List of Research Topics and Ideas of Mathematical Finance for MS and Ph.D. Thesis.

- A class of mesh-free algorithms for mathematical finance, machine learning and fluid dynamics
- A Mathematical Finance Database By Marek Rutkowski and Marek Musiela
- Using a Multi-criteria Decision-making Mathematical Tech-nique for the Influential and Interaction Factors in Pension Fund
- A -functional It\^o’s formula and its applications in mathematical finance
- A class of mesh-free algorithms for finance, machine learning, and fluid dynamics
- AC^{0, 1}-functional Itô’s formula and its applications in mathematical finance
- Mathematical Modeling in Finance
- Risk-sensitive benchmarked asset management with expert forecasts
- Malliavin Calculus in Finance: Theory and Practice
- A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
- Ranking of Banks’ Risk Reporting Using Data Envelopment Analysis
- Using Fuzzy Delphi Technique to Identify Financial Factors Affecting Risk Management in Iranian Banks
- Long-Memory Models in Mathematical Finance
- Modelling Optimal Predicting Future Cash Flows Using New Data Mining Methods (A Combination of Artificial Intelligence Algorithms)
- The efficiency of innovative techniques in improving new and traditional standards of corporates’ performance
- Experimental Comparison of Financial Distress Prediction Models Using Imbalanced data sets
- Designing and evaluating the profitability of linear trading system based on the technical analysis and correctional property
- Pattern Explanation of Micro and Macro variables on Return of Stock Trading Strategies
- [BOOK][B] Point Processes and Jump Diffusions: An Introduction with Finance Applications
- Bitcoin in the economics and finance literature: a survey
- The Alpha-Heston stochastic volatility model
- Counter-hegemonic finance: The gamestop short squeeze
- Evaluation the profitability of dynamic investment projects by using ordered fuzzy numbers
- Portfolio Optimization Based on Semi Variance and Another Perspective of Value at Risk Using NSGA II, MOACO, and MOABC Algorithms
- Performance Analysis of Global Hedge Funds
- Explain and Prioritize Information Disclosure Factors related to Sustainable Development Accounting with Fuzzy Approach
- Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
- Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions
- The Tail Mean-Variance Model and Extended Efficient Frontier
- … for the Summer School\From L evy Processes to Semimartingales| Recent Theoretical Developments and Applications to Finance”(Aarhus, August 2002)
- The Long Memory of the Jump Intensity of the Price Process
- Smart Network Price Policy for ISP Based on Traffic Prediction
- Modeling Islamic Economics and Finance Research: A Bibliometric Analysis
- Developing a Measurement Model for the Sensitivity Analysis of Asset Returns with Regard to Beta Index of Exchange Rate in the Context of the Modified …
- The Driving Factors of China’s Housing Prices Pre-and after 2012
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection
- Using contingency approach to improve firms’ financial performance forecasts
- Deep learning for efficient frontier calculation in finance
- On Farkas’ Lemma and Related Propositions in BISH
- Covariate Selection for Mortgage Default Analysis Using Survival Models
- Finite-Time Stabilization of a Perturbed Chaotic Finance Model
- Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling
- Financial Performance Evaluation of Companies Using Decision Trees Algorithm and Multi-Criteria Decision-Making Techniques with an Emphasis on …
- Ranking the efficiency and soundness of business banks using a combined method of data envelopment analysis and fuzzy vikor
- The effect of JCPOA on the network behavior analysis of tehran stock exchange indexes
- Notes on Applied Probability and Stochastic Finance
- An Investigation into the Effect of CEO’s Perceptual Biases on Investment Efficiency and Financing Constraints of the Iranian Listed Firms
- Rapport sur les contributions
- Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
- Interest and Growth
- Geographic diversity in academic finance editorial boards—A discussion
- Topics in McKean-Vlasov equations: rank-based dynamics and Markovian projection with applications in finance and stochastic control.
