| Discipline name | Position | Best Scientists | Publications | D-Index |
|---|---|---|---|---|
| Economics and Finance | 437 | 8 | 12 | 5 |
The primary areas of discussion in the journal are Mathematical finance, Mathematical economics, Econometrics, Mathematical optimization and Applied mathematics. The research on Mathematical finance tackled can also make contributions to studies in the areas of Martingale (probability theory), Arbitrage, Actuarial science, Microeconomics and Portfolio. The study on Martingale (probability theory) featured in it expounds on the topic of Local martingale in particular.
While Arbitrage is the focus of the journal, it also provided insights into the studies of Arbitrage pricing theory, Fundamental theorem of asset pricing, Financial market and Index arbitrage. The main emphasis of it is the research on Portfolio, emphasizing the topic of Portfolio optimization. In addition to Mathematical economics research, Finance and Stochastics aims to explore topics under Valuation of options, Lévy process, Semimartingale, Transaction cost and Incomplete markets.
The studies on Econometrics discussed can also contribute to research in the domains of Financial economics and Asset (economics). In the Mathematical optimization research discussed, Bellman equation and Stochastic control are all tackled. The journal holds forums on Applied mathematics that merges themes from other disciplines such as Mathematical analysis and Brownian motion.
Mathematical finance, Mathematical economics, Econometrics, Mathematical optimization and Martingale (probability theory) are the main subjects of interest in the most cited publications. The Mathematical finance research presented in the most cited publications falls under the domain of Financial economics. The journal papers explore issues in Mathematical economics which can be linked to other research areas like Valuation of options, Lévy process, Optimal stopping, Stochastic control and Black–Scholes model.
Finance and Stochastics focuses on Mathematical finance, Mathematical economics, Martingale (probability theory), Duality (mathematics) and Mathematical optimization. The research on Mathematical finance featured in Finance and Stochastics combines topics in other fields like Arbitrage, Volatility (finance), Econometrics, Portfolio and Function (mathematics). Aside from discussions in Mathematical economics, Finance and Stochastics also deals with the subject of Filtration (mathematics) which intersects with Conditional expectation, Lebesgue integration, Life insurance and Point process disciplines.
It addresses concerns in the field of Martingale (probability theory) by exploring it in line with topics in Pure mathematics which intersect with Moment (mathematics) and Expected value subjects. The Duality (mathematics) research presented in Finance and Stochastics explores the relationship between Space (mathematics) and the closely related topic of Sign (mathematics), Closed set, Sublinear function, Random variable and Continuity property. Topics in Mathematical optimization explored in the journal were investigated in conjunction with research in Class (set theory), Semimartingale and Risk aversion.
A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.
The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.
The top authors publishing in Finance and Stochastics (based on the number of publications) are:
The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.
Only papers with recognized affiliations are considered
The top affiliations publishing in Finance and Stochastics (based on the number of publications) are:
The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.
The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.
The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.
During the most recent 2021 edition, 4.17% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 39.13% were posted by at least one author from the top 10 institutions publishing in the journal. Another 4.35% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 26.09% of all publications and 30.43% were from other institutions.
A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.
The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.
The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.
Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).
The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:
The chart below illustrates experience levels of first authors in cases of publications with multiple authors.
In the context of the real world, these research topics have immense applications, especially in various financial sectors. For instance, Mathematical finance principles can play a crucial role in investment analysis, risk management, and financial planning. Similarly, econometrics provides crucial techniques for financial forecasting, decision-making, and policy development. Believing in the practical implications of these valuable studies, several academic institutions and professional platforms have integrated these areas into their courses and training programs. For instance, many of the best accounting programs in Wyoming offer advanced courses in Mathematical finance, Econometrics, and Mathematical economics, which equip students with essential skills for real-world financial professions. Furthermore, the practical application of these research studies significantly contributes to the economy as well. Financial organizations, banks, investment firms, policy-making institutions, and other relevant stakeholders can leverage these mathematical and statistical principles to optimize their operations, make strategic decisions, and ultimately achieve their financial objectives. To conclude, the importance of these research topics extends far beyond academia and essentially serves as the backbone of the finance industry. Thus, understanding these areas is equally beneficial for scholars, students, professionals, and all those involved in the financial sector.
Levon Avanesyan;Mykhaylo Shkolnikov;Ronnie Sircar
(2020)Peter Carr;Lorenzo Torricelli
(2021)Robert Jarrow;Robert Jarrow;Siguang Li
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