Mathematical Finance Research Topics Ideas [MS PhD]

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

  1. A class of mesh-free algorithms for mathematical finance, machine learning and fluid dynamics
  2. A Mathematical Finance Database By Marek Rutkowski and Marek Musiela
  3. Using a Multi-criteria Decision-making Mathematical Tech-nique for the Influential and Interaction Factors in Pension Fund
  4. A -functional It\^o’s formula and its applications in mathematical finance
  5. A class of mesh-free algorithms for finance, machine learning, and fluid dynamics
  6. AC^{0, 1}-functional Itô’s formula and its applications in mathematical finance
  7. Mathematical Modeling in Finance
  8. Risk-sensitive benchmarked asset management with expert forecasts
  9. Malliavin Calculus in Finance: Theory and Practice
  10. A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
  11. Ranking of Banks’ Risk Reporting Using Data Envelopment Analysis
  12. Using Fuzzy Delphi Technique to Identify Financial Factors Affecting Risk Management in Iranian Banks
  13. Long-Memory Models in Mathematical Finance
  14. Modelling Optimal Predicting Future Cash Flows Using New Data Mining Methods (A Combination of Artificial Intelligence Algorithms)
  15. The efficiency of innovative techniques in improving new and traditional standards of corporates’ performance
  16. Experimental Comparison of Financial Distress Prediction Models Using Imbalanced data sets
  17. Designing and evaluating the profitability of linear trading system based on the technical analysis and correctional property
  18. Pattern Explanation of Micro and Macro variables on Return of Stock Trading Strategies
  19. [BOOK][B] Point Processes and Jump Diffusions: An Introduction with Finance Applications
  20. Bitcoin in the economics and finance literature: a survey
  21. The Alpha-Heston stochastic volatility model
  22. Counter-hegemonic finance: The gamestop short squeeze
  23. Evaluation the profitability of dynamic investment projects by using ordered fuzzy numbers
  24. Portfolio Optimization Based on Semi Variance and Another Perspective of Value at Risk Using NSGA II, MOACO, and MOABC Algorithms
  25. Performance Analysis of Global Hedge Funds
  26. Explain and Prioritize Information Disclosure Factors related to Sustainable Development Accounting with Fuzzy Approach
  27. Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
  28. Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions
  29. The Tail Mean-Variance Model and Extended Efficient Frontier
  30. … for the Summer School\From L evy Processes to Semimartingales| Recent Theoretical Developments and Applications to Finance”(Aarhus, August 2002)
  31. The Long Memory of the Jump Intensity of the Price Process
  32. Smart Network Price Policy for ISP Based on Traffic Prediction
  33. Modeling Islamic Economics and Finance Research: A Bibliometric Analysis
  34. 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 …
  35. The Driving Factors of China’s Housing Prices Pre-and after 2012
  36. Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection
  37. Using contingency approach to improve firms’ financial performance forecasts
  38. Deep learning for efficient frontier calculation in finance
  39. On Farkas’ Lemma and Related Propositions in BISH
  40. Covariate Selection for Mortgage Default Analysis Using Survival Models
  41. Finite-Time Stabilization of a Perturbed Chaotic Finance Model
  42. Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling
  43. Financial Performance Evaluation of Companies Using Decision Trees Algorithm and Multi-Criteria Decision-Making Techniques with an Emphasis on …
  44. Ranking the efficiency and soundness of business banks using a combined method of data envelopment analysis and fuzzy vikor
  45. The effect of JCPOA on the network behavior analysis of tehran stock exchange indexes
  46. Notes on Applied Probability and Stochastic Finance
  47. An Investigation into the Effect of CEO’s Perceptual Biases on Investment Efficiency and Financing Constraints of the Iranian Listed Firms
  48. Rapport sur les contributions
  49. Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
  50. Interest and Growth
  51. Geographic diversity in academic finance editorial boards—A discussion
  52. Topics in McKean-Vlasov equations: rank-based dynamics and Markovian projection with applications in finance and stochastic control.