- Classifying a Lending Portfolio of Loans with Dynamic Updates via a Machine Learning Technique
- Forward indifference valuation and hedging of basis risk under partial information
- An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps
- Earnings Manipulation and Adjustment Speed towards an Optimal Leverage
- Reinforcement learning in economics and finance
- Interest and Growth
- Multi-stage distributionally robust optimization with risk aversion
- Citations and the readers’ information-extracting costs of finance articles
- Development of Internet Supply Chain Finance Based on Artificial Intelligence under the Enterprise Green Business Model
- FOUR NEW FORMS OF THE TAYLOR–ITO AND TAYLOR–STRATONOVICH EXPANSIONS AND ITS APPLICATION TO THE HIGH-ORDER STRONG …
- To Study the Effect of Investor Protection on Future Stock Price Crash Risk
- TODIM method based on cumulative prospect theory for multiple attribute group decision-making under 2-tuple linguistic Pythagorean fuzzy environment
- Mathematical Modeling of Stock Price Behavior and Option Valuation
- Approximation of backward stochastic partial differential equations by a splitting-up method
- Identifying and Ranking the Factors Affecting Customer Financial Behavior using Multi-Criteria Decision Making Technic (TOPSIS)
- Finance Academy Ideological Bias Case Study
- Machine learning methods in finance
- A solution to the Monge transport problem for Brownian martingales
- Optimal portfolio of an investor in a financial market
- University of Customs and Finance
- Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps
- Lévy processes with respect to the Whittaker convolution
- Predictability of financial statements fraud-risk using Benford’s Law
- White noise differential equations for vector-valued white noise functionals
- Real Option Technique for an Assessment of the Itakpe Iron Ore Project
- The effect of financial distress on stock returns, through systematic risk and profitability as mediator variables
- An efficient spectral method for the numerical solution to some classes of stochastic differential equations
- Exponentially fitted block backward differentiation formulas for pricing options
- Time consistency of the mean-risk problem
- Calculated Values: Finance, Politics, and the Quantitative Age by William Deringer
- Solving high-dimensional optimal stopping problems using deep learning
- Stability analysis of stochastic fractional-order competitive neural networks with leakage delay [J]
- Simplified stochastic calculus with applications in Economics and Finance
- Continuous-Time Mean-Variance Portfolio Selection with Regime Switching Financial Market: Time-Consistent Solution
- Optimal Make-Take Fees in a Multi Market-Maker Environment
- Approximating Correlation Matrices Using Stochastic Lie Group Methods
- A new approach by two-dimensional wavelets operational matrix method for solving variable-order fractional partial integro-differential equations
- Adaptive Control and Multi-variables Projective Synchronization of Hyperchaotic Finance System
- Multiple Solutions for the Klein-Gordon-Maxwell System with Steep Potential Well
- Anisotropic non-linear time-fractional diffusion equation with a source term: Classification via Lie point symmetries, analytic solutions and numerical simulation
- A comparative study of curriculum and assessment of Law, Finance, & ICT at Luarasi university vs three UK universities
- OPTION PRICING USING ROUGH REALIZED MEASURES
- Evaluation of Students Performance using Fuzzy Set Theory in Online Learning of Islamic Finance Course.
- Postcolonial Finance: The Political History of ‘Risk-Versus-Reward’Investment in Emerging Markets
- A survey of some recent applications of optimal transport methods to econometrics
- Are Delay and Interval Effects the Same Anomaly in the Context of Intertemporal Choice in Finance?
- On statistical indistinguishability of complete and incomplete market models
- Penalty Methods for Bilateral XVA Pricing in European and American Contingent Claims by a Partial Differential Equation Model
- Model-free price bounds under dynamic option trading
- Finance 4.0-Towards a Socio-Ecological Finance System: A Participatory Framework to Promote Sustainability
- Local discontinuous Galerkin method for a nonlocal viscous conservation laws
- Hedging futures performance with denoising and noise-assisted strategies
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
- Consistent Upper Price Bounds For Exotic Options
- L0-convex compactness and its applications to random convex optimization and random variational inequalities
- Ecological finance theory: New foundations
- On the strong Markov property for stochastic differential equations driven by G-Brownian motion
- A weak law of large numbers for the sequence of uncorrelated fuzzy random variables
- The Cold War: a very short introduction
- Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
- Determining the premium of paddy insurance using the extreme value theory method and the operational value at risk approach
- P 0lim
- Monitoring trucks to reveal Belgian geographical structures and dynamics: From GPS traces to spatial interactions
- Brazilian stock market bubble in the 2010s
- Deep Neural Network and Time Series Approach for Finance Systems: Predicting the Movement of the Indian Stock Market
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes
- Modelling tail risk with tempered stable distributions: an overview
- The CTMC–Heston Model: Calibration and Exotic Option Pricing With SWIFT
- Valuation of Third Party Litigation Finance Contracts using a Real Option Methodology
- Anticipated backward stochastic differential equations with quadratic growth
- Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models. Risks 9: 13
- Unconditional density vs conditional density functions in estimating value-at-risk
- The Kazakh University of Economics, Finance and International Trade1 Nur-Sultan ?. Almaty Management University2 Almaty ?.
