machine learning
algorithmic trading · cryptocurrencies · large language models
A Regression-Based Share Market Prediction Model for Bangladesh
Syeda Tasnim Fabiha, Rubaiyat Jahan Mumu, Farzana Aktar · 2025 · intermediate · time series
regression
A regularity structure for rough volatility
Christian Bayer, Peter K. Friz, Paul Gassiat · 2017 · advanced · stochastic calculus
rough volatility · stochastic processes
A Regulator's Career Option: Revolving Doors, Regulatory Signals, and Firm Tail Risk
G. Charles-Cadogan · 2026 · advanced · risk management
capital structure · financial economics · option greeks · tail risk
A reinforcement learning extension to the Almgren-Chriss model for optimal trade execution
Dieter Hendricks, Diane Wilcox · 2014 · advanced · quantitative trading
machine learning · market microstructure · optimal execution · reinforcement learning · transaction costs
A Relative View on Tracking Error
Winfried George Hallerbach, Igor Pouchkarev · 2005 · intermediate · portfolio management
portfolio management
A remark on arbitrage free prices in multi-period economy
Bernard Cornet, Abhishek Ranjan · 2012 · advanced · other
financial economics · mathematical finance
A ReMeDI for Microstructure Noise
Merrick Li, Z., Linton, O. · 2019 · advanced · statistics
market microstructure · statistics
A representation of Keynes's long-term expectation in financial markets
Marcello Basili, Alain Chateauneuf, Giuliano Antonio · 2023 · advanced · other
financial economics · probability
A return-diversification approach to portfolio selection
Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino · 2023 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
Olivia Zhang, Zhilin Zhang · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
A Review of Reinforcement Learning in Financial Applications
Yahui Bai, Yuhe Gao, Runzhe Wan · 2024 · intermediate · machine learning
machine learning · reinforcement learning
A review of the Markov model of life insurance with a view to surplus
Oytun Haçarız, Torsten Kleinow, Angus S. Macdonald · 2025 · advanced · risk management
insurance · stochastic processes
A revised comparison between FF five-factor model and three-factor model,based on China's A-share market
Zhijing Zhang, Yue Yu, Qinghua Ma · 2021 · intermediate · statistics
asset pricing · regression
A Risk Management Approach for Portfolio Insurance Strategies
Benjamin Hamidi, Bertrand Maillet, Jean-Luc Prigent · 2009 · advanced · risk management
risk management
A Risk Mitigation Model of Monetary Ecosystem with Stablecoins
Hongzhe Wen, R. S. M. Lau · 2025 · intermediate · risk management
financial stability · liquidity risk · systemic risk
A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
Xianhua Peng, Xiang Zhou, Bo Xiao · 2024 · advanced · options
machine learning · options hedging · reinforcement learning · risk management · tail risk
A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
Jian'an Zhang · 2025 · advanced · options
deep learning · derivatives · machine learning · neural networks
A Robust Statistical Analysis of the Role of Hydropower on the System Electricity Price and Price Volatility
Olukunle O. Owolabi, Kathryn Lawson, Sanhita Sengupta · 2022 · intermediate · time series
econometrics · regression · statistical inference · statistics
A robust stochastic control problem with applications to monotone mean-variance problems
Yuyang Chen, Tianjiao Hua, Peng Luo · 2024 · advanced · stochastic calculus
stochastic calculus · stochastic processes
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy
Kei Nakagawa, Masaya Abe, Junpei Komiyama · 2019 · advanced · machine learning
deep learning · equity markets · factor investing · machine learning · neural networks
A Run on Fossil Fuel? Climate Change and Transition Risk
Michael Barnett · 2024 · advanced · risk management
asset pricing · financial economics