Scope

Mathematical and quantitative finance are more and more important in the financial market environment since the market 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-level mathematical and statistical methods.

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 intelligence, 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, but are not limited to:

• 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 algorithms for finance

• Data mining and Big data analysis

• Machine learning and artificial intelligence

• Topics in blockchain and crypto currencies

Submission

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