Mathematical Finance: Statistical Inference, Stochastic Modeling, and Advanced Algorithms
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "E5: Financial Mathematics".
Deadline for manuscript submissions: 31 December 2025 | Viewed by 1817
Special Issue Editor
Interests: econometrics; statistical and computational methods in finance
Special Issue Information
Dear Colleagues,
We are pleased to extend an invitation to scholars specializing in Mathematical Finance, Financial Econometrics, and Statistics to contribute to our forthcoming Special Issue titled 'Mathematical Finance: Statistical Inference, Stochastic Modeling, and Advanced Algorithms'. We welcome submissions of research papers that introduce innovative methods, algorithms, and practical applications in the realm of statistical inference as applied to the modeling of asset prices.
This Special Issue aims to encompass a broad spectrum of topics, including, but not limited to:
- Modeling of financial time series;
- Derivatives pricing;
- Term structure of interest rates;
- Stochastic volatility and risk modeling;
- Price duration analysis;
- High-frequency data analysis.
We are particularly interested in approaches utilizing both frequentist and Bayesian inference methodologies. This encompasses techniques such as:
- Sequential Monte Carlo and Particle Filtering;
- Markov Chain Monte Carlo;
- Laplace Approximations;
- Machine Learning methods;
- Other approximating techniques, including Random Forests, Deep Learning, Reinforcement Learning, and Non-parametric estimators.
Dr. Márcio Poletti Laurini
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. 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
- modeling of financial time series
- derivatives pricing
- term structure of interest rates
- stochastic volatility and risk modeling
- price duration analysis
- high-frequency data analysis
- sequential Monte Carlo and particle filtering
- Markov chain Monte Carlo
- laplace approximations
- machine learning methods
- other approximating techniques, including random forests, deep Learning, reinforcement learning, and non-parametric estimators
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