research topics in financial mathematics

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• Mathematical and Computational Finance @ Oxford

Research in Mathematical & Computational Finance

• MCF Working Papers 2024
• MCF Working Papers 2023
• MCF Working Papers 2022
• MCF Working Papers 2021
• MCF Working Papers 2020
• MCF Working Papers 2019
• MCF Working Papers 2018

The Oxford Mathematical and Computational Finance Group is one of the leading academic research groups  in the world focused on mathematical modeling in finance and offers a thriving research environment, with experts covering multiple  areas of quantitative finance. Our group maintains close links with the Data Science , Stochastic Analysis and  Numerical Analysis groups as well as the Institute for New Economic Thinking (INET), the Alan Turing Institute (Machine Learning in Finance ) ,  DataSig ,  the Oxford-Man Institute of Quantitative Finance  and the Oxford Probability Group ,  enabling cross-fertilisation of ideas and techniques.

Research activities of the group cover a wide spectrum of topics in Quantitative Finance , ranging from  market microstructure and high-frequency modeling  to macro-financial modeling and systemic risk, as well as more traditional topics such as  portfolio optimisation, derivative pricing, credit risk modeling, using a variety of methods: stochastic analysis, probability, partial differential equations, optimisation, numerical simulation, statistics and machine learning.

Mathematical Foundations and Continuous-time finance

Positioned within Oxford's Mathematical Institute, the group has developed a unique expertise in the mathematical foundations underlying quantitative finance and pioneered new approaches in mathematical modeling.

Sam Cohen , Rama Cont , Ben Hambly , Blanka Horvath ,  Jan Obloj   and Zhongmin Qian explore topics in stochastic analysis  -stochastic calculus, backward stochastic differential equations, interacting particle systems, Malliavin calculus, Functional Ito calculus, rough path theory, pathwise methods in stochastic analysis, optimal transport- and their applications to the design of robust models for the pricing and hedging of derivatives in presence of model uncertainty.   Michael Monoyios works on duality methods for optimal investment and consumption problems, and on valuation and hedging problems in incomplete markets. He has worked on models with transaction costs, and with partial and inside information on asset price evolution. He has interests in Fernholz's stochastic portfolio theory, and on the geometric interpretation of functionally generated portfolios that arise in this theory.  Jan Obloj works on robust formulations of classical problems -- pricing, hedging, risk management, optimal investment – and seeks to understand and quantify the effects of model uncertainty. Blanka Horvath focusses on implied volatility modelling, rough volatility models, stochastic volterra equations and stochastic volatility models their short -time asymptotic properties as well as their numerical properties for pricing, hedging and simulation.

Statistical modeling and Machine Learning in Finance

Our group is one of the few academic research teams in the world with an active research agenda at the interface of machine learning and quantitative finance. Several group members are Fellows of the Alan Turing Institute. Hanqing Jin is Director of the Oxford-Nie Big Data Lab , where Ning Wang has developed algorithms for sentiment analysis based on social media data. Sam Cohen  is exploring applications of Deep Learning  to continuous-time finance as well as issues related to model robustness and its interaction with statistical modelling and optimal control. Rama Cont ,  Blanka Horvath   and Justin Sirignano investigate the use of Deep Learning and  data-driven modelling in finance. Terry Lyons and his team investigate the use of rough path signatures for machine learning. Jan Obloj   employs tools from the optimal transport theory to develop data-driven estimators for risk measures, and to quantify robustness of deep neural networks to adversarial attacks. Blanka Horvath   develops deep learning tools for option pricing, (deep) calibration and hedging and for data-driven simulation of asset price dynamics and data-driven portfolio choice problems.

Market microstructure and algorithmic finance

Álvaro Cartea   focuses on mathematical models of algorithmic trading and  the design of optimal trade execition strategies in electronic markets.

Rama Cont pioneered the analytical study of stochastic models for limit order books and intraday market modeling, and investigates the impact of algorithmic trading on market stability and liquidity.

Leandro Sanchez-Betancourt studies the equilibrium between makers and takers of liquidity with continuous-time models and tools from stochastic control and machine learning.

Macro-financial modeling: financial stability and systemic risk

Our group is actively engaged in the development of mathematical models of large-scale financial systems with the goal of providing quantitative insights on financial stability and systemic risk to regulators and policy makers. Rama Cont and Ben Hambly   investigate the link between micro- and macro-behavior in stochastic models of direct and indirect contagion in financial markets, using network models and analogies with interacting particle systems.

Rama Cont ,Research Fellow at the  Institute for New Economic Thinking (INET), have developed network models and simulation-based approaches for macro stress-testing and monitoring systemic risk in banking systems, in liaison with central banks and international organisations such as the Bank of England, the European Central Bank, IMF and Norges Bank.

Rama Cont   is  Director of the Oxford Martin Programme on Systemic Resilience , an interdisciplinary programme aimed at exploring solutions for managing stress scenarios with the potential for major and prolonged economic disruption, severe human or economic impacts, and contagion. 

Computational Finance

Our group is a leader in the development of advanced numerical methods and  high performance computiing for high-dimensional problems in finance: Mike Giles  is a pioneer  on multilevel Monte-Carlo methods and their applications in finance, and a leading expert on the use of GPU and high performance computing methods in finance. Raphael Hauser has developed robust numerical methods for portfolio optimisation and high-dimensional optimisation problems in finance. Jan Obloj develops numerical methods for martingale optimal transport problems which yield bounds for option prices and optimal transport techniques for model calibration. Justin Sirignano has pioneered the use of Deep Learning methods for various applications in finance ranging from credit risk modeling to limit order book modeling. Christoph Reisinger develops novel and efficient numerical methods for stochastic control problems and high-dimensional (S)PDEs and their applications in finance; Terry Lyons devised cubature methods in Wiener space for solving stochastic differential equations. Sam Howison and Jeff Dewynne were among the pioneers in the development of advanced  partial differential equation methods in finance, the use of asymptotic methods for their solution and their application to various markets such as energy and commodities. Blanka Horvath   develops numerical solutions for pricing, hedging and optimal investment problems and analytic- and asymptotic methods for a wide variety of stochastic models for equity, FX and interest rate modelling. The numerical methodologies explore path-dependent   data-driven machine learning solutions as well as quantum machine learning algorithms.

Behavioural finance

Hanqing Jin   develops quantitative models of investor behaviour, building on the fundamental work of Kahneman and Tversky's prospect theory and Lopes' SP/A theory. Ning Wang  is working on sentiment analysis based on social media data, as well as on using data to establish metrics for learning and identification purposes. Jan Obloj works on optimal decision problems for cumulative prospect theory agents and understanding their actions in dynamic environments, such as casino gambling.

For more information on research activities of our group please visit the individual websites of group members .

Financial Math

Currently research in financial mathematics at Stanford is in two broad areas. One is on mathematical problems arising from the analysis of financial data; it involves statistical estimation methods for large data sets, often using random matrix theory and in particular dynamic or time-evolving large random matrices. The other is multi-agent stochastic control problems that model interacting markets. Mean field games are an example that give rise to mathematical problems at the interface between differential equations and stochastic analysis.

© Stanford University . Stanford , California 94305 .

Center for Financial Mathematics and Actuarial Research - UC Santa Barbara

Research topics.

The Center faculty are highly research-active, publishing many articles each year. They also regularly recruit new graduate students to their groups. Among  themes that are presently investigated are: Mean Field Games for Systemic Risk; Stochastic Portfolio Theory; Gaussian Process Regression for Portfolio Risk Management; Limit Order Book modeling; Contagion in Random Financial Networks; Stochastic Volatility models;  Monte Carlo methods for Stochastic Control; Stochastic Games.

Jean-Pierre Fouque (Distinguished Professor and Co-Director of the CFMAR) Stochastic processes. Financial Mathematics. Volatility modeling. Systemic risk, Mean-field Games Publications

Mike Ludkovski (Professor and Co-Director of the CFMAR) Monte Carlo simulation; Machine Learning for Stochastic Control; Energy Markets & Stochastic Games; Modeling of Renewable Power Generation; Longevity Risk. Publications

Tomoyuki Ichiba (Associate Professor PSTAT) Probability Theory, Stochastic Processes and their applications. Stochastic Differential Equations, Collisions of Brownian Particles, Local Time of Semimartingales, Mathematical Economics & Finance (Stochastic Portfolio Theory), and Statistics in Finance

Nils Detering (Assistant Professor PSTAT) Financial Mathematics: Systemic risk, energy markets and model risk; Probability theory: Stochastic Analysis and Random graphs, especially percolation on random graphs

Alex Shkolnik  (Assistant Professor PSTAT)

Quantification and management of credit risk; factor models for portfolio selection; simulation of jump-diffusion processes

Ruimeng Hu  (Assistant Professor PSTAT and MATH)

Machine learning, financial mathematics, and game theory: Deep learning algorithms and theory for stochastic differential games; mean-field portfolio games; portfolio optimization;  and optimal switching problems; systemic risk and central counterparty.

MA422       Research Topics in Financial Mathematics

This information is for the 2021/22 session.

