Special Issue "Entropic Applications in Economics and Finance"
A special issue of Entropy (ISSN 1099-4300).
Deadline for manuscript submissions: closed (30 April 2017) | Viewed by 29635
Interests: Kullback-Leibler; large deviations; finance; economics; Esscher transform
2. Department of Banking and Finance, FEMA, University of Malta, Msida MSD 2080, Malta
Interests: spectral and time series econometrics; nonlinear chaotic dynamics; extreme value theory; machine learning; Bayesian statistics; wavelets; Kalman filtering; DSGE modeling; behavioral economics; monetary economics; macro-financial theory; econophysics and complex systems; blockchain; fintech; big data science; machine learning; artificial intelligence; chaos and econophysics; financial engineering
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The journal Entropy is seeking papers for a Special Issue devoted to economics and finance (theory or empirical) in which information–theoretic entropy is the primary tool. Shannon entropy, Kullback–Leibler relative entropy, or other entropies (e.g., the Renyi or Tsallis entropies) should predominate. The entropies may be motivated by axiomatic rationale, frequentist rationale from the statistical theory of large deviations, or a more novel rationale. Moment-constrained entropy optimization may be used to produce Boltzmann–Gibbs type distributions applied in a variety of economic or finance settings. We emphasize that papers in which entropy plays a less central, more tangential role will be considered, but will not receive preference.
The underlying economics may be grounded in either micro- or macro-economics. Finance papers should also have some conventional grounding in finance theory, e.g., the arbitrage-free pricing of derivative securities enabled by a suitably moment-constrained entropy optimized risk-neutral distribution. Papers without such foundations, e.g., those metaphorically motivated by the natural sciences, will be considered at a secondary level. Our aim is to make this Special Issue more accessible to the mainstream economics and finance faculty, which by no means changes the desirable interdisciplinary scope of the regular issues of Entropy.
Please indicate on your submission that your paper is intended for the Special Issue on economic and finance applications.
Prof. Michael Stutzer
Prof. Stelios Bekiros
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.