Frontiers in Applied Mathematics and Statistics

Original Research

Accepted on 24 Dec 2025

Enhanced State Space Estimation of Long Memory Commodity Volatility Using Unscented Kalman Filter and Variational Bayes for Nonlinear Modeling

in Mathematical Finance

Kisswell Basira
Lawrence Dhliwayo
Florance Matarise

Frontiers in Applied Mathematics and Statistics

Original Research

Accepted on 22 Dec 2025

FINANCIAL INCLUSION AND NATURAL RESOURCE RENTS: Nonlinear effects on economic growth in Sub-Saharan Africa

in Mathematical Finance

Abderazak MADOURI
Chemseddine TIDJANI

Frontiers in Applied Mathematics and Statistics

134 views

Original Research

Published on 11 Dec 2025

FinTech, financial inclusion, and green growth in ASEAN-5 countries: evidence from multidimensional panel analysis methods

in Mathematical Finance

Ozge Demirkale
Naime Irem Duran
Ayşegül Han
Onur Seyranlioglu

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1679956

679 views

Original Research

Published on 30 Oct 2025

Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

in Mathematical Finance

Anastasija Vasiljeva
Andrejs Matvejevs
Jegors Fjodorovs

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1675120

1,674 views

Original Research

Published on 15 Sep 2025

A deep learning forecasting of downside risk: application of a combined ESRNN-VAE

in Mathematical Finance

Caston Sigauke
Ntebogang Moroke
Katleho Makatjane
Claris Shoko

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1662252

1,605 views

Original Research

Published on 15 Sep 2025

Artificial intelligence and exchange rate forecasting: assessing predictive accuracy and macroeconomic sensitivity

in Mathematical Finance

Oumaima Abouzaid
Faouzi Boussedra

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1654093

4,217 views

Original Research

Published on 10 Sep 2025

Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and dynamic programming

in Mathematical Finance

Clift Kudzai Hlahla
Eriyoti Chikodza
Cathrine Kazunga
Mangwiro Magodora

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1667889

1,431 views

Original Research

Published on 05 Sep 2025

Can green credit enhance the competitiveness of commercial banks? Evidence from China

in Mathematical Finance

Ning Sun
Jun Liu
Junli Wang

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1642815

1,470 views

Original Research

Published on 08 Aug 2025

Analysis of financial growth in manufacturing companies across three Nordic countries

in Mathematical Finance

Olli-Pekka Hilmola
Daniella Fjellström
Per Hilletofth

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1629810

2,408 views

Editorial

Published on 21 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

1,465 views

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

870 views

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

2,794 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

2,644 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

2,967 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

3,146 views
3 citations

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

3,186 views
2 citations

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

3,490 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

1,676 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

1,787 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

3,115 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

1,706 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

3,516 views
1 citation

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

4,247 views
6 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

3,286 views
1 citation

99 articles

articles

Enhanced State Space Estimation of Long Memory Commodity Volatility Using Unscented Kalman Filter and Variational Bayes for Nonlinear Modeling

FINANCIAL INCLUSION AND NATURAL RESOURCE RENTS: Nonlinear effects on economic growth in Sub-Saharan Africa

FinTech, financial inclusion, and green growth in ASEAN-5 countries: evidence from multidimensional panel analysis methods

Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

A deep learning forecasting of downside risk: application of a combined ESRNN-VAE

Artificial intelligence and exchange rate forecasting: assessing predictive accuracy and macroeconomic sensitivity

Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and dynamic programming

Can green credit enhance the competitiveness of commercial banks? Evidence from China

Analysis of financial growth in manufacturing companies across three Nordic countries

Editorial: Financial modeling with frictions

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

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

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

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

Improving stock price forecasting with M-A-BiLSTM: a novel approach

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

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

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

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

Editorial: Applied quantitative methods for corporate finance and investments

A new tool to detect financial data scaling

How ESG corporate reputation affects sustainability premiums in the insurance industry

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

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