Teacher responsible

Ms Chhaya Trehan

Availability

This course is available on the MPhil/PhD in Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to students on other programmes where regulations permit.

PhD students in the departments of Mathematics and Statistics along with other members of the research community are welcome to attend.

Course content

The seminar ranges over many areas of financial mathematics, stochastic analysis and stochastic control theory.

6 hours of seminars in the MT. 6 hours of seminars in the LT.

6 x 1 hour talks by researchers in the MT and LT.

Additional seminars will be scheduled throughout the year. Please see the Timetables website for further information.

Formative coursework

This course is not assessed.

This is a non-assessed course.

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Important information in response to COVID-19

Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Department: Mathematics

Total students 2020/21: Unavailable

Average class size 2020/21: Unavailable

Controlled access 2020/21: No

Value: Non-credit bearing

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Mathematical Finance

Mathematical Finance is the field of mathematics that studies financial markets. Topics in financial markets studied include market trading mechanisms, called market microstructure, corporate management decision making, called corporate finance, investment management, and derivative securities. In each of these areas, sophisticated mathematics is utilized for modeling purposes. The theory of stochastic processes, stochastic optimization, partial differential equations, and simulation methods are just some of the mathematical tools employed. For example, in the area of derivatives, stochastic calculus is used to price a call option on a common stock. A call option is a financial security that gives its owner the right to buy a common stock at a fixed price on or before a fixed future date. Using stochastic calculus, the price of a call option can be characterized as the expected value of a nonlinear and random payoff at a future date. Numerical methods, such as Monte Carlo simulation, are often used to compute these expected values.

Mathematics

Financial Mathematics

We are active in research areas, which range from stochastic analysis and the theory of stochastic processes to more applied topics including the analysis and modelling of data.

UCL research in financial mathematics is versatile and interdisciplinary as the nature of this dynamic field of mathematical science is. We are active in research areas, which range from stochastic analysis and the theory of stochastic processes to more applied topics including the analysis and modelling of data sets. Across the range one finds research projects and interests focusing on, e.g., asset pricing and hedging (fixed-income, equity, credit, commodities & emissions markets, insurance, etc.), financial risk management, computational methods for finance and insurance, stochastic (partial) differential equations, control theory and applications, algorithmic finance, filtrations and information modelling, probabilistic numerical methods, rough path theory, statistical inference and machine learning, and research on heavy-tailed processes.

Apart from running a successful Masters programme in financial mathematics, we also foster continued cooperation with the financial industry. We co-author research papers with industry practitioners and are keen on collaborating with the financial and insurance industry on current issues and challenges. A number of senior industry practitioners are affiliated to UCL Mathematics allowing regular exchange of ideas and updates on research problems which benefit from cooperation between academia and the industry. We are a member of the London Graduate School of Mathematical Finance, co-organise the London Mathematical Finance Seminar series, and run the financial mathematics practitioner seminars.

Group Members

Dr Lei Jiang Dr Camilo Garcia Trillos Dr Andrea Macrina Prof Carlo Marinelli Dr Hao Ni Dr Neofytos Rodosthenous Dr Daniel Schwarz Dr Alex Tse

Useful links

MPhil/PhD Applications

Research Areas

At the Financial Mathematics Research Group, we advance mathematics in the context of financial markets. Our work has direct industrial application and we also work extensively on theory-oriented problems in order to accurately capture nuanced characteristics of financial markets. Unlike other scientific fields, our mathematical research projects are diverse and change constantly, including working on the latest developments in machine learning and fintech. We explore data, develop new mathematical models and improve on existing models. 

Funding : Our research is supported by a wide variety of grants, including MITACS, NSERC Discovery, NSERC USRA, NSERC Engage, and NSERC CRD.

To discuss research opportunities with our group, find your interest area and  contact a supervising professor .

Portfolio Optimization

Our work in this area involves developing investment strategies that maximize returns and minimize risks. Members of our group have experience in building portfolios for financial institutions that are large (e.g. banks) and small (e.g. hedge funds). By studying how investments move, we can predict the risk involved and potentially provide the basis for employing alternate asset allocation strategies to optimize returns.

Supervising professors:  Dr. Rubtsov and Dr. Xu

Risk Management

A prime part of our work involves understanding risk and creating models to measure and mitigate its potential impact. In the area of risk management we have been working with market risk, interest rate risk, climate change risk, systemic risk (risk of collapse of the entire financial system), among others. The results of our research were published in top-tier journals in Mathematical Finance.

Supervising professors:  Drs. Ferrando, Gao, Olivares, Rubtsov, Xanthos and Xu

Derivative Pricing

In this research area, we develop approaches for pricing derivative contracts based on future valuations of its underlying assets. A core component of our work is to improve on shortfalls in standard pricing models such as Black-Scholes-Merton model. We develop a variety of models to reflect real-world phenomena such as heavy-tail distributions or running jumps. The more accurate our models, the better investors can hedge in buying or selling.

Supervising professors:  Drs. Ferrando, Olivares, Rubtsov, Xanthos and Xu

Environmental Finance

We are currently one of only few mathematics groups with expertise in Environmental Finance – a growing and increasingly important research area. Our work in this field encompasses two main subjects:

Mitigation of climate change risk

In this research area we are providing answers to the following questions. How can financial institutions mitigate adverse impacts of climate change? How can financial institutions help in transitioning to lower carbon economies? How to optimize climate taxation and quantify the cost of delay in addressing potentially devastating consequences of global climate change?

Supervising professor : Dr. Olivares

Weather Derivative Contracts

Financial markets are renewing their interest in contracts involving weather-related impacts on pricing. Environmental factors such as rainfall can affect production in weather-dependent industries such as agriculture. We develop mathematical models to more accurately price weather derivative contracts within the context of climate change.

Supervising professor : Dr. Rubtsov

Emerging Topics in Finance

Our group stays current with some of the latest developments within Finance. We’re currently studying and modeling the characteristics of such advancing areas as:

• Blockchain, cryptocurrencies
• Data mining
• Artificial intelligence and Machine learning
• Behavioural finance

Supervising professors : Dr. Rubtsov and Dr. Xu

Browse Course Material

Course info, instructors.

• Dr. Peter Kempthorne
• Dr. Choongbum Lee
• Dr. Vasily Strela
• Dr. Jake Xia

Departments

• Mathematics

As Taught In

• Applied Mathematics
• Probability and Statistics

Learning Resource Types

Topics in mathematics with applications in finance, sample topics for the final paper.

Twenty-five percent of the course grade is based upon a final paper on a math finance topic of the student’s choice. Below are some sample topics. Students may propose other topics as well.

Portfolio Management

Based on what you learned in class, research further and come up with your own views in portfolio risk management.

Regime-Shift Modeling

Detail one or more approaches to regime-shift modeling, addressing the statistical modeling methodology and its use in a specific, real-world application.

Low-Volatility Investing

Critically review the rationales of low-volatility investing strategies in the U.S. equity market and their connection to the portfolio theory covered in class; evaluate the performance of such strategies as implemented in exchange-traded funds and / or mutual funds.

Modeling Financial Bubbles

Detail one or more approaches to modeling asset bubbles; e.g., the work of Didier Sornette.

Relationship between Black-Scholes and Heat Equations

• Go through the change of variables to get from Black-Scholes PDE to Heat Equation.
• Go through calculations verifying that a European call option price for a lognormaly distributed stock is in fact a discounted expected value of the pay-off under risk neutral measure.
• Explore possible numerical methods for the solution with various boundary conditions.
• Go through computations showing that Black-Scholes price of a digital option is a partial derivative of the call option price with respect to strike.

Hybrid products

• Price zero coupon bonds in USD and EUR in this jump–diffusion model.
• Determine the dynamic hedging strategy. There are two sources of risk, so need at least 2 hedging instruments. FX forwards are a great candidate.

HJM vs Short-Rate Interest Rate Models. 

• Start from the equation for forward rates df tT = μ tT dt + σ tT dB t and derive the no-arbitrage condition for drift μ tT . 
• Derive drift at for the short rate Ho-Lee Model dr t = a t dt + σdB t . Next, show that the Ho-Lee model can be written in the HJM form. Remember that r t = f tt .
• Add a mean reversion to the Ho-Lee model dr t = (a t - κr t *)dt + σdB* t and write it in the HJM form.

Ross Recovery

• Try to offer financial intuition for the Perron Forbenius theorem for positive matrices.
• Try to extend Ross recovery to a countable state space for a Markov chain.

