Recent Advances in Mathematical Optimization and Its Applications in Portfolio Modelling
A special issue of Axioms (ISSN 2075-1680). This special issue belongs to the section "Mathematical Analysis".
Deadline for manuscript submissions: 30 May 2026 | Viewed by 39
Special Issue Editors
Interests: artificial intelligence; evolutionary computation; optimization; portfolio selection
Special Issue Information
Dear Colleagues,
The increasing complexity of financial markets and investment strategies has led to a growing need for advanced mathematical optimization techniques in portfolio modelling. Traditional models often fall short when faced with realistic constraints such as cardinality, turnover limits, sector exposure bounds, and leverage, which are essential for practical portfolio construction.
This Special Issue aims to gather cutting-edge research on mathematical and computational methods for portfolio optimization, with a particular focus on metaheuristic algorithms, constraint-handling techniques, and non-convex objective functions. We are especially interested in contributions that address the challenges posed by real-world constraints through innovative approaches such as adaptive penalty schemes, projection methods, and hybrid evolutionary frameworks.
Topics of interest include, but are not limited to, the following:
- Swarm intelligence and evolutionary algorithms for portfolio selection;
- Constraint-handling techniques in metaheuristic optimization;
- Hybridization of metaheuristics with machine learning or decision theory;
- Multi-objective and stochastic optimization models in finance;
- Optimization under solvency, liquidity, and regulatory constraints;
- Risk-adjusted performance measures;
- Dynamic portfolio allocation strategies.
We welcome both theoretical contributions and empirical research papers that assess the effectiveness of proposed methods in realistic financial scenarios. Submissions may include applications to equity and bond portfolios, pension funds, or other investment vehicles.
All manuscripts should present original research and comply with the submission guidelines of Axioms.
Dr. Massimiliano Kaucic
Dr. Filippo Piccotto
Guest Editors
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. Axioms 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 2400 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
- portfolio optimization
- financial engineering
- metaheuristics
- constraint handling
- swarm intelligence
- evolutionary computation
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