Quantitative Methods for Economics and Finance
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".
Deadline for manuscript submissions: closed (30 September 2020) | Viewed by 72808
Special Issue Editors
Interests: long memory; portfolio theory; fractal dimension
Special Issues, Collections and Topics in MDPI journals
Interests: fractal structures; fractal dimension; Hurst exponent; finance; asymmetric topology
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Since the mid-twentieth century, it has been clear that the more classical mathematical models were not enough to explain the complexity of the financial and economic series. Since then, the effort to develop new tools and mathematical models for their application to economics and finance has been remarkable. However, it is still necessary to continue developing new tools, as well as continue studying the latest tools developed for the study of the financial and economic series. These tools can come from techniques and models taken from physics or from new branches of mathematics such as fractals, dynamical systems, or new statistical techniques such as big data.
The purpose of this Special Issue is to gather a collection of articles reflecting the latest developments in different fields of economics and finance where mathematics plays an important role.
Prof. Dr. J.E. Trinidad-Segovia
Prof. Dr. Miguel Ángel Sánchez-Granero
Guest Editors
Manuscript Submission Information
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Keywords
- Financial series
- Portfolio theory
- Factor models
- Volatility modeling
- Quantitative methods
- Long memory
- Computational finance
- Statistical arbitrage