Manuscript Topics

The purpose of this special issue is to showcase interesting and novel research papers in mathematical modeling of financial markets. The issue will focus on the latest developments in quantitative finance, including interdependence among assets or markets, price dynamics and modeling, risk management, hedging, derivatives pricing, volatility modeling, portfolio management and optimization, factor models, forecasting, and cluster analysis. The issue welcomes mathematical models used in physics or standard/new mathematical theories that are newly applied to financial markets.

In addition, the special issue will explore the need for new mathematical tools and models for financial markets. The issue will consider papers that discuss the shortcomings of classical mathematical models in explaining the complexity of financial and economic series. Papers that present innovative mathematical models and techniques, such as fractals, dynamical systems, or big data statistical techniques, will be considered. Overall, the special issue aims to provide a platform for sharing the latest developments in mathematical modeling of financial markets and to stimulate further research in this area.

Instruction for Authors
http://www.aimspress.com/math/news/solo-detail/instructionsforauthors
Please submit your manuscript to online submission system
https://aimspress.jams.pub/