1945-497X
Published by: Society for Industrial and Applied Mathematics
https://www.siam.org/publications/journals/siam-journal-on-financial-mathematics-sifin
| Discipline name | Position | Best Scientists | Publications | D-Index |
|---|---|---|---|---|
| Mathematics | 360 | 21 | 26 | 8 |
| Economics and Finance | 421 | 11 | 18 | 5 |
Siam Journal on Financial Mathematics mainly deals with areas of study such as Econometrics, Mathematical optimization, Applied mathematics, Mathematical economics and Stochastic volatility. It addresses concerns in Econometrics which are intertwined with other disciplines, such as Asset (economics), Credit risk, Financial economics, Portfolio and Investment (macroeconomics). The works on Portfolio deal in particular with Portfolio optimization.
It facilitated presentations on Mathematical optimization research, particularly Bellman equation, Stochastic control and Dynamic programming. The journal facilitates discussions on Applied mathematics that incorporate concepts from other fields like Local volatility, Numerical analysis and Valuation of options. The research on Mathematical economics tackled can also make contributions to studies in the areas of Financial market and Discrete time and continuous time.
The journal focused on Stochastic volatility research conducted under the discipline of Volatility (finance). The journal features Implied volatility research that overlaps with concepts in Volatility smile.
The most cited articles investigate areas of study like Econometrics, Mathematical economics, Mathematical optimization, Volatility (finance) and Stochastic volatility. The most cited papers about Implied volatility under the umbrella field of Econometrics overlap with concepts in Context (language use). Aside from investigating topics in Dynamic programming under Mathematical optimization, the most cited articles also explore concepts in Duality (mathematics).
The main research concerns discussed in Siam Journal on Financial Mathematics are Econometrics, Applied mathematics, Mathematical optimization, Stochastic volatility and Valuation of options. The Econometrics works, particularly on Implied volatility are tackled in the journal. Concepts in Limit (mathematics), as well as related topics in Local volatility, are covered in the Implied volatility research presented in the journal.
Applied mathematics research featured in the journal incorporates concerns from various other topics such as Stochastic partial differential equation and Class (set theory). The journal holds forums on Mathematical optimization that merges themes from other disciplines such as Convergence (routing), Portfolio optimization, Robust control, Trading strategy and Volatility (finance). While Stochastic volatility is the focus of it, it also provided insights into the studies of Hankel matrix, Fractional Brownian motion, Logarithm and Kernel (statistics).
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 Siam Journal on Financial Mathematics (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 Siam Journal on Financial Mathematics (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, 90.20% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 0.00% were posted by at least one author from the top 10 institutions publishing in the journal. Another 20.00% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 20.00% of all publications and 60.00% 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.
Jasdeep Kalsi;Terry J. Lyons;Imanol Perez Arribas
(2020)Eduardo Abi Jaber;Enzo Miller;Huyên Pham
(2021)Kathrin Glau;Daniel Kressner;Francesco Statti
(2020)Paolo Bartesaghi;Michele Benzi;Gian Paolo Clemente;Rosanna Grassi
(2020)Michał Barski;Jerzy Zabczyk
(2020)Rama Cont;Marvin S. Müller
(2021)Monique Jeanblanc;Libo Li
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