Frontiers in Applied Mathematics and Statistics

Original Research

Published on 15 May 2025

On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation

in Mathematical Finance

Denis Veliu
Aranit Shkurti
Antonio Luciano Martire

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1585187

185 views

Original Research

Published on 30 Apr 2025

Impact of COVID-19 transmission rate on co-movement of China’s stock markets

in Mathematical Finance

Hongfei Xiao
Deqin Lin
Zhaowei Zhang

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1564664

497 views

Original Research

Accepted on 24 Apr 2025

Value at Risk long memory volatility models with heavy-tailed distributions for Cryptocurrencies

in Mathematical Finance

Stephanie Danielle Subramoney
Knowledge Chinhamu
Retius Chifurira

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1567626

216 views

Original Research

Accepted on 10 Apr 2025

Improving Stock Price Forecasting with M-A-BiLSTM: A Novel Approach

in Mathematical Finance

Zihan Liu

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1588202

222 views

Original Research

Published on 01 Apr 2025

Chaos management and synchronization in the Liu financial system via sliding mode and passive control

in Mathematical Finance

Afsana Afroja
Musammet Tahmina Akter
Syed Mohammed Shafiul Azam

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1554690

863 views

Original Research

Accepted on 31 Mar 2025

ADAPTIVE FRACTAL DYNAMICS: A TIME-VARYING HURST APPROACH TO VOLATILITY MODELING IN EQUITY MARKETS

in Mathematical Finance

Abe Webb

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1554144

191 views

Editorial

Published on 25 Feb 2025

Editorial: Applied quantitative methods for corporate finance and investments

in Mathematical Finance

Ştefan Cristian Gherghina
Liliana Nicoleta Simionescu

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1573606

1,142 views

Original Research

Published on 17 Feb 2025

A new tool to detect financial data scaling

in Mathematical Finance

Sergio Bianchi
Augusto Pianese
Massimiliano Frezza
Daniele Angelini

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1527750

469 views

Original Research

Published on 10 Dec 2024

How ESG corporate reputation affects sustainability premiums in the insurance industry

in Mathematical Finance

Maria Carannante
Valeria D'Amato
Maria Sole Staffa

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1474565

1,352 views

Original Research

Published on 24 Oct 2024

Risk assessment in lithium-ion battery circular economy in sustainable supply chain in automotive industry using gray degree of possibility in game theory and MCDM

in Mathematical Finance

Mohsen Alizadeh Afroozi
Mohammad Gramifar
Babak Hazratifar
Samira Jowkar
Seyed Behnam Razavian
Mohammad Mahdi Keshvari
Sayed Alireza Tabatabaei
Noushin Sazegar
Ehsan Zohreh Bojnourdi

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1362200

2,058 views
2 citations

Review

Published on 26 Sep 2024

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

in Mathematical Finance

Abe Webb

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1456746

1,302 views
1 citation

Correction

Published on 23 Sep 2024

Corrigendum: Fintech, financial inclusion, and sustainable development in the African region

in Mathematical Finance

Chemseddine Tidjani
Abderazak Madouri

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1463262

902 views

Brief Research Report

Published on 15 Aug 2024

GLS estimation in python to forecast gross regional domestic product using generalized space–time autoregressive seemingly unrelated regression model

in Mathematical Finance

Prizka Rismawati Arum
Ihsan Fathoni Amri
Saeful Amri

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1365723

1,239 views

Original Research

Published on 05 Aug 2024

Stochastic optimal control problem of consumption and pension insurance with uncertain lifetime and its application to real-life data

in Mathematical Finance

Gereltuya Terbish
Batsukh Tserendorj
Nyamsuren Dorj
Tserenbat Oirov

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1415385

922 views

Original Research

Published on 05 Jul 2024

Predicting successful trading in the West Texas Intermediate crude oil cash market with machine learning nature-inspired swarm-based approaches

in Mathematical Finance

Ehsan Zohreh Bojnourdi
Arash Mansoori
Samira Jowkar
Mina Alvandi Ghiasvand
Ghazal Rezaei
Seyed Ali Tabatabaei
Seyed Behnam Razavian
Mohammad Mehdi Keshvari

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1376558

1,424 views
2 citations

Original Research

Published on 10 May 2024

Empirical examination of the Black–Scholes model: evidence from the United States stock market

in Mathematical Finance

Monsurat Foluke Salami

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1216386

5,432 views