Frontiers in Applied Mathematics and Statistics

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

6,973 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

5,004 views

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

8,247 views

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

2,759 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

2,229 views
1 citation

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

5,992 views
4 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

4,117 views
4 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

4,028 views

Data Report

Published on 08 Jul 2022

The Shock of COVID-19 Pandemic on the Moroccan Exchange Rate Dirham/Euro

in Mathematical Finance

Mohammed Bouasabah

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.941845

4,892 views
1 citation

Original Research

Published on 21 Mar 2022

The Implications of COVID-19 Pandemic on Dollar Exchange Rate of Pakistan

in Mathematical Finance

Ayaz Akhtar
Mohammad Abiad
Wali Khan Mashwani
Muhammad Aamir
Muhammad Naeem
Dost Muhammad Khan

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.808489

11,626 views
2 citations

Editorial

Published on 01 Dec 2021

Editorial: Artificial Intelligence in Insurance and Finance

in Mathematical Finance

Glenn Fung
Luisa F. Polania
Sou-Cheng T. Choi
Victor Wu
Lawrence Ma

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.795207

7,736 views
1 citation

Methods

Published on 26 Aug 2021

AVA: A Financial Service Chatbot Based on Deep Bidirectional Transformers

in Mathematical Finance

Shi Yu
Yuxin Chen
Hussain Zaidi

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.604842

11,133 views
22 citations

Editorial

Published on 04 Aug 2021

Editorial: Mathematical Models for Intertemporal Choice

in Mathematical Finance

Salvador Cruz Rambaud

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.743337

2,009 views

Brief Research Report

Published on 02 Aug 2021

Using Machine Learning to Analyze Merger Activity

in Mathematical Finance

Tiffany Jiang

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.649501

7,636 views
5 citations

Editorial

Published on 31 May 2021

Editorial: Long-Memory Models in Mathematical Finance

in Mathematical Finance

Tommi Sottinen
Elisa Alòs
Ehsan Azmoodeh
Giulia Di Nunno

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.705429

3,307 views
1 citation

Editorial

Published on 25 May 2021

Editorial: Risk Management Models and Theories Volume II

in Mathematical Finance

Simon Grima
Eleftherios Thalassinos

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2021.676404

2,430 views
1 citation

Navigation group

Articles

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

Bayesian synthetic likelihood for stochastic models with applications in mathematical finance

Three little arbitrage theorems

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

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

Quantifying uncertainty of machine learning methods for loss given default

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

Impacts of the COVID-19 pandemic on operational losses

The Shock of COVID-19 Pandemic on the Moroccan Exchange Rate Dirham/Euro

The Implications of COVID-19 Pandemic on Dollar Exchange Rate of Pakistan

Editorial: Artificial Intelligence in Insurance and Finance

AVA: A Financial Service Chatbot Based on Deep Bidirectional Transformers

Editorial: Mathematical Models for Intertemporal Choice

Using Machine Learning to Analyze Merger Activity

Editorial: Long-Memory Models in Mathematical Finance

Editorial: Risk Management Models and Theories Volume II