  53. Classifying a Lending Portfolio of Loans with Dynamic Updates via a Machine Learning Technique
  54. Forward indifference valuation and hedging of basis risk under partial information
  55. An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps
  56. Earnings Manipulation and Adjustment Speed towards an Optimal Leverage
  57. Reinforcement learning in economics and finance
  58. Interest and Growth
  59. Multi-stage distributionally robust optimization with risk aversion
  60. Citations and the readers’ information-extracting costs of finance articles
  61. Development of Internet Supply Chain Finance Based on Artificial Intelligence under the Enterprise Green Business Model
  63. To Study the Effect of Investor Protection on Future Stock Price Crash Risk
  64. TODIM method based on cumulative prospect theory for multiple attribute group decision-making under 2-tuple linguistic Pythagorean fuzzy environment
  65. Mathematical Modeling of Stock Price Behavior and Option Valuation
  66. Approximation of backward stochastic partial differential equations by a splitting-up method
  67. Identifying and Ranking the Factors Affecting Customer Financial Behavior using Multi-Criteria Decision Making Technic (TOPSIS)
  68. Finance Academy Ideological Bias Case Study
  69. Machine learning methods in finance
  70. A solution to the Monge transport problem for Brownian martingales
  71. Optimal portfolio of an investor in a financial market
  72. University of Customs and Finance
  73. Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps
  74. Lévy processes with respect to the Whittaker convolution
  75. Predictability of financial statements fraud-risk using Benford’s Law
  76. White noise differential equations for vector-valued white noise functionals
  77. Real Option Technique for an Assessment of the Itakpe Iron Ore Project
  78. The effect of financial distress on stock returns, through systematic risk and profitability as mediator variables
  79. An efficient spectral method for the numerical solution to some classes of stochastic differential equations
  80. Exponentially fitted block backward differentiation formulas for pricing options
  81. Time consistency of the mean-risk problem
  82. Calculated Values: Finance, Politics, and the Quantitative Age by William Deringer
  83. Solving high-dimensional optimal stopping problems using deep learning
  84. Stability analysis of stochastic fractional-order competitive neural networks with leakage delay [J]
  85. Simplified stochastic calculus with applications in Economics and Finance
  86. Continuous-Time Mean-Variance Portfolio Selection with Regime Switching Financial Market: Time-Consistent Solution
  87. Optimal Make-Take Fees in a Multi Market-Maker Environment
  88. Approximating Correlation Matrices Using Stochastic Lie Group Methods
  89. A new approach by two-dimensional wavelets operational matrix method for solving variable-order fractional partial integro-differential equations
  90. Adaptive Control and Multi-variables Projective Synchronization of Hyperchaotic Finance System
  91. Multiple Solutions for the Klein-Gordon-Maxwell System with Steep Potential Well
  92. Anisotropic non-linear time-fractional diffusion equation with a source term: Classification via Lie point symmetries, analytic solutions and numerical simulation
  93. A comparative study of curriculum and assessment of Law, Finance, & ICT at Luarasi university vs three UK universities
  95. Evaluation of Students Performance using Fuzzy Set Theory in Online Learning of Islamic Finance Course.
  96. Postcolonial Finance: The Political History of ‘Risk-Versus-Reward’Investment in Emerging Markets
  97. A survey of some recent applications of optimal transport methods to econometrics
  98. Are Delay and Interval Effects the Same Anomaly in the Context of Intertemporal Choice in Finance?
  99. On statistical indistinguishability of complete and incomplete market models
  100. Penalty Methods for Bilateral XVA Pricing in European and American Contingent Claims by a Partial Differential Equation Model
  101. Model-free price bounds under dynamic option trading
  102. Finance 4.0-Towards a Socio-Ecological Finance System: A Participatory Framework to Promote Sustainability
  103. Local discontinuous Galerkin method for a nonlocal viscous conservation laws
  104. Hedging futures performance with denoising and noise-assisted strategies
  105. On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
  106. Consistent Upper Price Bounds For Exotic Options
  107. L0-convex compactness and its applications to random convex optimization and random variational inequalities
  108. Ecological finance theory: New foundations
  109. On the strong Markov property for stochastic differential equations driven by G-Brownian motion
  110. A weak law of large numbers for the sequence of uncorrelated fuzzy random variables
  111. The Cold War: a very short introduction
  112. Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
  113. Determining the premium of paddy insurance using the extreme value theory method and the operational value at risk approach
  114. P 0lim
  115. Monitoring trucks to reveal Belgian geographical structures and dynamics: From GPS traces to spatial interactions
  116. Brazilian stock market bubble in the 2010s
  117. Deep Neural Network and Time Series Approach for Finance Systems: Predicting the Movement of the Indian Stock Market
  118. Markov chain approximation and measure change for time-inhomogeneous stochastic processes
  119. Modelling tail risk with tempered stable distributions: an overview
  120. The CTMC–Heston Model: Calibration and Exotic Option Pricing With SWIFT
  121. Valuation of Third Party Litigation Finance Contracts using a Real Option Methodology
  122. Anticipated backward stochastic differential equations with quadratic growth
  123. Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models. Risks 9: 13
  124. Unconditional density vs conditional density functions in estimating value-at-risk
  125. The Kazakh University of Economics, Finance and International Trade1 Nur-Sultan ?. Almaty Management University2 Almaty ?.