A Few Topics Chosen by Students Last Year

• Transformation of Black-Scholes PDE to Heat Equation
• From Black-Scholes-Merton model to heat equation: Derivations and numerical solutions
• Solving Black-Scholes equation with Initial conditions by change of variables
• Derive HJM no arbitrage condition
• HJM model and Ho-Lee model
• Pricing zero-coupon USD and EUR bonds in the FX jump diffusion model
• Pricing Asian options
• On the Minimal Entropy Martingale Measure in Finite Probability Financial Market Model
• Principal Component Analysis on Oil, Gas, Power and Currency Swap Curves before and after the 2008 Financial Crisis
• A review of finite grid summation method and Monte-Carlo method for a three-legged spread option integration
• Monte-Carlo option pricing using the heston model for stochastic volatility

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Mathematical Finance Research Topics Ideas [MS PhD]

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

• A class of mesh-free algorithms for mathematical finance, machine learning and fluid dynamics
• A Mathematical Finance Database By Marek Rutkowski and Marek Musiela
• Using a Multi-criteria Decision-making Mathematical Tech-nique for the Influential and Interaction Factors in Pension Fund
• A -functional It\^o’s formula and its applications in mathematical finance
• A class of mesh-free algorithms for finance, machine learning, and fluid dynamics
• AC^{0, 1}-functional Itô’s formula and its applications in mathematical finance
• Mathematical Modeling in Finance
• Risk-sensitive benchmarked asset management with expert forecasts
• Malliavin Calculus in Finance: Theory and Practice
• A Combination of FSAW and DOE Method with an Application to Tehran Stock Exchange
• Ranking of Banks’ Risk Reporting Using Data Envelopment Analysis
• Using Fuzzy Delphi Technique to Identify Financial Factors Affecting Risk Management in Iranian Banks
• Long-Memory Models in Mathematical Finance
• Modelling Optimal Predicting Future Cash Flows Using New Data Mining Methods (A Combination of Artificial Intelligence Algorithms)
• The efficiency of innovative techniques in improving new and traditional standards of corporates’ performance
• Experimental Comparison of Financial Distress Prediction Models Using Imbalanced data sets
• Designing and evaluating the profitability of linear trading system based on the technical analysis and correctional property
• Pattern Explanation of Micro and Macro variables on Return of Stock Trading Strategies
• [BOOK][B] Point Processes and Jump Diffusions: An Introduction with Finance Applications
• Bitcoin in the economics and finance literature: a survey
• The Alpha-Heston stochastic volatility model
• Counter-hegemonic finance: The gamestop short squeeze
• Evaluation the profitability of dynamic investment projects by using ordered fuzzy numbers
• Portfolio Optimization Based on Semi Variance and Another Perspective of Value at Risk Using NSGA II, MOACO, and MOABC Algorithms
• Performance Analysis of Global Hedge Funds
• Explain and Prioritize Information Disclosure Factors related to Sustainable Development Accounting with Fuzzy Approach
• Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
• Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions
• The Tail Mean-Variance Model and Extended Efficient Frontier
• … for the Summer School\From L evy Processes to Semimartingales| Recent Theoretical Developments and Applications to Finance”(Aarhus, August 2002)
• The Long Memory of the Jump Intensity of the Price Process
• Smart Network Price Policy for ISP Based on Traffic Prediction
• Modeling Islamic Economics and Finance Research: A Bibliometric Analysis
• 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 …
• The Driving Factors of China’s Housing Prices Pre-and after 2012
• Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection
• Using contingency approach to improve firms’ financial performance forecasts
• Deep learning for efficient frontier calculation in finance
• On Farkas’ Lemma and Related Propositions in BISH
• Covariate Selection for Mortgage Default Analysis Using Survival Models
• Finite-Time Stabilization of a Perturbed Chaotic Finance Model
• Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling
• Financial Performance Evaluation of Companies Using Decision Trees Algorithm and Multi-Criteria Decision-Making Techniques with an Emphasis on …
• Ranking the efficiency and soundness of business banks using a combined method of data envelopment analysis and fuzzy vikor
• The effect of JCPOA on the network behavior analysis of tehran stock exchange indexes
• Notes on Applied Probability and Stochastic Finance
• An Investigation into the Effect of CEO’s Perceptual Biases on Investment Efficiency and Financing Constraints of the Iranian Listed Firms
• Rapport sur les contributions
• Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes
• Interest and Growth
• Geographic diversity in academic finance editorial boards—A discussion
• Topics in McKean-Vlasov equations: rank-based dynamics and Markovian projection with applications in finance and stochastic control.
• Classifying a Lending Portfolio of Loans with Dynamic Updates via a Machine Learning Technique
• Forward indifference valuation and hedging of basis risk under partial information
• An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps
• Earnings Manipulation and Adjustment Speed towards an Optimal Leverage
• Reinforcement learning in economics and finance
• Multi-stage distributionally robust optimization with risk aversion
• Citations and the readers’ information-extracting costs of finance articles
• Development of Internet Supply Chain Finance Based on Artificial Intelligence under the Enterprise Green Business Model
• FOUR NEW FORMS OF THE TAYLOR–ITO AND TAYLOR–STRATONOVICH EXPANSIONS AND ITS APPLICATION TO THE HIGH-ORDER STRONG …
• To Study the Effect of Investor Protection on Future Stock Price Crash Risk
• TODIM method based on cumulative prospect theory for multiple attribute group decision-making under 2-tuple linguistic Pythagorean fuzzy environment
• Mathematical Modeling of Stock Price Behavior and Option Valuation
• Approximation of backward stochastic partial differential equations by a splitting-up method
• Identifying and Ranking the Factors Affecting Customer Financial Behavior using Multi-Criteria Decision Making Technic (TOPSIS)
• Finance Academy Ideological Bias Case Study
• Machine learning methods in finance
• A solution to the Monge transport problem for Brownian martingales
• Optimal portfolio of an investor in a financial market
• University of Customs and Finance
• Exact simulation of gamma-driven Ornstein–Uhlenbeck processes with finite and infinite activity jumps
• Lévy processes with respect to the Whittaker convolution
• Predictability of financial statements fraud-risk using Benford’s Law
• White noise differential equations for vector-valued white noise functionals
• Real Option Technique for an Assessment of the Itakpe Iron Ore Project
• The effect of financial distress on stock returns, through systematic risk and profitability as mediator variables
• An efficient spectral method for the numerical solution to some classes of stochastic differential equations
• Exponentially fitted block backward differentiation formulas for pricing options
• Time consistency of the mean-risk problem
• Calculated Values: Finance, Politics, and the Quantitative Age by William Deringer
• Solving high-dimensional optimal stopping problems using deep learning
• Stability analysis of stochastic fractional-order competitive neural networks with leakage delay [J]
• Simplified stochastic calculus with applications in Economics and Finance
• Continuous-Time Mean-Variance Portfolio Selection with Regime Switching Financial Market: Time-Consistent Solution
• Optimal Make-Take Fees in a Multi Market-Maker Environment
• Approximating Correlation Matrices Using Stochastic Lie Group Methods
• A new approach by two-dimensional wavelets operational matrix method for solving variable-order fractional partial integro-differential equations
• Adaptive Control and Multi-variables Projective Synchronization of Hyperchaotic Finance System
• Multiple Solutions for the Klein-Gordon-Maxwell System with Steep Potential Well
• Anisotropic non-linear time-fractional diffusion equation with a source term: Classification via Lie point symmetries, analytic solutions and numerical simulation
• A comparative study of curriculum and assessment of Law, Finance, & ICT at Luarasi university vs three UK universities
• OPTION PRICING USING ROUGH REALIZED MEASURES
• Evaluation of Students Performance using Fuzzy Set Theory in Online Learning of Islamic Finance Course.
• Postcolonial Finance: The Political History of ‘Risk-Versus-Reward’Investment in Emerging Markets
• A survey of some recent applications of optimal transport methods to econometrics
• Are Delay and Interval Effects the Same Anomaly in the Context of Intertemporal Choice in Finance?
• On statistical indistinguishability of complete and incomplete market models
• Penalty Methods for Bilateral XVA Pricing in European and American Contingent Claims by a Partial Differential Equation Model
• Model-free price bounds under dynamic option trading
• Finance 4.0-Towards a Socio-Ecological Finance System: A Participatory Framework to Promote Sustainability
• Local discontinuous Galerkin method for a nonlocal viscous conservation laws
• Hedging futures performance with denoising and noise-assisted strategies
• On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
• Consistent Upper Price Bounds For Exotic Options
• L0-convex compactness and its applications to random convex optimization and random variational inequalities
• Ecological finance theory: New foundations
• On the strong Markov property for stochastic differential equations driven by G-Brownian motion
• A weak law of large numbers for the sequence of uncorrelated fuzzy random variables
• The Cold War: a very short introduction
• Time-consistent reinsurance and investment strategy combining quota-share and excess of loss for mean-variance insurers with jump-diffusion price process
• Determining the premium of paddy insurance using the extreme value theory method and the operational value at risk approach
• Monitoring trucks to reveal Belgian geographical structures and dynamics: From GPS traces to spatial interactions
• Brazilian stock market bubble in the 2010s
• Deep Neural Network and Time Series Approach for Finance Systems: Predicting the Movement of the Indian Stock Market
• Markov chain approximation and measure change for time-inhomogeneous stochastic processes
• Modelling tail risk with tempered stable distributions: an overview
• The CTMC–Heston Model: Calibration and Exotic Option Pricing With SWIFT
• Valuation of Third Party Litigation Finance Contracts using a Real Option Methodology
• Anticipated backward stochastic differential equations with quadratic growth
• Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models. Risks 9: 13
• Unconditional density vs conditional density functions in estimating value-at-risk
• The Kazakh University of Economics, Finance and International Trade1 Nur-Sultan ?. Almaty Management University2 Almaty ?.
• Martingale transport with homogeneous stock movements
• A relative robust approach on expected returns with bounded CVaR for portfolio selection
• Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models
• Deep ReLU neural network approximation for stochastic differential equations with jumps
• Lower bound approximation of nonlinear basket option with jump-diffusion
• Ancient Egypt: a very short introduction
• The effect of religiosity on stock market speculation
