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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 4701–4750; page 95 of 188.

4701. Ito-Wentzell Formula and Dupire Stochastic PDE

      Vladimir Lucic · 2026 · advanced · stochastic calculus

      partial differential equations · stochastic calculus · stochastic differential equations · stochastic processes

4702. IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers

      Hanwool Lee, Heehwan Park · 2024 · advanced · quantitative trading

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

4703. Jacobian Rank Collapse in Decision-Focused Learning

      Aojie Yuan, Haiyue Zhang, Zijian Su · 2026 · advanced · machine learning

      linear algebra · machine learning · optimization

4704. Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling

      Xiang Li, Zikai Wei, Yiyan Qi · 2026 · advanced · machine learning

      algorithmic trading · financial machine learning · large language models · machine learning · natural language processing · reinforcement learning

4705. JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

      Sascha Frey, Kang Li, Peer Nagy · 2023 · advanced · quantitative trading

      reinforcement learning

4706. JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading

      Valentin Mohl, Sascha Frey, Reuben Leyland · 2025 · advanced · machine learning

      high frequency trading · reinforcement learning

4707. JDOI Variance Reduction Method and the Pricing of American-Style Options

      Johan Auster, Ludovic Mathys, Fabio Maeder · 2021 · advanced · options

      derivatives · jump processes · monte carlo simulation · numerical methods · option pricing · stochastic differential equations

4708. Joint Bidding on Intraday and Frequency Containment Reserve Markets

      Yiming Zhang, Wolfgang Ridinger, David Wozabal · 2025 · advanced · quantitative trading

      backtesting · machine learning · optimization

4709. Joint calibration of the volatility surface and variance term structure

      Jiwook Yoo · 2025 · advanced · options

      derivatives · model calibration · option pricing · volatility surface

4710. Joint deep calibration of the 4-factor PDV model

      Fabio Baschetti, Giacomo Bormetti, Pietro Rossi · 2025 · advanced · options

      machine learning · model calibration · monte carlo simulation · neural networks · numerical methods · option pricing

4711. Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view

      Hélène Guérin, Jean-François Renaud · 2016 · advanced · stochastic calculus

      stochastic processes

4712. Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels

      Damir Filipovic, Paul Schneider · 2024 · advanced · statistics

      asset pricing · panel data · statistical inference

4713. Joint Liability Model with Adaptation to Climate Change

      Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto · 2024 · advanced · risk management

      credit risk

4714. Joint model for longitudinal and spatio-temporal survival data

      Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese · 2023 · advanced · risk management

      bayesian statistics · credit risk · statistical inference

4715. Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties

      Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang · 2024 · advanced · time series

      statistics · time series

4716. Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models

      Liexin Cheng, Xue Cheng, Xianhua Peng · 2024 · advanced · options

      derivatives · option pricing · stochastic processes

4717. Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction

      Keonvin Park · 2026 · advanced · portfolio management

      deep learning · machine learning · neural networks · portfolio management · time series

4718. Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints

      Eduardo Abi Jaber, Camille Illand, Shaun Xiaoyuan Li · 2024 · advanced · options

      model calibration · neural networks · numerical methods · option pricing · rough volatility · stochastic processes

4719. Joint survival annuity derivative valuation in the linear-rational Wishart mortality model

      Jose Da Fonseca, Patrick Wong · 2026 · advanced · derivatives

      derivatives · stochastic processes

4720. Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems

      Daniel Gaigall, Stefan Weber · 2025 · advanced · risk management

      insurance · systemic risk

4721. Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market

      Biais, Bruno, Hilton, Denis, Mazurier, Karine · 2004 · intermediate · quantitative trading

      behavioral finance · financial economics

4722. Jump detection in financial asset prices that exhibit U-shape volatility

      Cecilia Mancini · 2025 · intermediate · quantitative trading

      jump processes · statistics

4723. Jump detection in high-frequency order prices

      Markus Bibinger, Nikolaus Hautsch, Alexander Ristig · 2024 · advanced · statistics

      jump processes · market microstructure · statistical inference · stochastic processes

4724. Jump risk premia in the presence of clustered jumps

      Francis Liu, Natalie Packham, Artur Sepp · 2025 · advanced · options

      derivatives · jump processes · option pricing · stochastic processes

4725. Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model

      Mark Davis, Sebastien Lleo · 2010 · advanced · portfolio management

      brownian motion · optimization · partial differential equations · portfolio management · stochastic calculus · stochastic differential equations

