The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.
金融领域的前沿正在迅速转移，部分原因是该领域越来越多地使用定量方法。量化金融欢迎反映该领域动态的原创研究文章。该杂志提供了一个跨学科的论坛，提出了理论和经验的方法，并提供了高质量的原创新工作的快速出版。读者群广泛，包括研究人员和从业人员在一系列的专业和各种组织。所有的文章都应该以广大读者感兴趣为目标。
Optimization Methods in Finance
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1601863
Quant GANs: deep generation of financial time series
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2020.1730426
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1537503
The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1581368
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1570317
Tightening robust price bounds for exotic derivatives
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1603394
Internalisation by electronic FX spot dealers
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1504167
Generative Bayesian neural network model for risk-neutral pricing of American index options
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1490807
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1524154
On the seasonality in the implied volatility of electricity options
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1582792
Encoding of high-frequency order information and prediction of short-term stock price by deep learning
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1622314
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1588468
Stock market uncertainty and economic fundamentals: an entropy-based approach
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1579922
Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1622287
Enhancing the momentum strategy through deep regression
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1563707
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1585562
Risk parity portfolio optimization under a Markov regime-switching framework
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1486036
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1490806
Real options maximizing survival probability under incomplete markets
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1617891
Closed-form Arrow-Debreu pricing for the Hull-White short rate model
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1636125
Simulation-based Value-at-Risk for nonlinear portfolios
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1598568
Forecasting trade durations via ACD models with mixture distributions
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1618896
American option pricing under the double Heston model based on asymptotic expansion
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1478119
The principle of not feeling the boundary for the SABR model
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1486037
Forecasting realised volatility using ARFIMA and HAR models
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1600713
Volatility modeling and prediction: the role of price impact
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1636123
Agricultural commodity futures trading based on cross-country rolling quantile return signals
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1571682
On being a student of Ken Arrow
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1538692
Structural asset pricing theory with wavelets
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1594350
Weighing asset pricing factors: a least squares model averaging approach
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1602276
Dynamics of foreign exchange implied volatility and implied correlation surfaces
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1575517
Risk discriminating portfolio optimization
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2017.1387281
Model-driven statistical arbitrage on LETF option markets
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1605186
An agent-based model for the assessment of LTV caps
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2020.1733058
Pricing and hedging performance on pegged FX markets based on a regime switching model
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2020.1776378
Stochastic regularization for the mean-variance allocation scheme
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1564836
Price signatures
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1532102
On the efficacy of stop-loss rules in the presence of overnight gaps
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1605188
Path-breaking contributions of K. J. Arrow
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1533733
American-type basket option pricing: a simple two-dimensional partial differential equation
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1588987
Challenging the robustness of optimal portfolio investment with moving average-based strategies
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1468080
Deep learning for limit order books
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1546053
A systematic and efficient simulation scheme for the Greeks of financial derivatives
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1562196
Debt rating downgrades of financial institutions: causality tests on single-issue CDS and iTraxx
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1619933
Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S.
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1667519
Market making with minimum resting times
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1556399
The implied Sharpe ratio
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2020.1718194
Election predictions are arbitrage-free: response to Taleb
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1639802
Lifting the Heston model
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2019.1615113
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
来源期刊：Quantitative FinanceDOI：10.1080/14697688.2018.1459807
