Blockchain Finance: Stochastic Modeling, Market Microstructure, and Quantitative Risk Control

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".

Deadline for manuscript submissions: 31 July 2026 | Viewed by 8

Special Issue Editor


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Guest Editor
School of Economics and Management, Beihang University, Beijing 100191, China
Interests: applications of AI and blockchain in finance; computational and behavioral finance; market microstructure; FinTech; RegTech; digital asset pricing and trading

Special Issue Information

Dear Colleagues,

Blockchain technology is revolutionizing the financial landscape by introducing decentralized structures, transparent ledgers, and algorithmic trust mechanisms. Although blockchain finance enhances transparency and efficiency, it also brings new patterns of price dynamics, liquidity segmentation, and modelable sources of market fragility. The rapid rise of digital assets, decentralized finance (DeFi), and token-based ecosystems is reshaping traditional financial intermediation and market design, raising quantitative questions about governance, market integrity, and systemic risk, including the measurement, monitoring, and mitigation of systemic exposures.

This Special Issue invites studies that develop stochastic modeling, quantitative risk analysis and control, and market microstructure perspectives for blockchain-based financial systems. We welcome theoretical, empirical, and simulation-based studies using tools such as stochastic processes, optimization, agent-based modeling and computational finance to investigate the functioning, risks, and governance of blockchain-driven financial systems. We particularly encourage papers that combine blockchain analytics with approaches from financial economics, market microstructure, computational finance, or agent-based modeling. By gathering contributions across economics, finance, and computer science, this Special Issue aims to advance an analytically grounded understanding of efficiency, stability, and resilience in digital markets.

Dr. Junhuan Zhang
Guest Editor

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Keywords

  • blockchain finance
  • Decentralized Finance (DeFi)
  • financial regulation
  • smart contracts
  • digital assets
  • tokenization
  • market microstructure
  • Central Bank Digital Currency (CBDC)
  • agent-based modeling
  • blockchain governance
  • financial stability
  • cryptocurrency
  • stablecoins
  • Decentralized Autonomous Organizations (DAOs)

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Published Papers

This special issue is now open for submission.
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