Mathematical finance for Africa’s next digital transformation.

Leveraging Quantum Finance for Digital Transformation

AI, Cybersecurity, and Quantum Computing in Finance

Non-Linear Portfolio Optimization with Risk Specification

Mathematical Modelling and Predictive Analysis

AI Credit Risk Default and Fraud Detection in Finance

Dependence & Mixing for Perturbations of Copula-Based Markov Chains

Option Pricing under Stochastic Volatility and Exogenous Factors

Modelling and Predicting Investment Attractivity of Export Industry in Uzbekistan

Comparing Analytical and Numerical Solutions of SPDEs

Pricing Commodities with Mixed Brownian Motions on Data from Senegal

Mixed Modified Fractional Stochastic Volatility Model with Application to DSX

Digital Cross-Border Payments in International Logistics

Leveraging Dynamic Correlations in Factor Models for Financial Options Pricing

Predicting Exchange Rates Volatility Using Hybrid ARIMA-GARCH Model

Developing a Novel Unified Option Pricing Model Tailored for African Markets

GMM Modelling for Predictive Assessment

A Meta-Learning Model Selection Framework for Forecasting Agricultural Commodity Prices Based on Time Series Features and Market Indicators

Parameter Estimation in Jump Diffusion Process of Electricity Prices under Price-Cap

Optimality Conditions for Nonlinear, Nonconvex, Fuzzy Optimization with Granular Differentiability: Application to Portfolio Optimization

Numerical Methods and Optimizations Techniques in Risk Theory

Financial Modelling and Prediction for Digital Transformation

Dynamic Mixture Copulas Model for Anti-Fragile Portfolio VaR and ES Forecasting

Reinforcement Learning for Portfolio Selection: An Artificial Intelligence Approach

Multi-Factor Model Calibration for Illiquid Markets: Challenges and Solutions for African Stock Exchanges

Digital Transformation in Logistics for Emerging Market

Export-Driven GDP Growth Models using Second-Order Cone Programming Under Tail Risk Constraints

Advancing Market Risk Assessment in Emerging Financial Markets: A Hybrid Econometric-Deep Learning Approach

A Lagrangean-Guided Adaptive Heuristic for the Capacitated Warehouse Location Problem

Specifying Solutions of Differential Equations and Applications

Adaptation of Deep Sequencing Data

A Hybrid MGARCH-LSTM Model for Forecasting Exchange Rate Volatility

Enhancing Portfolio Optimization through Stock Market Prediction Using Advanced Deep Learning Algorithms

Forecasting Extreme Daily Rainfall Using an Advanced Hidden-Markov Chain Analogue Year Model

Spatiotemporal Hawkes Processes with Mean-Reverting Non-Negative Stochastic Excitations

Prediction of Time Varying Volatility and Correlation in Stock Markets and Some Agricultural Commodities: A Hybrid Asymmetric DCC-GARCH with LSTM Model

LLM Enhanced Portfolio Optimization: Integrating Gemini AI with LSTM-ARIMA-GARCH Hybrid Models for Superior Risk Adjusted Returns

Market Entry Barriers in Non-Issuer Green Bond Markets: An Integrated Feasibility Pricing Model with Cross-Country Evidence from Developing Economies

Quantum AI and Consciousness

Encrypted Network Traffic Analysis

Shaping Africa’s Digital Future: AI, Cybersecurity, and Quantum Finance at the Frontier

Decoding Financial Markets with Artificial Intelligence and Big Data Analytics

Deep Learning for Intelligent and Adaptive Payment Fraud Detection

Quantum-Safe Finance: Preparing Digital Banking and FinTech Systems for the Post-Quantum Era

RegTech for AML, KYC, and Fraud Detection: Emerging Technologies and Best Practices

AI-Driven Legal Systems: From Rule-Based Law to Predictive Justice

Stochastic Volatility and Inflation Risk Premiums: A Four-Factor Decomposition for Emerging Market Derivatives

Advancing Operational Risk Management in Financial Industry

Digital Transformation in Medical Tourism

Modelling Insurance Solvency Risk: Finite-Time Ruin Probabilities under Log-Normal Claims and Stochastic Returns

Uncertain Random Optimal Control with Poisson Jumps and Its Application to Portfolio Selection

Bayesian and Frequentist Inference for the Secant-Weibull ACD Model with Calendar Effects

A Hybrid AI Approach to Portfolio Optimization

Fostering Quantum Portfolio Optimization

Tailoring Quantum Option Pricing Problems

Tailoring Quantum Risk Analysis in Finance

Leveraging Time Series Models and LSTM Optimization Framework for Prediction

Optimal Client Securities Operations Management in Banking Systems