  126. Martingale transport with homogeneous stock movements
  127. A relative robust approach on expected returns with bounded CVaR for portfolio selection
  128. Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
  129. Deep ReLU neural network approximation for stochastic differential equations with jumps
  130. Lower bound approximation of nonlinear basket option with jump-diffusion
  131. Ancient Egypt: a very short introduction
  132. The effect of religiosity on stock market speculation
  133. Reframing supply chain finance in an era of reglobalization: On the value of multi-sided crowdfunding platforms
  134. A study of the microevolution mechanism of internet finance in China from the perspective of the labour division
  135. The Influence of Related Party Transaction and Corporate Governance on Firm Value: An Empirical Study in Indonesia
  136. Thermodynamics of gambling demons
  137. Level-set inequalities on fractional maximal distribution functions and applications to regularity theory
  138. Mathematics II: Handout
  139. Markowitz-based cardinality constrained portfolio selection using Asexual Reproduction Optimization (ARO)
  140. Calibration of the Heston stochastic local volatility model: A finite volume scheme
  141. Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
  142. Optimal Dividend Problem: Asymptotic Analysis
  143. The role of digital transformation to empower supply chain finance: current research status and future research directions (Guest editorial)
  144. Shadow couplings
  145. An econometric model for intraday electricity trading
  146. Numeraires and martingale measures in the Black-Scholes models
  147. The sum of two independent polynomially-modified hyperbolic secant random variables with application in computational finance
  148. Economic capital and RAROC in a dynamic model
  149. Networks in economics and finance in Networks and beyond: A half century retrospective
  150. Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and Other Emerging Markets
  151. Exact first-passage time distributions for three random diffusivity models
  152. Multi-utility representations of incomplete preferences induced by set-valued risk measures
  153. Optimal bitcoin trading with inverse futures
  154. ??????? ?????? ????? ??? ?????? ????? ??? ??? ??????
  155. Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
  156. Risk assessment for financial accounting: modeling probability of default
  157. Public spending and green economic growth in BRI region: Mediating role of green finance
  158. Evaluation of strategic and financial variables of corporate sustainability and ESG policies on corporate finance performance
  159. Measuring the Environmental Maturity of the Supply Chain Finance: A Big Data-Based Multi-Criteria Perspective
  160. Non-capital calibration of bureau scorecards
  161. Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure
  162. The SIPTA Newsletter
  163. Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
  164. Monetary risk measures for stochastic processes via Orlicz duality
  165. Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis
  166. Finance for SMEs and its effect on growth and inequality: evidence from South Africa
  167. Machine Learning for Financial Stability
  168. Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
  169. A joint inventory–finance model for coordinating a capital-constrained supply chain with financing limitations
  170. Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
  171. ????? ???????? ?????? ??????? ??? ??????? ????? ? ??????????? ?????????
  172. Evaluation of the effect of credit evaluation on financial performance of commercial banks in Kisii County, Kenya
  173. Hazardous infectious waste collection and government aid distribution during COVID-19: A robust mathematical leader-follower model approach
  174. [BOOK][B] Coral reefs: a very short introduction
  175. Effects of a government subsidy and labor flexibility on portfolio selection and retirement
  176. Risk arbitrage and hedging to acceptability under transaction costs
  177. Mean-Variance Investment and Risk Control Strategies–A Time-Consistent Approach via A Forward Auxiliary Process
  178. Sample average approximation of CVaR-based hedging problem with a deep-learning solution
  179. Efficiency measurement of Canadian oil and gas companies
  180. Modified inertial subgradient extragradient method with self adaptive stepsize for solving monotone variational inequality and fixed point problems
