Latest Research in Stochastic processes and financial applications

Top Research Topics in Stochastic processes and financial applications

• Stock Market Forecasting Methods — 26 papers
• Stochastic processes and financial applications — 14 papers
• Computational Finance — 10 papers
• Machine Learning — 8 papers
• Complex Systems and Time Series Analysis — 4 papers
• Computational Engineering, Finance, and Science — 3 papers
• Blockchain Technology Applications and Security — 3 papers
• Pricing of Securities — 2 papers
• Artificial Intelligence — 2 papers
• Trading and Market Microstructure — 2 papers

Highest-Cited Papers

1. Data-Driven Portfolio Optimization Using a Predict-Then-Optimize Framework
2. Pricing of perpetual American options in diffusion models with progressively enlarged filtrations
3. ResNLS: An Improved Model for Stock Price Forecasting
4. Cross-Sectional Asset Retrieval via Future-Aligned Soft Contrastive Learning
5. Pricing European Options under Logistic Stock-Price Dynamics with a Continuous Dividend Yield
6. Integrating Dynamic Graph Representation and Reinforcement Learning for Portfolio Optimization
7. Confidence intervals for empirical convergence rates of randomised quasi-Monte Carlo, with applications to option pricing
8. Calibrating the Heston model with deep differential networks
9. Hedging short-maturity Asian options in local volatility models
10. Phi‑Resonant E8 Root Vector Filter Enhances Predictive Lead Extraction and Financial Signal Timing — E8 Intelligence Research
11. A Compact Selective State-Space Model for Cross-Sectional Stock Return Ranking from Raw Intraday Bars
12. Towards Robust Predictions Under Extreme Markets: A Hybrid Framework Integrating Adaptive Trend Decomposition and STOA ‐Optimized Deep Learning
13. Robust Time Series Forecasting in Cryptocurrency Markets- An Artificial Bee Colony Optimized Cauchy-Huber Dendritic Neural Network for Bitcoin
14. A Comparative Performance Analysis of Artificial Bee Colony, Genetic Algorithm, Particle Swarm Optimization, and Sine Cosine Algorithm for Training a Robust Cauchy-Huber Dendritic Neuron Model in Bitcoin Log-Return Forecasting
15. WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion
16. E8 Root-Projection Phase Locking for Stochastic Event Forecasting — E8 Intelligence Research
17. Portfolio Optimization with Covariance from News-Derived Information Networks
18. Analysis of Cryptocurrency Time Series and Forecasting of Volatility Changes Using LSTM Neural Networks and Multifractal Analysis Methods
19. VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion
20. A Hybrid LSTM-XGBoost Framework for Multi-Horizon Stock Return Prediction Across Diversified Equity Portfolios