Mathematical Aspects of Trading and Valuating Financial Assets
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: 20 June 2025 | Viewed by 42182
Special Issue Editors
Interests: investment; financial markets; corporate finance
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
The financial markets have become more and more complex in recent years since a high portion of trades is performed by computerized systems. Those system tries to make sense of the chaotic nature of financial assets prices. The advance in this field enables researchers and practitioners to design trading systems that are based on complex computations derived from years of manual trading experience. Algorithmic trading systems integrate information in a short period of time and translate that information into trading decisions. This special issue of Mathematics will concentrate on this process of high-frequency trading of various financial assets such as commodities, cryptocurrencies, stocks, and ETFs. Authors should present the mathematical concepts behind their trading systems and perform a simulation that implements those concepts. These trading systems can use daily data or intraday data from various sources of information to reach their long/short decisions. We also welcome paper that uses advanced computational methods such as neuron network and fuzzy systems to identify efficient portfolios and access returns. In addition, this special issue welcomes financial assets valuations that are based on innovative mathematics and can contribute to the literature in that field. For example, methods of stocks valuation with uncertain income distribution.
Prof. Dr. Gil Cohen
Dr. Mahmoud Qadan
Guest Editors
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Keywords
- trading systems
- high frequency
- stocks valuation
- cryptocurrencies
- complex systems
- simulations
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