  181. Effect of internationally imported cases on internal spread of COVID-19: a mathematical modelling study
  182. A Model of Market Making and Price Impact
  183. Solving high-dimensional parabolic PDEs using the tensor train format
  184. The multivariate tail-inflated normal distribution and its application in finance
  185. Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio
  186. Short Rate Dynamics: A Fed Funds and SOFR perspective
  187. Testing by betting: A strategy for statistical and scientific communication
  188. The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht
  189. Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\’evy models
  190. Climate finance governance through transnational networks
  191. Hedging with linear regressions and neural networks
  192. Consistent pricing of VIX options with the Hawkes jump-diffusion model
  193. Big data analytics in digital platforms: how do financial service providers customise supply chain finance?
  194. Fuzzy decision support modeling for internet finance soft power evaluation based on sine trigonometric Pythagorean fuzzy information
  195. Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
  196. The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model
  197. Access to finance for SMEs in post-socialist countries: the Baltic States and the South Caucasus compared
  198. Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler–Maruyama approximation
  199. Robust pricing and hedging of options on multiple assets and its numerics
  200. Finance-led growth hypothesis for Asia: an insight from new data
  201. Mathematical Model of Integration of Cyber-Physical Systems for Solving Problems of Increasing the Competitiveness of the Regions of the Russian Federation
  202. A fitted finite volume method for stochastic optimal control problems in finance [J]
  203. A fitted finite volume method for stochastic optimal control problems in finance
  204. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
  205. Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective
  206. How does digital finance impact the leverage of Chinese households?
  207. An investigation of cryptocurrency data: the market that never sleeps
  208. The opportunities and challenges of utilizing alternative data in the assessment of creditworthiness in the Finnish consumer finance
  209. Export complexity and the product space: any role for finance?
  210. Chapter-7 Theoretical Review of Behavioural Finance and Investment Decision making
  211. How to re-conceptualise and re-integrate climate-related finance into society through ecological accounting?
  212. A general property for time aggregation
  213. Homogenization of random convolution energies
  214. Optimal Transport of Information
  215. Modelling and prediction of surface roughness in wire arc additive manufacturing using machine learning
  216. Spillover effects in empirical corporate finance
  217. A general approach to smooth and convex portfolio optimization using lower partial moments
  218. Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility
  219. Justice is an option: A democratic theory of finance for the twenty-first century
  220. Optimal control of the SIR model in the presence of transmission and treatment uncertainty
  221. Integral Sliding Mode Controller Design for the Global Chaos Synchronization of a New Finance Chaotic System with Three Balance Points and Multi-Stability
  222. CPT-TODIM method for bipolar fuzzy multi-attribute group decision making and its application to network security service provider selection
  223. A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting
  224. Centre for Global Finance
  225. Deciphering the Global Private Financial Flows
  226. Resonance phenomenon for a nonlinear system with fractional derivative subject to multiplicative and additive noise
  227. Robust encoder-decoder learning framework for offline handwritten mathematical expression recognition based on a multi-scale deep neural network
  228. Regret-sensitive equity premium
  229. Understanding the impact of land finance on industrial structure change in China: Insights from a spatial econometric analysis
  230. Finance in the World of Artificial Intelligence and Digitalization
  231. Model-independent pricing with insider information: a Skorokhod embedding approach
  232. Modelling Volatile Time Series with V-Transforms and Copulas
  233. AM Kazybayeva, PhD, assoc. prof?ssor2 The Kazakh University of Economics, Finance and International Trade1 Nur-Sultan ?.
  234. Parameter behavioral finance model of investor groups based on statistical approaches
  235. Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility. Mathematics 2021, 9, 126
  236. Neural networks-based algorithms for stochastic control and PDEs in finance
  237. Holistic principle for risk aggregation and capital allocation
  238. The Proposition of a Mathematical Model for the Location of Electrical and Electronic Waste Collection Points
  239. Expectation-Maximization Algorithm of Gaussian Mixture Model for Vehicle-Commodity Matching in Logistics Supply Chain
  240. A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria
  243. Analysis of How to Meet the Challenges Brought by the Development of Internet Finance and The Era of Big Data
  244. Multi-Period Portfolio Optimization with Investor Views under Regime Switching
  245. The Business Transformation Framework and Enterprise Architecture Framework for Managers in Business Innovation: An Applied Holistic Mathematical Model
  246. Regional income disparities, monopoly and finance
