Quantitative Finance with Mathematical Modelling
A special issue of Mathematics (ISSN 2227-7390).
Deadline for manuscript submissions: closed (31 January 2024) | Viewed by 1134
Special Issue Editors
Interests: computational finance; computational intelligence; operation research; machine learning; reinforcement learning
Interests: artificial intelligence finance; blockchain finance; big data finance; volatility research; financial market analysis; time series analysis
Interests: evolutionary game theory; fuzzy logic; economic risk and benefit analysis; hyper-heuristics
Interests: application of statistical models and machine learning to consumer credit risk, with particular interest in model risk; dynamic survival models and expected loss estimation; optimization with non-parametric learning algorithms; reliable prediction through conformal predictors
Special Issue Information
Dear Colleagues,
Mathematical methods and models are playing crucial roles in the field of quantitative finance to provide a crystal understanding of financial asset price behavior. Nevertheless, the application of mathematical methods and models in real financial market trading is high distinguishing from the mathematical theories themselves. As a consequence, the effectiveness of the mathematical methods and models work in reality will shed the new insights in future research on quantitative finance.
The purpose of this Special Issue is to contribute to close this gap by providing a collection of articles that illustrate the applicability of novel mathematical methods and to a wide range of topics in quantitative finance, including, among others, quantitative trading, algorithm trading, portfolio management, risk management, portfolio optimization, relationships among financial markets and among financial and commodity markets, green finance and financial risks.
Dr. Tianxiang Cui
Dr. Shusheng Ding
Dr. Jiawei Li
Dr. Anthony Graham Bellotti
Guest Editors
Manuscript Submission Information
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Keywords
- quantitative finance
- risk management
- portfolio management
- time series analysis
- Bayesian analysis
- quantitative trading
- algorithm trading
- financial risk
- portfolio optimization
- game theory in finance
