Fractal Approaches and Machine Learning in Financial Markets
A special issue of Fractal and Fractional (ISSN 2504-3110).
Deadline for manuscript submissions: 30 September 2026 | Viewed by 63
Special Issue Editor
Interests: multifractal analysis; economic finance; financial mathematics; machine learning; stochastic volatility; data science
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
The increasing complexity and interconnectedness of modern financial markets call for innovative analytical tools that can capture nonlinear dynamics, long-range dependence, and emergent patterns. Fractal approaches provide a powerful framework to study scaling laws, multifractality, and self-similarity in financial time series, offering deeper insights into volatility clustering, market efficiency, and systemic risk.
At the same time, machine learning techniques have advanced rapidly, enabling researchers to uncover hidden structures, forecast market movements, and design adaptive trading and risk management strategies.
This Special Issue invites contributions that combine fractal methodologies and machine learning models to address fundamental and applied questions in finance. Potential topics include, but are not limited to, fractal and multifractal analysis of asset prices, machine learning-based volatility and risk prediction, hybrid models integrating fractal features with deep learning, applications to portfolio optimization and asset pricing, and the use of fractal-inspired learning algorithms in financial decision-making. By bridging theory and practice, this issue aims to highlight the synergies between fractal approaches and machine learning, offering novel perspectives on the behavior and dynamics of global financial markets.
Prof. Dr. Sun-Yong Choi
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. Fractal and Fractional 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 2700 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
- fractal and multifractal analysis
- machine learning
- deep learning
- financial market
- volatility
- risk management
- portfolio optimization
- asset pricing
- financial decision-making
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