4726. Jump-Robust Volatility Estimation using Nearest Neighbor Truncation

      Torben G. Andersen, Dobrislav Dobrev, Ernst Schaumburg · 2009 · advanced · time series

      jump processes · statistics

4727. Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme

      Christian Walter · 2015 · advanced · stochastic calculus

      jump processes · mathematical finance · stochastic processes

4728. Jumpstarting an international currency

      Bahaj, Saleem, Reis, Ricardo · 2026 · advanced · risk management

      risk management

4729. KACDP: A Highly Interpretable Credit Default Prediction Model

      Kun Liu, Jin Zhao · 2024 · intermediate · risk management

      credit risk · deep learning · machine learning · neural networks

4730. Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets

      Eric Benhamou · 2019 · intermediate · time series

      statistical inference

4731. KAN based Autoencoders for Factor Models

      Tianqi Wang, Shubham Singh · 2024 · advanced · machine learning

      asset pricing · backtesting · factor investing · financial machine learning · machine learning · neural networks

4732. KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver

      Rushikesh Handal, Masanori Hirano · 2026 · advanced · options

      deep learning · neural networks · option pricing · options hedging

4733. KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks

      Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang · 2024 · intermediate · options

      derivatives · machine learning · monte carlo simulation · neural networks · numerical methods · option pricing

4734. Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing

      Mark Higgins · 2026 · advanced · options

      derivatives · option pricing · stochastic processes

4735. Keeping up with the Joneses: An international asset pricing model

      Juan-Pedro Gómez, Richard Priestly, Fernando Zapatero · 2003 · advanced · statistics

      asset pricing · capm · financial economics

4736. KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees

      Jiayu Li · 2026 · advanced · portfolio management

      financial machine learning · machine learning · optimization · portfolio management · portfolio optimization

4737. Kendall Correlation Coefficients for Portfolio Optimization

      Tomas Espana, Victor Le Coz, Matteo Smerlak · 2024 · advanced · portfolio management

      portfolio management · portfolio optimization · statistics

4738. Kernel Learning for Mean-Variance Trading Strategies

      Owen Futter, Nicola Muca Cirone, Blanka Horvath · 2025 · advanced · quantitative trading

      machine learning · optimization · portfolio management · portfolio optimization

4739. Kicking the Can Down the Road: Government Interventions in the European Banking Sector

      Viral V. Acharya, Lea Borchert, Maximilian Jager · 2023 · intermediate · risk management

      banking · economic policy · financial economics

4740. Kicking-the-bucket: Fast privacy-preserving trading using buckets

      da Gama, Mariana Botelho, Cartlidge, John, Polychroniadou, Antigoni · 2022 · advanced · quantitative trading

      algorithms

4741. KineticSim: A Lightweight, High-Performance Execution Engine for Real-Time Market Simulators

      Shakya Jayakody, Prarthinie Jayakody · 2026 · advanced · programming

      programming

4742. Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL

      Kiarash Firouzi, Parham Pajouhi · 2026 · intermediate · other

      cryptocurrencies · economic policy

4743. Knowledge-Optimising Investment Decisions with Informative Datasets

      Sidharth Mallik, Waymond Rodgers · 2026 · intermediate · portfolio management

      optimization · portfolio management · portfolio optimization

4744. Kronos: A Foundation Model for the Language of Financial Markets

      Yu Shi, Zongliang Fu, Shuo Chen · 2025 · advanced · machine learning

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

4745. Kullback-Leibler Barycentre of Stochastic Processes

      Sebastian Jaimungal, Silvana M. Pesenti · 2024 · advanced · statistics

      deep learning · machine learning · statistics · stochastic processes

4746. Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity

      L. Ponta, A. Carbone · 2024 · advanced · time series

      risk management · statistics · stochastic processes · time series

4747. Kyle-Back Models with risk aversion and non-Gaussian Beliefs

      Shreya Bose, Ibrahim Ekren · 2020 · advanced · quantitative trading

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

4748. Kyle's Model with Stochastic Liquidity

      Ibrahim Ekren, Brad Mostowski, Gordan Žitković · 2022 · advanced · quantitative trading

      asset pricing · liquidity · market microstructure · stochastic processes

4749. L’accumulation de liquidités par les sociétés non financières en France : l’effet des besoins de couverture et de la baisse des coûts de financement

      Marie-Baïanne Khder, Simon Ray · 2020 · intermediate · other

      corporate finance · financial economics · interest rates · liquidity

4750. L’inclusion financière par le mobile-banking au Sénégal : l’analyse des facteurs socio-économiques d’adoption

      François-Seck Fall, Ousmane Birba · 2019 · intermediate · statistics

      banking · statistical inference · statistics