Data Report
Published on 10 Dec 2019
Risk Measures and Inequality
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00057
- 3,726 views
- 1 citation
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99 articles
articles
Original Research
Published on 18 Oct 2019
The Volatility and Shock Transmission Patterns Between the BIST Sustainability and BIST 100 Indices
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00050
- 4,261 views
- 8 citations
Original Research
Published on 04 Oct 2019
Did Developed and Developing Stock Markets React Similarly to Dow Jones During 2008 Crisis?
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00049
- 8,589 views
- 10 citations
Editorial
Published on 11 Feb 2019
Editorial: Intertemporal Choice and Its Anomalies
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00010
- 2,609 views
- 1 citation
Original Research
Published on 29 Nov 2018
A Mathematical Analysis of the Improving Sequence Effect for Monetary Rewards
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00055
- 2,762 views
- 5 citations
Original Research
Published on 02 Oct 2018
How Are Individual Time Preferences Aggregated in Groups? A Laboratory Experiment on Intertemporal Group Decision-Making
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00043
- 4,160 views
- 5 citations
Review
Published on 28 Aug 2018
Understanding the World Economy in Terms of Networks: A Survey of Data-Based Network Science Approaches on Economic Networks
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00037
- 22,587 views
- 18 citations
Original Research
Published on 17 Aug 2018
The Magnitude and “Peanuts” Effects: Searching Implications
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00036
- 5,299 views
- 9 citations
Original Research
Published on 25 Jul 2018
Performance in Multi-Armed Bandit Tasks in Relation to Ambiguity-Preference Within a Learning Algorithm
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00027
- 3,552 views
- 2 citations
Original Research
Published on 11 Jun 2018
Mean-ETL Optimization in HorseRace Competition
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00020
- 2,239 views
Hypothesis and Theory
Published on 24 May 2018
Effective Stock Selection and Portfolio Construction Within US, International, and Emerging Markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00017
- 7,084 views
- 4 citations
Original Research
Published on 23 May 2018
Decreasing Impatience for Health Outcomes and Its Relation With Healthy Behavior
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00016
- 4,125 views
- 12 citations
Original Research
Published on 22 May 2018
The Amnesiac Lookback Option: Selectively Monitored Lookback Options and Cryptocurrencies
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00010
- 8,928 views
- 4 citations
Original Research
Published on 27 Apr 2018
A Case Study of Forecasted Earnings Acceleration and Stock Selection in Global and Emerging Stock Markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2018.00004
- 4,624 views
- 3 citations
Original Research
Published on 10 Jan 2018
Uncertainty of Volatility Estimates from Heston Greeks
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2017.00027
- 3,269 views
- 2 citations
Original Research
Published on 02 Dec 2016
Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2016.00022
- 5,150 views
- 2 citations
Methods
Published on 06 Oct 2016
Interpretable Multiclass Models for Corporate Credit Rating Capable of Expressing Doubt
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2016.00016
- 5,833 views
- 8 citations
Original Research
Published on 24 Feb 2016
Investing in Global Markets: Big Data and Applications of Robust Regression
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00014
- 7,500 views
- 8 citations
Methods
Published on 08 Jan 2016
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00013
- 5,587 views
- 4 citations
Original Research
Published on 26 Oct 2015
The role of incompleteness in commodity futures markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00011
- 3,999 views
- 1 citation
Original Research
Published on 08 Oct 2015
A novel view of suprathreshold stochastic resonance and its applications to financial markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00010
- 4,027 views
- 2 citations
Hypothesis and Theory
Published on 26 Aug 2015
General equilibrium pricing with information asymmetry
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00008
- 6,747 views
- 2 citations
Hypothesis and Theory
Published on 21 Jul 2015
Is economics an empirical science? If not, can it become one?
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00007
- 24,841 views
- 3 citations
Original Research
Published on 14 Jul 2015
Efficient option pricing under LĂ©vy processes, with CVA and FVA
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00006
- 4,836 views