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Journal of Mathematical Finance

ISSNs: 2162-2434, 2162-2442
Source type: journal
Alternate name: JMF
Fully OA: Yes
DOAJ: No
OpenAlex ID: S2764662244
Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models
2017 · Manamba Epaphra · Journal of Mathematical Finance · 70
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Predicting Equity Price with Corporate Action Events Using LSTM-RNN
2018 · Shotaro Minami · Journal of Mathematical Finance · 43
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An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange
2017 · Chaido Dritsaki · Journal of Mathematical Finance · 42
Bankruptcy Prediction Using Machine Learning
2017 · Nanxi Wang · Journal of Mathematical Finance · 39
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Bitcoin Price Prediction Based on Deep Learning Methods
2020 · Xiangxi Jiang · Journal of Mathematical Finance · 37
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Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy
2012 · Nop Sopipan, Pairote Sattayatham, et al. · Journal of Mathematical Finance · 35
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Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions
2018 · Cyprian Ondieki Omari, Shalyne Gathoni Nyambura, et al. · Journal of Mathematical Finance · 31
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Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models
2019 · Anthony Ngunyi, Simon Mundia, et al. · Journal of Mathematical Finance · 29
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Pricing Options in Jump Diffusion Models Using Mellin Transforms
2013 · Robert Frontczak · Journal of Mathematical Finance · 25
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Price Jump Prediction in a Limit Order Book
2013 · Ban Zheng, Eric Moulines, et al. · Journal of Mathematical Finance · 25
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The Effect of Capital Structure on Profitability of Basic Materials Saudi Arabia Firms
2020 · Alwalid Mohammad Saleh A. Hajisaaid · Journal of Mathematical Finance · 24
Derivatives Pricing via Machine Learning
2019 · Tingting Ye, Liangliang Zhang · Journal of Mathematical Finance · 24
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A Study on Numerical Solution of Black-Scholes Model
2018 · Md. Nurul Anwar, Laek Sazzad Andallah · Journal of Mathematical Finance · 24
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Foreign Direct Investment and Industrial Sector Performance: Assessing the Long-Run Implication on Economic Growth in Nigeria
2017 · Emmanuel S. Akpan, Gamaliel O. Eweke · Journal of Mathematical Finance · 23
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Weather Derivatives with Applications to Canadian Data
2013 · Anatoliy Swishchuk, Kaijie Cui · Journal of Mathematical Finance · 23
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Factors Affecting Successful Equity Crowdfunding
2018 · Ying Li, Hongduo Cao, et al. · Journal of Mathematical Finance · 22
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Financial Deepening and Bank Performance: A Case Study of Selected Commercial Banks in Nigeria
2017 · S. O. Olawumi, L. A. Lateef, et al. · Journal of Mathematical Finance · 22
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Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory
2020 · Cyprian Omari, Simon Mundia, et al. · Journal of Mathematical Finance · 21
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Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates
2020 · Niloofar Ghorbani, Andrzej Korzeniowski · Journal of Mathematical Finance · 20
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Application of Linear Programming in Optimizing Labour Scheduling
2019 · Osama Yaseen M. Al-Rawi, Taniya Mukherjee · Journal of Mathematical Finance · 20
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Nigerian Commercial Banks and Creative Accounting Practices
2014 · Beshiru Sanusi, Prince Famous Izedonmi · Journal of Mathematical Finance · 20
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Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model
2014 · Ruili Hao, Yonghui Liu, et al. · Journal of Mathematical Finance · 20
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Research on the Efficiency of Chinese Commercial Banks Based on Undesirable Output and Super-SBM DEA Model
2017 · Lujun Zhou, Shiyi Zhu · Journal of Mathematical Finance · 18
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Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory
2017 · Thomas Chinwe Urama, Patrick Oseloka Ezepue, et al. · Journal of Mathematical Finance · 17
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Put Options with Linear Investment for Hull-White Interest Rates
2021 · Andrzej Korzeniowski, Niloofar Ghorbani · Journal of Mathematical Finance · 16
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Works count: 604
Citation count: 2,295
H-index: 20
I10-index: 67
2yr mean citedness: 0.731
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