The influence of economic research on financial mathematics: Evidence from the last 25 years

Carmona, René

doi:10.1007/s00780-021-00469-0

Cited by 3 publications

(1 citation statement)

References 69 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Prior research in this field has employed a master equation incorporating a stochastic FPK or a maximal principle. Assuming indistinguishability within classes, most studies [11][12][13][14][15][16] have concentrated on mean-field game methods in linear-quadratic games with an infinite number of decision-makers. This assumption, however, might not apply in circumstances like variance reduction or risk quantification issues where decision-makers have varying levels of sensitivity to risk.…”

Section: Dcp Applications To Cryptocurrencymentioning

confidence: 99%

<strong></strong>Threshold and Upper Bound for the Controller’s Designed Parameter of Fokker Planck Kolmogorov Probability Density Function with Applications to Cryptocurrency

A. Mageed

2024

Preprint

View full text Add to dashboard Cite

This work is the first in literature to tackle the difficult open problem of determining the upper bound and threshold theorem for the TDCDP (time-dependent controller parameter) of the (Fokker Planck Kolmogorov) probability density function. This revolutionary exposition will put control theory and other related inter-disciplinary fields to a higher level towards contemporary control theory. Notably, based on the influential role of control theory in both engineering and industry, this paper will be of great value to all engineering and industry professionals who seek to know more about advanced trends within control theory settings. On the other remit of the spectrum, Fokker Planck Kolmogorov(FPK) equations are of high importance to physicists as well as mathematicians, based on their multiple applicability to information theory, graph theory, data science, finance, economics, and beyond. So, this by default adds more taste and credibility to this study. This leads by nature to introducing a different flavor to this ground-breaking research by highlighting the impact of Fokker Planck Kolmogorov(FPK) to revolutionize crypocurrency,which have received its name because it uses encryption to verify transactions, a new debatable digital payment system that doesn't rely on banks to verify transactions. It’s a peer-to-peer system that can enable anyone anywhere to send and receive payments. The paper ends with closing remarks combined with some challenging open problems and the next phase of research.

show abstract

Section: Dcp Applications To Cryptocurrencymentioning

confidence: 99%

<strong></strong>Threshold and Upper Bound for the Controller’s Designed Parameter of Fokker Planck Kolmogorov Probability Density Function with Applications to Cryptocurrency

A. Mageed

2024

Preprint

View full text Add to dashboard Cite

show abstract

Financial Time Series Forecast of Temporal Convolutional Network Based on Feature Extraction by Variational Mode Decomposition

Zhao¹

2023

Lecture Notes in Electrical Engineering

View full text Add to dashboard Cite

A bibliometric analysis on financial engineering studies

2023

View full text Add to dashboard Cite

Due to the availability of innovative financial products and services, financial engineering has expanded to include more practices and engineering techniques (FinTech, InsurTech, and other technologies). Financial engineering (FE) has succeeded through the stock market, financial instruments, and service developments. This study combines qualitative and quantitative approaches with bibliometric analysis to address a vacuum in financial literature. Co-citation, co-occurrence, and bibliographic coupling analysis techniques are used to make inferences about the structure of FE research in finance from January 2007 to December 2022. The study used 347 filtered research articles from the Scopus database and processed through VOS-Viewer and Biblioshiny through “R” to justify study objectives. The relevance of authors, journals, and organizations in a contemporary topic study is recognized using bibliometrics analysis. The study topic analysis revealed that modern portfolio theory acknowledges the importance of FE’s revolutionary products, such as FinTech and InsurTech, as recent advances in risk management techniques. Future research could take a multi-dimensional approach based on the current theme. New research themes emerged from the study, i.e., Financial Engineering and emerging financial markets and risk management, investment and financial crisis, FinTech, and InsurTech innovation, and Option pricing.

show abstract

The influence of economic research on financial mathematics: Evidence from the last 25 years

Cited by 3 publications

References 69 publications

<strong></strong>Threshold and Upper Bound for the Controller’s Designed Parameter of Fokker Planck Kolmogorov Probability Density Function with Applications to Cryptocurrency

<strong></strong>Threshold and Upper Bound for the Controller’s Designed Parameter of Fokker Planck Kolmogorov Probability Density Function with Applications to Cryptocurrency

Financial Time Series Forecast of Temporal Convolutional Network Based on Feature Extraction by Variational Mode Decomposition

A bibliometric analysis on financial engineering studies

Contact Info

Product

Resources

About