• Reframing supply chain finance in an era of reglobalization: On the value of multi-sided crowdfunding platforms
• A study of the microevolution mechanism of internet finance in China from the perspective of the labour division
• The Influence of Related Party Transaction and Corporate Governance on Firm Value: An Empirical Study in Indonesia
• Thermodynamics of gambling demons
• Level-set inequalities on fractional maximal distribution functions and applications to regularity theory
• Mathematics II: Handout
• Markowitz-based cardinality constrained portfolio selection using Asexual Reproduction Optimization (ARO)
• Calibration of the Heston stochastic local volatility model: A finite volume scheme
• Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
• Optimal Dividend Problem: Asymptotic Analysis
• The role of digital transformation to empower supply chain finance: current research status and future research directions (Guest editorial)
• Shadow couplings
• An econometric model for intraday electricity trading
• Numeraires and martingale measures in the Black-Scholes models
• The sum of two independent polynomially-modified hyperbolic secant random variables with application in computational finance
• Economic capital and RAROC in a dynamic model
• Networks in economics and finance in Networks and beyond: A half century retrospective
• Portfolio Optimization and Diversification in China: Policy Implications for Vietnam and Other Emerging Markets
• Exact first-passage time distributions for three random diffusivity models
• Multi-utility representations of incomplete preferences induced by set-valued risk measures
• Optimal bitcoin trading with inverse futures
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• Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
• Risk assessment for financial accounting: modeling probability of default
• Public spending and green economic growth in BRI region: Mediating role of green finance
• Evaluation of strategic and financial variables of corporate sustainability and ESG policies on corporate finance performance
• Measuring the Environmental Maturity of the Supply Chain Finance: A Big Data-Based Multi-Criteria Perspective
• Non-capital calibration of bureau scorecards
• Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure
• The SIPTA Newsletter
• Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
• Monetary risk measures for stochastic processes via Orlicz duality
• Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis
• Finance for SMEs and its effect on growth and inequality: evidence from South Africa
• Machine Learning for Financial Stability
• Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
• A joint inventory–finance model for coordinating a capital-constrained supply chain with financing limitations
• Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
• ????? ???????? ?????? ??????? ??? ??????? ????? ? ??????????? ?????????
• Evaluation of the effect of credit evaluation on financial performance of commercial banks in Kisii County, Kenya
• Hazardous infectious waste collection and government aid distribution during COVID-19: A robust mathematical leader-follower model approach
• [BOOK][B] Coral reefs: a very short introduction
• Effects of a government subsidy and labor flexibility on portfolio selection and retirement
• Risk arbitrage and hedging to acceptability under transaction costs
• Mean-Variance Investment and Risk Control Strategies–A Time-Consistent Approach via A Forward Auxiliary Process
• Sample average approximation of CVaR-based hedging problem with a deep-learning solution
• Efficiency measurement of Canadian oil and gas companies
• Modified inertial subgradient extragradient method with self adaptive stepsize for solving monotone variational inequality and fixed point problems
• Effect of internationally imported cases on internal spread of COVID-19: a mathematical modelling study
• A Model of Market Making and Price Impact
• Solving high-dimensional parabolic PDEs using the tensor train format
• The multivariate tail-inflated normal distribution and its application in finance
• Measuring value at risk using short-term and long-term memory of GARCH models based on switching approach to form an optimal stock portfolio
• Short Rate Dynamics: A Fed Funds and SOFR perspective
• Testing by betting: A strategy for statistical and scientific communication
• The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht
• Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\’evy models
• Climate finance governance through transnational networks
• Hedging with linear regressions and neural networks
• Consistent pricing of VIX options with the Hawkes jump-diffusion model
• Big data analytics in digital platforms: how do financial service providers customise supply chain finance?
• Fuzzy decision support modeling for internet finance soft power evaluation based on sine trigonometric Pythagorean fuzzy information
• Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
• The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model
• Access to finance for SMEs in post-socialist countries: the Baltic States and the South Caucasus compared
• Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler–Maruyama approximation
• Robust pricing and hedging of options on multiple assets and its numerics
• Finance-led growth hypothesis for Asia: an insight from new data
• Mathematical Model of Integration of Cyber-Physical Systems for Solving Problems of Increasing the Competitiveness of the Regions of the Russian Federation
• A fitted finite volume method for stochastic optimal control problems in finance [J]
• A fitted finite volume method for stochastic optimal control problems in finance
• Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
• Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective
• How does digital finance impact the leverage of Chinese households?
• An investigation of cryptocurrency data: the market that never sleeps
• The opportunities and challenges of utilizing alternative data in the assessment of creditworthiness in the Finnish consumer finance
• Export complexity and the product space: any role for finance?
• Chapter-7 Theoretical Review of Behavioural Finance and Investment Decision making
• How to re-conceptualise and re-integrate climate-related finance into society through ecological accounting?
• A general property for time aggregation
• Homogenization of random convolution energies
• Optimal Transport of Information
• Modelling and prediction of surface roughness in wire arc additive manufacturing using machine learning
• Spillover effects in empirical corporate finance
• A general approach to smooth and convex portfolio optimization using lower partial moments
• Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility
• Justice is an option: A democratic theory of finance for the twenty-first century
• Optimal control of the SIR model in the presence of transmission and treatment uncertainty
• Integral Sliding Mode Controller Design for the Global Chaos Synchronization of a New Finance Chaotic System with Three Balance Points and Multi-Stability
• CPT-TODIM method for bipolar fuzzy multi-attribute group decision making and its application to network security service provider selection
• A computational approach to hedging Credit Valuation Adjustment in a jump-diffusion setting
• Centre for Global Finance
• Deciphering the Global Private Financial Flows
• Resonance phenomenon for a nonlinear system with fractional derivative subject to multiplicative and additive noise
• Robust encoder-decoder learning framework for offline handwritten mathematical expression recognition based on a multi-scale deep neural network
• Regret-sensitive equity premium
• Understanding the impact of land finance on industrial structure change in China: Insights from a spatial econometric analysis
• Finance in the World of Artificial Intelligence and Digitalization
• Model-independent pricing with insider information: a Skorokhod embedding approach
• Modelling Volatile Time Series with V-Transforms and Copulas
• AM Kazybayeva, PhD, assoc. prof?ssor2 The Kazakh University of Economics, Finance and International Trade1 Nur-Sultan ?.
• Parameter behavioral finance model of investor groups based on statistical approaches
• Option Pricing under Double Heston Jump-Diffusion Model with Approximative Fractional Stochastic Volatility. Mathematics 2021, 9, 126
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• Holistic principle for risk aggregation and capital allocation
• The Proposition of a Mathematical Model for the Location of Electrical and Electronic Waste Collection Points
• Expectation-Maximization Algorithm of Gaussian Mixture Model for Vehicle-Commodity Matching in Logistics Supply Chain
• A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria
• THE QUANTUM THREAT TO CRYPTOGRAPHY
• BRINGING ISLAMIC FINANCE HOME THROUGH THE CIRCULAR ECONOMY-SOCIAL FINANCE (CESF) DISCOURSE
• Analysis of How to Meet the Challenges Brought by the Development of Internet Finance and The Era of Big Data
• Multi-Period Portfolio Optimization with Investor Views under Regime Switching
• The Business Transformation Framework and Enterprise Architecture Framework for Managers in Business Innovation: An Applied Holistic Mathematical Model
• Regional income disparities, monopoly and finance
• Optimal uniform error estimates for moving least-squares collocation with application to option pricing under jump-diffusion processes
• MULTIDIMENSIONAL RISK AND RELIGIOSITY TOWARDS INDONESIAN MUSLIMS’SHARIA INVESTMENT DECISION
• Cash Waqf risk management and perpetuity restriction conundrum
• Stochastic volatility enhanced Lévy processes in financial asset pricing
• On the Feller-Dynkin and the Martingale Property of One-Dimensional Diffusions
• Modelling Volatile Time Series with V-Transforms and Copulas. Risks 9: 14
• Super poly-harmonic properties, Liouville theorems and classification of nonnegative solutions to equations involving higher-order fractional Laplacians
• Hamiltonicity, pancyclicity, and full cycle extendability in multipartite tournaments
• The mathematical structure of integrated information theory
• Reducing wind power curtailment by risk-based transmission expansion planning
• Optimal lockdown policy for vaccination during COVID-19 pandemic
• Cojump risks and their impacts on option pricing
• The valuation handbook: Valuation techniques from today’s top practitioners
• Sok: Decentralized finance (defi)
• Overshooting of sovereign emerging eurobond yields in the context of COVID-19
• The Positive Effects of Financial Innovation on the International Trade Volume
• The DOL-DFL Nexus: The Relationship between the Degree of Operating Leverage (DOL) and the Degree of Financial Leverage (DFL)
• Compressing over-the-counter markets
• Gender diversity and corporate risk-taking: a literature review
• Mathematical Optimization and Application of Nonlinear Programming
• Cutoff phenomenon for the maximum of a sampling of Ornstein–Uhlenbeck processes
• The implied volatility smirk in SPY options
• Why do banks retain unprofitable customers? A customer lifetime value real options approach
• Event studies on investor sentiment
• Policy Analysis of Individual Financial Planning Affected by Personal Bias Factors in Indonesia
• Mathematical Optimization Modeling and Solution Approaches
• Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
• Exchange Rate Movements and Monetary Policies: Which Has Greater Influence on Petroleum
• Quantum Finance and Path Integrals
• Physics and Finance
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• Gas storage valuation in incomplete markets