- Martingale transport with homogeneous stock movements
- A relative robust approach on expected returns with bounded CVaR for portfolio selection
- Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
- Deep ReLU neural network approximation for stochastic differential equations with jumps
- Lower bound approximation of nonlinear basket option with jump-diffusion
- Ancient Egypt: a very short introduction
- The effect of religiosity on stock market speculation
- Reframing supply chain finance in an era of reglobalization: On the value of multi-sided crowdfunding platforms
- A study of the microevolution mechanism of internet finance in China from the perspective of the labour division
- The Influence of Related Party Transaction and Corporate Governance on Firm Value: An Empirical Study in Indonesia
- Thermodynamics of gambling demons
- Level-set inequalities on fractional maximal distribution functions and applications to regularity theory
- Mathematics II: Handout
- Markowitz-based cardinality constrained portfolio selection using Asexual Reproduction Optimization (ARO)
- Calibration of the Heston stochastic local volatility model: A finite volume scheme
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
- Optimal Dividend Problem: Asymptotic Analysis
- The role of digital transformation to empower supply chain finance: current research status and future research directions (Guest editorial)
- Shadow couplings
- An econometric model for intraday electricity trading
- Numeraires and martingale measures in the Black-Scholes models
- The sum of two independent polynomially-modified hyperbolic secant random variables with application in computational finance
- Economic capital and RAROC in a dynamic model
- Networks in economics and finance in Networks and beyond: A half century retrospective
- Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and Other Emerging Markets
- Exact first-passage time distributions for three random diffusivity models
- Multi-utility representations of incomplete preferences induced by set-valued risk measures
- Optimal bitcoin trading with inverse futures
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- Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
- Risk assessment for financial accounting: modeling probability of default
- Public spending and green economic growth in BRI region: Mediating role of green finance
- Evaluation of strategic and financial variables of corporate sustainability and ESG policies on corporate finance performance
- Measuring the Environmental Maturity of the Supply Chain Finance: A Big Data-Based Multi-Criteria Perspective
- Non-capital calibration of bureau scorecards
- Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure
- The SIPTA Newsletter
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
- Monetary risk measures for stochastic processes via Orlicz duality
- Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis
- Finance for SMEs and its effect on growth and inequality: evidence from South Africa
- Machine Learning for Financial Stability
- Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
- A joint inventory–finance model for coordinating a capital-constrained supply chain with financing limitations
- Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
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- Evaluation of the effect of credit evaluation on financial performance of commercial banks in Kisii County, Kenya
- Hazardous infectious waste collection and government aid distribution during COVID-19: A robust mathematical leader-follower model approach
- [BOOK][B] Coral reefs: a very short introduction
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement
- Risk arbitrage and hedging to acceptability under transaction costs
- Mean-Variance Investment and Risk Control Strategies–A Time-Consistent Approach via A Forward Auxiliary Process
- Sample average approximation of CVaR-based hedging problem with a deep-learning solution
- Efficiency measurement of Canadian oil and gas companies
- Modified inertial subgradient extragradient method with self adaptive stepsize for solving monotone variational inequality and fixed point problems
- Effect of internationally imported cases on internal spread of COVID-19: a mathematical modelling study
- A Model of Market Making and Price Impact
- Solving high-dimensional parabolic PDEs using the tensor train format
- The multivariate tail-inflated normal distribution and its application in finance
- Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio
- Short Rate Dynamics: A Fed Funds and SOFR perspective
- Testing by betting: A strategy for statistical and scientific communication
- The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht
- Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\’evy models
- Climate finance governance through transnational networks
- Hedging with linear regressions and neural networks
- Consistent pricing of VIX options with the Hawkes jump-diffusion model
- Big data analytics in digital platforms: how do financial service providers customise supply chain finance?
