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Mathematical and quantitative finance are more and more important in the complex financial market environment since market in these days is extremely complex and no single trader or analyst can understand whole market situation and no one can be survived without help of high leveled mathematical and statistical method.
Mathematical and quantitative finance are more and more important in the complex financial market environment since market in these days is extremely complex and no single trader or analyst can understand the whole market situation and no one can succeed without the help of high leveled mathematical and statistical method.
The ultimate goal of this section is to provide useful mathematical tools for scientists who need deep theories of mathematics and statistics and applied mathematical methods.
The section publishes original research papers (Original Research, Methods, Hypothesis & Theory), short communications (General Commentaries, Opinions, Technical Report, Code) or review papers, on mathematics, statistics, applied mathematics, numerical analysis, and quantitative finance. Specifically, our section welcome papers concerned with mathematical method to solve complex issues in finance, centering on such topics as: portfolio optimization, financial risk management, derivative pricing and hedging, numerical and simulation methods in finance, machine learning and artificial intelligent, big data analysis, and various topics of crypto currency, and work in applied mathematics and statistics criticizing and improving the traditional great works in economics and mathematical finance.
Topics of interest include:
• Probabilities, statistics, and stochastic calculus
• Nonlinear dynamics and econometrics
• Time series analysis
• Portfolio optimization
• Financial risk management
• Financial derivatives – pricing and hedging
• Numerical analysis and algorithm for finance
• Data mining and Big data analysis
• Machine learning and artificial intelligent
• Topics in the blockchain and crypto currencies
Indexed in: Google Scholar, DOAJ, CrossRef, Semantic Scholar, CLOCKSS
Mathematical Finance welcomes submissions of the following article types: Book Review, Code, Correction, Data Report, Editorial, General Commentary, Hypothesis and Theory, Methods, Mini Review, Opinion, Original Research, Perspective, Review and Technology Report.
All manuscripts must be submitted directly to the section Mathematical Finance, where they are peer-reviewed by the Associate and Review Editors of the specialty section.
Articles published in the section Mathematical Finance will benefit from the Frontiers impact and tiering system after online publication. Authors of published original research with the highest impact, as judged democratically by the readers, will be invited by the Chief Editor to write a Frontiers Focused Review - a tier-climbing article. This is referred to as "democratic tiering". The author selection is based on article impact analytics of original research published in all Frontiers specialty journals and sections. Focused Reviews are centered on the original discovery, place it into a broader context, and aim to address the wider community across all of Applied Mathematics and Statistics.
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