• Active and passive portfolio management with latent factors
• The Effect of Managers’ Perception Bias Model on Earnings Management
• The Energy of Finance in Refining of Medical Surge Capacity
• ????? ????????????? ????? ????????? ????????? ?????????? ???????? ???????? ?????? ????
• Group classification for a class of non-linear models of the RAPM type
• Growing items inventory model for carbon emission under the permissible delay in payment with partially backlogging
• ISSUES OF EVALUATING THE EFFECTIVENESS OF COMMERCIAL BANKS
• Approximation of optimal transport problems with marginal moments constraints
• Multi-area transboundary pollution problems under learning by doing in Yangtze River Delta Region, China
• [BOOK][B] Introduction to Mathematical Systems Theory: Discrete Time Linear Systems, Control and Identification
• 1: FINANCE AND MARX
• The Risk Spillover Effect of China’s P2P (Peer-to-peer) Lending on Internet Finance
• THE 6th INDONESIAN FINANCE ASSOCIATION
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• A review of studies on green finance of banks, research gaps and future directions
• Compound Poisson models for weighted networks with applications in finance
• Board attributes and corporate philanthropy behavior during COVID-19: A case from China
• A threshold for quantum advantage in derivative pricing
• Certifiable Risk-Based Engineering Design Optimization
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• Skew index: Descriptive analysis, predictive power, and short-term forecast
• On the Development of an Integrated Information System of Municipal Finance Management
• Application of Difference-in-Difference Strategies in Finance: The Case of Natural Disasters and Bank Responses
• Essays on Public Finance
• Preschoolers’ self-regulation and early mathematical skill differentials
• A Dynkin game on assets with incomplete information on the return
• Uncovering the invisible effect of air pollution on stock returns: A moderation and mediation analysis
• A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’
• Analysis of the Parametric Correlation in Mathematical Modeling of In Vitro Glioblastoma Evolution Using Copulas
• La finance à l’heure des limites planétaires
• Lecture Notes for International Finance
• Addressing systemic risk using contingent convertible debt–A network analysis
• Precise asymptotics: robust stochastic volatility models
• Where to cut to delay a pandemic with minimum disruption? Mathematical analysis based on the SIS model
• Can finance be a virtuous practice? A MacIntyrean account
• Simultaneous water, salinity and nitrogen stresses on tomato (Solanum lycopersicum) root water uptake using mathematical models
• Between Scylla and Charybdis: The Bermudan Swaptions Pricing Odyssey
• [BOOK][B] Accounting Disrupted: How Digitalization Is Changing Finance
• Mathematical Foundations of Distributionally Robust Multistage Optimization
• Diversity, Inclusion, and the Dissemination of Ideas: Evidence from the Academic Finance Profession
• ?????????? ???? ? ??????-???????????. English for business informatics (b1-b2). ??????? ? ????????? ??? ?????????????? ????????????
• Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market
• The obstacle problem for a class of degenerate fully nonlinear operators
• LCOE: A Useful and Valid Indicator—Replica to James Loewen and Adam Szymanski
• A new framework for examining creditworthiness of borrowers: the mover-stayer model with covariate and macroeconomic effects
• Model Talk: Calculative Cultures in Quantitative Finance
• A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean–Vlasov equations
• MICRO FINANCE AND WOMEN EMPOWERMENT-THEIR SPACE AND OPPORTUNITY FOR POVERTY REDUCTION IN NEPAL
• Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
• Disordered mean field games
• Existence of Equilibria in Infinite Horizon Finance Economies with Stochastic Taxation
• Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges
• An asset value evaluation for docking finance lease problems in the peer-to-peer platform
• Governmental incentives for green bonds investment
• The theory of inventive problem solving (TRIZ)-based strategic mapping of green nuclear energy investments with spherical fuzzy group decision-making approach
• Macro-finance determinants and the stock market development: evidence from Morocco
• Robust tests for ARCH in the presence of a misspecified conditional mean: A comparison of nonparametric approaches
• Implied Markov transition matrices under structural price models
• Valuation of options under a constant elasticity of variance process and stochastic volatility
• Utility Maximization When Shorting American Options
• Randomized time-varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance
• Assessing the impact of central bank digital currency on private banks
• Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
• Information support of the entrepreneurship model complex with the application of cloud technologies
• A meta-evaluation model on science and technology project review experts using IVIF-BWM and MULTIMOORA
• Has Land Finance Increased Local Financial Risks in China?
• Dynamic patterns of daily lead-lag networks in stock markets
• A Three-Term Gradient Descent Method with Subspace Techniques
• Beyond the Jurisprudential Quagmire: Perspectives on the Application of Digital Currencies and Blockchain Technology in Islamic Economics and Finance
• Pricing and hedging performance on pegged FX markets based on a regime switching model
• Correlated Log-Normal Random Variables under a Multiscale Volatility Model
• Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy
• Is there a pattern in how COVID-19 has affected Australia’s stock returns?
• Barrier swaption pricing problem in uncertain financial market
• Property valuation: the hedonic pricing model: the application of search-and-matching models
• Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment
• Portfolio choice with sustainable spending: A model of reaching for yield
• A model of solitary waves in a nonlinear elastic circular rod: Abundant different type exact solutions and conservation laws
• Estimation of state-dependent jump activity and drift for Markovian semimartingales
• Mechanics of good trade execution in the framework of linear temporary market impact
• IRRELEVANCE OF INFLATION: THE 20 FAMA-FRENCH STOCKS
• MURAME parameter setting for creditworthiness evaluation: data-driven optimization
• Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model
• Bridging the Knowledge Gap: Understanding the Relationship of Corporate Finance and Defense Procurement
• The Quantitative Diversity Index in Multi-Objective Portfolio Model
• Efficient state preparation for quantum amplitude estimation
• Copulas and Tail Dependence in Finance
• Variable order nonlocal Choquard problem with variable exponents
• A multi objective model integrating financial and material flow in supply chain master planning
• Fractal statistical measure and portfolio model optimization under power-law distribution
• Pricing variance swaps under hybrid CEV and stochastic volatility
• The Economics of Biodiversity: the Dasgupta Review.
• Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model. Risks 9: 17
• The application research of neural network and BP algorithm in stock price pattern classification and prediction
• An efficient algorithm for numerical solution of fractional integro-differential equations via Haar wavelet
• SOME PROBLEMS IN DETERMINING CREDITWORTHINESS INDIVIDUALS AND WAYS TO SOLVE THEM
• Antinoise in US equity markets
• Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control
• Minimal Expected Time in Drawdown through Investment for anInsuranceDiffusionModel
• Optimal management of pumped hydroelectric production with state constrained optimal control
• Convergence rate analysis of proximal gradient methods with applications to composite minimization problems
• Analytic solution to the generalized delay diffusion equation with uncertain inputs in the random Lebesgue sense
• On singular control problems, the time-stretching method, and the weak-M1 topology
• A note on Gollier’s model for a collective pension scheme
• Numerical approach in the Hilbert space to solve a fuzzy Atangana-Baleanu fractional hybrid system
• The fast scalar auxiliary variable approach with unconditional energy stability for nonlocal Cahn–Hilliard equation
• From Fiat to Crypto: The Present and Future of Money
• Optimal constrained interest-rate rules under heterogeneous expectations
• Introduction to Financial Markets and Algorithmic Trading
• The Relationship between Sports Industry Development and Economic Growth in China.
• Forecast of the Impact of Human Resources on the Effectiveness of the Petrochemical Cyber-Physical Cluster of the Samara Region
• The impact of political stability and firm-specific variables on the performance of Islamic banks in Pakistan
• Pricing of Commodity and Energy Derivatives for Polynomial Processes
• G-expected utility maximization with ambiguous equicorrelation
• APPLICATION OF THE BLOCK MAXIMA METHOD IN ANALYSIS OF CRUDE BRENT OIL FUTURES, USING MATLAB 6
• An element-free Galerkin method for the obstacle problem
• Comparision of the political optimization algorithm, the Archimedes optimization algorithm and the Levy flight algorithm for design optimization in industry
• Justification of rational parameters of transshipment points from automobile conveyor to railway transport
• Health care finance, economics, and policy for nurses: A foundational guide
• Local Bank, Digital Financial Inclusion and SME Financing Constraints: Empirical Evidence from China
• Dynamic programming for optimal stopping via pseudo-regression
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• Modeling 2018 Ebola virus disease outbreak with Cholesky decomposition
• The’COVID’Crash of the 2020 US Stock Market
• Factor Copula Model for Portfolio Credit Risk
• Analysing Bank Efficiency Incorporating Internal Risks: A Case of Jordan
• COVID-19, stock market and sectoral contagion in US: a time-frequency analysis
• Optimal group size in microlending
• Housing Finance and Inclusive Growth in Africa: Benchmarking, Determinants and Effects
• The Impact of China’s FDI on Economic Growth: Evidence from Africa with a Long Memory Approach
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• Mean-Field Game-Theoretic Edge Caching
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• Application of Cognitive Modelling for Operation Improvement of Retail Chain Management System
• Defining the Significant Factors of Currency Exchange Rate Risk by Considering Text Mining and Fuzzy AHP
• Intelligent edge computing based on machine learning for smart city
• The 2020 Global Stock Market Crash: Endogenous or Exogenous?
• Financial Market Risks during the COVID-19 Pandemic
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• The nonlinear effect of foreign ownership on capital structure in Japan: A panel threshold analysis
• Index for measuring convergence between objectives and practice of Islamic banking
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• Credit, default, financial system and development
• Modeling Optimal Pension Fund Asset Allocation in a Dynamic Capital Market
• Updating the Ultimate Forward Rate over Time
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• Predictability of Analysts’ Forecast Revision under COVID-19: Evidence from Emerging Markets
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• The comovement between epidemics and atmospheric quality in emerging countries
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251+ Math Research Topics [2024 Updated]