  247. Optimal uniform error estimates for moving least-squares collocation with application to option pricing under jump-diffusion processes
  249. Cash Waqf risk management and perpetuity restriction conundrum
  250. Stochastic volatility enhanced Lévy processes in financial asset pricing
  251. On the Feller-Dynkin and the Martingale Property of One-Dimensional Diffusions
  252. Modelling Volatile Time Series with V-Transforms and Copulas. Risks 9: 14
  253. Super poly-harmonic properties, Liouville theorems and classification of nonnegative solutions to equations involving higher-order fractional Laplacians
  254. Hamiltonicity, pancyclicity, and full cycle extendability in multipartite tournaments
  255. The mathematical structure of integrated information theory
  256. Reducing wind power curtailment by risk-based transmission expansion planning
  257. Optimal lockdown policy for vaccination during COVID-19 pandemic
  258. Cojump risks and their impacts on option pricing
  259. The valuation handbook: Valuation techniques from today’s top practitioners
  260. Sok: Decentralized finance (defi)
  261. Overshooting of sovereign emerging eurobond yields in the context of COVID-19
  262. The Positive Effects of Financial Innovation on the International Trade Volume
  263. The DOL-DFL Nexus: The Relationship between the Degree of Operating Leverage (DOL) and the Degree of Financial Leverage (DFL)
  264. Compressing over-the-counter markets
  265. Gender diversity and corporate risk-taking: a literature review
  266. Mathematical Optimization and Application of Nonlinear Programming
  267. Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes
  268. The implied volatility smirk in SPY options
  269. Why do banks retain unprofitable customers? A customer lifetime value real options approach
  270. Event studies on investor sentiment
  271. Policy Analysis of Individual Financial Planning Affected by Personal Bias Factors in Indonesia
  272. Mathematical Optimization Modeling and Solution Approaches
  273. Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
  274. Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum
  275. Quantum Finance and Path Integrals
  276. Physics and Finance
  277. Composite Indicators of Company Performance: A Literature Survey
  278. Gas storage valuation in incomplete markets
  279. Active and passive portfolio management with latent factors
  280. The Effect of Managers’ Perception Bias Model on Earnings Management
  281. The Energy of Finance in Refining of Medical Surge Capacity
  282. ????? ????????????? ????? ????????? ????????? ?????????? ???????? ???????? ?????? ????
  283. Group classification for a class of non-linear models of the RAPM type
  284. Growing items inventory model for carbon emission under the permissible delay in payment with partially backlogging
  286. Approximation of optimal transport problems with marginal moments constraints
  287. Multi-area transboundary pollution problems under learning by doing in Yangtze River Delta Region, China
  288. [BOOK][B] Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
  290. The Risk Spillover Effect of China’s P2P (Peer-to-peer) Lending on Internet Finance
  292. Manager Optimism Based on Environmental Uncertainty and Accounting Conservatism
  293. A review of studies on green finance of banks, research gaps and future directions
  294. Compound Poisson models for weighted networks with applications in finance
  295. Board attributes and corporate philanthropy behavior during COVID-19: A case from China
  296. A threshold for quantum advantage in derivative pricing
  297. Centre for Global Finance
  298. Certifiable Risk-Based Engineering Design Optimization
  299. Portfolio selection in non-stationary markets
  300. Skew index: Descriptive analysis, predictive power, and short-term forecast
  301. On the Development of an Integrated Information System of Municipal Finance Management
  302. Application of Difference-in-Difference Strategies in Finance: The Case of Natural Disasters and Bank Responses
  303. Essays on Public Finance
  304. Preschoolers’ self-regulation and early mathematical skill differentials
  305. A Dynkin game on assets with incomplete information on the return
  306. Uncovering the invisible effect of air pollution on stock returns: A moderation and mediation analysis
  307. A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’
  308. Analysis of the Parametric Correlation in Mathematical Modeling of In Vitro Glioblastoma Evolution Using Copulas
  309. La finance à l’heure des limites planétaires
  310. Lecture Notes for International Finance
  311. Addressing systemic risk using contingent convertible debt–A network analysis
  312. Precise asymptotics: robust stochastic volatility models
  313. Where to cut to delay a pandemic with minimum disruption? Mathematical analysis based on the SIS model
  314. Can finance be a virtuous practice? A MacIntyrean account
  315. Simultaneous water, salinity and nitrogen stresses on tomato (Solanum lycopersicum) root water uptake using mathematical models
  316. Between Scylla and Charybdis: The Bermudan Swaptions Pricing Odyssey
  317. [BOOK][B] Accounting Disrupted: How Digitalization Is Changing Finance
  318. Mathematical Foundations of Distributionally Robust Multistage Optimization
  319. Diversity, Inclusion, and the Dissemination of Ideas: Evidence from the Academic Finance Profession
  320. ?????????? ???? ? ??????-???????????. English for business informatics (b1-b2). ??????? ? ????????? ??? ?????????????? ????????????
