Advances in Mathematical Physics

Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics


Lead Editor
Guest Editors

1Sungkyunkwan University (SKKU), Seoul, Republic of Korea

2University of Louisville, Louisville, USA

Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics


Econophysics, statistical mechanics, and financial mathematics are interdisciplinary study that combines economics, statistical physics, stochastic analysis, stochastic processes, optimization, numerical methods, and finance.

Econophysics, a definitely interdisciplinary and pioneering field, applies the methodology of physics to economics. The examples and methodological tools of econophysics studies include phase-transition phenomenon, nonlinear dynamics, and chaos theory. Statistical mechanics investigate the behavior of macroscopic systems by analyzing the statistical properties of their microscopic constituents. This special issue focuses on its financial applications. Financial mathematics is a field of applied mathematics, concerned with financial markets. It includes computational finance, quantitative financial analysis, and financial engineering.

This special issue solicits high quality theoretical and original research articles as well as review articles in the field of econophysics, statistical mechanics for financial applications, and financial mathematics.

Potential topics include, but are not limited to:

  • Big data analysis in finance and economics
  • Classical and quantum information
  • Complex systems
  • Derivatives pricing
  • Dynamical and stochastic processes
  • Econophysics
  • Financial econometrics
  • High-frequency trading and its analysis
  • Incomplete markets
  • Mathematical finance
  • Numerical methods for finance and economics
  • Phase-transition phenomenon
  • Random systems
  • Social-phase transition
  • Statistical mechanics for financial applications
  • Stochastic process for finance
  • Systemic and liquidity risks
Advances in Mathematical Physics
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Acceptance rate16%
Submission to final decision138 days
Acceptance to publication22 days
Journal Citation Indicator0.430
Impact Factor1.2
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