Mathematics, often dubbed as the language of the universe, holds immense significance in shaping our understanding of the world around us. It’s not just about crunching numbers or solving equations; it’s about unraveling mysteries, making predictions, and creating innovative solutions to complex problems. In this blog, we embark on a journey into the realm of math research topics, exploring various branches of mathematics and their real-world applications.

How Do You Write A Math Research Topic?

Writing a math research topic involves several steps to ensure clarity, relevance, and feasibility. Here’s a guide to help you craft a compelling math research topic:

• Identify Your Interests: Start by exploring areas of mathematics that interest you. Whether it’s pure mathematics, applied mathematics, or interdisciplinary topics, choose a field that aligns with your passion and expertise.
• Narrow Down Your Focus: Mathematics is a broad field, so it’s essential to narrow down your focus to a specific area or problem. Consider the scope of your research and choose a topic that is manageable within your resources and time frame.
• Review Existing Literature: Conduct a thorough literature review to understand the current state of research in your chosen area. Identify gaps, controversies, or unanswered questions that could form the basis of your research topic.
• Formulate a Research Question: Based on your exploration and literature review, formulate a clear and concise research question. Your research question should be specific, measurable, achievable, relevant, and time-bound (SMART).
• Consider Feasibility: Assess the feasibility of your research topic in terms of available resources, data availability, and research methodologies. Ensure that your topic is realistic and achievable within the constraints of your project.
• Consult with Experts: Seek feedback from mentors, advisors, or experts in the field to validate your research topic and refine your ideas. Their insights can help you identify potential challenges and opportunities for improvement.
• Refine and Iterate: Refine your research topic based on feedback and further reflection. Iterate on your ideas to ensure clarity, coherence, and relevance to the broader context of mathematics research.
• Craft a Title: Once you have finalized your research topic, craft a compelling title that succinctly summarizes the essence of your research. Your title should be descriptive, engaging, and reflective of the key themes of your study.
• Write a Research Proposal: Develop a comprehensive research proposal outlining the background, objectives, methodology, and expected outcomes of your research. Your research proposal should provide a clear roadmap for your study and justify the significance of your research topic.

By following these steps, you can effectively write a math research topic that is well-defined, relevant, and poised to make a meaningful contribution to the field of mathematics.

