Modeling and Forecasting of Financial Markets

A special issue of Economies (ISSN 2227-7099). This special issue belongs to the section "Macroeconomics, Monetary Economics, and Financial Markets".

Deadline for manuscript submissions: 31 December 2026 | Viewed by 18

Special Issue Editor


E-Mail Website
Guest Editor
Graduate School of Economics, Kobe University, 2-1, Rokkodai, Nada-Ku, Kobe 657-8501, Japan
Interests: market microstructure; empirical finance; international finance
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

This Special Issue aims to present contemporary advances in the modeling and forecasting of financial markets, offering a platform for empirical research that enhances our understanding of market behavior, and improves decision-making in finance. As financial systems become more complex and data-rich, the need for robust forecasting tools and accurate models has never been more critical, especially for academics, policymakers, and practitioners alike.

The focus of this Special Issue lies in exploring innovative approaches for financial market analysis, including time-series econometrics, machine learning, artificial intelligence, and other quantitative methods. Emphasis will be placed on both traditional financial indicators and alternative data sources, covering diverse markets such as equities, fixed income, commodities, and foreign exchange.

The scope of this Special Issue includes topics such as volatility modeling, return predictability, market microstructure, risk forecasting, and algorithmic trading strategies. Interdisciplinary and data-driven contributions that provide novel insights or practical forecasting applications are particularly encouraged.

This Special Issue is situated within a well-established literature on financial econometrics and market predictability. However, it distinguishes itself by addressing recent methodological advancements and the growing role of big data, thus bridging classical theories with modern computational techniques.

Prof. Dr. Kentaro Iwatsubo
Guest Editor

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. Economies 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 1800 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

  • time-series econometrics
  • machine learning
  • artificial intelligence
  • forecasting
  • algorithmic trading strategies

Benefits of Publishing in a Special Issue

  • Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
  • Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
  • Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
  • External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
  • Reprint: MDPI Books provides the opportunity to republish successful Special Issues in book format, both online and in print.

Further information on MDPI's Special Issue policies can be found here.

Published Papers

This special issue is now open for submission.
Back to TopTop