Special Issue "Entropy-Based Methods for Finance and Risk Management"

A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Multidisciplinary Applications".

Deadline for manuscript submissions: 31 December 2022 | Viewed by 158

Special Issue Editors

Assoc. Prof. Loretta Mastroeni
E-Mail Website
Guest Editor
Department of Economics, Roma TRE University, Via Silvio d’Amico, 77, 00145 Roma, Italy
Interests: energy and commodity finance; mathematical finance; quantitative finance
Dr. Pierluigi Vellucci
E-Mail Website
Guest Editor
Department of Economics, University of Roma Tre, 00145 Roma, Italy
Interests: multi-agent systems; energy economics; quantitative finance

Special Issue Information

Dear Colleagues,

Entropy seeks submissions for a Special Issue on Entropy-Based Methods for Finance and Risk Management.

The concept of entropy originates from thermodynamics in the 19th century, but today is used in many research fields. In recent years, the applications of entropy in finance and economics have increased considerably, as demonstrated also by the significant number of papers in this field featured in many journals dealing with entropy-related topics

In mathematics, an abstract definition of entropy is known as Shannon information entropy, but many definitions and applications of entropy have been proposed in the literature, thanks to the generality of its concept.

In finance, entropy has been employed to understand turning points in foreign exchange rate time series, to propose an alternative measure to the standard deviation in stock markets, and to study option and asset pricing through an entropic methodology. In risk management, entropy-based measures of risk and rare-event probabilities have been introduced to innovate the traditional risk management tools, such as the value-at-risk.

In this Special Issue, we welcome innovative contributions and applications in all areas of Finance and Risk Management in which any definition of entropy plays a central role.

The primary acceptance criterion for submission will be the high quality and originality of the contribution. This is an open call for all researchers in this area. 

We especially welcome innovative contributions related to, but are not limited to, the following main topics:

  • Stock markets
  • Energy finance
  • Commodity finance
  • Credit Risk
  • Market Risk
  • Liquidity Risk
  • Operational Risk
  • Climate Risk
  • Asset and Derivative Pricing
  • Network Modelling
  • Portfolio Optimization
  • Systemic Risk
  • Insurance
  • Portfolio selection

Assoc. Prof. Loretta Mastroeni
Dr. Pierluigi Vellucci
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. Entropy 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.

Published Papers

This special issue is now open for submission.
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