Advanced Methods, Modeling and Optimization for Financial Engineering and Risk Management
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: 1 December 2025 | Viewed by 116
Special Issue Editors
Interests: statistical modeling; optimal control; econometrics; financial engineering
Interests: Monte Carlo methods; modeling in finance; big data; financial engineering
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
In portfolio management theory, the principle of separation postulates that all investors will achieve an identical optimal risk portfolio if given the same inputs. However, the realization of true optimality depends on the accuracy of technical analysis, conducted by financial engineers in predicting the rate of return of the financial assets, encompassed in the portfolio. Statistical methods for working with quantitative information, particularly about volatility and risks, are essential to achieving high accuracy in the technical analysis. Some applications of statistical methods and modeling in financial engineering include the use of Bayesian Statistics, (S)AR(F)IMA and (G)ARCH Modeling, Black–Scholes Models and Levy Models.
This Special Issue aims to collect high-quality and interesting papers considering the recent advancements in statistical and numerical methods, modeling and optimization for financial engineering and risk management.
Manuscripts providing pioneering results and achievements, solving complex problems or suggesting novel and advanced methods and techniques are warmly welcome for submission. Estimating and modeling risk and crafting an optimal portfolio are in the scope of this Special Issue. Models for establishing the relationship between the return and risk of financial instruments like the Capital Asset Pricing Model (CAPM) and the Fama and French model are attractive aspects of the research as well.
Dr. Vesela Mihova
Dr. Slavi Georgiev
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. Mathematics is an international peer-reviewed open access semimonthly 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 2600 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
- mathematics
- statistical methods
- mathematical modeling
- time series analysis
- optimization and control
- quantitative finance
- financial engineering
- risk management
- big data
- computational mathematics
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