- Fuzzy decision support modeling for internet finance soft power evaluation based on sine trigonometric Pythagorean fuzzy information
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model
- Access to finance for SMEs in post-socialist countries: the Baltic States and the South Caucasus compared
- Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler–Maruyama approximation
- Robust pricing and hedging of options on multiple assets and its numerics
- Finance-led growth hypothesis for Asia: an insight from new data
- Mathematical Model of Integration of Cyber-Physical Systems for Solving Problems of Increasing the Competitiveness of the Regions of the Russian Federation
- A fitted finite volume method for stochastic optimal control problems in finance [J]
- A fitted finite volume method for stochastic optimal control problems in finance
- Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
- Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective
- How does digital finance impact the leverage of Chinese households?
- An investigation of cryptocurrency data: the market that never sleeps
- The opportunities and challenges of utilizing alternative data in the assessment of creditworthiness in the Finnish consumer finance
- Export complexity and the product space: any role for finance?
- Chapter-7 Theoretical Review of Behavioural Finance and Investment Decision making
- How to re-conceptualise and re-integrate climate-related finance into society through ecological accounting?
- A general property for time aggregation
- Homogenization of random convolution energies
- Optimal Transport of Information
- Modelling and prediction of surface roughness in wire arc additive manufacturing using machine learning
- Spillover effects in empirical corporate finance
- A general approach to smooth and convex portfolio optimization using lower partial moments
- Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility
- Justice is an option: A democratic theory of finance for the twenty-first century
- Optimal control of the SIR model in the presence of transmission and treatment uncertainty
- Integral Sliding Mode Controller Design for the Global Chaos Synchronization of a New Finance Chaotic System with Three Balance Points and Multi-Stability
- CPT-TODIM method for bipolar fuzzy multi-attribute group decision making and its application to network security service provider selection
- A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting
- Centre for Global Finance
- Deciphering the Global Private Financial Flows
- Resonance phenomenon for a nonlinear system with fractional derivative subject to multiplicative and additive noise
- Robust encoder-decoder learning framework for offline handwritten mathematical expression recognition based on a multi-scale deep neural network
- Regret-sensitive equity premium
- Understanding the impact of land finance on industrial structure change in China: Insights from a spatial econometric analysis
- Finance in the World of Artificial Intelligence and Digitalization
- Model-independent pricing with insider information: a Skorokhod embedding approach
- Modelling Volatile Time Series with V-Transforms and Copulas
- AM Kazybayeva, PhD, assoc. prof?ssor2 The Kazakh University of Economics, Finance and International Trade1 Nur-Sultan ?.
- Parameter behavioral finance model of investor groups based on statistical approaches
- Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility. Mathematics 2021, 9, 126
- Neural networks-based algorithms for stochastic control and PDEs in finance
- Holistic principle for risk aggregation and capital allocation
- The Proposition of a Mathematical Model for the Location of Electrical and Electronic Waste Collection Points
- Expectation-Maximization Algorithm of Gaussian Mixture Model for Vehicle-Commodity Matching in Logistics Supply Chain
- A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria
- THE QUANTUM THREAT TO CRYPTOGRAPHY
- BRINGING ISLAMIC FINANCE HOME THROUGH THE CIRCULAR ECONOMY-SOCIAL FINANCE (CESF) DISCOURSE
- Analysis of How to Meet the Challenges Brought by the Development of Internet Finance and The Era of Big Data
- Multi-Period Portfolio Optimization with Investor Views under Regime Switching
- The Business Transformation Framework and Enterprise Architecture Framework for Managers in Business Innovation: An Applied Holistic Mathematical Model
- Regional income disparities, monopoly and finance
- Optimal uniform error estimates for moving least-squares collocation with application to option pricing under jump-diffusion processes
- MULTIDIMENSIONAL RISK AND RELIGIOSITY TOWARDS INDONESIAN MUSLIMS’SHARIA INVESTMENT DECISION
- Cash Waqf risk management and perpetuity restriction conundrum
- Stochastic volatility enhanced Lévy processes in financial asset pricing
- On the Feller-Dynkin and the Martingale Property of One-Dimensional Diffusions
- Modelling Volatile Time Series with V-Transforms and Copulas. Risks 9: 14
- Super poly-harmonic properties, Liouville theorems and classification of nonnegative solutions to equations involving higher-order fractional Laplacians
- Hamiltonicity, pancyclicity, and full cycle extendability in multipartite tournaments
- The mathematical structure of integrated information theory
- Reducing wind power curtailment by risk-based transmission expansion planning
- Optimal lockdown policy for vaccination during COVID-19 pandemic
- Cojump risks and their impacts on option pricing
- The valuation handbook: Valuation techniques from today’s top practitioners
- Sok: Decentralized finance (defi)
- Overshooting of sovereign emerging eurobond yields in the context of COVID-19
- The Positive Effects of Financial Innovation on the International Trade Volume
- The DOL-DFL Nexus: The Relationship between the Degree of Operating Leverage (DOL) and the Degree of Financial Leverage (DFL)
