Recent Developments in Mathematical and Statistical Finance
A special issue of Axioms (ISSN 2075-1680). This special issue belongs to the section "Mathematical Analysis".
Deadline for manuscript submissions: 29 December 2025 | Viewed by 64
Special Issue Editors
Interests: statistics; complex data analysis; machine learning; deep generative learning
Special Issue Information
Dear Colleagues,
This Special Issue aims to showcase cutting-edge advancements at the intersection of mathematical modeling, statistical methodologies, and financial theory. As financial markets grow increasingly complex, driven by technological innovations, regulatory changes, and evolving risk landscapes, there is a pressing need for novel quantitative tools to address emerging challenges. This Special Issue invites contributions that advance the theoretical foundations and practical applications of mathematical and statistical finance, with a focus on robustness, interpretability, and scalability.
We welcome all submissions that emphasize using mathematical frameworks (including stochastic processes, statistical learning, optimization techniques, partial differential equations, and machine learning algorithms) to solve problems related to real-world mathematical financial issues.
Topics of interest include, but are not limited to, the following:
- Risk Management: Dynamic portfolio optimization, systemic risk modeling, and stress-testing frameworks under nonstationary market conditions.
- Asset Pricing: Machine learning-enhanced pricing models, high-frequency mathematical and statistical data analysis, and nonlinear dependency structures.
- Algorithmic Finance: AI-driven trading strategies, blockchain analytics, and ethical considerations in automated decision making.
- Regulatory Compliance: Quantitative frameworks for ESG (environmental, social, and governance) metrics, climate risk modeling, and capital adequacy assessments.
We encourage both theoretical and empirical studies that bridge methodological rigor and practical relevance. Interdisciplinary approaches integrating econometrics, stochastic calculus, computational statistics, or data science are particularly welcome. Submissions should emphasize innovation, reproducibility, and applicability to contemporary financial ecosystems （from mathematical and statistical perspectives).
Prof. Dr. Xu Liu
Prof. Dr. Feipeng Zhang
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
- asset pricing
- algorithmic finance
- regulatory compliance
- risk management
- computation
- mathematical finance
- mathematical and statistical modeling
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