Frontiers in Applied Mathematics and Statistics

Original Research

Published on 12 Apr 2024

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.2024.1276218

11,976 views
3 citations

Original Research

Published on 05 Apr 2024

Multivariate realized volatility: an analysis via shrinkage methods for Brazilian market data

in Mathematical Finance

Leonardo Ieracitano Vieira
Márcio Poletti Laurini

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1379891

1,073 views

Review

Published on 03 Jan 2024

Solvency and profitability: the duality of the large Spanish banks between the two economic-financial crises of the 21st century

in Mathematical Finance

Álvaro Saiz-Sepúlveda
Carmen Orden-Cruz
Álvaro Hernández-Tamurejo

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1146776

3,885 views
2 citations

Original Research

Published on 03 Jan 2024

Le rouge, le noir, et l'inégalité: tax policy and inequality in the European Union

in Mathematical Finance

James Ming Chen
Nika Šimurina
Martina Solenički

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1282975

3,348 views
2 citations

Original Research

Published on 03 Jan 2024

The effect of financial risks on the performance of Islamic and commercial banks in UAE

in Mathematical Finance

Mohammad Salem Oudat
Basel J. A. Ali
Sameh Abdelhay
Haziem M. Hazaimeh
Mohamed Saif Rashid Altalay
Attiea Marie
Magdi El-Bannany

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1250227

7,004 views
6 citations

Original Research

Published on 05 Dec 2023

Portfolio optimization and valuation capability of multi-factor models: an observational evidence from Dhaka stock exchange

in Mathematical Finance

Md. Ahsan Kabir
Yu Liping
Sanjoy Kumar Sarker
Md. Nahiduzzaman
Tanmay Borman

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1271485

3,065 views
7 citations

Original Research

Published on 01 Dec 2023

The implied views of bond traders on the spot equity market

in Mathematical Finance

Yifan He
Yuan Hu
Svetlozar Rachev

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1324079

1,848 views

Original Research

Published on 08 Nov 2023

Examining share repurchase executions: insights and synthesis from the existing literature

in Mathematical Finance

Joerg Osterrieder
Michael Seigne

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1265254

3,497 views

Original Research

Published on 08 Jun 2023

Stabilizing machine learning models with Age-Period-Cohort inputs for scoring and stress testing

in Mathematical Finance

Joseph L. Breeden
Yevgeniya Leonova

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1195810

7,383 views
1 citation

Original Research

Published on 05 Jun 2023

Bayesian synthetic likelihood for stochastic models with applications in mathematical finance

in Mathematical Finance

Ramona Maraia
Sebastian Springer
Teemu Härkönen
Martin Simon
Heikki Haario

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1187878

5,209 views
1 citation

Original Research

Published on 21 Apr 2023

Three little arbitrage theorems

in Mathematical Finance

Mauricio Contreras G.
Roberto Ortiz H.

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1138663

8,382 views
1 citation

Original Research

Published on 15 Mar 2023

Dynamic high-frequency dependence structure of Chinese agricultural commodity futures based on the semi-parametric copula

in Mathematical Finance

Renhong Xiao

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2023.1121460

2,857 views

Original Research

Published on 11 Jan 2023

A study of the spillover effects of digital financial agglomeration on economic resilience

in Mathematical Finance

Zhiming Zhu
Yuanyuan Yang
Hongyan Li

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.1085563

2,425 views
4 citations

Original Research

Published on 15 Dec 2022

Quantifying uncertainty of machine learning methods for loss given default

in Mathematical Finance

Matthias Nagl
Maximilian Nagl
Daniel Rösch

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.1076083

6,325 views
5 citations

Original Research

Published on 15 Dec 2022

The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation

in Mathematical Finance

Ali Murad Syed

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.1032123

4,371 views
6 citations

Original Research

Published on 15 Aug 2022

Impacts of the COVID-19 pandemic on operational losses

in Mathematical Finance

Fabio Augusto Scalet Medina
Herbert Kimura

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.940102

4,222 views