- Compressing over-the-counter markets
- Gender diversity and corporate risk-taking: a literature review
- Mathematical Optimization and Application of Nonlinear Programming
- Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes
- The implied volatility smirk in SPY options
- Why do banks retain unprofitable customers? A customer lifetime value real options approach
- Event studies on investor sentiment
- Policy Analysis of Individual Financial Planning Affected by Personal Bias Factors in Indonesia
- Mathematical Optimization Modeling and Solution Approaches
- Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
- Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum
- Quantum Finance and Path Integrals
- Physics and Finance
- Composite Indicators of Company Performance: A Literature Survey
- Gas storage valuation in incomplete markets
- Active and passive portfolio management with latent factors
- The Effect of Managers’ Perception Bias Model on Earnings Management
- The Energy of Finance in Refining of Medical Surge Capacity
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- Group classification for a class of non-linear models of the RAPM type
- Growing items inventory model for carbon emission under the permissible delay in payment with partially backlogging
- ISSUES OF EVALUATING THE EFFECTIVENESS OF COMMERCIAL BANKS
- Approximation of optimal transport problems with marginal moments constraints
- Multi-area transboundary pollution problems under learning by doing in Yangtze River Delta Region, China
- [BOOK][B] Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
- 1: FINANCE AND MARX
- The Risk Spillover Effect of China’s P2P (Peer-to-peer) Lending on Internet Finance
- THE 6th INDONESIAN FINANCE ASSOCIATION
- Manager Optimism Based on Environmental Uncertainty and Accounting Conservatism
- A review of studies on green finance of banks, research gaps and future directions
- Compound Poisson models for weighted networks with applications in finance
- Board attributes and corporate philanthropy behavior during COVID-19: A case from China
- A threshold for quantum advantage in derivative pricing
- Centre for Global Finance
- Certifiable Risk-Based Engineering Design Optimization
- Portfolio selection in non-stationary markets
- Skew index: Descriptive analysis, predictive power, and short-term forecast
- On the Development of an Integrated Information System of Municipal Finance Management
- Application of Difference-in-Difference Strategies in Finance: The Case of Natural Disasters and Bank Responses
- Essays on Public Finance
- Preschoolers’ self-regulation and early mathematical skill differentials
- A Dynkin game on assets with incomplete information on the return
- Uncovering the invisible effect of air pollution on stock returns: A moderation and mediation analysis
- A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’
- Analysis of the Parametric Correlation in Mathematical Modeling of In Vitro Glioblastoma Evolution Using Copulas
- La finance à l’heure des limites planétaires
- Lecture Notes for International Finance
- Addressing systemic risk using contingent convertible debt–A network analysis
- Precise asymptotics: robust stochastic volatility models
- Where to cut to delay a pandemic with minimum disruption? Mathematical analysis based on the SIS model
- Can finance be a virtuous practice? A MacIntyrean account
- Simultaneous water, salinity and nitrogen stresses on tomato (Solanum lycopersicum) root water uptake using mathematical models
- Between Scylla and Charybdis: The Bermudan Swaptions Pricing Odyssey
- [BOOK][B] Accounting Disrupted: How Digitalization Is Changing Finance
- Mathematical Foundations of Distributionally Robust Multistage Optimization
- Diversity, Inclusion, and the Dissemination of Ideas: Evidence from the Academic Finance Profession
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- Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market
- The obstacle problem for a class of degenerate fully nonlinear operators
- LCOE: A Useful and Valid Indicator—Replica to James Loewen and Adam Szymanski
- A new framework for examining creditworthiness of borrowers: the mover-stayer model with covariate and macroeconomic effects
- Model Talk: Calculative Cultures in Quantitative Finance
- A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean–Vlasov equations
- MICRO FINANCE AND WOMEN EMPOWERMENT-THEIR SPACE AND OPPORTUNITY FOR POVERTY REDUCTION IN NEPAL
- Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
- Disordered mean field games
- Existence of Equilibria in Infinite Horizon Finance Economies with Stochastic Taxation
- Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges
- An asset value evaluation for docking finance lease problems in the peer-to-peer platform
- Governmental incentives for green bonds investment
- The theory of inventive problem solving (TRIZ)-based strategic mapping of green nuclear energy investments with spherical fuzzy group decision-making approach
- Macro-finance determinants and the stock market development: evidence from Morocco
- Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches
- Implied Markov transition matrices under structural price models
- Valuation of options under a constant elasticity of variance process and stochastic volatility
- Utility Maximization When Shorting American Options
- Randomized time-varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance
- Assessing the impact of central bank digital currency on private banks
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
- Information support of the entrepreneurship model complex with the application of cloud technologies
- A meta-evaluation model on science and technology project review experts using IVIF-BWM and MULTIMOORA
- Has Land Finance Increased Local Financial Risks in China?