  321. Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market
  322. The obstacle problem for a class of degenerate fully nonlinear operators
  323. LCOE: A Useful and Valid Indicator—Replica to James Loewen and Adam Szymanski
  324. A new framework for examining creditworthiness of borrowers: the mover-stayer model with covariate and macroeconomic effects
  325. Model Talk: Calculative Cultures in Quantitative Finance
  326. A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean–Vlasov equations
  328. Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
  329. Disordered mean field games
  330. Existence of Equilibria in Infinite Horizon Finance Economies with Stochastic Taxation
  331. Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges
  332. An asset value evaluation for docking finance lease problems in the peer-to-peer platform
  333. Governmental incentives for green bonds investment
  334. The theory of inventive problem solving (TRIZ)-based strategic mapping of green nuclear energy investments with spherical fuzzy group decision-making approach
  335. Macro-finance determinants and the stock market development: evidence from Morocco
  336. Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches
  337. Implied Markov transition matrices under structural price models
  338. Valuation of options under a constant elasticity of variance process and stochastic volatility
  339. Utility Maximization When Shorting American Options
  340. Randomized time-varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance
  341. Assessing the impact of central bank digital currency on private banks
  342. Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
  343. Information support of the entrepreneurship model complex with the application of cloud technologies
  344. A meta-evaluation model on science and technology project review experts using IVIF-BWM and MULTIMOORA
  345. Has Land Finance Increased Local Financial Risks in China?
  346. Dynamic patterns of daily lead-lag networks in stock markets
  347. A Three-Term Gradient Descent Method with Subspace Techniques
  348. Beyond the Jurisprudential Quagmire: Perspectives on the Application of Digital Currencies and Blockchain Technology in Islamic Economics and Finance
  349. Pricing and hedging performance on pegged FX markets based on a regime switching model
  350. Correlated Log-Normal Random Variables under a Multiscale Volatility Model
  351. Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy
  352. Is there a pattern in how COVID-19 has affected Australia’s stock returns?
  353. Barrier swaption pricing problem in uncertain financial market
  354. Property valuation: the hedonic pricing model: the application of search-and-matching models
  355. Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment
  356. Portfolio choice with sustainable spending: A model of reaching for yield
  357. A model of solitary waves in a nonlinear elastic circular rod: Abundant different type exact solutions and conservation laws
