Scimago Journal & Country Rank

Journal of Computational Finance

Country

United States

Universities and research institutions in United States
Media Ranking in United States

Subject Area and Category

Publisher

Incisive Media Ltd.

H-Index

16

Publication type

Journals

ISSN

14601559, 17552850

Coverage

2011-2023

Information

Homepage

How to publish in this journal

Scope

The Journal of Computational Finance is an international peer-reviewed journal dedicated to advancing knowledge in the area of financial mathematics. The journal is focused on the measurement, management and analysis of financial risk, and provides detailed insight into numerical and computational techniques in the pricing, hedging and risk management of financial instruments. The journal welcomes papers dealing with innovative computational techniques in the following areas: Numerical solutions of pricing equations: finite differences, finite elements, and spectral techniques in one and multiple dimensions. Simulation approaches in pricing and risk management: advances in Monte Carlo and quasi-Monte Carlo methodologies; new strategies for market factors simulation. Optimization techniques in hedging and risk management. Fundamental numerical analysis relevant to finance: effect of boundary treatments on accuracy; new discretization of time-series analysis. Developments in free-boundary problems in finance: alternative ways and numerical implications in American option pricing. Join the conversation about this journal
Quartiles

The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values.

CategoryYearQuartile
Applied Mathematics2012Q4
Applied Mathematics2013Q3
Applied Mathematics2014Q2
Applied Mathematics2015Q2
Applied Mathematics2016Q3
Applied Mathematics2017Q3
Applied Mathematics2018Q3
Applied Mathematics2019Q3
Applied Mathematics2020Q2
Applied Mathematics2021Q3
Applied Mathematics2022Q3
Applied Mathematics2023Q3
Computer Science Applications2012Q4
Computer Science Applications2013Q3
Computer Science Applications2014Q1
Computer Science Applications2015Q2
Computer Science Applications2016Q3
Computer Science Applications2017Q2
Computer Science Applications2018Q3
Computer Science Applications2019Q3
Computer Science Applications2020Q2
Computer Science Applications2021Q3
Computer Science Applications2022Q3
Computer Science Applications2023Q3
Finance2012Q4
Finance2013Q2
Finance2014Q2
Finance2015Q2
Finance2016Q3
Finance2017Q2
Finance2018Q3
Finance2019Q2
Finance2020Q2
Finance2021Q3
Finance2022Q3
Finance2023Q3
SJR

The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. It is based on the idea that 'all citations are not created equal'. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from It measures the scientific influence of the average article in a journal, it expresses how central to the global scientific discussion an average article of the journal is.

YearSJR
20120.166
20130.406
20140.839
20150.732
20160.307
20170.503
20180.346
20190.379
20200.677
20210.276
20220.291
20230.284
Total Documents

Evolution of the number of published documents. All types of documents are considered, including citable and non citable documents.

YearDocuments
201116
201218
201316
201416
201516
201617
201721
201816
201922
202020
202114
202214
202314
Citations per document

This indicator counts the number of citations received by documents from a journal and divides them by the total number of documents published in that journal. The chart shows the evolution of the average number of times documents published in a journal in the past two, three and four years have been cited in the current year. The two years line is equivalent to journal impact factor ™ (Thomson Reuters) metric.

Cites per documentYearValue
Cites / Doc. (4 years)20110.000
Cites / Doc. (4 years)20120.250
Cites / Doc. (4 years)20130.706
Cites / Doc. (4 years)20140.900
Cites / Doc. (4 years)20150.939
Cites / Doc. (4 years)20160.591
Cites / Doc. (4 years)20170.723
Cites / Doc. (4 years)20180.743
Cites / Doc. (4 years)20190.743
Cites / Doc. (4 years)20201.066
Cites / Doc. (4 years)20210.962
Cites / Doc. (4 years)20220.806
Cites / Doc. (4 years)20230.957
Cites / Doc. (3 years)20110.000
Cites / Doc. (3 years)20120.250
Cites / Doc. (3 years)20130.706
Cites / Doc. (3 years)20140.900
Cites / Doc. (3 years)20150.760
Cites / Doc. (3 years)20160.500
Cites / Doc. (3 years)20170.755
Cites / Doc. (3 years)20180.704
Cites / Doc. (3 years)20190.889
Cites / Doc. (3 years)20201.203
Cites / Doc. (3 years)20210.897
Cites / Doc. (3 years)20220.857
Cites / Doc. (3 years)20230.771
Cites / Doc. (2 years)20110.000
Cites / Doc. (2 years)20120.250
Cites / Doc. (2 years)20130.706
Cites / Doc. (2 years)20140.676
Cites / Doc. (2 years)20150.563
Cites / Doc. (2 years)20160.469
Cites / Doc. (2 years)20170.667
Cites / Doc. (2 years)20180.579
Cites / Doc. (2 years)20191.000
Cites / Doc. (2 years)20201.053
Cites / Doc. (2 years)20210.905
Cites / Doc. (2 years)20220.324
Cites / Doc. (2 years)20230.750
Total Cites 
Self-Cites