- Dynamic patterns of daily lead-lag networks in stock markets
- A Three-Term Gradient Descent Method with Subspace Techniques
- Beyond the Jurisprudential Quagmire: Perspectives on the Application of Digital Currencies and Blockchain Technology in Islamic Economics and Finance
- Pricing and hedging performance on pegged FX markets based on a regime switching model
- Correlated Log-Normal Random Variables under a Multiscale Volatility Model
- Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy
- Is there a pattern in how COVID-19 has affected Australia’s stock returns?
- Barrier swaption pricing problem in uncertain financial market
- Property valuation: the hedonic pricing model: the application of search-and-matching models
- Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment
- Portfolio choice with sustainable spending: A model of reaching for yield
- A model of solitary waves in a nonlinear elastic circular rod: Abundant different type exact solutions and conservation laws
- Estimation of state-dependent jump activity and drift for Markovian semimartingales
- Mechanics of good trade execution in the framework of linear temporary market impact
- IRRELEVANCE OF INFLATION: THE 20 FAMA-FRENCH STOCKS
- MURAME parameter setting for creditworthiness evaluation: data-driven optimization
- Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model
- Bridging the Knowledge Gap: Understanding the Relationship of Corporate Finance and Defense Procurement
- The Quantitative Diversity Index in Multi-Objective Portfolio Model
- Efficient state preparation for quantum amplitude estimation
- Copulas and Tail Dependence in Finance
- Variable order nonlocal Choquard problem with variable exponents
- A multi objective model integrating financial and material flow in supply chain master planning
- Fractal statistical measure and portfolio model optimization under power-law distribution
- Pricing variance swaps under hybrid CEV and stochastic volatility
- The Economics of Biodiversity: the Dasgupta Review.
- Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model. Risks 9: 17
- The application research of neural network and BP algorithm in stock price pattern classification and prediction
- An efficient algorithm for numerical solution of fractional integro-differential equations via Haar wavelet
- SOME PROBLEMS IN DETERMINING CREDITWORTHINESS INDIVIDUALS AND WAYS TO SOLVE THEM
- Antinoise in US equity markets
- Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control
- Minimal Expected Time in Drawdown through Investment for anInsuranceDiffusionModel
- Optimal management of pumped hydroelectric production with state constrained optimal control
- Convergence rate analysis of proximal gradient methods with applications to composite minimization problems
- Analytic solution to the generalized delay diffusion equation with uncertain inputs in the random Lebesgue sense
- On singular control problems, the time-stretching method, and the weak-M1 topology
- A note on Gollier’s model for a collective pension scheme
- Numerical approach in the Hilbert space to solve a fuzzy Atangana-Baleanu fractional hybrid system
- The fast scalar auxiliary variable approach with unconditional energy stability for nonlocal Cahn–Hilliard equation
- From Fiat to Crypto: The Present and Future of Money
- Optimal constrained interest-rate rules under heterogeneous expectations
- Introduction to Financial Markets and Algorithmic Trading
- The Relationship between Sports Industry Development and Economic Growth in China.
