Latest Research in Mathematical Finance
31 research papers · 0.2 average citations · 2026 median publication year
Top Research Topics in Mathematical Finance
- Market Dynamics and Volatility — 8 papers
- Mathematical Finance — 2 papers
- Financial Markets and Investment Strategies — 2 papers
- Probability — 1 papers
- Ecosystem dynamics and resilience — 1 papers
- Methodology — 1 papers
- Stock Market Forecasting Methods — 1 papers
- Capital Investment and Risk Analysis — 1 papers
- Microfinance and Financial Inclusion — 1 papers
- Corporate Social Responsibility Reporting — 1 papers
Highest-Cited Papers
- Prediction When Factors are Weak (6 citations)
- The effect of Russo—Ukrainian war on the aluminum stocks: an event study approach
- Dynamic Connectedness of Geopolitical Risk, Brent Crude Oil Price Changes, Gold Returns, the U.S. Dollar Index Returns, and the Thai Stock Market Returns: Evidence from a Bayesian TVC-VAR Approach
- Forward recursive aggregator systems and the forward Epstein-Zin recursiveparadigm
- The Architecture of Structural Truth: Deploying the MIP-009 Multi-Scale Pipeline Engine for Offline and Online Global Risk Diagnostics and Foundation Services
- Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
- Forecasting Macroeconomic Variables With High‐Frequency Predictors: A Supervised Nonlinear Mixed‐Frequency Factor Approach
- Existence and Uniqueness Results for a Mean-Field Game of Optimal Investment
- Democratizing Finance: A Proposal for Community-Driven Microbanks to Address Local Needs
- Oil price shocks and business sentiment: evidence from South Korea
- Decoding ESG Contagion: FinTech Information Flows, FinBERT Filters, and Optimal Portfolios
- Spillover transmission and return connectedness in the post-IMO 2020 ERA global VLSFO bunker market: Evidence from the Diebold–Yılmaz framework
- Dynamic volatility connectedness, portfolio optimization, and hedging effectiveness in Türkiye’s agricultural markets: New evidence
- Principal component analysis for a mix of stationary and nonstationary variables
- ESRIcascade.jl: A Julia package for fast computation of the Economic Systemic Risk Index
- Finite-horizon ratcheting with perpetual commitment: optimal consumption, investment, and lock-in effects
- Impact of commodity prices volatility on the sovereign risk of European economies: the case of the Russo-Ukrainian conflict
- Geometrically convex return risk measures on AM-algebras
- Asymmetric volatility spillovers and dynamic connectedness under uncertainty: evidence from BRICS exchange rates, the US Dollar, the Japanese Yen, and oil markets
- Snapshots of Robust Local Risk-Minimizing Hedging Strategies