251+ Math Research Topics: Beginners To Advanced

• Prime Number Distribution in Arithmetic Progressions
• Diophantine Equations and their Solutions
• Applications of Modular Arithmetic in Cryptography
• The Riemann Hypothesis and its Implications
• Graph Theory: Exploring Connectivity and Coloring Problems
• Knot Theory: Unraveling the Mathematics of Knots and Links
• Fractal Geometry: Understanding Self-Similarity and Dimensionality
• Differential Equations: Modeling Physical Phenomena and Dynamical Systems
• Chaos Theory: Investigating Deterministic Chaos and Strange Attractors
• Combinatorial Optimization: Algorithms for Solving Optimization Problems
• Computational Complexity: Analyzing the Complexity of Algorithms
• Game Theory: Mathematical Models of Strategic Interactions
• Number Theory: Exploring Properties of Integers and Primes
• Algebraic Topology: Studying Topological Invariants and Homotopy Theory
• Analytic Number Theory: Investigating Properties of Prime Numbers
• Algebraic Geometry: Geometry Arising from Algebraic Equations
• Galois Theory: Understanding Field Extensions and Solvability of Equations
• Representation Theory: Studying Symmetry in Linear Spaces
• Harmonic Analysis: Analyzing Functions on Groups and Manifolds
• Mathematical Logic: Foundations of Mathematics and Formal Systems
• Set Theory: Exploring Infinite Sets and Cardinal Numbers
• Real Analysis: Rigorous Study of Real Numbers and Functions
• Complex Analysis: Analytic Functions and Complex Integration
• Measure Theory: Foundations of Lebesgue Integration and Probability
• Topological Groups: Investigating Topological Structures on Groups
• Lie Groups and Lie Algebras: Geometry of Continuous Symmetry
• Differential Geometry: Curvature and Topology of Smooth Manifolds
• Algebraic Combinatorics: Enumerative and Algebraic Aspects of Combinatorics
• Ramsey Theory: Investigating Structure in Large Discrete Structures
• Analytic Geometry: Studying Geometry Using Analytic Methods
• Hyperbolic Geometry: Non-Euclidean Geometry of Curved Spaces
• Nonlinear Dynamics: Chaos, Bifurcations, and Strange Attractors
• Homological Algebra: Studying Homology and Cohomology of Algebraic Structures
• Topological Vector Spaces: Vector Spaces with Topological Structure
• Representation Theory of Finite Groups: Decomposition of Group Representations
• Category Theory: Abstract Structures and Universal Properties
• Operator Theory: Spectral Theory and Functional Analysis of Operators
• Algebraic Number Theory: Study of Algebraic Structures in Number Fields
• Cryptanalysis: Breaking Cryptographic Systems Using Mathematical Methods
• Discrete Mathematics: Combinatorics, Graph Theory, and Number Theory
• Mathematical Biology: Modeling Biological Systems Using Mathematical Tools
• Population Dynamics: Mathematical Models of Population Growth and Interaction
• Epidemiology: Mathematical Modeling of Disease Spread and Control
• Mathematical Ecology: Dynamics of Ecological Systems and Food Webs
• Evolutionary Game Theory: Evolutionary Dynamics and Strategic Behavior
• Mathematical Neuroscience: Modeling Brain Dynamics and Neural Networks
• Mathematical Physics: Mathematical Models in Physical Sciences
• Quantum Mechanics: Foundations and Applications of Quantum Theory
• Statistical Mechanics: Statistical Methods in Physics and Thermodynamics
• Fluid Dynamics: Modeling Flow of Fluids Using Partial Differential Equations
• Mathematical Finance: Stochastic Models in Finance and Risk Management
• Option Pricing Models: Black-Scholes Model and Beyond
• Portfolio Optimization: Maximizing Returns and Minimizing Risk
• Stochastic Calculus: Calculus of Stochastic Processes and Itô Calculus
• Financial Time Series Analysis: Modeling and Forecasting Financial Data
• Operations Research: Optimization of Decision-Making Processes
• Linear Programming: Optimization Problems with Linear Constraints
• Integer Programming: Optimization Problems with Integer Solutions
• Network Flow Optimization: Modeling and Solving Flow Network Problems
• Combinatorial Game Theory: Analysis of Games with Perfect Information
• Algorithmic Game Theory: Computational Aspects of Game-Theoretic Problems
• Fair Division: Methods for Fairly Allocating Resources Among Parties
• Auction Theory: Modeling Auction Mechanisms and Bidding Strategies
• Voting Theory: Mathematical Models of Voting Systems and Social Choice
• Social Network Analysis: Mathematical Analysis of Social Networks
• Algorithm Analysis: Complexity Analysis of Algorithms and Data Structures
• Machine Learning: Statistical Learning Algorithms and Data Mining
• Deep Learning: Neural Network Models with Multiple Layers
• Reinforcement Learning: Learning by Interaction and Feedback
• Natural Language Processing: Statistical and Computational Analysis of Language
• Computer Vision: Mathematical Models for Image Analysis and Recognition
• Computational Geometry: Algorithms for Geometric Problems
• Symbolic Computation: Manipulation of Mathematical Expressions
• Numerical Analysis: Algorithms for Solving Numerical Problems
• Finite Element Method: Numerical Solution of Partial Differential Equations
• Monte Carlo Methods: Statistical Simulation Techniques
• High-Performance Computing: Parallel and Distributed Computing Techniques
• Quantum Computing: Quantum Algorithms and Quantum Information Theory
• Quantum Information Theory: Study of Quantum Communication and Computation
• Quantum Error Correction: Methods for Protecting Quantum Information from Errors
• Topological Quantum Computing: Using Topological Properties for Quantum Computation
• Quantum Algorithms: Efficient Algorithms for Quantum Computers
• Quantum Cryptography: Secure Communication Using Quantum Key Distribution
• Topological Data Analysis: Analyzing Shape and Structure of Data Sets
• Persistent Homology: Topological Invariants for Data Analysis
• Mapper Algorithm: Method for Visualization and Analysis of High-Dimensional Data
• Algebraic Statistics: Statistical Methods Based on Algebraic Geometry
• Tropical Geometry: Geometric Methods for Studying Polynomial Equations
• Model Theory: Study of Mathematical Structures and Their Interpretations
• Descriptive Set Theory: Study of Borel and Analytic Sets
• Ergodic Theory: Study of Measure-Preserving Transformations
• Combinatorial Number Theory: Intersection of Combinatorics and Number Theory
• Additive Combinatorics: Study of Additive Properties of Sets
• Arithmetic Geometry: Interplay Between Number Theory and Algebraic Geometry
• Proof Theory: Study of Formal Proofs and Logical Inference
• Reverse Mathematics: Study of Logical Strength of Mathematical Theorems
• Nonstandard Analysis: Alternative Approach to Analysis Using Infinitesimals
• Computable Analysis: Study of Computable Functions and Real Numbers
• Graph Theory: Study of Graphs and Networks
• Random Graphs: Probabilistic Models of Graphs and Connectivity
• Spectral Graph Theory: Analysis of Graphs Using Eigenvalues and Eigenvectors
• Algebraic Graph Theory: Study of Algebraic Structures in Graphs
• Metric Geometry: Study of Geometric Structures Using Metrics
• Geometric Measure Theory: Study of Measures on Geometric Spaces
• Discrete Differential Geometry: Study of Differential Geometry on Discrete Spaces
• Algebraic Coding Theory: Study of Error-Correcting Codes
• Information Theory: Study of Information and Communication
• Coding Theory: Study of Error-Correcting Codes
• Cryptography: Study of Secure Communication and Encryption
• Finite Fields: Study of Fields with Finite Number of Elements
• Elliptic Curves: Study of Curves Defined by Cubic Equations
• Hyperelliptic Curves: Study of Curves Defined by Higher-Degree Equations
• Modular Forms: Analytic Functions with Certain Transformation Properties
• L-functions: Analytic Functions Associated with Number Theory
• Zeta Functions: Analytic Functions with Special Properties
• Analytic Number Theory: Study of Number Theoretic Functions Using Analysis
• Dirichlet Series: Analytic Functions Represented by Infinite Series
• Euler Products: Product Representations of Analytic Functions
• Arithmetic Dynamics: Study of Iterative Processes on Algebraic Structures
• Dynamics of Rational Maps: Study of Dynamical Systems Defined by Rational Functions
• Julia Sets: Fractal Sets Associated with Dynamical Systems
• Mandelbrot Set: Fractal Set Associated with Iterations of Complex Quadratic Polynomials
• Arithmetic Geometry: Study of Algebraic Geometry Over Number Fields
• Diophantine Geometry: Study of Solutions of Diophantine Equations Using Geometry
• Arithmetic of Elliptic Curves: Study of Elliptic Curves Over Number Fields
• Rational Points on Curves: Study of Rational Solutions of Algebraic Equations
• Galois Representations: Study of Representations of Galois Groups
• Automorphic Forms: Analytic Functions with Certain Transformation Properties
• L-functions: Analytic Functions Associated with Automorphic Forms
• Selberg Trace Formula: Tool for Studying Spectral Theory and Automorphic Forms
• Langlands Program: Program to Unify Number Theory and Representation Theory
• Hodge Theory: Study of Harmonic Forms on Complex Manifolds
• Riemann Surfaces: One-dimensional Complex Manifolds
• Shimura Varieties: Algebraic Varieties Associated with Automorphic Forms
• Modular Curves: Algebraic Curves Associated with Modular Forms
• Hyperbolic Manifolds: Manifolds with Constant Negative Curvature
• Teichmüller Theory: Study of Moduli Spaces of Riemann Surfaces
• Mirror Symmetry: Duality Between Calabi-Yau Manifolds
• Kähler Geometry: Study of Hermitian Manifolds with Special Symmetries
• Algebraic Groups: Linear Algebraic Groups and Their Representations
• Lie Algebras: Study of Algebraic Structures Arising from Lie Groups
• Representation Theory of Lie Algebras: Study of Representations of Lie Algebras
• Quantum Groups: Deformation of Lie Groups and Lie Algebras
• Algebraic Topology: Study of Topological Spaces Using Algebraic Methods
• Homotopy Theory: Study of Continuous Deformations of Spaces
• Homology Theory: Study of Algebraic Invariants of Topological Spaces
• Cohomology Theory: Study of Dual Concepts to Homology Theory
• Singular Homology: Homology Theory Defined Using Simplicial Complexes
• Sheaf Theory: Study of Sheaves and Their Cohomology
• Differential Forms: Study of Multilinear Differential Forms
• De Rham Cohomology: Cohomology Theory Defined Using Differential Forms
• Morse Theory: Study of Critical Points of Smooth Functions
• Symplectic Geometry: Study of Symplectic Manifolds and Their Geometry
• Floer Homology: Study of Symplectic Manifolds Using Pseudoholomorphic Curves
• Gromov-Witten Invariants: Invariants of Symplectic Manifolds Associated with Pseudoholomorphic Curves
• Mirror Symmetry: Duality Between Symplectic and Complex Geometry
• Calabi-Yau Manifolds: Ricci-Flat Complex Manifolds
• Moduli Spaces: Spaces Parameterizing Geometric Objects
• Donaldson-Thomas Invariants: Invariants Counting Sheaves on Calabi-Yau Manifolds
• Algebraic K-Theory: Study of Algebraic Invariants of Rings and Modules
• Homological Algebra: Study of Homology and Cohomology of Algebraic Structures
• Derived Categories: Categories Arising from Homological Algebra
• Stable Homotopy Theory: Homotopy Theory with Stable Homotopy Groups
• Model Categories: Categories with Certain Homotopical Properties
• Higher Category Theory: Study of Higher Categories and Homotopy Theory
• Higher Topos Theory: Study of Higher Categorical Structures
• Higher Algebra: Study of Higher Categorical Structures in Algebra
• Higher Algebraic Geometry: Study of Higher Categorical Structures in Algebraic Geometry
• Higher Representation Theory: Study of Higher Categorical Structures in Representation Theory
• Higher Category Theory: Study of Higher Categorical Structures
• Homotopical Algebra: Study of Algebraic Structures in Homotopy Theory
• Homotopical Groups: Study of Groups with Homotopical Structure
• Homotopical Categories: Study of Categories with Homotopical Structure
• Homotopy Groups: Algebraic Invariants of Topological Spaces
• Homotopy Type Theory: Study of Foundations of Mathematics Using Homotopy Theory

In conclusion, the world of mathematics is vast and multifaceted, offering endless opportunities for exploration and discovery. Whether delving into the abstract realms of pure mathematics or applying mathematical principles to solve real-world problems, mathematicians play a vital role in advancing human knowledge and shaping the future of our world.

By embracing diverse math research topics and interdisciplinary collaborations, we can unlock new possibilities and harness the power of mathematics to address the challenges of today and tomorrow. So, let’s embark on this journey together as we unravel the mysteries of numbers and explore the boundless horizons of mathematical inquiry.

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Financial Numeracy in Mathematics Education: Research and Practice

• Published: 24 June 2022
• Volume 22 , pages 481–484, ( 2022 )

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• Amirullah Amirullah   ORCID: orcid.org/0000-0003-1292-7754 1 ,
• Nilam Manik Malela   ORCID: orcid.org/0000-0002-0668-2255 1 &
• Hummasolli Biori   ORCID: orcid.org/0000-0002-2598-2907 1  

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Financial Numeracy in Mathematics Education: Research and Practice is a book that brings unique and innovative ideas for using financial numeracy in learning mathematics in the classroom. The purpose of this book is to describe the different ways to integrate financial numeracy into mathematics classrooms. Empirical and conceptual studies related to the application of financial numeracy in learning are successfully discussed in this volume. This is perhaps the first book to comprehensively cover the theory and practice of financial numeracy in mathematics instruction. This book is ideal for instructors, lecturers, researchers, stakeholders, and anybody else interested in financial numeracy.

Le livre intitulé «  Financial Numeracy in Mathematics Education: Research and Practice (La numératie financière dans l’enseignement des mathématiques: la recherche et la pratique)» propose des idées originales et novatrices liées à l’usage de la numératie financière dans l’apprentissage des mathématiques en classe. Cet ouvrage a pour objectif d’examiner la numératie financière dans les cours de mathématiques. On y aborde avec brio diverses études empiriques et conceptuelles liées à l’utilisation de la numératie financière dans le processus d’apprentissage. Cela représente peut-être le premier livre à étudier de manière approfondie la théorie et la pratique de la numératie financière dans l’enseignement des mathématiques. L’ouvrage s’avère idéal pour les enseignants, les chargés de cours, les chercheurs, les parties concernées et toute personne qui s’intéresse au bien-fondé de la numératie financière.