- Forecast of the Impact of Human Resources on the Effectiveness of the Petrochemical Cyber-Physical Cluster of the Samara Region
- The impact of political stability and firm-specific variables on the performance of Islamic banks in Pakistan
- Pricing of Commodity and Energy Derivatives for Polynomial Processes
- G-expected utility maximization with ambiguous equicorrelation
- APPLICATION OF THE BLOCK MAXIMA METHOD IN ANALYSIS OF CRUDE BRENT OIL FUTURES, USING MATLAB 6
- An element-free Galerkin method for the obstacle problem
- Comparision of the political optimization algorithm, the Archimedes optimization algorithm and the Levy flight algorithm for design optimization in industry
- Justification of rational parameters of transshipment points from automobile conveyor to railway transport
- Health care finance, economics, and policy for nurses: A foundational guide
- Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
- Dynamic programming for optimal stopping via pseudo-regression
- Graph theoretical representations of equity indices and their centrality measures
- Financial Performance Reporting, IFRS Implementation, and Accounting Information: Evidence from Iraqi Banking Sector
- Heterodox Economic Cycles Theory during the COVID-19 economic crisis: Social volatility, affect and the finance market-real economy gap
- Quantum-inspired algorithms for multivariate analysis: from interpolation to partial differential equations
- A Fuzzy Analytic Hierarchy Process (FAHP) Based on SERVQUAL for Hotel Service Quality Management: Evidence from Vietnam
- Modeling 2018 Ebola virus disease outbreak with Cholesky decomposition
- The’COVID’Crash of the 2020 US Stock Market
- Factor Copula Model for Portfolio Credit Risk
- Analysing Bank Efficiency Incorporating Internal Risks: A Case of Jordan
- COVID-19, stock market and sectoral contagion in US: a time-frequency analysis
- Optimal group size in microlending
- Housing Finance and Inclusive Growth in Africa: Benchmarking, Determinants and Effects
- The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach
- Renewable and nonrenewable energy consumption, trade and CO2 emissions in high emitter countries: does the income level matter?
- Does Household Finance Affect the Political Process? Evidence from Voter Turnout During a Housing Crisis
- Mean-Field Game-Theoretic Edge Caching
- Predictors of oil shocks. Econophysical approach in environmental science
- Bank Loans for Small Businesses in Times of COVID-19: Evidence from China
- Application of Cognitive Modelling for Operation Improvement of Retail Chain Management System
- Defining the Significant Factors of Currency Exchange Rate Risk by Considering Text Mining and Fuzzy AHP
- Intelligent edge computing based on machine learning for smart city
- The 2020 Global Stock Market Crash: Endogenous or Exogenous?
- Financial Market Risks during the COVID-19 Pandemic
- Offline and Online Channel Selection of Low-Carbon Supply Chain under Carbon Trading Market
- The nonlinear effect of foreign ownership on capital structure in Japan: A panel threshold analysis
- Schedule
- Index for measuring convergence between objectives and practice of Islamic banking
- Stability analysis of a fractional-order delay dynamical model on oncolytic virotherapy
- Credit, default, financial system and development
- Modeling Optimal Pension Fund Asset Allocation in a Dynamic Capital Market
- Updating the Ultimate Forward Rate over Time
- The Nash equilibrium in the policy mix model for Czechia, Hungary, and Romania
- Robust portfolio rebalancing with cardinality and diversification constraints
- Fractal analysis of market (in) efficiency during the COVID-19
- Predictability of Analysts’ Forecast Revision under COVID-19: Evidence from Emerging Markets
- Shortfall portfolio selection: a bootstrap and k-fold analysis
- Exploring evolution trends in cryptocurrency study: From underlying technology to economic applications
- The comovement between epidemics and atmospheric quality in emerging countries
- Corporate Tax Integrity and the Cost of Debt: Evidence from China
- A factor approach to the performance of ESG leaders and laggards
- Novel comparison of numerical and analytical methods for fractional Burger–Fisher equation
- Accounting for the Impact of Sustainability and Net Present Value on Stakeholders
- Author profiling and related applications
- The Maschke-Type Theorem and Morita Context for BiHom-Smash Products
- The relationship between tourism and economic growth in the EU-28. Is there a tendency towards convergence?
- Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
- Factor Modelling for Clustering High-dimensional Time Series
- Financial inclusion and economic growth: An international evidence
- Stochastic dominance algorithms with application to mutual fund performance evaluation
- A mean field game of optimal portfolio liquidation
- Dealing with an aging China—Delaying retirement or the second-child policy?
