Complexity in Finance
A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Complexity".
Deadline for manuscript submissions: closed (31 July 2023) | Viewed by 2329
Special Issue Editor
Special Issue Information
Dear Colleagues,
Financial markets are regarded as complex systems comprising large numbers of interactive and adaptive agents. The increasing scale of financial markets and the resulting financial crisis highlight the importance of understanding the complex evolution dynamics of financial systems as well as providing appropriate risk management measures. Indeed, the mechanisms of complex financial systems are difficult to model and have an unpredictable human behavior that sets them aside from complex natural and technological systems . Recent development of information technology makes it possible to record and restore data sets with a large volume, high frequency, and large dimensions. Notably, examining and investigating how complex systems behave in the field of finance through integrating big data with machine learning and other Fin-tech techniques provide new insights, and thus attract more attention from researchers. This Special Issue aims to present a collection of high-quality articles that provide new insights and advances regarding the complexity in financial markets. The research methods used in these studies can be based on machine learning, natural language processing and textual analysis, agent-based modelling, and traditional econometric models integrated with financial big data. Other empirical or theoretical approaches to complexity in financial markets will also be considered.
Potential topics include, but are not limited to, the following:
- Big data fractality and multifractality in financial markets;
- Complex financial systems;
- Crisis and financial markets;
- Digital finance;
- Efficient market hypothesis and asset pricing;
- Information theory and financial markets;
- Interactions between financial assets;
- Market dynamics and agent-based modelling;
- Natural language processing and textual analysis;
- Social media networks and financial markets;
- Systemic risks.
Dr. Xiao Li
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Entropy is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- complex systems
- financial markets
- financial markets dynamics
- financial risk management and modelling
- Fin-tech
- financial big data analysis
- machine leaning
