Journal of Mathematical Finance

ISSN Print: 2162-2434    ISSN Online: 2162-2442

Call For Papers

    Special Issue on Density Estimation in Finance


    Density estimation, a fundamental concept in probability and statistics, is the construction of an estimate of the unknown probability density function based on observed data. A variety of approaches to density estimation can be used in finance. For example, stock market trends, financial risk evaluation and management all can be analyzed by density estimation, especially the nonparametric methods. The two main aims of research on the density estimation in finance are to explain how to estimate a density from previous financial data and to explore how density estimation can be applied in financial analysis and prediction.


    In this special issue, we intend to invite front-line researchers and authors to submit original researches and review articles on exploring density estimation in finance. Potential topics include, but are not limited to:

    • Parametric density estimation
    • Nonparametric density estimation
    • Kernel density estimation
    • Density estimation in stock marker
    • Density estimation in insurance
    • Bayesian dynamic density estimation
    • Prediction based on density function
    • Applications

    Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.


    Please kindly notice that the “Special Issue” under your manuscript title is supposed to be specified and the research field “Special Issue – Density Estimation in Finance” should be chosen during your submission.


    According to the following timetable:


    Submission Deadline

    November 14th, 2019

    Publication Date

    January 2020


    Guest Editor:


    For further questions or inquiries

    Please contact Editorial Assistant at

    jmf@scirp.org