- Risk Early Warning Research on China’s Futures Company
- ICT diffusion, financial development, and economic growth: An international cross-country analysis
- Valency-based topological properties of linear hexagonal chain and hammer-like benzenoid
- Machine translation
- Theoretical Models
- Entrepreneurial orientation and the fate of corporate acquisitions
- Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
- Intellectual capital: A modern model to measure the value creation in a business
- Text Mining of Stocktwits Data for Predicting Stock Prices
- Blockchain for Islamic social responsibility institutions
- The impact of central clearing on the market for single-name credit default swaps
- Distributional transforms, probability distortions, and their applications
- Firm Sustainable Growth during the COVID-19 Pandemic: The Role of Customer Concentration
- Approximate Solution of the Stochastic Nonlinear Oscillator?
- SGOA: annealing-behaved grasshopper optimizer for global tasks
- An RBF approach for oil futures pricing under the jump-diffusion model
- DNN expression rate analysis of high-dimensional PDEs: Application to option pricing
- COVID-19 Pandemic and Dependence Structures Among Oil, Islamic and Conventional Stock Markets Indexes
- Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach
- Impact of Bank Concentration and Financial Development on Growth Volatility: The Case of Selected OIC Countries
- On the wave solutions of time-fractional Sawada-Kotera-Ito equation arising in shallow water
- An “essential services” workforce for crisis response
- Modulation instability, rogue waves and conservation laws in higher-order nonlinear Schrödinger equation
- Optimal investment strategy in the family of 4/2 stochastic volatility models
- Algorithmic fairness in mortgage lending: from absolute conditions to relational trade-offs
- A novel alpha power transformed exponential distribution with real-life applications
- Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets
- Jumps and oil futures volatility forecasting: a new insight
- The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets
- Control and synchronization of hyperchaos in digital manufacturing supply chain
- Longer-term Yield Decomposition
- Financial innovation characteristics and banking performance: The mediating effect of risk management
- Fuzzy simulation of organizational adjustment processes management based on heat supply balanced scorecard
- Management Earnings Forecasts Bias, Internal Control, and Stock Price Crash Risk: New Evidence from China
- Toward pricing financial derivatives with an IBM quantum computer
- The limitations of estimating implied densities from option prices
- SARS-CoV-2 elimination, not mitigation, creates best outcomes for health, the economy, and civil liberties
- Nexus of Interest Rate Liberalization and Loan Pricing: Evidence from Entrusted Loans in China
- Time-varying Effects of US Economic Policy Uncertainty on Exchange Rate Return and Volatility in China
- Behavioral Factors on Individual Investors’ Decision Making and Investment Performance: A Survey from the Vietnam Stock Market
- Practical application of product and process parameters under the specified process capability value
- Top Executives’ Multi-Background and M&A Decisions: Evidence from Chinese-Listed Firms
- TAKING SAMPLES OF STRAIGHT TAILS OF THE TAILS OF THE GOLD EXTRACTION FACTORY.
- Implications of COVID-19 Pandemic on China’s Exports
- Implied volatility directional forecasting: a machine learning approach
- Network Formation and Effects: Observations from US Commercial Real Estate Markets
- The effect of maritime cluster on port production efficiency
- . Modeling the selection of the optimal stock portfolio based on the combined approach of clustered value at risk and Mental Accounting
- Approximate solutions for stochastic time-fractional reaction–diffusion equations with multiplicative noise
- Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
- THE WAYS TO OPTIMIZE THE INVESTMENT PORTFOLIO IN INSURANCE COMPANIES
- Multi-objective linguistic-neutrosophic matrix game and its applications to tourism management
- Fuzzy Stochastic Automation Model for Decision Support in the Process Inter-Budgetary Regulation
- The Application of Optimal Control Through Fiscal Policy on Indonesian Economy
- Impact of Credit on Agricultural Growth and Employment in Iran (Using provincial panel data)
- Who gains and who loses on stock markets? Risk preferences and timing matter
- Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schro¨dinger Bridge
- Generative adversarial networks for financial trading strategies fine-tuning and combination
- An Investigation into the Estimation of a Positive Case of COVID-19: A Comparative Study between Two Phases of the Pandemic