Evolution of the total number of citations and journal's self-citations received by a journal's published documents during the three previous years.
Journal Self-citation is defined as the number of citation from a journal citing article to articles published by the same journal.

CitesYearValue
Self Cites20110
Self Cites20120
Self Cites20130
Self Cites20144
Self Cites20154
Self Cites20161
Self Cites20173
Self Cites20182
Self Cites20195
Self Cites20207
Self Cites20212
Self Cites20221
Self Cites20231
Total Cites20110
Total Cites20124
Total Cites201324
Total Cites201445
Total Cites201538
Total Cites201624
Total Cites201737
Total Cites201838
Total Cites201948
Total Cites202071
Total Cites202152
Total Cites202248
Total Cites202337
External Cites per Doc 
Cites per Doc

Evolution of the number of total citation per document and external citation per document (i.e. journal self-citations removed) received by a journal's published documents during the three previous years. External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journal’s documents.

CitesYearValue
External Cites per document20110
External Cites per document20120.250
External Cites per document20130.706
External Cites per document20140.820
External Cites per document20150.680
External Cites per document20160.479
External Cites per document20170.694
External Cites per document20180.667
External Cites per document20190.796
External Cites per document20201.085
External Cites per document20210.862
External Cites per document20220.839
External Cites per document20230.750
Cites per document20110.000
Cites per document20120.250
Cites per document20130.706
Cites per document20140.900
Cites per document20150.760
Cites per document20160.500
Cites per document20170.755
Cites per document20180.704
Cites per document20190.889
Cites per document20201.203
Cites per document20210.897
Cites per document20220.857
Cites per document20230.771
% International Collaboration

International Collaboration accounts for the articles that have been produced by researchers from several countries. The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address.

YearInternational Collaboration
201112.50
201222.22
201337.50
201443.75
201518.75
201611.76
201738.10
201825.00
201940.91
202025.00
202114.29
202235.71
202335.71
Citable documents 
Non-citable documents

Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers.

DocumentsYearValue
Non-citable documents20110
Non-citable documents20120
Non-citable documents20130
Non-citable documents20140
Non-citable documents20150
Non-citable documents20160
Non-citable documents20170
Non-citable documents20180
Non-citable documents20190
Non-citable documents20200
Non-citable documents20210
Non-citable documents20220
Non-citable documents20230
Citable documents20110
Citable documents201216
Citable documents201334
Citable documents201450
Citable documents201550
Citable documents201648
Citable documents201749
Citable documents201854
Citable documents201954
Citable documents202059
Citable documents202158
Citable documents202256
Citable documents202348
Cited documents 
Uncited documents

Ratio of a journal's items, grouped in three years windows, that have been cited at least once vs. those not cited during the following year.

DocumentsYearValue
Uncited documents20110
Uncited documents201212
Uncited documents201321
Uncited documents201425
Uncited documents201527
Uncited documents201633
Uncited documents201727
Uncited documents201830
Uncited documents201931
Uncited documents202031
Uncited documents202135
Uncited documents202236
Uncited documents202326
Cited documents20110
Cited documents20124
Cited documents201313
Cited documents201425
Cited documents201523
Cited documents201615
Cited documents201722
Cited documents201824
Cited documents201923
Cited documents202028
Cited documents202123
Cited documents202220
Cited documents202322
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