The Canadian Journal of Statistics

Stochastic models, statistics and finance have been linked at least since Bachelier's 1900 thesis 'Théorie de la Spéculation'. A key feature of Bachelier's work, which used the normal distribution to model the differences between stock prices over time, was the introduction of the theory of Brownian motion and the consideration of option prices. Subsequent research motivated by the solution of financial problems has resulted in the development of new results in probability and statistics. Several areas of the statistical sciences have been greatly advanced after having found novel applications to financial problems and data. The introduction of electronic market places and computerized trading has contributed to the increased size, risks, complexity and importance of financial markets and regulations, and present new opportunities for research.                

The Canadian Journal of Statistics (CJS) will devote a special issue to the theme of "stochastic models, statistics, and finance." The issue aims to feature a broad range of research that showcases innovations in probability, statistics, and stochastic modeling that are motivated by financial problems and that result in demonstrably superior performance when compared to the application of standard statistical techniques and models. We invite you to submit original research articles and insightful review articles to this special issue that consider the solution of financial problems through the advancement of methods in probability and statistics. The submission deadline is May 31, 2018. Please submit your paper through the CJS submission website, specifying that the submission is for the special issue on stochastic models, statistics, and finance:   https://mc.manuscriptcentral.com/cjs-wiley                  

All submissions will go through the regular review process.                 

Cody Hyndman (Guest Editor, Concordia University)

Don L. McLeish (CJS Associate Editor, University of Waterloo) 

Bruno Rémillard (Guest Editor, HEC Montréal)