Neural Jump ODEs model the conditional expectation between observations by neural ODEs and jump at arrival of new observations. They have demonstrated effectiveness for fully data-driven online forecasting in settings with irregular and partial observations, operating under weak regularity assumptions. This work extends the framework to input-output systems, enabling direct applications in online filtering and classification. We establish theoretical convergence guarantees for this approach, providing a robust solution to L 2 L^{2} -optimal filtering. Empirical experiments highlight the model’s superior performance over classical parametric methods, particularly in scenarios with complex underlying distributions. These results emphasize the approach’s potential in time-sensitive domains such as finance and health monitoring, where real-time accuracy is crucial.
Impact Factor: 0.9
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Statistics & Risk Modeling
with Applications in Finance and Insurance
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Editor-in-Chief:
Thorsten Schmidt
Language:
English
First published:
June 20, 1982
Publication Frequency:
4 issues per year
About this journal
Objective
Statistics & Risk Modeling (STRM) aims to cover modern methods in statistics and probabilistic modeling, with a strong emphasis on machine learning, particularly statistical learning. The journal focuses on applications in finance, insurance, and related fields, addressing key aspects of modeling and risk management.
STRM welcomes contributions that explore the uncertainty, risk, and regulation associated with artificial intelligence, as well as stochastic processes and other relevant statistical methods. We are particularly interested in papers that delve into the mathematical foundations of AI, its applications in statistical modeling, and its role in enhancing risk management strategies.
Topics
- Statistical analysis for models in finance and insurance
- Risk modeling, in particular credit, market, operational and systemic risk
- Foundations and Applications of Machine Learning and Statistical Learning
- Risk management
- Estimations of risks and risk measures
- Nonparametric statistical inference
- Statistics of stochastic processes
- Stochastic methods in finance and insurance
- Uncertainty, Knightian uncertainty, and decision making under uncertainty
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Computational Methods in Statistics and Risk Assessment
Article formats
Original research articles
> Information on submission process
Free Access for QMF, Metabief and JMM attendees:
Quantitative Methods in Finance (QMF) 17-20th of December, Metabief 13-18th of January and Joint Mathematical Meeting (JMM) 7-11th of January attendees, please find the following ‘free access’ link to Statistics & Risk Modelling (STRM):
Access is granted until March 1st, 2025:
https://www.degruyter.com/accessLink/STRM
Your Benefits
Your benefits:
- New results in Machine Learning, statistics and probabilistic methods
- State-of-the-art methodological innovations
- Theoretical and applicative approach
- High quality peer-review
History
The journal was founded in 1982 as "Statistics & Decisions" with Helmut Strasser as Editor. In 2008 Georg Pflug became the new Editor, and in 2012, the journal was renamed "Statistics & Risk Modeling." Robert Stelzer took over as Editor and in 2024, Thorsten Schmidt, the current Editor, assumed the role. With this change, the journal added a new focus on machine learning and statistical learning to its scope.
Previous Titles
“Statistics & Decisions” became “Statistics & Risk Modeling” in 2012.
Back Issues
All back issues beginning with issue 1 of volume 1 in 1982 are available online at: http://www.degruyter.com/view/j/strm
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Requires Authentication UnlicensedNonparametric filtering, estimation and classification using neural jump ODEsLicensedSeptember 5, 2025
| Journal Impact Factor | 0.9 | 2024, Journal Citation Reports (Clarivate, 2025) |
| 5-year Journal Impact Factor | 1.2 | 2024, Journal Citation Reports (Clarivate, 2025) |
| Journal Citation Indicator | 0.71 | 2024, Journal Citation Reports (Clarivate, 2025) |
| CiteScore | 2.8 | 2024, Scopus (Elsevier B.V., 2025) |
| SCImago Journal Rank | 0.411 | 2024, SJR (Scimago Lab, 2025; Data Source: Scopus) |
| Source Normalized Impact per Paper | 1.345 | 2024, CWTS Journal Indicators (CWTS B.V., 2025; Data Source: Scopus) |
| Mathematical Citation Quotient | 0.25 |
Submission
You can easily submit your manuscript online. Simply go to http://www.editorialmanager.com/statdec and you will be guided through the whole peer-reviewing and publishing process.
- Rapid online publication ahead-of-print with short turnaround times
- High impact
- High quality peer-review
- Easy-to-use online submission system
- Free publication of color figures both in online and print editions and no page charges
- Optional open access publication
- Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
- Convenient citation tracking via e-mail alert
- Secure archiving by De Gruyter and the independent archiving service Portico
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Professional sales and marketing activities
- Check that your topic fits the scope of the journal
- Please prepare the manuscript with TEX or a LaTeX Package
- Submit your paper via our submission management tool
- The editorial office will forward your manuscript for peer-review
- You will be guided through every step of peer review process
- You will be informed by e-mail if your manuscript has been accepted or rejected or if it requires further attention
- If and when an article is accepted for publication, the author(s) agree(s) to grant an exclusive and unlimited right reproduce and distribute the article in any form anywhere in the world
- When manuscripts are accepted subject to revision, the revised manuscript should be returned within approx. 60 days
- Once your article is accepted you have the option to publish it open access
- Publication online and in print (2 weeks from acceptance to publication)
- Before submitting your article please have a look at our Ethical Guidelinesand our Copyright Transfer Agreement
- Manuscripts must be written in clear and concise English
- Once your article is accepted you have the option to publish it open access
- If you have any general questions please visit our FAQ page for authors
We look forward to receiving your manuscript!
Hybrid Open Access
Please note that authors from institutions with which we have a transformative agreement can publish open access without paying an article processing charge (APC). More information on the eligible institutions and articles can be found under the "Funding and Support" tab here.
Editor in Chief
Thorsten Schmidt, Germany
Co-Editors
Francesca Biagini, Germany
Tomasz Bielecki, USA
Rama Cont, UK
Georg Pflug, Austria
Advisory Board
Paul Embrechts, Switzerland
Walter Schachermayer, Austria
Albert Shiryaev, Russia
Helmut Strasser, Austria
Associate Editors
Nicole Bäuerle, Germany
Riccardo Brignone, Italy
Igor Cialenco, USA
Touloupe Fadina, USA
Lukas Gonon, UK
Roxana Halbleib, Germany
Wolfgang Härdle, Germany
Johanna Neslehova, Canada
Giulia di Nunno, Italy
Ludger Overbeck, Germany
Markus Pauly, Germany
Marcin Pitera, Poland
Zari Rachev, USA
Mathieu Rosenbaum, France
Gerhard Stahl, Germany
Peter Tankov, France
Journal Coordinator
Birgit Zoglmeier
STRM.Editorial@degruyter.com
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Supplementary Materials
Topics
Journal information
Additional information
eISSN:
2196-7040
ISSN:
2193-1402
Language:
English
Publisher:
De Gruyter (A)
Additional information
First published:
June 20, 1982
Publication Frequency:
4 issues per year
eISSN:
2196-7040
ISSN:
2193-1402
Audience(s) for this journal
researchers in the field of statistics and risk modeling, professionals in finance, insurance and related areas
Safety & product resources
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Walter de Gruyter GmbH
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10785 Berlin
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