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Being financially literate is an essential life skill that is beneficial to both the individual and society. Numeracy is one of the most important characteristics that can help people make better decisions in their lives. In financial numeracy, financial education and mathematics education are closely linked. It can be seen as a developmental construct arising from monetary contexts in which mathematics is used to measure financial behaviors pragmatically. Financial education has become a concern since the global economic crisis in 2008. The COVID-19 pandemic has had a major impact on the international and regional economies. Therefore, the skills related to financial education are crucial to educating people to be aware of and understand how to manage finances wisely according to their needs. A number of states, provinces and countries have revised their curriculum to include financial education in a variety of subjects (Aprea, 2016 ), as well as some universities have implemented courses on financial planning and student debt management (Gable et al., 2012 ). Meanwhile, academics and researchers have focused on the development of financial education knowledge from a variety of perspectives.

The book, Financial Numeracy in Mathematics Education: Research and Practice  (Savard & Cavalcante, 2021 ), presents an integrated explanation of financial numeracy in mathematics classrooms. This volume is a collaborative research project from 2016 to 2019 in Quebec, Canada. As the editors state, “this book will be a guide in supporting the learning of financial numeracy teaching and learning, as well as developing collaborative projects in that emerging field of research” (p. v). The editors grapple with highlighting trends and implications of financial numeracy issues in education based on research and arguments with teachers, school board consultants, teacher educators, and scholars. The publication of this volume is timely, taking into consideration the fact that there are still limited resources that address financial education as an integral aspect of mathematics education in the digital era.

This book is divided into four parts, each containing two to four chapters dealing in detail with a particular topic, including consumer behaviour, financial choices and decision making, and debt and saving. Part one contains three chapters focusing on the theoretical foundations that motivate research projects. The next part, including four chapters, focuses on research project design. The empirical outcomes of the project's implementation are presented in part three, which comprises two chapters. The final part centres on presenting two chapters, each of which provides the teacher's perspective on the use of financial numeracy in mathematics classes.

In the first chapter, Financial Education and Mathematics Education: A Cross-Cutting Analysis of the Epistemological Intersection of Financial Numeracy , Annie Savard and Alexandre Cavalcante discuss the theoretical foundations of financial numeracy. They set the foundation of financial numeracy by explaining terms circulating in the financial education literature such as financial literacy, financial capability, and financial education. They state that financial numeracy is considered as an epistemological intersection between financial education and mathematics education.

In the second chapter, Financial Numeracy as Part of Mathematics Education , Annie Savard and Alexandre Cavalcante delve into what numeracy is and how it relates to the school mathematics curriculum. After more explanation about financial numeracy, they provide a theoretical foundation on the dimensions of financial numeracy components. In the next chapter, An Overview of Financial Numeracy in the Quebec Curriculum , Annie Savard, Alexandre Cavalcante, and Azadeh Javaherpour discuss how financial numeracy is implemented in the secondary school curriculum in Quebec. Quebec is an interesting case study example because it applies financial numeracy in the curriculum in three different ways: stand-alone discipline, interdisciplinary, and intradisciplinary.

In the fourth chapter, Background and Implementation of the Project , Alexandre Cavalcante and Annie Savard examine the background and contextual information about their project in Quebec. It explains the qualitative technique employed, the project objectives, and the research questions for the project. Authors discuss the data gathering process and highlight the restrictions and issues that come with it in this chapter.

Annie Savard and Daniela wrote the fifth chapter, Building a Research Instrument on Financial Numeracy in Schools (Quebec and Romania) . The authors introduce the data collection instrument in the form of an online questionnaire and the reasons why they use this research instrument is explored and explained in each section. This chapter shows how this research instrument was adapted for use in other countries such as Romania. The components of research instruments in the two countries are then compared, and some methodological considerations for adapting the research instruments is discussed.

Using Tasks to Elicit Mathematics Teachers' Thinking in Financial Numeracy is the name of the sixth chapter. In this chapter, Louis-Philippe Turineck and Alexandre Cavalcante address the relevance of task design in mathematics classrooms and offer insights on how to use assignments to create conversation among teachers based on the views of those conducting focus groups (teacher educators vs. researchers).

In the chapter called Financial Numeracy Research in the Digital Era: Ethical Considerations , Annie Savard and Alexandre Cavalcante explain some considerations regarding ethics in conducting research projects involving financial issues. They discuss the process taken at the start of the project to obtain ethical approval from the relevant university, and describe the situation that occurred during the project and also the ethical problems experienced during the research. The authors believe that those considering implementing financial education projects in schools or among teachers would find this chapter informative.

Alexandre Cavalcante analyzes mathematics teachers' representations while discussing financial numeracy in teaching practices in the eighth chapter, Mathematics Teachers' Financial Numeracy Representations and Practices . Although most instructors recognized the necessity of incorporating financial numeracy into the classroom, the amount to which it was taught varied. The author then discusses the challenges and constraints that instructors face when teaching financial numeracy in the mathematics classroom.

In the ninth chapter, Making Sense of Mathematics: Two Case Studies of Financial Numeracy in Grade 11 Mathematics Classrooms , Alexandre Cavalcante and Annie Savard describe the learning flow and analysis of the results of two situations integrating financial numeracy into mathematics learning in grade 11. The students learn about linear regression in the science stream for mathematics (SN) to understand the financial context. To make mathematics learning more meaningful, this course uses a financial context to introduce a model. In contrast to the lesson on compound interest in the context of credit cards in the cultural social technical stream (CST), which tends to pragmatic measurement, students are more interested in discussing financial practices than the mathematical model. These examples show how financial numeracy can be taught in a variety of ways.

Benoit Brosseau and Jean-François Blanchet underline the importance of financial numeracy being taught early in school in their chapter Financial Numeracy in Secondary Schools in Quebec: Implications for Leadership . The financial context provides students with a genuine and meaningful challenge to solve, ensuring that the mathematics problems they learn in class are applicable in real life. Some Quebec secondary schools are already incorporating the financial context into the learning of some mathematics subjects. Teacher workshops, such as the one held in Quebec, provide a forum for mathematics teachers to explore the process of teaching financial numeracy in the classroom. This authors discuss their observations based on conversations with teachers and their experiences attempting to integrate financial numeracy into mathematics lessons.

Some Financial Numeracy Problems for Secondary-School Mathematics Classes , the final chapter, contains examples of financial numeracy tasks created by Louis-Philippe Turineck and supervised by Annie Savard. The assignments provided give interesting financial context situations that can be used in the classroom. Students' participation in their activities is emphasized in the tasks given in this chapter.

This book succeeds in offering a comprehensive overview of how financial numeracy is used in schools, from project design to the implementation of financial numeracy in mathematics classes. The many unique and innovative approaches presented in applying financial numeracy to studying mathematics are another highlight of this book. Additionally, there are more empirical chapters in this book than conceptual ones, so readers can get a sense of how to put theory into practice or implement it. Despite the fact that this volume is dominated by authors from Canada, it also includes perspectives and contexts from other countries that apply financial numeracy in their curriculum, such as Romania.

In the introduction to each chapter, this book is equipped with important points that will be discussed. Unfortunately, there are no conclusions at the end of each chapter, although this book does provide an overall conclusion at the end of the book. The limitations and constraints experienced during the implementation of financial numeracy are also described in this book, so that they can be used as inspiration in developing a better financial numeracy learning situation.

This volume reassures those concerned in education that implementing financial numeracy successfully requires professional support. Finally, we believe that this work is well worth reading. We highly recommend this book to teachers, lecturers, researchers, stakeholders, and anybody else interested in financial numeracy.

Aprea, C., Wuttke, E., Breuer, K., Koh, N. K., Davies, P., Greimel-Fuhrmann, B., & Lopus, J. S. (Eds.) (2016). Financial literacy in the twenty-first century: an introduction to the international handbook of financial literacy . Springer.

Grable, J. E., Law, R., & Kaus, J. (2012). An overview of university financial education programs. In D. Durband & S. Britt (Eds.), Student financial literacy . Boston, MA: Springer.

Savard, A., & Cavalcante, A. (2021). Financial Numeracy in Mathematics Education: Research and Practice. Springer International Publishing.

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Acknowledgements

The authors would like to express their deepest gratitude to Lembaga Pengelolaan Dana Pendidikan (LPDP/Indonesia Endowment Fund for Education) under the Ministry of Finance of the Republic of Indonesia as the sponsor for their master’s studies, and the support of this publication. We thank the Indonesian Researchers for Language Learning and Teaching (iRecall) for mentoring the manuscript.

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Amirullah, A., Malela, N.M. & Biori, H. Financial Numeracy in Mathematics Education: Research and Practice. Can. J. Sci. Math. Techn. Educ. 22 , 481–484 (2022). https://doi.org/10.1007/s42330-022-00215-4

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Published : 24 June 2022

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DOI : https://doi.org/10.1007/s42330-022-00215-4

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