  358. Estimation of state-dependent jump activity and drift for Markovian semimartingales
  359. Mechanics of good trade execution in the framework of linear temporary market impact
  361. MURAME parameter setting for creditworthiness evaluation: data-driven optimization
  362. Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model
  363. Bridging the Knowledge Gap: Understanding the Relationship of Corporate Finance and Defense Procurement
  364. The Quantitative Diversity Index in Multi-Objective Portfolio Model
  365. Efficient state preparation for quantum amplitude estimation
  366. Copulas and Tail Dependence in Finance
  367. Variable order nonlocal Choquard problem with variable exponents
  368. A multi objective model integrating financial and material flow in supply chain master planning
  369. Fractal statistical measure and portfolio model optimization under power-law distribution
  370. Pricing variance swaps under hybrid CEV and stochastic volatility
  371. The Economics of Biodiversity: the Dasgupta Review.
  372. Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model. Risks 9: 17
  373. The application research of neural network and BP algorithm in stock price pattern classification and prediction
  374. An efficient algorithm for numerical solution of fractional integro-differential equations via Haar wavelet
  376. Antinoise in US equity markets
  377. Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control
  378. Minimal Expected Time in Drawdown through Investment for anInsuranceDiffusionModel
  379. Optimal management of pumped hydroelectric production with state constrained optimal control
  380. Convergence rate analysis of proximal gradient methods with applications to composite minimization problems
  381. Analytic solution to the generalized delay diffusion equation with uncertain inputs in the random Lebesgue sense
  382. On singular control problems, the time-stretching method, and the weak-M1 topology
  383. A note on Gollier’s model for a collective pension scheme
  384. Numerical approach in the Hilbert space to solve a fuzzy Atangana-Baleanu fractional hybrid system
  385. The fast scalar auxiliary variable approach with unconditional energy stability for nonlocal Cahn–Hilliard equation
  386. From Fiat to Crypto: The Present and Future of Money
  387. Optimal constrained interest-rate rules under heterogeneous expectations
  388. Introduction to Financial Markets and Algorithmic Trading
  389. The Relationship between Sports Industry Development and Economic Growth in China.
  390. Forecast of the Impact of Human Resources on the Effectiveness of the Petrochemical Cyber-Physical Cluster of the Samara Region
  391. The impact of political stability and firm-specific variables on the performance of Islamic banks in Pakistan
  392. Pricing of Commodity and Energy Derivatives for Polynomial Processes
  393. G-expected utility maximization with ambiguous equicorrelation
  395. An element-free Galerkin method for the obstacle problem
  396. Comparision of the political optimization algorithm, the Archimedes optimization algorithm and the Levy flight algorithm for design optimization in industry
  397. Justification of rational parameters of transshipment points from automobile conveyor to railway transport
  398. Health care finance, economics, and policy for nurses: A foundational guide
  399. Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
  400. Dynamic programming for optimal stopping via pseudo-regression
  401. Graph theoretical representations of equity indices and their centrality measures
  402. Financial Performance Reporting, IFRS Implementation, and Accounting Information: Evidence from Iraqi Banking Sector
  403. Heterodox Economic Cycles Theory during the COVID-19 economic crisis: Social volatility, affect and the finance market-real economy gap
  404. Quantum-inspired algorithms for multivariate analysis: from interpolation to partial differential equations
  405. A Fuzzy Analytic Hierarchy Process (FAHP) Based on SERVQUAL for Hotel Service Quality Management: Evidence from Vietnam
  406. Modeling 2018 Ebola virus disease outbreak with Cholesky decomposition
  407. The’COVID’Crash of the 2020 US Stock Market
  408. Factor Copula Model for Portfolio Credit Risk
  409. Analysing Bank Efficiency Incorporating Internal Risks: A Case of Jordan
  410. COVID-19, stock market and sectoral contagion in US: a time-frequency analysis
  411. Optimal group size in microlending
  412. Housing Finance and Inclusive Growth in Africa: Benchmarking, Determinants and Effects
  413. The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach
  414. Renewable and nonrenewable energy consumption, trade and CO2 emissions in high emitter countries: does the income level matter?
