Frontiers in Applied Mathematics and Statistics

Correction

Published on 08 Jul 2025

Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

in Mathematical Finance

Abe Webb
Siddharth Mahajan
Mateo Sandhu
Rohan Agarwal
Arjun Velan

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1653586

212 views

Editorial

Accepted on 07 Jul 2025

Editorial: Financial Modeling with Frictions

in Mathematical Finance

Daniele Mancinelli
Andrea Mazzon
Immacolata Oliva
Ilaria Stefani

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1641147

Original Research

Published on 23 Jun 2025

Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

in Mathematical Finance

Abe Webb
Siddharth Mahajan
Mateo Sandhu
Rohan Agarwal
Arjun Velan

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1554144

673 views

Original Research

Published on 23 Jun 2025

Dividend announcements and share price dynamics: new evidence from Saudi-listed companies using event study approach

in Mathematical Finance

Layla Abaalkhail
Thomas McCluskey
David Power

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1574134

401 views

Original Research

Published on 05 Jun 2025

Financial challenges and sustainable management practices among women enterprise owners in Malaysia: a thematic analysis for long-term stability

in Mathematical Finance

Nurul Labanihuda Abdull Rahman
Wan Nurulasiah Wan Mustapa
Ahmad Zulhusny Rozali
Nadhilah Abdul Pisal
Norziana Yahya

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1575294

998 views

Original Research

Published on 04 Jun 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

776 views

Original Research

Published on 20 May 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

925 views

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

1,084 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

763 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

1,085 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

1,623 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

817 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

1,815 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

2,621 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

1,790 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

1,019 views