Special Issue "Functional Time Series with Applications in Finance and Insurance"

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Economics and Finance".

Deadline for manuscript submissions: 30 June 2024 | Viewed by 273

Special Issue Editor

1. Department of Statistics and Actuarial Science, University of Waterloo, 200 University Avenue West, Waterloo, ON N2L 3G1, Canada
2. School of Accounting and Finance, University of Waterloo, 200 University Avenue West, Waterloo, ON N2L 3G1, Canada
Interests: functional time series; portfolio optimization; climate change modeling and climate change risks

Special Issue Information

Dear Colleagues,

Functional data analysis (FDA) came into prominence in the 1990s, with its defining feature that data are viewed conceptually as elements of a function space, for example, as continuous curves or surfaces, or more generally, as infinite dimensional objects. This contrasts with classical statistical theory, in which data are viewed as scalar or vector-valued. Early developments in FDA focused on simple random samples of curves or surfaces. Often, though, functional data are obtained sequentially as time series. Such data arise from a number of sources, including (i) breaking dense time records of a continuous phenomenon into natural segments, (ii) sequentially observed summary functions, etc. The analysis of such time series data falls within the domain of functional time series (FTS).

Topics of interest include applications of univariate/multivariate FTS in finance and/or insurance which, ideally, deal with one or more of the following issues in applications:

- Stationarity testing and change point analysis;

- Goodness-of-fit and white noise testing;

- Methods of bandwidth selection in spectral density operator estimation;

- Forecasting/prediction;

- etc.

Prof. Dr. Tony Wirjanto
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Journal of Risk and Financial Management is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.


  • Stationarity testing
  • Change point analysis
  • Goodness-of-fit
  • White noise testing
  • Bandwidth selection in spectral density operator estimation
  • Forecasting/Prediction
  • Finance
  • Insurance

Published Papers

This special issue is now open for submission.
Back to TopTop