  415. Does Household Finance Affect the Political Process? Evidence from Voter Turnout During a Housing Crisis
  416. Mean-Field Game-Theoretic Edge Caching
  417. Predictors of oil shocks. Econophysical approach in environmental science
  418. Bank Loans for Small Businesses in Times of COVID-19: Evidence from China
  419. Application of Cognitive Modelling for Operation Improvement of Retail Chain Management System
  420. Defining the Significant Factors of Currency Exchange Rate Risk by Considering Text Mining and Fuzzy AHP
  421. Intelligent edge computing based on machine learning for smart city
  422. The 2020 Global Stock Market Crash: Endogenous or Exogenous?
  423. Financial Market Risks during the COVID-19 Pandemic
  424. Offline and Online Channel Selection of Low-Carbon Supply Chain under Carbon Trading Market
  425. The nonlinear effect of foreign ownership on capital structure in Japan: A panel threshold analysis
  426. Schedule
  427. Index for measuring convergence between objectives and practice of Islamic banking
  428. Stability analysis of a fractional-order delay dynamical model on oncolytic virotherapy
  429. Credit, default, financial system and development
  430. Modeling Optimal Pension Fund Asset Allocation in a Dynamic Capital Market
  431. Updating the Ultimate Forward Rate over Time
  432. The Nash equilibrium in the policy mix model for Czechia, Hungary, and Romania
  433. Robust portfolio rebalancing with cardinality and diversification constraints
  434. Fractal analysis of market (in) efficiency during the COVID-19
  435. Predictability of Analysts’ Forecast Revision under COVID-19: Evidence from Emerging Markets
  436. Shortfall portfolio selection: a bootstrap and k-fold analysis
  437. Exploring evolution trends in cryptocurrency study: From underlying technology to economic applications
  438. The comovement between epidemics and atmospheric quality in emerging countries
  439. Corporate Tax Integrity and the Cost of Debt: Evidence from China
  440. A factor approach to the performance of ESG leaders and laggards
  441. Novel comparison of numerical and analytical methods for fractional Burger–Fisher equation
  442. Accounting for the Impact of Sustainability and Net Present Value on Stakeholders
  443. Author profiling and related applications
  444. The Maschke-Type Theorem and Morita Context for BiHom-Smash Products
  445. The relationship between tourism and economic growth in the EU-28. Is there a tendency towards convergence?
  446. Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
  447. Factor Modelling for Clustering High-dimensional Time Series
  448. Financial inclusion and economic growth: An international evidence
  449. Stochastic dominance algorithms with application to mutual fund performance evaluation
  450. A mean field game of optimal portfolio liquidation
  451. Dealing with an aging China—Delaying retirement or the second-child policy?
  452. Risk Early Warning Research on China’s Futures Company
  453. ICT diffusion, financial development, and economic growth: An international cross-country analysis
  454. Valency-based topological properties of linear hexagonal chain and hammer-like benzenoid
  455. Machine translation
  456. Theoretical Models
  457. Entrepreneurial orientation and the fate of corporate acquisitions
  458. Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
  459. Intellectual capital: A modern model to measure the value creation in a business
  460. Text Mining of Stocktwits Data for Predicting Stock Prices
  461. Blockchain for Islamic social responsibility institutions
  462. The impact of central clearing on the market for single-name credit default swaps
  463. Distributional transforms, probability distortions, and their applications
  464. Firm Sustainable Growth during the COVID-19 Pandemic: The Role of Customer Concentration
  465. Approximate Solution of the Stochastic Nonlinear Oscillator?
  466. SGOA: annealing-behaved grasshopper optimizer for global tasks
  467. An RBF approach for oil futures pricing under the jump-diffusion model
  468. DNN expression rate analysis of high-dimensional PDEs: Application to option pricing
  469. COVID-19 Pandemic and Dependence Structures Among Oil, Islamic and Conventional Stock Markets Indexes
  470. Regular Variation, Conditions of Domain of Attraction and the Existence of the Tail Dependence Function in the General Dependence Case: A Copula Approach
  471. Impact of Bank Concentration and Financial Development on Growth Volatility: The Case of Selected OIC Countries
  472. On the wave solutions of time-fractional Sawada-Kotera-Ito equation arising in shallow water
  473. An “essential services” workforce for crisis response
  474. Modulation instability, rogue waves and conservation laws in higher-order nonlinear Schrödinger equation
  475. Optimal investment strategy in the family of 4/2 stochastic volatility models
  476. Algorithmic fairness in mortgage lending: from absolute conditions to relational trade-offs
  477. A novel alpha power transformed exponential distribution with real-life applications
  478. Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets
  479. Jumps and oil futures volatility forecasting: a new insight
  480. The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets
  481. Control and synchronization of hyperchaos in digital manufacturing supply chain
  482. Longer-term Yield Decomposition
  483. Financial innovation characteristics and banking performance: The mediating effect of risk management
  484. Fuzzy simulation of organizational adjustment processes management based on heat supply balanced scorecard
  485. Management Earnings Forecasts Bias, Internal Control, and Stock Price Crash Risk: New Evidence from China
  486. Toward pricing financial derivatives with an IBM quantum computer
  487. The limitations of estimating implied densities from option prices
  488. SARS-CoV-2 elimination, not mitigation, creates best outcomes for health, the economy, and civil liberties
  489. Nexus of Interest Rate Liberalization and Loan Pricing: Evidence from Entrusted Loans in China
  490. Time-varying Effects of US Economic Policy Uncertainty on Exchange Rate Return and Volatility in China
  491. Behavioral Factors on Individual Investors’ Decision Making and Investment Performance: A Survey from the Vietnam Stock Market
  492. Practical application of product and process parameters under the specified process capability value
  493. Top Executives’ Multi-Background and M&A Decisions: Evidence from Chinese-Listed Firms
  495. Implications of COVID-19 Pandemic on China’s Exports
  496. Implied volatility directional forecasting: a machine learning approach
  497. Network Formation and Effects: Observations from US Commercial Real Estate Markets
  498. The effect of maritime cluster on port production efficiency
  499. . Modeling the selection of the optimal stock portfolio based on the combined approach of clustered value at risk and Mental Accounting
  500. Approximate solutions for stochastic time-fractional reaction–diffusion equations with multiplicative noise
  501. Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
  503. Multi-objective linguistic-neutrosophic matrix game and its applications to tourism management
  504. Fuzzy Stochastic Automation Model for Decision Support in the Process Inter-Budgetary Regulation
  505. The Application of Optimal Control Through Fiscal Policy on Indonesian Economy
  506. Impact of Credit on Agricultural Growth and Employment in Iran (Using provincial panel data)
  507. Who gains and who loses on stock markets? Risk preferences and timing matter
  508. Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schro¨dinger Bridge
  509. Generative adversarial networks for financial trading strategies fine-tuning and combination
  510. An Investigation into the Estimation of a Positive Case of COVID-19: A Comparative Study between Two Phases of the Pandemic