Latest Research in Asset Pricing and Volatility Forecasting
816 research papers · 0.0 average citations · 2026 median publication year
Top Research Topics in Asset Pricing and Volatility Forecasting
- Financial Markets and Investment Strategies — 74 papers
- Stock Market Forecasting Methods — 61 papers
- Blockchain Technology Applications and Security — 59 papers
- Complex Systems and Time Series Analysis — 49 papers
- Market Dynamics and Volatility — 34 papers
- Trading and Market Microstructure — 29 papers
- Mathematical Finance — 28 papers
- Machine Learning — 25 papers
- Stochastic processes and financial applications — 23 papers
- Financial Risk and Volatility Modeling — 21 papers
Highest-Cited Papers
- Event History Is Not State: Observed Pressure Is Not Explained Pressure in DeFi Lending Markets (2 citations)
- Manipulation, Informed Trading, and Regulation in Leveraged Event-Linked Markets
- AlphaSchema: Exploring the Space of Trading Semantics for LLM-Based Alpha Mining
- Crossing-Free Probabilistic K-Line Forecasts Without Retraining
- Where does the criticality live? Early-warning signals are event-heterogeneous across seven crypto-perpetual liquidation cascades
- A note on first-order and transversality conditions in infinite-horizon continuous-time optimal control models
- Multi-Asset Liquidation in Dark Pools with Adverse Selection
- Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes
- Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
- DialectLLM: A Dialect-Aware Dialog[ue] Generation Framework Beyond Standard American English
- Equilibrium for Regular-Singular Control under Mean-Variance Criterion
- Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion
- Resolution-Aware Perpetual Futures on Binary Prediction Markets: Failure Modes and Mechanical Stress Tests Using Polymarket Data
- Forcing and duality-corrected contracts for volatility control
- Forecast-Gated Passive Liquidity Provision in Five-Minute Bitcoin Prediction Markets
- How Likely and How Deep? Sharp Joint Bounds on Risk-Neutral Crash Probability and Conditional Depth from Option Bid-Ask Quotes
- Dynamic Network Connectedness and Risk Spillovers Among DeFi, AI-Based, Islamic and Commodity Assets
- MODEL ADOPTION #283: ADOPT — TG AUTO: BASE 44 ORDER: Inject credibility-weighting loop into Excalibur lattice — E8 Intelligence Research
- High-Order Convergent Numerical Method for Pricing Asian Options Under Regime-Switching Model
- LAB #273 HARMFUL: VIDEO SCOUT: Every ICT Trading Strategy Explained in 13 Minutes! — E8 Intelligence Research
Sub-Regions
- Market Dynamics and Volatility — 240 papers
- Blockchain Technology Applications and Security — 179 papers
- Stock Market Forecasting Methods — 96 papers
- Machine Learning — 96 papers
- Financial Markets and Investment Strategies — 76 papers
- Complex Systems and Time Series Analysis — 72 papers